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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: -- | 0.20 | 1.64% | 0.04 | 0.00 | 46.88% | -0.013 | 0.001 | -0.069 | 0.032 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 460PCR: -- | 0.15 | 1.22% | 2.26 | 10.00 | 39.06% | -0.010 | 0.001 | -0.045 | 0.026 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 470PCR: -- | 0.25 | 2.06% | 2.06 | 0.00 | 37.11% | -0.018 | 0.001 | -0.070 | 0.041 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 475PCR: -- | 0.25 | 2.36% | 1.94 | 0.00 | 35.16% | -0.021 | 0.002 | -0.074 | 0.047 | Login To Trade |
0.303 | -1.653 | 0.003 | 0.739 | 120.12% | 0.00 | 0.15 | 39.09% | 76.60 | 480PCR: 13.75 | 0.20 | 2.04% | 2.06 | 13.75 | 31.25% | -0.018 | 0.002 | -0.059 | 0.042 | Login To Trade |
0.329 | -2.512 | 0.002 | 0.690 | 167.97% | 0.00 | 0.09 | 35.45% | 88.70 | 485PCR: 7.71 | 0.35 | 3.14% | 0.68 | 0.00 | 31.25% | -0.029 | 0.002 | -0.087 | 0.061 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.20 | 99.00% | 36.85 | 490PCR: 18.56 | 0.35 | 3.71% | 3.71 | 7.50 | 29.30% | -0.034 | 0.003 | -0.094 | 0.071 | Login To Trade |
0.306 | -1.181 | 0.004 | 0.734 | 84.96% | 0.00 | 0.25 | 40.27% | 55.75 | 495PCR: 3.05 | 0.50 | 4.96% | 0.76 | 0.00 | 28.32% | -0.047 | 0.004 | -0.117 | 0.091 | Login To Trade |
0.040 | -0.035 | 0.002 | 0.983 | 19.53% | 12.50 | 0.99 | 49.10% | 37.00 | 500PCR: 9.11 | 0.55 | 5.28% | 9.00 | 52.50 | 25.39% | -0.051 | 0.004 | -0.112 | 0.097 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 11.25 | 0.13 | 99.00% | 32.35 | 505PCR: 8.80 | 0.65 | 6.47% | 1.10 | 33.75 | 23.44% | -0.064 | 0.006 | -0.124 | 0.116 | Login To Trade |
0.206 | -0.260 | 0.009 | 0.862 | 27.83% | 16.25 | 0.51 | 46.20% | 28.75 | 510PCR: 14.37 | 1.00 | 9.83% | 7.36 | 298.75 | 23.44% | -0.100 | 0.008 | -0.174 | 0.163 | Login To Trade |
0.190 | -0.181 | 0.010 | 0.877 | 21.00% | 21.25 | 1.18 | 46.73% | 23.10 | 515PCR: 3.50 | 1.35 | 12.13% | 4.11 | 126.25 | 21.48% | -0.128 | 0.011 | -0.191 | 0.195 | Login To Trade |
0.249 | -0.238 | 0.014 | 0.815 | 21.00% | 217.50 | 4.16 | 45.21% | 18.90 | 520PCR: 1.96 | 2.00 | 16.73% | 8.14 | 288.75 | 21.00% | -0.185 | 0.014 | -0.238 | 0.249 | Login To Trade |
0.315 | -0.332 | 0.016 | 0.718 | 23.19% | 21.25 | 1.25 | 42.17% | 15.75 | 525PCR: 2.52 | 2.95 | 21.78% | 3.15 | 193.75 | 20.26% | -0.256 | 0.017 | -0.276 | 0.300 | Login To Trade |
0.344 | -0.309 | 0.020 | 0.653 | 19.78% | 2,313.75 | 8.09 | 39.94% | 11.30 | 530PCR: 0.87 | 4.55 | 27.59% | 7.05 | 942.50 | 20.26% | -0.350 | 0.020 | -0.318 | 0.345 | Login To Trade |
0.369 | -0.336 | 0.021 | 0.547 | 20.02% | 853.75 | 6.48 | 35.81% | 8.40 | 535PCR: 0.86 | 6.65 | 33.13% | 5.59 | 1,183.75 | 20.02% | -0.453 | 0.021 | -0.336 | 0.369 | Login To Trade |
0.368 | -0.335 | 0.021 | 0.441 | 20.02% | 2,303.75 | 16.95 | 30.73% | 6.05 | 540PCR: 0.81 | 9.35 | 37.94% | 13.65 | 953.75 | 20.75% | -0.556 | 0.020 | -0.347 | 0.368 | Login To Trade |
0.344 | -0.329 | 0.019 | 0.347 | 21.00% | 801.25 | 7.90 | 25.63% | 4.50 | 545PCR: 0.24 | 12.60 | 41.50% | 1.88 | 130.00 | 21.48% | -0.649 | 0.018 | -0.338 | 0.346 | Login To Trade |
