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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 | |
0.216 | -3.895 | 0.001 | 0.874 | 144.04% | 0.00 | 0.02 | 44.36% | 159.00 | 850PCR: 16.25 | 0.15 | 0.73% | 0.36 | 0.00 | 62.50% | -0.006 | 0.000 | -0.141 | 0.018 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 860PCR: -- | 0.10 | 0.48% | 0.01 | 0.00 | 54.69% | -0.004 | 0.000 | -0.086 | 0.013 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 870PCR: -- | 0.10 | 0.85% | 0.29 | 0.55 | 54.69% | -0.007 | 0.000 | -0.144 | 0.021 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 880PCR: -- | 0.05 | 0.01% | 2.14 | 2.75 | 31.25% | -0.000 | 0.000 | -0.001 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 105.45 | 890PCR: 235.00 | 0.05 | 0.02% | 1.29 | 12.10 | 31.25% | -0.000 | 0.000 | -0.003 | 0.001 | Login To Trade |
0.066 | -0.438 | 0.001 | 0.972 | 52.73% | 143.00 | 1.47 | 48.47% | 99.55 | 900PCR: 2.56 | 0.05 | 0.08% | 3.77 | 199.10 | 31.25% | -0.001 | 0.000 | -0.010 | 0.003 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.04 | 99.00% | 80.30 | 910PCR: 186.25 | 0.05 | 0.23% | 8.20 | 12.65 | 31.25% | -0.002 | 0.000 | -0.027 | 0.007 | Login To Trade |
0.228 | -2.117 | 0.003 | 0.864 | 74.22% | 19.25 | 1.16 | 45.61% | 84.50 | 920PCR: 1.25 | 0.05 | 0.62% | 1.45 | 70.40 | 31.25% | -0.006 | 0.001 | -0.066 | 0.017 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 925PCR: -- | 0.15 | 1.39% | 2.01 | 15.95 | 33.20% | -0.013 | 0.001 | -0.144 | 0.035 | Login To Trade |
0.296 | -3.226 | 0.003 | 0.796 | 87.16% | 0.00 | 1.14 | 43.46% | 79.70 | 930PCR: 1.96 | 0.05 | 0.00% | 2.23 | 160.05 | 15.63% | 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 | 935PCR: -- | 0.10 | 1.07% | 1.51 | 39.60 | 27.34% | -0.010 | 0.001 | -0.096 | 0.028 | Login To Trade |
0.042 | -0.145 | 0.001 | 0.984 | 27.34% | 1.10 | 0.67 | 49.15% | 59.15 | 940PCR: 5.97 | 0.15 | 1.72% | 4.00 | 139.70 | 27.34% | -0.016 | 0.001 | -0.145 | 0.042 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 945PCR: -- | 0.20 | 1.89% | 1.28 | 98.45 | 25.39% | -0.018 | 0.002 | -0.147 | 0.046 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 3.91% | 33.00 | 1.67 | 50.41% | 48.75 | 950PCR: 7.85 | 0.25 | 3.00% | 13.08 | 2,587.75 | 25.39% | -0.029 | 0.003 | -0.219 | 0.069 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 1.10 | 0.13 | 99.00% | 43.05 | 955PCR: 10.25 | 0.30 | 3.38% | 1.35 | 194.15 | 23.44% | -0.033 | 0.003 | -0.225 | 0.077 | Login To Trade |
0.134 | -0.424 | 0.005 | 0.934 | 25.39% | 24.75 | 3.17 | 48.34% | 39.70 | 960PCR: 1.78 | 0.30 | 3.83% | 5.65 | 1,318.35 | 21.48% | -0.038 | 0.004 | -0.230 | 0.086 | Login To Trade |
0.099 | -0.243 | 0.005 | 0.955 | 19.53% | 10.45 | 0.55 | 48.81% | 34.20 | 965PCR: 2.31 | 0.35 | 4.54% | 1.27 | 198.55 | 19.53% | -0.045 | 0.005 | -0.243 | 0.099 | Login To Trade |
0.148 | -0.360 | 0.007 | 0.925 | 19.53% | 44.00 | 1.08 | 48.23% | 29.50 | 970PCR: 3.86 | 0.60 | 6.35% | 4.16 | 761.75 | 18.55% | -0.065 | 0.006 | -0.307 | 0.132 | Login To Trade |
0.206 | -0.502 | 0.010 | 0.883 | 19.53% | 64.35 | 0.58 | 47.35% | 24.95 | 975PCR: 4.03 | 0.70 | 8.35% | 2.33 | 927.85 | 17.09% | -0.087 | 0.009 | -0.355 | 0.166 | Login To Trade |
0.235 | -0.502 | 0.013 | 0.858 | 17.09% | 965.25 | 6.28 | 46.75% | 20.10 | 980PCR: 1.69 | 1.00 | 11.81% | 10.60 | 3,737.80 | 16.11% | -0.128 | 0.012 | -0.441 | 0.219 | Login To Trade |
0.301 | -0.624 | 0.017 | 0.791 | 16.60% | 649.55 | 1.82 | 44.85% | 15.90 | 985PCR: 3.05 | 1.70 | 16.77% | 5.54 | 2,413.95 | 15.38% | -0.192 | 0.017 | -0.548 | 0.285 | Login To Trade |
0.356 | -0.684 | 0.021 | 0.714 | 15.38% | 2,021.80 | 6.04 | 42.54% | 11.80 | 990PCR: 2.31 | 2.80 | 23.10% | 13.94 | 8,815.40 | 15.14% | -0.283 | 0.021 | -0.670 | 0.354 | Login To Trade |
