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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 | 0.02 | 99.00% | 295.00 | 1,000PCR: 57.67 | 0.35 | 0.93% | 1.21 | 80.50 | 60.55% | -0.007 | 0.000 | -0.110 | 0.047 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,070PCR: -- | 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 | 1,080PCR: -- | 1.40 | 3.24% | 0.20 | 0.00 | 55.66% | -0.026 | 0.000 | -0.324 | 0.151 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,090PCR: -- | 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 | 0.27 | 99.00% | 199.00 | 1,100PCR: 13.37 | 0.70 | 2.06% | 3.56 | 121.10 | 45.90% | -0.017 | 0.000 | -0.185 | 0.105 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,110PCR: -- | 0.60 | 1.90% | 0.20 | 4.20 | 42.97% | -0.016 | 0.000 | -0.163 | 0.099 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,120PCR: -- | 0.75 | 2.20% | 0.62 | 272.30 | 41.99% | -0.019 | 0.000 | -0.182 | 0.113 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,130PCR: -- | 0.85 | 2.57% | 0.91 | 9.10 | 41.02% | -0.022 | 0.001 | -0.205 | 0.130 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,140PCR: -- | 0.80 | 2.54% | 1.89 | 70.00 | 38.57% | -0.022 | 0.001 | -0.192 | 0.130 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,150PCR: -- | 1.00 | 3.13% | 4.91 | 466.90 | 38.09% | -0.027 | 0.001 | -0.229 | 0.157 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 123.10 | 1,160PCR: 259.50 | 1.15 | 3.48% | 3.63 | 149.80 | 36.62% | -0.031 | 0.001 | -0.243 | 0.173 | Login To Trade |
0.514 | -1.134 | 0.002 | 0.874 | 57.37% | 1.40 | 0.19 | 45.23% | 156.30 | 1,170PCR: 18.44 | 1.20 | 3.88% | 3.49 | 308.00 | 35.16% | -0.035 | 0.001 | -0.258 | 0.191 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,180PCR: -- | 1.70 | 5.03% | 3.90 | 164.50 | 35.16% | -0.046 | 0.001 | -0.323 | 0.239 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,190PCR: -- | 2.20 | 6.26% | 1.44 | 75.60 | 34.91% | -0.058 | 0.001 | -0.388 | 0.289 | Login To Trade |
0.393 | -0.560 | 0.002 | 0.913 | 37.11% | 72.80 | 1.67 | 46.96% | 120.60 | 1,200PCR: 9.72 | 2.85 | 7.87% | 16.25 | 1,367.10 | 34.91% | -0.075 | 0.002 | -0.470 | 0.350 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.34 | 99.00% | 77.75 | 1,210PCR: 7.22 | 3.30 | 8.79% | 2.48 | 273.70 | 33.45% | -0.085 | 0.002 | -0.497 | 0.386 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 2.10 | 0.36 | 99.00% | 95.35 | 1,220PCR: 9.85 | 4.05 | 10.35% | 3.58 | 424.90 | 32.71% | -0.102 | 0.002 | -0.557 | 0.443 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.34 | 99.00% | 84.70 | 1,230PCR: 10.31 | 5.25 | 12.44% | 3.54 | 394.80 | 32.47% | -0.126 | 0.003 | -0.643 | 0.515 | Login To Trade |
0.527 | -0.589 | 0.003 | 0.869 | 29.05% | 16.10 | 1.56 | 46.26% | 81.60 | 1,240PCR: 2.83 | 6.00 | 14.09% | 4.42 | 625.80 | 31.13% | -0.146 | 0.003 | -0.682 | 0.570 | Login To Trade |
0.621 | -0.699 | 0.003 | 0.833 | 29.30% | 49.00 | 3.82 | 45.30% | 73.55 | 1,250PCR: 2.55 | 7.20 | 16.30% | 9.71 | 1,241.80 | 30.40% | -0.174 | 0.003 | -0.746 | 0.638 | Login To Trade |
0.688 | -0.750 | 0.004 | 0.804 | 28.32% | 91.70 | 2.70 | 44.52% | 64.85 | 1,260PCR: 3.02 | 8.70 | 18.67% | 8.14 | 723.80 | 29.54% | -0.206 | 0.004 | -0.804 | 0.708 | Login To Trade |
0.767 | -0.821 | 0.004 | 0.763 | 27.83% | 120.40 | 4.37 | 43.32% | 56.75 | 1,270PCR: 1.92 | 10.65 | 21.42% | 8.39 | 1,772.40 | 28.93% | -0.245 | 0.004 | -0.869 | 0.781 | Login To Trade |
0.836 | -0.867 | 0.005 | 0.721 | 26.98% | 327.60 | 5.79 | 41.99% | 48.95 | 1,280PCR: 1.74 | 13.00 | 24.30% | 10.06 | 2,300.20 | 28.32% | -0.288 | 0.005 | -0.924 | 0.848 | Login To Trade |
0.901 | -0.922 | 0.005 | 0.669 | 26.61% | 716.10 | 6.57 | 40.19% | 41.80 | 1,290PCR: 1.24 | 15.75 | 27.19% | 8.16 | 1,702.40 | 27.59% | -0.336 | 0.005 | -0.962 | 0.907 | Login To Trade |