0.305 | -0.298 | 0.016 | 0.265 | 21.48% | 1,993.75 | 20.39 | 20.66% | 3.15 | 550PCR: 0.24 | 16.30 | 44.37% | 4.98 | 113.75 | 21.48% | -0.735 | 0.016 | -0.298 | 0.305 | Login To Trade |
0.263 | -0.269 | 0.013 | 0.203 | 22.46% | 491.25 | 5.16 | 16.46% | 2.25 | 555PCR: 0.11 | 20.55 | 46.39% | 0.58 | 55.00 | 22.46% | -0.797 | 0.013 | -0.269 | 0.263 | Login To Trade |
0.217 | -0.227 | 0.011 | 0.150 | 22.95% | 672.50 | 13.80 | 12.48% | 1.65 | 560PCR: 0.23 | 24.65 | 47.82% | 3.24 | 25.00 | 22.46% | -0.856 | 0.011 | -0.216 | 0.212 | Login To Trade |
0.179 | -0.195 | 0.009 | 0.114 | 23.93% | 213.75 | 4.93 | 9.68% | 1.20 | 565PCR: 0.14 | 29.45 | 49.88% | 0.69 | 7.50 | 17.58% | -0.951 | 0.006 | -0.075 | 0.094 | Login To Trade |
0.152 | -0.176 | 0.007 | 0.091 | 25.39% | 522.50 | 13.79 | 7.79% | 1.00 | 570PCR: 0.22 | 34.45 | 48.89% | 2.98 | 0.00 | 27.83% | -0.888 | 0.007 | -0.225 | 0.178 | Login To Trade |
0.131 | -0.159 | 0.006 | 0.074 | 26.86% | 178.75 | 3.14 | 6.38% | 0.80 | 575PCR: 0.11 | 39.85 | 48.84% | 0.34 | 0.00 | 32.71% | -0.881 | 0.006 | -0.276 | 0.186 | Login To Trade |
0.103 | -0.128 | 0.004 | 0.054 | 27.34% | 513.75 | 14.54 | 4.72% | 0.60 | 580PCR: 0.03 | 43.95 | 49.81% | 0.50 | 0.00 | 29.79% | -0.929 | 0.005 | -0.172 | 0.127 | Login To Trade |
0.085 | -0.109 | 0.003 | 0.043 | 28.32% | 12.50 | 1.55 | 3.71% | 0.45 | 585PCR: 0.11 | 37.15 | 99.00% | 0.18 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.070 | -0.093 | 0.003 | 0.034 | 29.30% | 55.00 | 5.10 | 2.92% | 0.40 | 590PCR: 0.05 | 50.50 | 99.00% | 0.28 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.065 | -0.092 | 0.002 | 0.031 | 31.25% | 16.25 | 1.51 | 2.68% | 0.30 | 595PCR: 0.02 | 47.05 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.061 | -0.092 | 0.002 | 0.029 | 33.20% | 157.50 | 11.93 | 2.47% | 0.30 | 600PCR: 0.05 | 62.50 | 99.00% | 0.59 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.084 | -0.149 | 0.003 | 0.042 | 39.06% | 0.00 | 0.06 | 3.51% | 0.65 | 605PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.034 | -0.051 | 0.001 | 0.014 | 33.20% | 23.75 | 8.74 | 1.23% | 0.10 | 610PCR: 0.01 | 55.60 | 99.00% | 0.10 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.070 | -0.134 | 0.002 | 0.034 | 41.99% | 0.00 | 0.03 | 2.80% | 0.50 | 615PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.025 | -0.040 | 0.001 | 0.010 | 35.16% | 1.25 | 2.19 | 0.84% | 0.10 | 620PCR: 0.02 | 80.55 | 99.00% | 0.05 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.086 | -0.194 | 0.002 | 0.043 | 49.80% | 0.00 | 0.14 | 3.47% | 0.80 | 625PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.025 | -0.044 | 0.001 | 0.010 | 39.06% | 0.00 | 0.01 | 0.83% | 0.10 | 630PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 635PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 640PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 645PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 650PCR: -- | 0.00 | 99.00% | 0.00 | 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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