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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 | 2,040PCR: -- | 0.05 | 0.00% | 0.27 | 8.25 | 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 | 2,080PCR: -- | 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 | 2,120PCR: -- | 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 | 2,160PCR: -- | 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 | 2,200PCR: -- | 0.60 | 1.56% | 1.29 | 40.25 | 35.16% | -0.014 | 0.000 | -0.327 | 0.112 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,220PCR: -- | 0.65 | 1.88% | 0.24 | 3.50 | 33.20% | -0.017 | 0.000 | -0.367 | 0.133 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,240PCR: -- | 1.25 | 3.32% | 0.23 | 4.75 | 33.69% | -0.031 | 0.001 | -0.611 | 0.217 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,260PCR: -- | 1.10 | 3.14% | 0.25 | 19.00 | 29.79% | -0.030 | 0.001 | -0.520 | 0.210 | Login To Trade |
0.756 | -3.160 | 0.002 | 0.840 | 50.17% | 0.00 | 0.00 | 45.29% | 159.30 | 2,280PCR: 127.00 | 1.70 | 4.65% | 0.32 | 34.75 | 28.81% | -0.045 | 0.001 | -0.706 | 0.294 | Login To Trade |
1.000 | -5.692 | 0.002 | 0.745 | 68.30% | 0.00 | 0.03 | 41.95% | 161.10 | 2,300PCR: 49.20 | 2.70 | 6.85% | 1.23 | 223.75 | 28.32% | -0.068 | 0.002 | -0.964 | 0.408 | Login To Trade |
1.007 | -4.782 | 0.002 | 0.741 | 57.01% | 0.00 | 0.03 | 42.15% | 134.60 | 2,320PCR: 13.17 | 3.95 | 9.35% | 0.40 | 150.50 | 27.10% | -0.096 | 0.002 | -1.192 | 0.528 | Login To Trade |
0.769 | -1.901 | 0.003 | 0.836 | 29.66% | 0.75 | 0.03 | 45.73% | 95.15 | 2,340PCR: 21.80 | 5.80 | 12.82% | 0.55 | 182.75 | 26.49% | -0.137 | 0.003 | -1.503 | 0.681 | Login To Trade |
1.040 | -3.258 | 0.003 | 0.724 | 37.60% | 5.50 | 0.06 | 42.16% | 86.20 | 2,360PCR: 9.36 | 8.60 | 16.86% | 0.52 | 170.25 | 25.27% | -0.188 | 0.003 | -1.768 | 0.840 | Login To Trade |
1.096 | -2.910 | 0.004 | 0.691 | 31.86% | 21.50 | 0.08 | 41.20% | 67.10 | 2,380PCR: 12.19 | 12.70 | 22.07% | 0.95 | 378.75 | 24.78% | -0.262 | 0.004 | -2.095 | 1.014 | Login To Trade |
1.164 | -2.422 | 0.005 | 0.639 | 24.96% | 196.25 | 0.42 | 39.56% | 46.70 | 2,400PCR: 15.43 | 18.35 | 27.63% | 6.52 | 3,712.25 | 24.29% | -0.352 | 0.005 | -2.339 | 1.155 | Login To Trade |
1.234 | -2.511 | 0.005 | 0.543 | 24.41% | 239.00 | 0.50 | 35.68% | 33.60 | 2,420PCR: 2.09 | 25.65 | 33.09% | 1.05 | 592.25 | 23.86% | -0.455 | 0.005 | -2.453 | 1.234 | Login To Trade |
1.227 | -2.678 | 0.005 | 0.440 | 26.18% | 411.25 | 0.46 | 30.78% | 24.25 | 2,440PCR: 2.85 | 36.35 | 38.22% | 1.31 | 259.00 | 23.25% | -0.569 | 0.005 | -2.369 | 1.223 | Login To Trade |
1.127 | -2.225 | 0.005 | 0.331 | 23.68% | 541.00 | 0.83 | 24.84% | 16.35 | 2,460PCR: 1.49 | 48.35 | 42.34% | 1.24 | 200.50 | 22.58% | -0.678 | 0.005 | -2.100 | 1.116 | Login To Trade |
0.963 | -1.880 | 0.004 | 0.238 | 23.44% | 297.25 | 0.80 | 19.03% | 10.50 | 2,480PCR: 0.32 | 62.60 | 45.46% | 0.26 | 78.50 | 22.09% | -0.776 | 0.004 | -1.715 | 0.931 | Login To Trade |
