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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 | 1.64% | 0.01 | 0.00 | 49.80% | -0.013 | 0.000 | -0.185 | 0.082 | 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 | 0.43% | 0.13 | 6.30 | 33.20% | -0.004 | 0.000 | -0.039 | 0.026 | 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 | 0.64% | 2.70 | 59.50 | 31.25% | -0.005 | 0.000 | -0.053 | 0.038 | 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: 90.00 | 0.15 | 0.61% | 0.63 | 0.70 | 27.34% | -0.005 | 0.000 | -0.046 | 0.037 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,230PCR: -- | 0.15 | 0.98% | 0.17 | 1.40 | 27.34% | -0.009 | 0.000 | -0.070 | 0.056 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.11 | 99.00% | 135.00 | 1,240PCR: 82.73 | 0.15 | 0.99% | 8.69 | 298.90 | 25.39% | -0.009 | 0.000 | -0.066 | 0.057 | Login To Trade |
0.638 | -1.909 | 0.002 | 0.815 | 65.80% | 0.00 | 0.48 | 43.50% | 142.35 | 1,250PCR: 11.62 | 0.35 | 1.56% | 5.61 | 172.20 | 25.39% | -0.014 | 0.001 | -0.099 | 0.086 | Login To Trade |
0.629 | -1.679 | 0.002 | 0.819 | 58.72% | 0.00 | 0.69 | 43.89% | 129.90 | 1,260PCR: 3.46 | 0.45 | 2.20% | 2.40 | 102.20 | 24.90% | -0.020 | 0.001 | -0.132 | 0.117 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.19 | 99.00% | 78.95 | 1,270PCR: 11.11 | 0.60 | 3.05% | 2.10 | 134.40 | 24.41% | -0.029 | 0.001 | -0.172 | 0.155 | Login To Trade |
0.168 | -0.172 | 0.001 | 0.969 | 22.46% | 25.20 | 0.83 | 48.74% | 96.05 | 1,280PCR: 5.29 | 0.70 | 3.30% | 4.40 | 206.50 | 22.46% | -0.031 | 0.001 | -0.172 | 0.168 | Login To Trade |
0.224 | -0.224 | 0.002 | 0.956 | 21.97% | 7.70 | 0.38 | 48.48% | 86.50 | 1,290PCR: 6.52 | 0.85 | 4.27% | 2.46 | 117.60 | 21.48% | -0.041 | 0.002 | -0.205 | 0.210 | Login To Trade |
0.295 | -0.288 | 0.002 | 0.937 | 21.48% | 247.10 | 4.89 | 48.13% | 76.85 | 1,300PCR: 3.39 | 1.10 | 5.60% | 16.57 | 873.60 | 20.51% | -0.055 | 0.002 | -0.246 | 0.264 | Login To Trade |
0.313 | -0.271 | 0.003 | 0.932 | 19.04% | 7.70 | 0.51 | 48.11% | 66.90 | 1,310PCR: 6.07 | 1.45 | 7.03% | 3.10 | 327.60 | 19.29% | -0.070 | 0.003 | -0.282 | 0.322 | Login To Trade |
0.395 | -0.325 | 0.004 | 0.908 | 18.07% | 70.00 | 2.32 | 47.62% | 57.30 | 1,320PCR: 5.71 | 1.85 | 9.01% | 13.27 | 767.90 | 18.07% | -0.092 | 0.004 | -0.325 | 0.395 | Login To Trade |
0.519 | -0.420 | 0.005 | 0.865 | 17.82% | 78.40 | 2.72 | 46.67% | 48.40 | 1,330PCR: 3.62 | 2.60 | 11.80% | 9.84 | 979.30 | 17.09% | -0.125 | 0.005 | -0.383 | 0.492 | Login To Trade |
0.605 | -0.440 | 0.007 | 0.830 | 15.99% | 371.00 | 5.62 | 45.80% | 39.00 | 1,340PCR: 2.43 | 3.75 | 15.80% | 13.66 | 1,434.30 | 16.36% | -0.176 | 0.007 | -0.459 | 0.617 | Login To Trade |
0.741 | -0.522 | 0.008 | 0.761 | 15.50% | 1,110.90 | 15.57 | 43.79% | 30.80 | 1,350PCR: 1.05 | 5.35 | 20.57% | 16.39 | 2,481.50 | 15.63% | -0.242 | 0.008 | -0.529 | 0.745 | Login To Trade |
0.864 | -0.600 | 0.010 | 0.670 | 15.26% | 4,262.30 | 21.16 | 40.82% | 23.40 | 1,360PCR: 0.80 | 8.00 | 26.11% | 16.92 | 3,660.30 | 15.14% | -0.328 | 0.010 | -0.594 | 0.863 | Login To Trade |
0.940 | -0.644 | 0.011 | 0.566 | 15.08% | 4,479.30 | 18.96 | 36.76% | 17.25 | 1,370PCR: 0.86 | 11.70 | 31.93% | 16.25 | 4,620.00 | 15.01% | -0.434 | 0.011 | -0.641 | 0.940 | Login To Trade |
