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Span Margin Calculator
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Vega | Theta | Gamma | Delta | Imp Vol | Vol (k) | OI (lakhs) | PoP | LTP | Strike | LTP | PoP | OI (lakhs) | Vol (k) | Imp Vol | Delta | Gamma | Theta | Vega | |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 430PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 440PCR: -- | 0.40 | 3.21% | 0.01 | 0.00 | 27.34% | -0.028 | 0.002 | -0.044 | 0.090 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 450PCR: -- | 0.60 | 4.42% | 1.83 | 15.00 | 25.39% | -0.040 | 0.002 | -0.055 | 0.120 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 455PCR: -- | 0.35 | 3.36% | 0.03 | 0.00 | 21.48% | -0.030 | 0.002 | -0.037 | 0.097 | Login To Trade |
0.403 | -0.345 | 0.004 | 0.792 | 47.85% | 0.00 | 0.03 | 42.46% | 56.25 | 460PCR: 190.50 | 0.90 | 6.40% | 4.76 | 53.75 | 23.44% | -0.060 | 0.004 | -0.070 | 0.167 | Login To Trade |
0.472 | -0.535 | 0.004 | 0.722 | 63.48% | 0.00 | 0.01 | 39.24% | 59.65 | 465PCR: 145.00 | 1.20 | 8.14% | 1.81 | 0.00 | 22.95% | -0.078 | 0.004 | -0.084 | 0.205 | Login To Trade |
0.284 | -0.125 | 0.006 | 0.879 | 24.66% | 36.25 | 0.70 | 46.18% | 40.00 | 470PCR: 2.43 | 1.50 | 10.03% | 1.70 | 45.00 | 22.22% | -0.099 | 0.006 | -0.097 | 0.244 | Login To Trade |
0.332 | -0.142 | 0.007 | 0.847 | 23.93% | 0.00 | 0.06 | 45.37% | 35.00 | 475PCR: 4.80 | 2.05 | 12.68% | 0.30 | 20.00 | 21.73% | -0.129 | 0.007 | -0.115 | 0.296 | Login To Trade |
0.371 | -0.154 | 0.008 | 0.819 | 23.19% | 0.00 | 0.35 | 44.65% | 31.20 | 480PCR: 12.00 | 2.55 | 15.54% | 4.20 | 72.50 | 21.24% | -0.164 | 0.008 | -0.132 | 0.348 | Login To Trade |
0.514 | -0.428 | 0.006 | 0.661 | 46.63% | 0.00 | 0.16 | 38.11% | 38.35 | 485PCR: 6.15 | 3.40 | 18.57% | 1.00 | 62.50 | 20.51% | -0.204 | 0.010 | -0.146 | 0.398 | Login To Trade |
0.439 | -0.150 | 0.012 | 0.758 | 19.17% | 12.50 | 0.29 | 43.15% | 21.80 | 490PCR: 15.91 | 4.45 | 22.32% | 4.58 | 160.00 | 20.26% | -0.257 | 0.011 | -0.164 | 0.453 | Login To Trade |
0.504 | -0.192 | 0.012 | 0.678 | 21.36% | 0.00 | 0.19 | 40.34% | 19.35 | 495PCR: 6.67 | 6.05 | 26.26% | 1.25 | 63.75 | 20.26% | -0.318 | 0.013 | -0.181 | 0.502 | Login To Trade |
0.538 | -0.199 | 0.013 | 0.613 | 20.75% | 250.00 | 5.49 | 37.98% | 15.55 | 500PCR: 1.71 | 7.75 | 30.06% | 9.39 | 412.50 | 20.14% | -0.384 | 0.013 | -0.193 | 0.537 | Login To Trade |
0.557 | -0.203 | 0.014 | 0.546 | 20.39% | 198.75 | 1.06 | 35.17% | 12.60 | 505PCR: 3.09 | 9.75 | 33.56% | 3.29 | 156.25 | 19.53% | -0.453 | 0.014 | -0.194 | 0.557 | Login To Trade |
0.560 | -0.203 | 0.014 | 0.476 | 20.26% | 855.00 | 8.13 | 32.03% | 10.10 | 510PCR: 0.96 | 12.40 | 36.69% | 7.78 | 282.50 | 20.02% | -0.519 | 0.014 | -0.200 | 0.560 | Login To Trade |
0.545 | -0.195 | 0.014 | 0.406 | 20.02% | 396.25 | 6.18 | 28.48% | 7.95 | 515PCR: 0.85 | 15.05 | 39.98% | 5.28 | 95.00 | 19.29% | -0.598 | 0.014 | -0.187 | 0.544 | Login To Trade |
