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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 | 1,100PCR: -- | 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 | 0.04 | 99.00% | 208.25 | 1,120PCR: 0.00 | 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 | 1,140PCR: -- | 0.60 | 1.72% | 0.01 | 0.00 | 62.50% | -0.014 | 0.000 | -0.303 | 0.068 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,160PCR: -- | 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 | 1,180PCR: -- | 0.10 | 0.27% | 0.18 | 0.00 | 39.06% | -0.002 | 0.000 | -0.038 | 0.013 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,200PCR: -- | 0.15 | 0.66% | 2.73 | 26.60 | 39.06% | -0.006 | 0.000 | -0.087 | 0.031 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,210PCR: -- | 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 | 0.01 | 99.00% | 151.40 | 1,220PCR: 57.00 | 0.10 | 0.32% | 0.40 | 11.20 | 31.25% | -0.003 | 0.000 | -0.037 | 0.017 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,230PCR: -- | 0.10 | 0.57% | 0.12 | 1.40 | 31.25% | -0.005 | 0.000 | -0.062 | 0.028 | Login To Trade |
0.147 | -0.435 | 0.001 | 0.965 | 41.50% | 0.00 | 0.11 | 48.30% | 135.00 | 1,240PCR: 82.60 | 0.10 | 0.36% | 8.67 | 20.30 | 27.34% | -0.003 | 0.000 | -0.036 | 0.018 | Login To Trade |
0.362 | -1.496 | 0.002 | 0.888 | 57.86% | 0.00 | 0.47 | 46.18% | 129.75 | 1,250PCR: 11.39 | 0.10 | 0.66% | 5.34 | 17.50 | 27.34% | -0.006 | 0.000 | -0.063 | 0.032 | Login To Trade |
0.517 | -2.806 | 0.002 | 0.809 | 75.93% | 0.00 | 0.69 | 43.54% | 129.90 | 1,260PCR: 3.07 | 0.15 | 1.16% | 2.13 | 4.90 | 27.34% | -0.011 | 0.001 | -0.104 | 0.053 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.19 | 99.00% | 78.95 | 1,270PCR: 9.81 | 0.30 | 1.64% | 1.86 | 15.40 | 26.37% | -0.015 | 0.001 | -0.137 | 0.073 | Login To Trade |
0.421 | -1.461 | 0.002 | 0.861 | 48.58% | 0.00 | 0.74 | 45.78% | 100.60 | 1,280PCR: 5.70 | 0.40 | 2.25% | 4.19 | 69.30 | 25.39% | -0.021 | 0.001 | -0.175 | 0.097 | Login To Trade |
0.433 | -1.363 | 0.003 | 0.855 | 44.07% | 0.00 | 0.39 | 45.75% | 90.00 | 1,290PCR: 6.07 | 0.55 | 3.19% | 2.34 | 57.40 | 24.41% | -0.030 | 0.002 | -0.229 | 0.131 | Login To Trade |
0.152 | -0.244 | 0.002 | 0.964 | 22.46% | 91.70 | 4.75 | 48.82% | 74.50 | 1,300PCR: 3.13 | 0.65 | 3.77% | 14.88 | 406.00 | 22.46% | -0.036 | 0.002 | -0.244 | 0.152 | Login To Trade |
0.500 | -1.377 | 0.004 | 0.820 | 38.57% | 0.00 | 0.53 | 44.94% | 71.00 | 1,310PCR: 6.80 | 0.85 | 5.04% | 3.57 | 285.60 | 21.00% | -0.050 | 0.003 | -0.293 | 0.195 | Login To Trade |
0.421 | -0.815 | 0.004 | 0.861 | 27.10% | 11.20 | 2.32 | 46.40% | 57.60 | 1,320PCR: 5.59 | 1.20 | 7.18% | 13.00 | 553.00 | 20.02% | -0.072 | 0.004 | -0.375 | 0.262 | Login To Trade |
0.340 | -0.450 | 0.005 | 0.898 | 18.55% | 24.50 | 2.34 | 47.51% | 45.35 | 1,330PCR: 3.70 | 1.70 | 9.94% | 8.65 | 728.70 | 18.55% | -0.104 | 0.005 | -0.455 | 0.343 | Login To Trade |
0.436 | -0.540 | 0.007 | 0.854 | 17.33% | 122.50 | 4.89 | 46.50% | 36.40 | 1,340PCR: 3.00 | 2.60 | 13.39% | 14.66 | 1,717.80 | 17.33% | -0.146 | 0.007 | -0.540 | 0.436 | Login To Trade |
0.530 | -0.587 | 0.009 | 0.802 | 15.50% | 581.00 | 14.25 | 45.13% | 27.80 | 1,350PCR: 1.14 | 3.95 | 18.63% | 16.32 | 2,303.70 | 16.72% | -0.215 | 0.009 | -0.665 | 0.557 | Login To Trade |
0.677 | -0.762 | 0.012 | 0.683 | 15.75% | 1,677.20 | 15.99 | 41.40% | 20.10 | 1,360PCR: 0.97 | 6.15 | 24.89% | 15.57 | 2,411.50 | 15.87% | -0.311 | 0.012 | -0.762 | 0.672 | Login To Trade |
