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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 | 2,360PCR: -- | 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 | 2,400PCR: -- | 0.10 | 0.27% | 0.00 | 0.00 | 93.75% | -0.002 | 0.000 | -0.496 | 0.011 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,440PCR: -- | 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 | 2,480PCR: -- | 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 | 2,500PCR: -- | 0.30 | 0.95% | 0.31 | 3.50 | 78.13% | -0.009 | 0.000 | -1.308 | 0.034 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,520PCR: -- | 0.35 | 1.17% | 0.11 | 0.00 | 74.22% | -0.011 | 0.000 | -1.505 | 0.041 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,540PCR: -- | 2.25 | 4.42% | 0.01 | 0.00 | 90.33% | -0.042 | 0.001 | -5.789 | 0.128 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,560PCR: -- | 0.05 | 0.00% | 0.05 | 1.75 | 31.25% | 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 | 2,580PCR: -- | 0.80 | 2.35% | 0.01 | 0.00 | 62.50% | -0.022 | 0.001 | -2.389 | 0.076 | Login To Trade |
0.528 | -89.746 | 0.001 | 0.660 | 339.84% | 0.00 | 0.03 | 36.93% | 276.40 | 2,600PCR: 39.17 | 0.15 | 0.54% | 1.18 | 4.25 | 42.97% | -0.005 | 0.000 | -0.459 | 0.021 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,620PCR: -- | 0.30 | 1.36% | 0.04 | 4.50 | 42.97% | -0.013 | 0.001 | -1.038 | 0.048 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,640PCR: -- | 0.30 | 1.51% | 0.11 | 2.00 | 37.11% | -0.015 | 0.001 | -0.987 | 0.053 | Login To Trade |
0.531 | -50.475 | 0.001 | 0.655 | 190.06% | 0.00 | 0.01 | 38.55% | 160.75 | 2,660PCR: 87.50 | 0.35 | 2.00% | 0.44 | 4.75 | 32.23% | -0.020 | 0.001 | -1.104 | 0.069 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 66.05 | 2,680PCR: 39.00 | 0.30 | 2.04% | 0.29 | 8.50 | 25.39% | -0.020 | 0.001 | -0.892 | 0.070 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 4.75 | 0.16 | 99.00% | 47.30 | 2,700PCR: 5.89 | 0.80 | 5.20% | 0.91 | 51.00 | 23.44% | -0.053 | 0.003 | -1.831 | 0.156 | Login To Trade |
0.260 | -2.444 | 0.007 | 0.896 | 18.80% | 8.00 | 0.05 | 47.82% | 35.15 | 2,720PCR: 1.94 | 2.70 | 13.98% | 0.09 | 35.75 | 24.90% | -0.156 | 0.007 | -4.304 | 0.346 | Login To Trade |
0.398 | -2.235 | 0.017 | 0.804 | 11.23% | 18.25 | 0.16 | 45.58% | 15.55 | 2,740PCR: 2.51 | 5.50 | 24.46% | 0.41 | 82.75 | 19.29% | -0.308 | 0.013 | -4.886 | 0.507 | Login To Trade |
0.563 | -5.702 | 0.013 | 0.418 | 20.26% | 88.00 | 0.21 | 30.19% | 8.85 | 2,760PCR: 0.98 | 15.00 | 38.35% | 0.20 | 53.50 | 20.26% | -0.582 | 0.013 | -5.702 | 0.563 | Login To Trade |
0.422 | -4.994 | 0.009 | 0.216 | 23.68% | 87.75 | 0.21 | 17.89% | 4.30 | 2,780PCR: 0.88 | 32.95 | 43.83% | 0.19 | 15.75 | 28.81% | -0.733 | 0.008 | -6.832 | 0.474 | Login To Trade |
0.257 | -3.197 | 0.005 | 0.102 | 24.90% | 212.50 | 0.86 | 9.17% | 1.75 | 2,800PCR: 0.81 | 48.90 | 47.25% | 0.70 | 33.25 | 30.27% | -0.851 | 0.005 | -5.058 | 0.334 | Login To Trade |
0.115 | -1.401 | 0.002 | 0.036 | 24.41% | 99.75 | 0.84 | 3.42% | 0.95 | 2,820PCR: 0.30 | 70.00 | 47.79% | 0.25 | 6.75 | 40.04% | -0.869 | 0.004 | -6.128 | 0.306 | Login To Trade |