0.775 | -1.513 | 0.003 | 0.166 | 23.44% | 477.75 | 2.55 | 13.90% | 6.30 | 2,500PCR: 0.56 | 78.00 | 47.62% | 1.44 | 48.75 | 21.48% | -0.855 | 0.003 | -1.272 | 0.710 | Login To Trade |
0.572 | -1.106 | 0.003 | 0.107 | 23.19% | 276.00 | 2.01 | 9.29% | 3.65 | 2,520PCR: 0.08 | 89.10 | 99.00% | 0.16 | 6.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.413 | -0.815 | 0.002 | 0.069 | 23.68% | 152.25 | 1.19 | 6.14% | 2.25 | 2,540PCR: 0.32 | 128.30 | 46.46% | 0.38 | 1.25 | 42.48% | -0.790 | 0.002 | -3.170 | 0.895 | Login To Trade |
0.325 | -0.687 | 0.001 | 0.051 | 25.39% | 147.75 | 1.48 | 4.55% | 1.65 | 2,560PCR: 0.13 | 121.00 | 99.00% | 0.19 | 1.25 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.265 | -0.592 | 0.001 | 0.039 | 26.86% | 75.50 | 1.38 | 3.54% | 1.30 | 2,580PCR: 0.06 | 130.30 | 99.00% | 0.09 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.241 | -0.589 | 0.001 | 0.035 | 29.30% | 176.75 | 2.26 | 3.14% | 1.25 | 2,600PCR: 0.32 | 165.00 | 99.00% | 0.72 | 3.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.208 | -0.542 | 0.001 | 0.029 | 31.25% | 35.75 | 0.79 | 2.62% | 1.05 | 2,620PCR: 0.02 | 200.30 | 49.20% | 0.01 | 0.25 | 46.88% | -0.893 | 0.001 | -2.239 | 0.573 | Login To Trade |
0.194 | -0.546 | 0.001 | 0.027 | 33.69% | 58.00 | 0.74 | 2.40% | 0.95 | 2,640PCR: 0.02 | 221.20 | 49.29% | 0.02 | 0.25 | 51.76% | -0.891 | 0.001 | -2.499 | 0.579 | Login To Trade |
0.164 | -0.481 | 0.001 | 0.022 | 35.16% | 6.25 | 0.66 | 1.95% | 0.90 | 2,660PCR: 0.03 | 187.40 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.189 | -0.623 | 0.001 | 0.026 | 39.55% | 0.00 | 0.37 | 2.28% | 1.20 | 2,680PCR: 0.01 | 214.30 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.144 | -0.474 | 0.000 | 0.019 | 39.55% | 42.25 | 0.87 | 1.64% | 0.85 | 2,700PCR: 0.47 | 229.00 | 99.00% | 0.41 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.137 | -0.479 | 0.000 | 0.018 | 41.99% | 0.00 | 0.20 | 1.54% | 0.85 | 2,720PCR: 0.03 | 231.40 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.104 | -0.365 | 0.000 | 0.013 | 41.99% | 2.00 | 0.25 | 1.12% | 0.60 | 2,740PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.221 | -0.981 | 0.000 | 0.032 | 53.22% | 0.50 | 0.49 | 2.64% | 2.00 | 2,760PCR: 0.01 | 254.20 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.045 | -0.161 | 0.000 | 0.005 | 42.97% | 3.75 | 1.67 | 0.42% | 0.20 | 2,800PCR: 0.01 | 326.50 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.043 | -0.168 | 0.000 | 0.005 | 46.88% | 0.25 | 0.68 | 0.40% | 0.25 | 2,840PCR: 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 | 2,880PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.024 | -0.100 | 0.000 | 0.002 | 50.78% | 0.00 | 0.02 | 0.20% | 0.10 | 2,920PCR: 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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