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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% | 2630.00 | 14,250PCR: 87.00 | 5.10 | 1.00% | 0.04 | 0.65 | 58.84% | -0.008 | 0.000 | -1.707 | 0.696 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 2640.00 | 14,500PCR: 391.00 | 6.05 | 1.21% | 0.20 | 5.15 | 56.52% | -0.009 | 0.000 | -1.959 | 0.832 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.05 | 0.04 | 99.00% | 3270.00 | 15,000PCR: 16.07 | 6.50 | 1.38% | 0.70 | 6.35 | 49.68% | -0.011 | 0.000 | -2.006 | 0.969 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 2720.00 | 15,250PCR: 0.13 | 10.65 | 2.12% | 0.00 | 0.00 | 49.50% | -0.017 | 0.000 | -2.944 | 1.427 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 2525.00 | 15,500PCR: 39.05 | 9.20 | 2.00% | 0.39 | 15.05 | 44.74% | -0.017 | 0.000 | -2.576 | 1.382 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 15,750PCR: -- | 10.55 | 2.35% | 0.09 | 5.20 | 41.93% | -0.020 | 0.000 | -2.814 | 1.611 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.20 | 0.09 | 99.00% | 2329.90 | 16,000PCR: 9.37 | 15.25 | 3.27% | 0.80 | 41.00 | 40.65% | -0.029 | 0.000 | -3.680 | 2.173 | Login To Trade |
3.543 | -6.261 | 0.000 | 0.948 | 42.40% | 0.25 | 0.02 | 47.57% | 2140.80 | 16,250PCR: 6.43 | 21.80 | 4.50% | 0.14 | 10.35 | 39.31% | -0.040 | 0.000 | -4.722 | 2.883 | Login To Trade |
1.587 | -1.913 | 0.000 | 0.980 | 28.93% | 0.65 | 0.04 | 48.66% | 1866.00 | 16,500PCR: 21.33 | 24.25 | 5.21% | 0.92 | 68.70 | 36.01% | -0.048 | 0.000 | -4.960 | 3.306 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.05 | 99.00% | 1445.00 | 16,750PCR: 6.45 | 32.00 | 6.46% | 0.30 | 22.10 | 33.33% | -0.061 | 0.000 | -5.563 | 4.006 | Login To Trade |
5.185 | -6.824 | 0.000 | 0.915 | 31.59% | 22.75 | 0.55 | 47.27% | 1401.00 | 17,000PCR: 2.14 | 41.00 | 8.85% | 1.17 | 106.15 | 31.77% | -0.086 | 0.000 | -6.935 | 5.239 | Login To Trade |
6.468 | -7.896 | 0.000 | 0.885 | 29.30% | 1.85 | 0.15 | 46.66% | 1165.00 | 17,250PCR: 2.50 | 55.95 | 11.36% | 0.37 | 75.60 | 29.30% | -0.115 | 0.000 | -7.896 | 6.468 | Login To Trade |
7.497 | -7.888 | 0.000 | 0.858 | 25.25% | 29.20 | 0.26 | 46.13% | 921.55 | 17,500PCR: 3.08 | 80.00 | 15.18% | 0.81 | 133.85 | 27.48% | -0.162 | 0.000 | -9.347 | 8.163 | Login To Trade |
9.994 | -10.598 | 0.000 | 0.775 | 25.45% | 24.05 | 0.10 | 43.80% | 714.15 | 17,750PCR: 3.39 | 118.00 | 20.19% | 0.35 | 55.40 | 25.96% | -0.230 | 0.000 | -10.924 | 10.098 | Login To Trade |
11.965 | -12.514 | 0.000 | 0.676 | 25.10% | 346.80 | 0.84 | 40.58% | 540.10 | 18,000PCR: 1.18 | 177.30 | 26.31% | 0.99 | 190.80 | 25.07% | -0.324 | 0.000 | -12.496 | 11.963 | Login To Trade |
13.121 | -13.527 | 0.001 | 0.562 | 24.74% | 371.60 | 0.68 | 36.13% | 385.00 | 18,250PCR: 0.54 | 272.05 | 32.60% | 0.36 | 119.30 | 24.44% | -0.438 | 0.001 | -13.361 | 13.119 | Login To Trade |
13.134 | -13.503 | 0.001 | 0.441 | 24.67% | 712.15 | 1.63 | 30.53% | 263.15 | 18,500PCR: 0.24 | 400.00 | 38.22% | 0.39 | 68.85 | 24.35% | -0.560 | 0.001 | -13.322 | 13.129 | Login To Trade |
12.046 | -12.564 | 0.000 | 0.329 | 25.03% | 166.60 | 0.29 | 24.42% | 177.90 | 18,750PCR: 0.26 | 559.20 | 42.62% | 0.07 | 8.85 | 24.38% | -0.675 | 0.000 | -12.168 | 11.977 | Login To Trade |
10.281 | -10.974 | 0.000 | 0.237 | 25.62% | 354.20 | 1.47 | 18.59% | 116.00 | 19,000PCR: 0.05 | 753.60 | 45.57% | 0.07 | 7.30 | 25.28% | -0.766 | 0.000 | -10.752 | 10.206 | Login To Trade |
8.275 | -9.044 | 0.000 | 0.165 | 26.23% | 59.60 | 0.15 | 13.52% | 75.00 | 19,250PCR: 0.02 | 1458.95 | 42.64% | 0.00 | 0.00 | 69.76% | -0.622 | 0.000 | -36.780 | 12.655 | Login To Trade |
6.537 | -7.452 | 0.000 | 0.117 | 27.36% | 113.00 | 0.36 | 9.80% | 51.00 | 19,500PCR: 0.00 | 1250.45 | 47.50% | 0.00 | 0.10 | 34.95% | -0.821 | 0.000 | -12.669 | 8.700 | Login To Trade |
4.942 | -5.794 | 0.000 | 0.080 | 28.14% | 16.40 | 0.20 | 6.81% | 33.25 | 19,750PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
4.086 | -5.143 | 0.000 | 0.062 | 30.21% | 116.75 | 1.17 | 5.32% | 26.60 | 20,000PCR: 0.00 | 1638.00 | 99.00% | 0.00 | 0.15 | 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 | 20,500PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 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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