0.099 | -1.546 | 0.002 | 0.030 | 31.25% | 145.50 | 0.87 | 2.85% | 0.50 | 2,840PCR: 0.61 | 90.15 | 48.27% | 0.53 | 110.00 | 48.83% | -0.884 | 0.003 | -6.890 | 0.282 | Login To Trade |
0.055 | -0.910 | 0.001 | 0.015 | 33.20% | 66.75 | 0.55 | 1.42% | 0.30 | 2,860PCR: 0.25 | 106.60 | 50.05% | 0.14 | 0.75 | 35.16% | -0.980 | 0.001 | -1.244 | 0.071 | Login To Trade |
0.041 | -0.763 | 0.001 | 0.011 | 37.11% | 61.75 | 0.57 | 1.02% | 0.20 | 2,880PCR: 0.36 | 132.20 | 48.43% | 0.20 | 2.25 | 71.78% | -0.880 | 0.002 | -10.362 | 0.289 | Login To Trade |
0.040 | -0.867 | 0.001 | 0.011 | 42.97% | 291.00 | 1.89 | 0.99% | 0.35 | 2,900PCR: 0.16 | 148.00 | 49.79% | 0.30 | 8.50 | 59.57% | -0.950 | 0.001 | -4.440 | 0.149 | Login To Trade |
0.033 | -0.773 | 0.000 | 0.008 | 46.88% | 86.75 | 0.44 | 0.78% | 0.35 | 2,920PCR: 0.67 | 168.30 | 49.85% | 0.29 | 40.75 | 67.87% | -0.949 | 0.001 | -5.155 | 0.152 | Login To Trade |
0.042 | -1.158 | 0.000 | 0.011 | 54.69% | 38.50 | 0.68 | 1.03% | 0.35 | 2,940PCR: 0.06 | 169.00 | 99.00% | 0.04 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.037 | -1.093 | 0.000 | 0.010 | 58.59% | 9.75 | 0.32 | 0.88% | 0.25 | 2,960PCR: 0.02 | 137.95 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.039 | -1.249 | 0.000 | 0.010 | 64.45% | 9.50 | 0.51 | 0.92% | 0.30 | 2,980PCR: 0.06 | 159.60 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.029 | -0.959 | 0.000 | 0.007 | 66.41% | 35.50 | 0.75 | 0.65% | 0.20 | 3,000PCR: 0.08 | 246.00 | 99.00% | 0.06 | 0.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.026 | -0.914 | 0.000 | 0.006 | 70.31% | 4.25 | 0.21 | 0.57% | 0.25 | 3,020PCR: 0.01 | 110.65 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.016 | -0.576 | 0.000 | 0.004 | 70.31% | 2.50 | 0.27 | 0.34% | 0.15 | 3,040PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.003 | -0.105 | 0.000 | 0.001 | 62.50% | 6.75 | 0.61 | 0.06% | 0.05 | 3,060PCR: 0.04 | 179.40 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.020 | -0.834 | 0.000 | 0.005 | 82.03% | 0.00 | 1.26 | 0.43% | 0.20 | 3,080PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.001 | -0.027 | 0.000 | 0.000 | 62.50% | 34.00 | 0.66 | 0.01% | 0.05 | 3,100PCR: 0.15 | 347.00 | 50.87% | 0.10 | 10.00 | 103.52% | -0.985 | 0.000 | -2.899 | 0.056 | Login To Trade |
0.013 | -0.540 | 0.000 | 0.003 | 85.94% | 0.00 | 0.25 | 0.25% | 0.10 | 3,120PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.077 | -4.874 | 0.000 | 0.022 | 128.91% | 0.00 | 0.01 | 1.85% | 1.55 | 3,160PCR: 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 | -0.001 | 0.000 | 0.000 | 62.50% | 10.75 | 0.14 | 0.00% | 0.05 | 3,200PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.012 | -0.650 | 0.000 | 0.003 | 109.38% | 0.00 | 0.03 | 0.23% | 0.10 | 3,240PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.123 | -10.998 | 0.000 | 0.039 | 182.62% | 0.00 | 0.00 | 3.07% | 4.00 | 3,280PCR: 0.00 | 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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