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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 | 450PCR: -- | 0.25 | 1.70% | 0.01 | 0.00 | 39.06% | -0.014 | 0.001 | -0.046 | 0.043 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 460PCR: -- | 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 | 0.01 | 99.00% | 68.45 | 470PCR: 246.00 | 0.40 | 2.73% | 3.08 | 47.50 | 33.20% | -0.024 | 0.001 | -0.062 | 0.067 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 475PCR: -- | 0.55 | 3.75% | 0.03 | 0.00 | 33.20% | -0.033 | 0.002 | -0.082 | 0.089 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.28 | 99.00% | 58.50 | 480PCR: 7.77 | 0.60 | 4.02% | 2.14 | 106.25 | 31.25% | -0.036 | 0.002 | -0.083 | 0.095 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 485PCR: -- | 0.85 | 5.71% | 0.14 | 0.00 | 31.74% | -0.052 | 0.003 | -0.113 | 0.128 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 490PCR: -- | 0.85 | 6.54% | 4.15 | 45.00 | 30.27% | -0.061 | 0.003 | -0.122 | 0.145 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 40.70 | 495PCR: 19.00 | 1.05 | 7.22% | 0.24 | 6.25 | 28.32% | -0.068 | 0.004 | -0.125 | 0.159 | Login To Trade |
0.183 | -0.139 | 0.005 | 0.918 | 27.34% | 65.00 | 3.11 | 47.22% | 43.85 | 500PCR: 1.96 | 1.40 | 9.08% | 6.09 | 265.00 | 27.83% | -0.088 | 0.005 | -0.149 | 0.193 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.04 | 99.00% | 33.50 | 505PCR: 4.33 | 1.50 | 10.21% | 0.16 | 7.50 | 25.88% | -0.101 | 0.006 | -0.153 | 0.213 | Login To Trade |
0.251 | -0.177 | 0.007 | 0.873 | 25.39% | 22.50 | 0.30 | 46.34% | 34.60 | 510PCR: 11.92 | 2.10 | 12.91% | 3.58 | 156.25 | 25.63% | -0.132 | 0.007 | -0.184 | 0.258 | Login To Trade |
0.306 | -0.216 | 0.008 | 0.829 | 25.39% | 31.25 | 0.25 | 45.12% | 30.40 | 515PCR: 2.65 | 2.70 | 15.67% | 0.66 | 38.75 | 24.90% | -0.166 | 0.008 | -0.208 | 0.301 | Login To Trade |
0.342 | -0.232 | 0.010 | 0.795 | 24.41% | 107.50 | 2.01 | 44.28% | 26.00 | 520PCR: 3.58 | 3.45 | 18.68% | 7.21 | 288.75 | 24.17% | -0.207 | 0.010 | -0.231 | 0.344 | Login To Trade |
0.395 | -0.271 | 0.011 | 0.734 | 24.66% | 37.50 | 0.85 | 42.40% | 22.00 | 525PCR: 0.85 | 4.45 | 22.14% | 0.73 | 102.50 | 23.44% | -0.256 | 0.011 | -0.252 | 0.388 | Login To Trade |
0.427 | -0.273 | 0.013 | 0.686 | 22.95% | 622.50 | 8.53 | 40.74% | 18.65 | 530PCR: 1.22 | 5.70 | 25.92% | 10.43 | 591.25 | 22.95% | -0.315 | 0.013 | -0.273 | 0.428 | Login To Trade |
0.459 | -0.286 | 0.014 | 0.620 | 22.46% | 263.75 | 2.79 | 38.41% | 15.10 | 535PCR: 1.07 | 7.40 | 29.69% | 2.99 | 396.25 | 22.46% | -0.381 | 0.014 | -0.286 | 0.459 | Login To Trade |
0.477 | -0.308 | 0.014 | 0.546 | 23.19% | 3,253.75 | 14.75 | 35.25% | 12.25 | 540PCR: 0.61 | 9.60 | 33.12% | 8.99 | 560.00 | 22.71% | -0.446 | 0.014 | -0.301 | 0.477 | Login To Trade |