0.947 | -0.649 | 0.011 | 0.456 | 15.08% | 7,922.60 | 36.28 | 31.72% | 12.35 | 1,380PCR: 0.62 | 16.65 | 37.17% | 22.52 | 5,990.60 | 15.01% | -0.545 | 0.011 | -0.646 | 0.947 | Login To Trade |
0.887 | -0.625 | 0.010 | 0.353 | 15.50% | 4,153.10 | 19.05 | 26.27% | 8.70 | 1,390PCR: 0.61 | 23.25 | 41.15% | 11.70 | 1,652.70 | 15.50% | -0.647 | 0.010 | -0.625 | 0.888 | Login To Trade |
0.790 | -0.583 | 0.009 | 0.270 | 16.24% | 7,904.40 | 70.15 | 21.19% | 6.40 | 1,400PCR: 0.38 | 30.70 | 44.09% | 26.47 | 978.60 | 16.24% | -0.730 | 0.009 | -0.583 | 0.790 | Login To Trade |
0.674 | -0.516 | 0.007 | 0.203 | 16.85% | 3,137.40 | 15.93 | 16.59% | 4.55 | 1,410PCR: 0.40 | 38.60 | 46.34% | 6.30 | 202.30 | 16.24% | -0.806 | 0.007 | -0.484 | 0.655 | Login To Trade |
0.560 | -0.448 | 0.006 | 0.151 | 17.58% | 2,796.50 | 24.73 | 12.78% | 3.30 | 1,420PCR: 0.28 | 47.60 | 47.66% | 7.02 | 67.20 | 17.09% | -0.856 | 0.006 | -0.421 | 0.543 | Login To Trade |
0.460 | -0.383 | 0.004 | 0.114 | 18.31% | 1,236.20 | 11.71 | 9.83% | 2.40 | 1,430PCR: 0.34 | 56.40 | 48.73% | 3.95 | 27.30 | 17.09% | -0.902 | 0.004 | -0.320 | 0.412 | Login To Trade |
0.390 | -0.346 | 0.004 | 0.091 | 19.53% | 1,452.50 | 15.10 | 7.93% | 1.90 | 1,440PCR: 0.13 | 68.25 | 48.19% | 1.94 | 31.50 | 23.32% | -0.867 | 0.004 | -0.543 | 0.512 | Login To Trade |
0.326 | -0.304 | 0.003 | 0.072 | 20.51% | 1,257.20 | 26.28 | 6.31% | 1.60 | 1,450PCR: 0.17 | 75.70 | 49.65% | 4.59 | 44.80 | 19.53% | -0.938 | 0.003 | -0.259 | 0.292 | Login To Trade |
0.274 | -0.267 | 0.002 | 0.057 | 21.48% | 528.50 | 7.36 | 5.05% | 1.20 | 1,460PCR: 0.06 | 84.00 | 99.00% | 0.43 | 28.70 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.231 | -0.235 | 0.002 | 0.046 | 22.46% | 652.40 | 5.71 | 4.08% | 1.05 | 1,470PCR: 0.15 | 82.70 | 99.00% | 0.86 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.195 | -0.208 | 0.002 | 0.037 | 23.44% | 180.60 | 7.00 | 3.32% | 0.80 | 1,480PCR: 0.01 | 110.00 | 48.62% | 0.04 | 0.00 | 37.11% | -0.864 | 0.003 | -0.878 | 0.520 | Login To Trade |
0.167 | -0.186 | 0.001 | 0.031 | 24.41% | 105.00 | 6.22 | 2.75% | 0.70 | 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 |
0.154 | -0.182 | 0.001 | 0.028 | 25.88% | 743.40 | 22.16 | 2.49% | 0.65 | 1,500PCR: 0.11 | 124.05 | 99.00% | 2.35 | 49.70 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.145 | -0.180 | 0.001 | 0.026 | 27.34% | 30.80 | 0.91 | 2.29% | 0.65 | 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 |
0.118 | -0.149 | 0.001 | 0.020 | 27.83% | 84.70 | 2.50 | 1.79% | 0.50 | 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 |
0.100 | -0.138 | 0.001 | 0.017 | 30.27% | 20.30 | 1.98 | 1.46% | 0.40 | 1,540PCR: 0.09 | 152.20 | 99.00% | 0.18 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.081 | -0.119 | 0.000 | 0.013 | 32.23% | 28.00 | 0.49 | 1.13% | 0.35 | 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 |
0.067 | -0.104 | 0.000 | 0.011 | 34.18% | 2.10 | 0.39 | 0.90% | 0.30 | 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 |
0.065 | -0.110 | 0.000 | 0.010 | 37.11% | 90.30 | 33.59 | 0.86% | 0.35 | 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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