0.953 | -0.973 | 0.006 | 0.612 | 26.55% | 2,543.80 | 16.83 | 38.05% | 35.55 | 1,300PCR: 1.41 | 18.95 | 30.25% | 23.74 | 5,175.80 | 27.10% | -0.390 | 0.006 | -0.994 | 0.954 | Login To Trade |
0.983 | -0.988 | 0.006 | 0.552 | 26.12% | 2,000.60 | 8.83 | 35.63% | 29.75 | 1,310PCR: 0.66 | 22.95 | 33.32% | 5.82 | 2,170.00 | 26.98% | -0.449 | 0.006 | -1.020 | 0.983 | Login To Trade |
0.991 | -0.996 | 0.006 | 0.491 | 26.12% | 3,912.30 | 18.88 | 32.86% | 24.55 | 1,320PCR: 0.67 | 27.90 | 36.12% | 12.68 | 2,907.80 | 26.55% | -0.508 | 0.006 | -1.012 | 0.991 | Login To Trade |
0.976 | -0.967 | 0.006 | 0.429 | 25.76% | 3,010.00 | 17.65 | 29.84% | 19.65 | 1,330PCR: 0.63 | 33.35 | 38.69% | 11.10 | 967.40 | 26.37% | -0.569 | 0.006 | -0.991 | 0.977 | Login To Trade |
0.937 | -0.919 | 0.006 | 0.368 | 25.51% | 2,858.10 | 16.09 | 26.58% | 15.65 | 1,340PCR: 0.59 | 39.15 | 41.11% | 9.43 | 558.60 | 26.06% | -0.630 | 0.006 | -0.940 | 0.938 | Login To Trade |
0.879 | -0.863 | 0.006 | 0.312 | 25.51% | 2,548.00 | 16.05 | 23.31% | 12.40 | 1,350PCR: 0.55 | 45.55 | 43.01% | 8.84 | 633.50 | 26.18% | -0.683 | 0.005 | -0.891 | 0.885 | Login To Trade |
0.806 | -0.791 | 0.005 | 0.260 | 25.51% | 2,397.50 | 18.11 | 20.05% | 9.70 | 1,360PCR: 0.23 | 52.90 | 44.68% | 4.10 | 141.40 | 26.12% | -0.735 | 0.005 | -0.818 | 0.814 | Login To Trade |
0.727 | -0.720 | 0.005 | 0.215 | 25.76% | 918.40 | 6.38 | 17.05% | 7.65 | 1,370PCR: 0.34 | 61.00 | 46.12% | 2.15 | 21.00 | 26.12% | -0.781 | 0.004 | -0.737 | 0.733 | Login To Trade |
0.644 | -0.644 | 0.004 | 0.177 | 26.00% | 873.60 | 10.38 | 14.31% | 6.00 | 1,380PCR: 0.17 | 70.20 | 46.96% | 1.75 | 76.30 | 27.59% | -0.809 | 0.004 | -0.718 | 0.676 | Login To Trade |
0.562 | -0.568 | 0.004 | 0.143 | 26.25% | 553.70 | 4.92 | 11.84% | 4.65 | 1,390PCR: 0.28 | 78.35 | 47.92% | 1.36 | 20.30 | 27.22% | -0.848 | 0.004 | -0.613 | 0.586 | Login To Trade |
0.490 | -0.504 | 0.003 | 0.118 | 26.73% | 2,153.20 | 20.25 | 9.85% | 3.65 | 1,400PCR: 0.40 | 88.00 | 48.41% | 8.03 | 46.20 | 28.81% | -0.864 | 0.003 | -0.600 | 0.542 | Login To Trade |
0.420 | -0.438 | 0.003 | 0.095 | 27.10% | 247.10 | 2.28 | 8.04% | 2.95 | 1,410PCR: 0.11 | 80.65 | 99.00% | 0.25 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.347 | -0.361 | 0.002 | 0.074 | 27.10% | 274.40 | 8.22 | 6.29% | 2.20 | 1,420PCR: 0.08 | 103.00 | 99.00% | 0.65 | 1.40 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.302 | -0.323 | 0.002 | 0.061 | 27.83% | 277.20 | 2.24 | 5.27% | 1.85 | 1,430PCR: 0.06 | 95.40 | 99.00% | 0.14 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.257 | -0.279 | 0.002 | 0.050 | 28.32% | 171.50 | 2.90 | 4.30% | 1.45 | 1,440PCR: 0.08 | 106.00 | 99.00% | 0.24 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.217 | -0.240 | 0.001 | 0.041 | 28.81% | 178.50 | 5.88 | 3.49% | 1.20 | 1,450PCR: 0.01 | 124.85 | 99.00% | 0.05 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.183 | -0.206 | 0.001 | 0.033 | 29.30% | 110.60 | 6.92 | 2.83% | 0.90 | 1,460PCR: 0.01 | 135.00 | 99.00% | 0.04 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.154 | -0.177 | 0.001 | 0.027 | 29.79% | 58.10 | 5.31 | 2.31% | 0.75 | 1,470PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.130 | -0.151 | 0.001 | 0.022 | 30.27% | 71.40 | 3.91 | 1.87% | 0.60 | 1,480PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.122 | -0.156 | 0.001 | 0.020 | 33.20% | 185.50 | 10.12 | 1.72% | 0.60 | 1,500PCR: 0.02 | 206.50 | 48.36% | 0.16 | 0.00 | 80.69% | -0.782 | 0.002 | -2.271 | 0.732 | Login To Trade |
0.090 | -0.118 | 0.000 | 0.014 | 34.18% | 7.70 | 0.71 | 1.19% | 0.45 | 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 |
0.077 | -0.116 | 0.000 | 0.012 | 39.06% | 0.70 | 0.29 | 0.97% | 0.35 | 1,560PCR: 0.29 | 205.00 | 99.00% | 0.08 | 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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