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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 | 0.01 | 99.00% | 124.00 | 590PCR: 33.00 | 0.30 | 1.28% | 0.36 | 0.00 | 39.06% | -0.010 | 0.000 | -0.041 | 0.051 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 105.35 | 610PCR: 13.00 | 0.30 | 1.74% | 0.14 | 1.10 | 35.16% | -0.014 | 0.001 | -0.050 | 0.068 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 84.40 | 620PCR: 136.00 | 0.30 | 1.70% | 1.50 | 12.10 | 32.23% | -0.014 | 0.001 | -0.045 | 0.068 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 630PCR: -- | 0.55 | 2.65% | 1.79 | 0.00 | 32.23% | -0.022 | 0.001 | -0.068 | 0.101 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 75.00 | 640PCR: 262.00 | 0.45 | 2.33% | 2.88 | 9.90 | 28.32% | -0.020 | 0.001 | -0.054 | 0.092 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 645PCR: -- | 0.70 | 3.42% | 2.15 | 0.00 | 29.30% | -0.030 | 0.001 | -0.079 | 0.129 | Login To Trade |
0.154 | -0.094 | 0.002 | 0.963 | 29.30% | 0.00 | 0.39 | 47.89% | 92.00 | 650PCR: 17.71 | 0.70 | 3.80% | 6.82 | 36.30 | 28.32% | -0.034 | 0.001 | -0.083 | 0.141 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 655PCR: -- | 0.90 | 4.72% | 0.36 | 3.30 | 28.32% | -0.042 | 0.002 | -0.101 | 0.171 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 63.00 | 660PCR: 437.00 | 1.05 | 5.09% | 4.81 | 146.30 | 27.34% | -0.046 | 0.002 | -0.105 | 0.184 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 46.90 | 665PCR: 10.50 | 1.35 | 6.32% | 0.23 | 27.50 | 27.34% | -0.058 | 0.002 | -0.126 | 0.221 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.13 | 99.00% | 51.00 | 670PCR: 10.33 | 1.75 | 8.00% | 1.36 | 86.90 | 27.83% | -0.075 | 0.003 | -0.156 | 0.269 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 38.15 | 675PCR: 16.00 | 2.05 | 8.76% | 0.53 | 15.40 | 26.86% | -0.084 | 0.003 | -0.164 | 0.292 | Login To Trade |
0.315 | -0.170 | 0.003 | 0.907 | 25.88% | 1.10 | 0.46 | 46.94% | 63.00 | 680PCR: 8.17 | 2.40 | 10.14% | 3.77 | 125.40 | 26.61% | -0.099 | 0.003 | -0.183 | 0.330 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.10 | 99.00% | 44.25 | 685PCR: 7.22 | 3.10 | 12.00% | 0.72 | 90.20 | 26.61% | -0.120 | 0.004 | -0.210 | 0.379 | Login To Trade |
0.327 | -0.148 | 0.004 | 0.903 | 21.73% | 2.20 | 0.63 | 47.01% | 52.50 | 690PCR: 2.60 | 3.60 | 13.57% | 1.63 | 63.80 | 26.12% | -0.138 | 0.004 | -0.228 | 0.419 | Login To Trade |
0.521 | -0.324 | 0.005 | 0.807 | 29.91% | 0.00 | 0.42 | 44.09% | 51.85 | 695PCR: 3.05 | 4.30 | 15.46% | 1.28 | 31.90 | 25.88% | -0.161 | 0.005 | -0.250 | 0.464 | Login To Trade |
0.496 | -0.258 | 0.005 | 0.821 | 24.90% | 236.50 | 4.24 | 44.79% | 45.55 | 700PCR: 1.78 | 5.05 | 17.36% | 7.56 | 603.90 | 25.63% | -0.185 | 0.005 | -0.271 | 0.507 | Login To Trade |
0.322 | -0.100 | 0.006 | 0.904 | 14.89% | 0.00 | 0.67 | 47.41% | 36.85 | 705PCR: 1.36 | 6.00 | 19.40% | 0.91 | 107.80 | 25.15% | -0.213 | 0.006 | -0.289 | 0.552 | Login To Trade |
0.564 | -0.261 | 0.007 | 0.779 | 22.22% | 34.10 | 2.59 | 43.66% | 36.10 | 710PCR: 1.03 | 7.00 | 21.56% | 2.65 | 265.10 | 24.78% | -0.244 | 0.007 | -0.307 | 0.595 | Login To Trade |
0.629 | -0.311 | 0.007 | 0.729 | 23.68% | 2.20 | 2.74 | 42.05% | 33.25 | 715PCR: 0.34 | 8.15 | 23.80% | 0.92 | 192.50 | 24.41% | -0.277 | 0.007 | -0.323 | 0.636 | Login To Trade |
0.664 | -0.317 | 0.008 | 0.697 | 22.95% | 302.50 | 13.38 | 40.99% | 29.55 | 720PCR: 0.43 | 9.35 | 25.86% | 5.76 | 581.90 | 23.93% | -0.310 | 0.008 | -0.334 | 0.670 | Login To Trade |
