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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 | 0.20 | 99.00% | 308.50 | 1,100PCR: 4.61 | 0.25 | 0.67% | 0.90 | 2.10 | 68.36% | -0.005 | 0.000 | -0.124 | 0.033 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 265.00 | 1,150PCR: 24.00 | 0.20 | 0.61% | 0.67 | 0.70 | 56.64% | -0.005 | 0.000 | -0.099 | 0.032 | Login To Trade |
0.137 | -0.463 | 0.000 | 0.974 | 61.52% | 0.70 | 0.28 | 47.67% | 244.00 | 1,200PCR: 28.95 | 0.30 | 0.92% | 8.11 | 7.00 | 48.83% | -0.008 | 0.000 | -0.128 | 0.047 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 197.00 | 1,220PCR: 25.33 | 0.30 | 0.96% | 0.53 | 2.10 | 44.92% | -0.008 | 0.000 | -0.123 | 0.050 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 193.00 | 1,230PCR: 412.00 | 0.15 | 0.51% | 2.88 | 5.60 | 39.06% | -0.004 | 0.000 | -0.061 | 0.029 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 183.00 | 1,240PCR: 161.00 | 0.10 | 0.33% | 2.25 | 3.50 | 35.16% | -0.003 | 0.000 | -0.038 | 0.020 | Login To Trade |
0.432 | -1.870 | 0.001 | 0.889 | 78.61% | 0.00 | 1.13 | 45.27% | 203.00 | 1,250PCR: 6.52 | 0.25 | 1.05% | 7.35 | 37.10 | 39.06% | -0.009 | 0.000 | -0.119 | 0.055 | Login To Trade |
0.515 | -2.447 | 0.001 | 0.856 | 86.18% | 0.00 | 0.15 | 44.19% | 198.00 | 1,260PCR: 16.90 | 0.30 | 1.08% | 2.49 | 9.10 | 37.11% | -0.009 | 0.000 | -0.117 | 0.057 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,270PCR: -- | 0.30 | 1.11% | 3.33 | 0.00 | 35.16% | -0.010 | 0.000 | -0.115 | 0.059 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 135.00 | 1,280PCR: 105.33 | 0.50 | 1.89% | 2.21 | 5.60 | 36.13% | -0.017 | 0.001 | -0.188 | 0.094 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.08 | 99.00% | 148.95 | 1,290PCR: 12.00 | 0.50 | 1.98% | 1.01 | 2.10 | 34.18% | -0.018 | 0.001 | -0.187 | 0.099 | Login To Trade |
0.258 | -0.603 | 0.001 | 0.944 | 42.48% | 4.20 | 2.03 | 47.68% | 145.00 | 1,300PCR: 7.14 | 0.75 | 2.77% | 14.50 | 275.10 | 34.18% | -0.025 | 0.001 | -0.251 | 0.133 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.13 | 99.00% | 120.00 | 1,310PCR: 18.94 | 0.45 | 1.90% | 2.39 | 0.70 | 29.30% | -0.017 | 0.001 | -0.157 | 0.097 | Login To Trade |
0.560 | -1.862 | 0.002 | 0.837 | 60.30% | 0.00 | 0.46 | 44.53% | 135.00 | 1,320PCR: 5.44 | 0.80 | 3.22% | 2.51 | 5.60 | 30.27% | -0.030 | 0.001 | -0.256 | 0.154 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.85 | 99.00% | 74.05 | 1,330PCR: 3.47 | 0.90 | 3.72% | 2.96 | 14.70 | 28.81% | -0.035 | 0.001 | -0.278 | 0.175 | Login To Trade |
0.542 | -1.429 | 0.002 | 0.845 | 47.85% | 0.00 | 1.25 | 45.18% | 111.70 | 1,340PCR: 3.60 | 1.10 | 4.38% | 4.51 | 52.50 | 27.34% | -0.042 | 0.001 | -0.305 | 0.202 | Login To Trade |
0.554 | -1.341 | 0.002 | 0.840 | 43.95% | 1.40 | 1.82 | 45.17% | 101.50 | 1,350PCR: 9.27 | 1.35 | 5.45% | 16.87 | 177.80 | 26.37% | -0.053 | 0.002 | -0.355 | 0.244 | Login To Trade |
0.528 | -1.077 | 0.003 | 0.851 | 36.99% | 0.70 | 0.88 | 45.70% | 89.25 | 1,360PCR: 4.49 | 1.60 | 6.53% | 3.93 | 162.40 | 24.90% | -0.064 | 0.002 | -0.392 | 0.285 | Login To Trade |
0.546 | -1.006 | 0.003 | 0.843 | 33.45% | 4.90 | 2.52 | 45.61% | 79.20 | 1,370PCR: 2.12 | 2.05 | 8.18% | 5.33 | 151.90 | 23.93% | -0.082 | 0.003 | -0.455 | 0.345 | Login To Trade |
0.555 | -0.889 | 0.004 | 0.839 | 29.05% | 4.90 | 2.85 | 45.66% | 68.30 | 1,380PCR: 2.09 | 2.60 | 10.13% | 5.96 | 287.00 | 22.71% | -0.104 | 0.004 | -0.515 | 0.412 | Login To Trade |
0.577 | -0.808 | 0.004 | 0.829 | 25.39% | 23.80 | 1.72 | 45.49% | 58.20 | 1,390PCR: 4.04 | 3.40 | 12.66% | 6.93 | 350.70 | 21.73% | -0.135 | 0.004 | -0.590 | 0.493 | Login To Trade |
