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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 | 400PCR: -- | 0.05 | 0.17% | 0.04 | 0.00 | 31.25% | -0.001 | 0.000 | -0.004 | 0.005 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 410PCR: -- | 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 | 420PCR: -- | 0.15 | 1.29% | 0.38 | 0.00 | 31.25% | -0.011 | 0.001 | -0.027 | 0.031 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 425PCR: -- | 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 | 430PCR: -- | 0.15 | 1.51% | 0.04 | 43.75 | 27.34% | -0.013 | 0.001 | -0.028 | 0.037 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 435PCR: -- | 1.45 | 8.10% | 0.01 | 0.00 | 39.06% | -0.074 | 0.003 | -0.166 | 0.153 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 440PCR: -- | 0.25 | 2.64% | 2.99 | 55.00 | 25.39% | -0.024 | 0.002 | -0.043 | 0.061 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 445PCR: -- | 0.35 | 3.49% | 0.50 | 47.50 | 24.41% | -0.032 | 0.003 | -0.053 | 0.078 | Login To Trade |
0.222 | -0.216 | 0.005 | 0.877 | 35.16% | 32.50 | 0.53 | 45.91% | 43.70 | 450PCR: 12.71 | 0.45 | 4.66% | 6.68 | 198.75 | 23.44% | -0.043 | 0.004 | -0.066 | 0.101 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.13 | 99.00% | 34.40 | 455PCR: 8.60 | 0.60 | 6.17% | 1.08 | 73.75 | 22.46% | -0.059 | 0.005 | -0.080 | 0.128 | Login To Trade |
0.232 | -0.174 | 0.007 | 0.869 | 27.10% | 18.75 | 0.15 | 46.11% | 33.25 | 460PCR: 29.92 | 0.90 | 8.15% | 4.49 | 325.00 | 21.48% | -0.081 | 0.006 | -0.097 | 0.163 | Login To Trade |
0.256 | -0.175 | 0.009 | 0.849 | 24.66% | 23.75 | 0.20 | 45.73% | 28.45 | 465PCR: 7.38 | 1.30 | 11.19% | 1.48 | 91.25 | 21.00% | -0.114 | 0.008 | -0.123 | 0.211 | Login To Trade |
0.277 | -0.165 | 0.011 | 0.829 | 21.48% | 60.00 | 0.84 | 45.32% | 23.45 | 470PCR: 6.21 | 1.85 | 14.74% | 5.20 | 243.75 | 20.26% | -0.157 | 0.011 | -0.148 | 0.263 | Login To Trade |
0.323 | -0.182 | 0.013 | 0.780 | 20.26% | 178.75 | 1.16 | 44.00% | 19.15 | 475PCR: 3.02 | 2.60 | 18.87% | 3.51 | 370.00 | 19.53% | -0.212 | 0.014 | -0.172 | 0.316 | Login To Trade |
0.376 | -0.209 | 0.016 | 0.706 | 20.02% | 503.75 | 5.35 | 41.71% | 15.25 | 480PCR: 1.89 | 3.85 | 23.96% | 10.10 | 927.50 | 19.29% | -0.287 | 0.016 | -0.199 | 0.372 | Login To Trade |
0.413 | -0.218 | 0.018 | 0.628 | 19.04% | 521.25 | 2.94 | 38.81% | 11.80 | 485PCR: 1.41 | 5.35 | 28.98% | 4.15 | 430.00 | 18.80% | -0.371 | 0.018 | -0.215 | 0.412 | Login To Trade |
0.434 | -0.234 | 0.019 | 0.531 | 19.41% | 1,731.25 | 13.38 | 34.85% | 9.00 | 490PCR: 0.81 | 7.45 | 33.98% | 10.81 | 638.75 | 18.55% | -0.467 | 0.020 | -0.224 | 0.434 | Login To Trade |
0.430 | -0.227 | 0.019 | 0.438 | 19.04% | 595.00 | 5.90 | 30.44% | 6.60 | 495PCR: 0.59 | 10.25 | 38.35% | 3.46 | 108.75 | 19.04% | -0.562 | 0.019 | -0.227 | 0.430 | Login To Trade |