0.514 | -0.181 | 0.013 | 0.338 | 19.78% | 1,070.00 | 24.41 | 24.68% | 6.20 | 520PCR: 0.49 | 18.25 | 42.22% | 11.96 | 70.00 | 19.53% | -0.659 | 0.013 | -0.180 | 0.516 | Login To Trade |
0.475 | -0.172 | 0.012 | 0.282 | 20.26% | 125.00 | 3.38 | 21.30% | 4.75 | 525PCR: 0.62 | 22.55 | 44.23% | 2.09 | 16.25 | 20.75% | -0.713 | 0.012 | -0.177 | 0.479 | Login To Trade |
0.425 | -0.154 | 0.011 | 0.228 | 20.26% | 277.50 | 14.11 | 17.79% | 3.65 | 530PCR: 0.34 | 25.70 | 45.99% | 4.86 | 21.25 | 19.78% | -0.774 | 0.011 | -0.149 | 0.423 | Login To Trade |
0.370 | -0.134 | 0.009 | 0.181 | 20.26% | 141.25 | 2.20 | 14.47% | 2.75 | 535PCR: 0.24 | 22.55 | 99.00% | 0.54 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.323 | -0.118 | 0.008 | 0.146 | 20.51% | 402.50 | 15.26 | 11.95% | 2.10 | 540PCR: 0.52 | 34.75 | 47.85% | 7.96 | 7.50 | 21.97% | -0.836 | 0.008 | -0.137 | 0.348 | Login To Trade |
0.264 | -0.097 | 0.006 | 0.110 | 20.51% | 76.25 | 4.09 | 9.15% | 1.50 | 545PCR: 0.54 | 27.85 | 99.00% | 2.23 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.228 | -0.086 | 0.005 | 0.090 | 21.00% | 531.25 | 11.24 | 7.50% | 1.25 | 550PCR: 0.27 | 43.00 | 49.84% | 3.06 | 3.75 | 19.53% | -0.926 | 0.005 | -0.069 | 0.197 | Login To Trade |
0.189 | -0.073 | 0.004 | 0.070 | 21.48% | 36.25 | 0.78 | 5.93% | 0.90 | 555PCR: 0.18 | 36.50 | 99.00% | 0.14 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.153 | -0.059 | 0.004 | 0.053 | 21.48% | 76.25 | 3.91 | 4.52% | 0.70 | 560PCR: 0.40 | 50.75 | 99.00% | 1.55 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.136 | -0.055 | 0.003 | 0.046 | 22.46% | 18.75 | 0.73 | 3.91% | 0.55 | 565PCR: 0.09 | 45.30 | 99.00% | 0.06 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.106 | -0.043 | 0.002 | 0.034 | 22.46% | 25.00 | 3.73 | 2.87% | 0.45 | 570PCR: 0.20 | 55.40 | 99.00% | 0.75 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.136 | -0.064 | 0.003 | 0.046 | 26.37% | 0.00 | 0.69 | 3.84% | 0.65 | 575PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.074 | -0.031 | 0.002 | 0.022 | 23.44% | 66.25 | 4.54 | 1.85% | 0.25 | 580PCR: 0.29 | 56.35 | 99.00% | 1.30 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.073 | -0.035 | 0.001 | 0.022 | 26.37% | 0.00 | 1.70 | 1.80% | 0.30 | 590PCR: 0.10 | 75.00 | 99.00% | 0.16 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.054 | -0.026 | 0.001 | 0.015 | 27.34% | 55.00 | 7.45 | 1.24% | 0.20 | 600PCR: 0.57 | 91.35 | 99.00% | 4.25 | 6.25 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.033 | -0.016 | 0.001 | 0.009 | 27.34% | 45.00 | 0.90 | 0.69% | 0.10 | 610PCR: 0.03 | 89.00 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 15.63% | 0.00 | 1.55 | 0.00% | 0.05 | 620PCR: 2.58 | 105.10 | 99.00% | 4.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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