0.554 | -0.596 | 0.005 | 0.840 | 19.53% | 193.20 | 8.99 | 45.94% | 47.05 | 1,400PCR: 2.37 | 4.50 | 15.81% | 21.33 | 1,640.80 | 20.75% | -0.174 | 0.005 | -0.669 | 0.585 | Login To Trade |
0.713 | -0.843 | 0.006 | 0.757 | 21.48% | 30.80 | 3.38 | 43.49% | 40.00 | 1,410PCR: 2.31 | 5.90 | 19.56% | 7.81 | 1,061.20 | 19.78% | -0.226 | 0.007 | -0.745 | 0.683 | Login To Trade |
0.778 | -0.800 | 0.008 | 0.711 | 18.68% | 265.30 | 6.63 | 42.16% | 30.65 | 1,420PCR: 2.29 | 8.00 | 23.90% | 15.17 | 2,930.90 | 18.92% | -0.292 | 0.008 | -0.814 | 0.781 | Login To Trade |
0.861 | -0.869 | 0.009 | 0.627 | 18.31% | 437.50 | 6.62 | 39.12% | 23.60 | 1,430PCR: 1.29 | 10.90 | 28.91% | 8.55 | 2,683.10 | 18.19% | -0.375 | 0.009 | -0.865 | 0.863 | Login To Trade |
0.904 | -0.888 | 0.010 | 0.533 | 17.82% | 1,794.80 | 16.91 | 35.35% | 17.45 | 1,440PCR: 0.71 | 14.75 | 33.76% | 12.07 | 3,864.70 | 17.58% | -0.469 | 0.010 | -0.876 | 0.905 | Login To Trade |
0.894 | -0.860 | 0.010 | 0.431 | 17.46% | 3,987.90 | 32.00 | 30.45% | 12.35 | 1,450PCR: 0.47 | 19.65 | 38.13% | 14.99 | 3,675.70 | 17.33% | -0.567 | 0.010 | -0.855 | 0.895 | Login To Trade |
0.826 | -0.778 | 0.009 | 0.332 | 17.09% | 4,197.90 | 45.56 | 25.02% | 8.40 | 1,460PCR: 0.13 | 25.80 | 41.85% | 5.82 | 1,682.80 | 17.09% | -0.665 | 0.009 | -0.780 | 0.829 | Login To Trade |
0.718 | -0.671 | 0.008 | 0.247 | 16.97% | 2,014.60 | 33.99 | 19.67% | 5.60 | 1,470PCR: 0.12 | 32.85 | 44.74% | 4.10 | 380.80 | 17.09% | -0.752 | 0.008 | -0.678 | 0.720 | Login To Trade |
0.603 | -0.584 | 0.007 | 0.183 | 17.58% | 1,771.70 | 20.71 | 15.22% | 3.90 | 1,480PCR: 0.18 | 39.90 | 47.58% | 3.71 | 95.20 | 15.14% | -0.856 | 0.007 | -0.431 | 0.517 | Login To Trade |
0.491 | -0.492 | 0.005 | 0.134 | 18.19% | 951.30 | 6.79 | 11.49% | 2.75 | 1,490PCR: 0.24 | 46.00 | 99.00% | 1.60 | 18.90 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.398 | -0.417 | 0.004 | 0.100 | 19.04% | 1,263.50 | 29.37 | 8.69% | 2.05 | 1,500PCR: 0.10 | 58.45 | 49.36% | 3.02 | 62.30 | 16.11% | -0.936 | 0.003 | -0.253 | 0.285 | Login To Trade |
0.320 | -0.348 | 0.003 | 0.074 | 19.78% | 199.50 | 3.22 | 6.60% | 1.45 | 1,510PCR: 0.11 | 60.50 | 99.00% | 0.34 | 2.10 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.252 | -0.285 | 0.002 | 0.055 | 20.51% | 214.90 | 6.65 | 4.90% | 1.10 | 1,520PCR: 0.07 | 71.25 | 99.00% | 0.45 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.208 | -0.247 | 0.002 | 0.043 | 21.48% | 177.80 | 4.96 | 3.87% | 0.90 | 1,530PCR: 0.07 | 77.55 | 99.00% | 0.33 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.197 | -0.254 | 0.002 | 0.040 | 23.44% | 203.00 | 6.99 | 3.58% | 0.85 | 1,540PCR: 0.00 | 88.55 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.166 | -0.224 | 0.001 | 0.033 | 24.41% | 134.40 | 5.24 | 2.92% | 0.70 | 1,550PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.140 | -0.196 | 0.001 | 0.026 | 25.39% | 131.60 | 7.71 | 2.37% | 0.55 | 1,560PCR: 0.01 | 104.80 | 99.00% | 0.07 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.122 | -0.177 | 0.001 | 0.022 | 26.37% | 14.70 | 0.79 | 2.00% | 0.50 | 1,570PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.073 | -0.102 | 0.001 | 0.012 | 25.39% | 56.00 | 4.84 | 1.10% | 0.25 | 1,580PCR: 0.00 | 143.65 | 49.14% | 0.01 | 0.00 | 48.34% | -0.875 | 0.002 | -1.244 | 0.467 | Login To Trade |
0.065 | -0.101 | 0.000 | 0.011 | 28.32% | 49.70 | 11.95 | 0.95% | 0.25 | 1,600PCR: 0.01 | 139.50 | 99.00% | 0.11 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.062 | -0.107 | 0.000 | 0.010 | 31.25% | 1.40 | 0.17 | 0.89% | 0.25 | 1,620PCR: 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 | 1,640PCR: -- | 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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