0.403 | -0.216 | 0.018 | 0.347 | 19.29% | 2,136.25 | 28.30 | 25.49% | 4.80 | 500PCR: 0.41 | 13.45 | 41.93% | 11.46 | 195.00 | 19.04% | -0.655 | 0.018 | -0.213 | 0.402 | Login To Trade |
0.363 | -0.199 | 0.015 | 0.273 | 19.78% | 585.00 | 4.38 | 21.03% | 3.50 | 505PCR: 0.30 | 16.30 | 45.19% | 1.31 | 21.25 | 17.09% | -0.760 | 0.017 | -0.161 | 0.339 | Login To Trade |
0.313 | -0.176 | 0.013 | 0.208 | 20.26% | 1,203.75 | 16.99 | 16.65% | 2.50 | 510PCR: 0.14 | 20.50 | 47.13% | 2.34 | 52.50 | 17.58% | -0.826 | 0.013 | -0.137 | 0.280 | Login To Trade |
0.266 | -0.155 | 0.011 | 0.161 | 21.00% | 187.50 | 4.35 | 13.24% | 1.80 | 515PCR: 0.10 | 24.45 | 48.94% | 0.44 | 23.75 | 15.63% | -0.910 | 0.009 | -0.077 | 0.177 | Login To Trade |
0.213 | -0.124 | 0.009 | 0.116 | 21.00% | 1,128.75 | 19.36 | 9.74% | 1.35 | 520PCR: 0.11 | 29.30 | 49.58% | 2.20 | 26.25 | 17.09% | -0.930 | 0.007 | -0.069 | 0.146 | Login To Trade |
0.186 | -0.116 | 0.007 | 0.096 | 22.46% | 101.25 | 5.64 | 8.15% | 1.05 | 525PCR: 0.06 | 37.20 | 47.44% | 0.35 | 0.00 | 32.23% | -0.814 | 0.008 | -0.262 | 0.293 | Login To Trade |
0.156 | -0.102 | 0.006 | 0.076 | 23.44% | 328.75 | 12.54 | 6.48% | 0.85 | 530PCR: 0.07 | 39.25 | 50.02% | 0.90 | 7.50 | 20.51% | -0.950 | 0.005 | -0.064 | 0.113 | Login To Trade |
0.132 | -0.089 | 0.004 | 0.061 | 24.41% | 72.50 | 3.43 | 5.25% | 0.65 | 535PCR: 0.11 | 44.20 | 50.18% | 0.36 | 0.00 | 22.46% | -0.954 | 0.004 | -0.066 | 0.105 | Login To Trade |
0.112 | -0.079 | 0.004 | 0.050 | 25.39% | 340.00 | 14.10 | 4.23% | 0.55 | 540PCR: 0.23 | 48.80 | 50.58% | 3.31 | 10.00 | 15.63% | -0.997 | 0.001 | -0.005 | 0.011 | Login To Trade |
0.084 | -0.059 | 0.003 | 0.035 | 25.39% | 0.00 | 1.20 | 3.01% | 0.35 | 545PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.082 | -0.062 | 0.003 | 0.034 | 27.34% | 226.25 | 22.96 | 2.86% | 0.35 | 550PCR: 0.09 | 55.50 | 99.00% | 2.06 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.062 | -0.047 | 0.002 | 0.024 | 27.34% | 1.25 | 0.95 | 2.04% | 0.25 | 555PCR: 0.01 | 39.00 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.045 | -0.034 | 0.001 | 0.017 | 27.34% | 71.25 | 6.88 | 1.41% | 0.20 | 560PCR: 0.02 | 66.15 | 99.00% | 0.14 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.047 | -0.041 | 0.001 | 0.018 | 31.25% | 3.75 | 2.91 | 1.45% | 0.20 | 570PCR: 0.06 | 72.20 | 99.00% | 0.16 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.027 | -0.023 | 0.001 | 0.009 | 31.25% | 7.50 | 4.70 | 0.75% | 0.15 | 580PCR: 0.03 | 86.80 | 99.00% | 0.14 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.030 | -0.030 | 0.001 | 0.011 | 35.16% | 0.00 | 0.20 | 0.85% | 0.15 | 590PCR: 0.06 | 36.00 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.034 | -0.037 | 0.001 | 0.012 | 39.06% | 18.75 | 5.11 | 0.93% | 0.15 | 600PCR: 0.01 | 106.95 | 99.00% | 0.05 | 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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