0.749 | -0.810 | 0.014 | 0.566 | 15.14% | 2,830.80 | 17.14 | 36.92% | 13.85 | 1,370PCR: 0.92 | 9.85 | 31.90% | 15.83 | 2,324.00 | 15.75% | -0.436 | 0.013 | -0.843 | 0.750 | Login To Trade |
0.745 | -0.838 | 0.013 | 0.424 | 15.75% | 7,616.00 | 49.89 | 30.25% | 9.20 | 1,380PCR: 0.45 | 15.15 | 37.94% | 22.27 | 3,369.80 | 15.99% | -0.567 | 0.013 | -0.855 | 0.749 | Login To Trade |
0.672 | -0.767 | 0.012 | 0.310 | 15.99% | 2,082.50 | 18.75 | 23.83% | 6.00 | 1,390PCR: 0.60 | 21.90 | 42.41% | 11.17 | 611.80 | 16.60% | -0.683 | 0.011 | -0.804 | 0.678 | Login To Trade |
0.553 | -0.666 | 0.009 | 0.213 | 16.85% | 5,782.70 | 68.74 | 17.46% | 3.90 | 1,400PCR: 0.37 | 29.90 | 45.74% | 25.75 | 476.70 | 16.85% | -0.787 | 0.009 | -0.666 | 0.553 | Login To Trade |
0.443 | -0.564 | 0.007 | 0.149 | 17.82% | 1,964.20 | 17.36 | 12.79% | 2.55 | 1,410PCR: 0.36 | 38.55 | 47.95% | 6.22 | 39.90 | 16.36% | -0.873 | 0.007 | -0.463 | 0.396 | Login To Trade |
0.345 | -0.464 | 0.005 | 0.105 | 18.80% | 1,291.50 | 22.30 | 9.21% | 1.75 | 1,420PCR: 0.30 | 47.45 | 48.87% | 6.80 | 29.40 | 17.58% | -0.910 | 0.005 | -0.387 | 0.308 | Login To Trade |
0.273 | -0.391 | 0.004 | 0.076 | 20.02% | 497.00 | 11.38 | 6.83% | 1.20 | 1,430PCR: 0.34 | 52.55 | 99.00% | 3.89 | 7.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.223 | -0.343 | 0.003 | 0.059 | 21.48% | 543.90 | 12.89 | 5.29% | 1.00 | 1,440PCR: 0.11 | 65.15 | 99.00% | 1.45 | 59.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.174 | -0.279 | 0.002 | 0.043 | 22.46% | 893.90 | 24.96 | 3.88% | 0.80 | 1,450PCR: 0.18 | 75.00 | 99.00% | 4.61 | 11.20 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.155 | -0.271 | 0.002 | 0.037 | 24.41% | 338.10 | 7.97 | 3.38% | 0.65 | 1,460PCR: 0.05 | 84.00 | 99.00% | 0.43 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.122 | -0.222 | 0.001 | 0.028 | 25.39% | 149.80 | 4.56 | 2.52% | 0.55 | 1,470PCR: 0.19 | 82.70 | 99.00% | 0.86 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.107 | -0.204 | 0.001 | 0.024 | 26.86% | 87.50 | 6.55 | 2.13% | 0.45 | 1,480PCR: 0.01 | 110.00 | 49.21% | 0.04 | 0.00 | 41.99% | -0.894 | 0.002 | -1.042 | 0.347 | Login To Trade |
0.079 | -0.154 | 0.001 | 0.017 | 27.34% | 31.50 | 6.20 | 1.49% | 0.30 | 1,490PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.088 | -0.191 | 0.001 | 0.019 | 30.27% | 213.50 | 20.37 | 1.69% | 0.40 | 1,500PCR: 0.11 | 123.55 | 99.00% | 2.33 | 1.40 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.073 | -0.162 | 0.001 | 0.015 | 31.25% | 22.40 | 0.78 | 1.34% | 0.30 | 1,510PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.071 | -0.169 | 0.001 | 0.015 | 33.20% | 13.30 | 2.35 | 1.30% | 0.30 | 1,520PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.051 | -0.129 | 0.000 | 0.010 | 35.16% | 37.80 | 1.64 | 0.89% | 0.25 | 1,540PCR: 0.11 | 152.20 | 99.00% | 0.18 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.038 | -0.101 | 0.000 | 0.007 | 37.11% | 10.50 | 0.35 | 0.62% | 0.20 | 1,560PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.052 | -0.158 | 0.000 | 0.010 | 42.97% | 0.00 | 0.33 | 0.86% | 0.25 | 1,580PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.041 | -0.131 | 0.000 | 0.008 | 44.92% | 102.20 | 33.32 | 0.65% | 0.25 | 1,600PCR: 0.00 | 208.00 | 99.00% | 0.01 | 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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