0.480 | -0.306 | 0.014 | 0.474 | 22.95% | 581.25 | 1.56 | 32.08% | 9.80 | 545PCR: 0.58 | 12.10 | 36.96% | 0.90 | 125.00 | 22.46% | -0.527 | 0.015 | -0.299 | 0.479 | Login To Trade |
0.468 | -0.292 | 0.014 | 0.408 | 22.46% | 2,625.00 | 15.34 | 28.76% | 7.70 | 550PCR: 0.29 | 15.05 | 39.52% | 4.40 | 270.00 | 22.95% | -0.589 | 0.014 | -0.299 | 0.469 | Login To Trade |
0.441 | -0.284 | 0.013 | 0.339 | 23.19% | 205.00 | 0.78 | 24.82% | 6.10 | 555PCR: 0.32 | 18.35 | 42.52% | 0.25 | 38.75 | 22.46% | -0.667 | 0.013 | -0.273 | 0.438 | Login To Trade |
0.407 | -0.259 | 0.012 | 0.281 | 22.95% | 826.25 | 6.79 | 21.30% | 4.70 | 560PCR: 0.41 | 21.70 | 44.64% | 2.79 | 80.00 | 22.22% | -0.731 | 0.012 | -0.245 | 0.397 | Login To Trade |
0.366 | -0.243 | 0.011 | 0.230 | 23.93% | 68.75 | 0.31 | 17.99% | 3.75 | 565PCR: 0.52 | 25.95 | 46.37% | 0.16 | 37.50 | 21.97% | -0.791 | 0.011 | -0.212 | 0.347 | Login To Trade |
0.325 | -0.216 | 0.009 | 0.188 | 23.93% | 1,312.50 | 10.35 | 15.06% | 2.85 | 570PCR: 0.19 | 30.15 | 47.04% | 1.98 | 45.00 | 23.93% | -0.812 | 0.009 | -0.216 | 0.325 | Login To Trade |
0.284 | -0.197 | 0.008 | 0.153 | 24.90% | 62.50 | 0.68 | 12.47% | 2.30 | 575PCR: 0.04 | 34.15 | 48.56% | 0.03 | 17.50 | 22.46% | -0.873 | 0.008 | -0.156 | 0.251 | Login To Trade |
0.240 | -0.166 | 0.007 | 0.119 | 24.90% | 230.00 | 5.30 | 9.87% | 1.75 | 580PCR: 0.25 | 39.05 | 48.84% | 1.31 | 17.50 | 24.41% | -0.883 | 0.007 | -0.161 | 0.237 | Login To Trade |
0.218 | -0.159 | 0.006 | 0.104 | 26.37% | 7.50 | 2.13 | 8.67% | 1.50 | 585PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.186 | -0.139 | 0.005 | 0.084 | 26.86% | 218.75 | 4.19 | 7.08% | 1.20 | 590PCR: 0.05 | 48.35 | 49.82% | 0.20 | 13.75 | 25.39% | -0.926 | 0.005 | -0.120 | 0.170 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 595PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.137 | -0.106 | 0.003 | 0.057 | 27.83% | 367.50 | 10.43 | 4.77% | 0.80 | 600PCR: 0.38 | 57.90 | 50.35% | 3.96 | 16.25 | 26.37% | -0.953 | 0.003 | -0.087 | 0.118 | Login To Trade |
0.090 | -0.071 | 0.002 | 0.034 | 28.32% | 21.25 | 2.46 | 2.83% | 0.45 | 610PCR: 0.01 | 72.00 | 49.12% | 0.03 | 0.00 | 49.32% | -0.845 | 0.004 | -0.393 | 0.287 | Login To Trade |
0.072 | -0.060 | 0.002 | 0.025 | 30.27% | 58.75 | 1.74 | 2.13% | 0.35 | 620PCR: 0.41 | 88.75 | 48.19% | 0.71 | 0.00 | 74.22% | -0.766 | 0.003 | -0.761 | 0.369 | Login To Trade |
0.042 | -0.039 | 0.001 | 0.014 | 33.20% | 10.00 | 0.83 | 1.11% | 0.20 | 640PCR: 1.14 | 113.00 | 48.76% | 0.94 | 0.00 | 95.46% | -0.750 | 0.003 | -1.016 | 0.383 | Login To Trade |
0.023 | -0.023 | 0.001 | 0.007 | 35.16% | 0.00 | 1.03 | 0.56% | 0.10 | 660PCR: 3.05 | 133.00 | 49.67% | 3.13 | 0.00 | 104.98% | -0.765 | 0.002 | -1.079 | 0.370 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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