0.404 | -0.764 | 0.024 | 0.601 | 15.14% | 3,157.55 | 2.16 | 38.53% | 8.40 | 995PCR: 2.72 | 4.25 | 29.81% | 5.86 | 7,040.55 | 14.65% | -0.399 | 0.025 | -0.739 | 0.404 | Login To Trade |
0.416 | -0.775 | 0.026 | 0.475 | 14.89% | 18,239.10 | 33.14 | 32.89% | 5.90 | 1,000PCR: 0.34 | 6.65 | 36.10% | 11.34 | 15,886.75 | 14.65% | -0.526 | 0.026 | -0.762 | 0.416 | Login To Trade |
0.391 | -0.776 | 0.022 | 0.360 | 15.87% | 9,576.60 | 8.24 | 26.96% | 3.90 | 1,005PCR: 0.32 | 9.80 | 41.22% | 2.66 | 5,394.95 | 14.40% | -0.654 | 0.025 | -0.694 | 0.386 | Login To Trade |
0.339 | -0.694 | 0.019 | 0.260 | 16.36% | 16,470.30 | 29.61 | 20.82% | 2.70 | 1,010PCR: 0.21 | 13.30 | 44.68% | 6.23 | 3,609.10 | 14.89% | -0.758 | 0.020 | -0.607 | 0.326 | Login To Trade |
0.277 | -0.584 | 0.015 | 0.183 | 16.85% | 5,162.30 | 12.23 | 15.41% | 1.80 | 1,015PCR: 0.11 | 17.80 | 46.61% | 1.33 | 715.00 | 16.36% | -0.824 | 0.015 | -0.553 | 0.270 | Login To Trade |
0.228 | -0.514 | 0.011 | 0.135 | 18.07% | 6,845.30 | 36.26 | 11.81% | 1.25 | 1,020PCR: 0.16 | 22.10 | 48.61% | 5.74 | 611.60 | 14.65% | -0.913 | 0.010 | -0.302 | 0.165 | Login To Trade |
0.166 | -0.374 | 0.008 | 0.087 | 18.07% | 2,025.65 | 9.72 | 7.82% | 0.80 | 1,025PCR: 0.20 | 26.75 | 48.79% | 1.92 | 150.70 | 18.07% | -0.913 | 0.008 | -0.374 | 0.166 | Login To Trade |
0.137 | -0.334 | 0.006 | 0.068 | 19.53% | 2,698.30 | 11.52 | 6.14% | 0.60 | 1,030PCR: 0.11 | 31.60 | 49.50% | 1.27 | 182.60 | 17.58% | -0.952 | 0.005 | -0.230 | 0.105 | Login To Trade |
0.114 | -0.300 | 0.005 | 0.054 | 21.00% | 497.75 | 3.53 | 4.92% | 0.50 | 1,035PCR: 0.19 | 31.25 | 99.00% | 0.69 | 29.15 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.097 | -0.273 | 0.004 | 0.044 | 22.46% | 1,634.05 | 7.30 | 4.03% | 0.35 | 1,040PCR: 0.24 | 41.70 | 49.49% | 1.72 | 221.65 | 24.41% | -0.941 | 0.005 | -0.375 | 0.123 | Login To Trade |
0.078 | -0.229 | 0.003 | 0.034 | 23.44% | 261.25 | 1.74 | 3.08% | 0.35 | 1,045PCR: 0.05 | 45.35 | 99.00% | 0.09 | 30.80 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.063 | -0.193 | 0.002 | 0.026 | 24.41% | 946.55 | 14.68 | 2.40% | 0.30 | 1,050PCR: 0.08 | 46.00 | 99.00% | 1.18 | 10.45 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.060 | -0.198 | 0.002 | 0.025 | 26.37% | 62.15 | 1.03 | 2.25% | 0.25 | 1,055PCR: 0.14 | 64.45 | 46.43% | 0.14 | 0.00 | 65.19% | -0.778 | 0.004 | -2.535 | 0.311 | Login To Trade |
0.050 | -0.172 | 0.002 | 0.020 | 27.34% | 131.45 | 3.53 | 1.81% | 0.25 | 1,060PCR: 0.14 | 50.30 | 99.00% | 0.48 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.048 | -0.177 | 0.002 | 0.019 | 29.30% | 19.25 | 1.72 | 1.72% | 0.25 | 1,065PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.047 | -0.184 | 0.001 | 0.018 | 31.25% | 266.75 | 15.85 | 1.67% | 0.20 | 1,070PCR: 0.00 | 64.00 | 99.00% | 0.06 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.046 | -0.202 | 0.001 | 0.018 | 35.16% | 57.75 | 2.12 | 1.61% | 0.20 | 1,080PCR: 0.07 | 81.55 | 50.33% | 0.15 | 0.55 | 39.06% | -0.970 | 0.002 | -0.343 | 0.070 | Login To Trade |
0.013 | -0.049 | 0.000 | 0.004 | 31.25% | 8.80 | 3.76 | 0.36% | 0.05 | 1,090PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.006 | -0.022 | 0.000 | 0.002 | 31.25% | 299.20 | 13.80 | 0.15% | 0.05 | 1,100PCR: 0.09 | 101.00 | 50.41% | 1.20 | 23.10 | 7.81% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.002 | -0.009 | 0.000 | 0.001 | 31.25% | 19.80 | 1.47 | 0.06% | 0.05 | 1,110PCR: 0.00 | 102.00 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.001 | -0.004 | 0.000 | 0.000 | 31.25% | 37.95 | 2.39 | 0.02% | 0.05 | 1,120PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | -0.001 | 0.000 | 0.000 | 31.25% | 0.00 | 1.49 | 0.01% | 0.05 | 1,130PCR: 0.02 | 134.00 | 50.30% | 0.03 | 0.00 | 81.05% | -0.921 | 0.002 | -1.564 | 0.154 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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