0.703 | -0.340 | 0.008 | 0.650 | 23.19% | 115.50 | 3.12 | 39.28% | 26.40 | 725PCR: 0.33 | 11.00 | 28.40% | 1.02 | 309.10 | 23.68% | -0.352 | 0.008 | -0.348 | 0.705 | Login To Trade |
0.730 | -0.349 | 0.009 | 0.608 | 22.95% | 819.50 | 10.49 | 37.68% | 23.05 | 730PCR: 0.30 | 12.75 | 30.68% | 3.17 | 806.30 | 23.32% | -0.394 | 0.009 | -0.355 | 0.731 | Login To Trade |
0.748 | -0.360 | 0.009 | 0.562 | 23.07% | 470.80 | 1.27 | 35.79% | 20.20 | 735PCR: 1.38 | 14.70 | 32.95% | 1.75 | 352.00 | 23.07% | -0.438 | 0.009 | -0.360 | 0.748 | Login To Trade |
738.90 | |||||||||||||||||||
0.757 | -0.354 | 0.009 | 0.519 | 22.46% | 1,560.90 | 8.92 | 34.00% | 17.40 | 740PCR: 0.30 | 17.05 | 35.05% | 2.66 | 680.90 | 23.07% | -0.480 | 0.009 | -0.364 | 0.757 | Login To Trade |
0.755 | -0.353 | 0.009 | 0.470 | 22.46% | 729.30 | 3.58 | 31.68% | 14.90 | 745PCR: 0.23 | 19.40 | 37.26% | 0.81 | 279.40 | 22.34% | -0.530 | 0.009 | -0.352 | 0.755 | Login To Trade |
0.743 | -0.340 | 0.009 | 0.422 | 21.97% | 1,752.30 | 11.36 | 29.31% | 12.40 | 750PCR: 0.18 | 21.95 | 39.28% | 2.08 | 217.80 | 22.09% | -0.578 | 0.009 | -0.342 | 0.743 | Login To Trade |
0.720 | -0.326 | 0.009 | 0.375 | 21.73% | 163.90 | 1.42 | 26.76% | 10.40 | 755PCR: 0.21 | 31.60 | 39.94% | 0.30 | 0.00 | 31.01% | -0.581 | 0.007 | -0.479 | 0.742 | Login To Trade |
0.688 | -0.304 | 0.009 | 0.330 | 21.24% | 1,502.60 | 16.46 | 24.20% | 8.50 | 760PCR: 0.05 | 28.00 | 42.55% | 0.87 | 82.50 | 21.73% | -0.666 | 0.009 | -0.313 | 0.691 | Login To Trade |
0.646 | -0.284 | 0.009 | 0.286 | 21.12% | 938.30 | 7.48 | 21.58% | 7.05 | 765PCR: 0.00 | 31.05 | 44.37% | 0.02 | 0.00 | 20.75% | -0.720 | 0.009 | -0.276 | 0.639 | Login To Trade |
0.601 | -0.266 | 0.008 | 0.248 | 21.24% | 442.20 | 2.93 | 19.15% | 5.70 | 770PCR: 0.07 | 43.30 | 43.00% | 0.21 | 0.00 | 33.57% | -0.659 | 0.006 | -0.487 | 0.697 | Login To Trade |
0.547 | -0.242 | 0.007 | 0.210 | 21.24% | 99.00 | 0.99 | 16.53% | 4.70 | 775PCR: 0.04 | 40.10 | 45.99% | 0.04 | 13.20 | 22.95% | -0.771 | 0.007 | -0.275 | 0.575 | Login To Trade |
0.505 | -0.227 | 0.006 | 0.184 | 21.61% | 507.10 | 3.34 | 14.70% | 4.00 | 780PCR: 0.02 | 43.15 | 47.21% | 0.08 | 3.30 | 21.61% | -0.816 | 0.006 | -0.227 | 0.505 | Login To Trade |
0.457 | -0.209 | 0.006 | 0.157 | 21.97% | 75.90 | 0.54 | 12.77% | 3.30 | 785PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.405 | -0.185 | 0.005 | 0.132 | 21.97% | 248.60 | 2.41 | 10.82% | 2.80 | 790PCR: 0.00 | 49.30 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.378 | -0.179 | 0.005 | 0.119 | 22.71% | 17.60 | 0.20 | 9.83% | 2.50 | 795PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.330 | -0.156 | 0.004 | 0.099 | 22.71% | 1,147.30 | 17.36 | 8.22% | 1.90 | 800PCR: 0.02 | 60.90 | 49.45% | 0.32 | 23.10 | 21.97% | -0.909 | 0.004 | -0.142 | 0.311 | Login To Trade |
0.294 | -0.141 | 0.004 | 0.084 | 22.95% | 0.00 | 0.01 | 7.10% | 1.60 | 805PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.248 | -0.119 | 0.003 | 0.068 | 22.95% | 475.20 | 11.88 | 5.71% | 1.30 | 810PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.178 | -0.085 | 0.002 | 0.044 | 22.95% | 45.10 | 3.34 | 3.77% | 0.80 | 820PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.133 | -0.065 | 0.002 | 0.031 | 23.44% | 7.70 | 0.53 | 2.63% | 0.55 | 830PCR: 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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