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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 | |
0.218 | -0.132 | 0.000 | 0.979 | 41.02% | 0.00 | 0.20 | 47.19% | 308.50 | 1,100PCR: 4.93 | 0.80 | 1.81% | 0.97 | 72.10 | 37.60% | -0.014 | 0.000 | -0.084 | 0.151 | Login To Trade |
0.591 | -0.416 | 0.001 | 0.928 | 47.85% | 0.00 | 0.03 | 45.74% | 265.00 | 1,150PCR: 25.50 | 1.30 | 2.88% | 0.71 | 66.50 | 34.18% | -0.023 | 0.000 | -0.118 | 0.235 | Login To Trade |
0.618 | -0.346 | 0.001 | 0.923 | 38.09% | 3.50 | 0.34 | 46.25% | 213.00 | 1,200PCR: 23.27 | 2.15 | 4.71% | 7.98 | 1,186.50 | 30.76% | -0.040 | 0.001 | -0.168 | 0.372 | Login To Trade |
0.815 | -0.484 | 0.001 | 0.888 | 40.41% | 0.00 | 0.02 | 45.28% | 197.00 | 1,220PCR: 23.00 | 2.45 | 5.30% | 0.48 | 114.80 | 28.56% | -0.046 | 0.001 | -0.175 | 0.418 | Login To Trade |
0.974 | -0.637 | 0.001 | 0.856 | 44.49% | 0.00 | 0.01 | 44.20% | 193.00 | 1,230PCR: 63.00 | 2.75 | 5.93% | 0.44 | 94.50 | 28.08% | -0.053 | 0.001 | -0.191 | 0.462 | Login To Trade |
1.019 | -0.651 | 0.001 | 0.846 | 43.46% | 0.00 | 0.01 | 44.00% | 183.00 | 1,240PCR: 43.50 | 3.40 | 6.97% | 0.61 | 259.00 | 27.83% | -0.063 | 0.001 | -0.217 | 0.531 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 29.40 | 1.15 | 99.00% | 157.45 | 1,250PCR: 2.27 | 3.75 | 7.43% | 2.61 | 543.90 | 26.86% | -0.068 | 0.001 | -0.223 | 0.564 | Login To Trade |
0.680 | -0.275 | 0.001 | 0.913 | 27.47% | 0.00 | 0.15 | 46.68% | 152.00 | 1,260PCR: 6.95 | 4.40 | 8.69% | 1.07 | 257.60 | 26.73% | -0.081 | 0.001 | -0.253 | 0.644 | Login To Trade |
0.891 | -0.370 | 0.002 | 0.874 | 28.20% | 0.00 | 0.02 | 45.70% | 135.00 | 1,280PCR: 74.00 | 5.85 | 11.06% | 1.55 | 437.50 | 25.76% | -0.107 | 0.002 | -0.299 | 0.791 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.04 | 99.00% | 115.00 | 1,290PCR: 46.33 | 6.75 | 12.33% | 1.95 | 347.20 | 25.39% | -0.121 | 0.002 | -0.324 | 0.867 | Login To Trade |
1.028 | -0.404 | 0.002 | 0.844 | 26.73% | 33.60 | 2.14 | 45.03% | 116.80 | 1,300PCR: 7.85 | 7.85 | 13.77% | 16.77 | 2,381.40 | 24.90% | -0.138 | 0.002 | -0.347 | 0.949 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 75.70 | 1,310PCR: 50.33 | 8.85 | 15.21% | 1.06 | 191.80 | 24.29% | -0.156 | 0.002 | -0.368 | 1.029 | Login To Trade |
1.144 | -0.409 | 0.003 | 0.816 | 24.29% | 0.00 | 0.46 | 44.39% | 98.00 | 1,320PCR: 6.54 | 10.20 | 16.97% | 2.98 | 462.70 | 23.68% | -0.179 | 0.003 | -0.391 | 1.122 | Login To Trade |
1.187 | -0.397 | 0.003 | 0.804 | 22.71% | 44.10 | 0.67 | 44.16% | 89.00 | 1,330PCR: 4.94 | 11.90 | 18.83% | 3.32 | 1,079.40 | 23.50% | -0.203 | 0.003 | -0.420 | 1.214 | Login To Trade |
1.258 | -0.393 | 0.003 | 0.784 | 21.24% | 23.10 | 1.66 | 43.68% | 78.70 | 1,340PCR: 2.71 | 13.70 | 20.85% | 4.50 | 1,234.10 | 22.89% | -0.231 | 0.003 | -0.440 | 1.308 | Login To Trade |
1.406 | -0.480 | 0.003 | 0.736 | 23.19% | 151.90 | 1.88 | 42.04% | 74.60 | 1,350PCR: 7.56 | 15.75 | 22.78% | 14.18 | 3,512.60 | 22.52% | -0.260 | 0.003 | -0.461 | 1.393 | Login To Trade |
1.483 | -0.483 | 0.004 | 0.705 | 22.16% | 75.60 | 1.37 | 41.06% | 65.50 | 1,360PCR: 2.39 | 18.20 | 24.90% | 3.27 | 1,780.80 | 22.09% | -0.292 | 0.004 | -0.480 | 1.477 | Login To Trade |
1.549 | -0.489 | 0.004 | 0.674 | 21.48% | 146.30 | 1.04 | 40.05% | 58.40 | 1,370PCR: 2.54 | 20.85 | 27.07% | 2.65 | 1,427.30 | 21.73% | -0.328 | 0.004 | -0.496 | 1.552 | Login To Trade |
1.622 | -0.508 | 0.004 | 0.630 | 21.30% | 280.70 | 1.68 | 38.41% | 51.10 | 1,380PCR: 3.93 | 24.05 | 29.32% | 6.59 | 2,748.20 | 21.24% | -0.367 | 0.004 | -0.505 | 1.618 | Login To Trade |
1.667 | -0.504 | 0.004 | 0.593 | 20.57% | 326.20 | 1.09 | 37.00% | 44.80 | 1,390PCR: 3.21 | 27.45 | 31.58% | 3.50 | 2,210.60 | 21.00% | -0.409 | 0.004 | -0.515 | 1.669 | Login To Trade |
1.702 | -0.512 | 0.004 | 0.548 | 20.45% | 3,472.70 | 16.57 | 35.11% | 39.00 | 1,400PCR: 1.65 | 31.65 | 33.79% | 27.41 | 7,125.30 | 20.63% | -0.452 | 0.004 | -0.516 | 1.702 | Login To Trade |
1.714 | -0.514 | 0.005 | 0.502 | 20.39% | 2,333.10 | 8.54 | 33.07% | 33.75 | 1,410PCR: 0.80 | 36.10 | 35.88% | 6.85 | 2,193.80 | 20.45% | -0.497 | 0.004 | -0.515 | 1.714 | Login To Trade |
1.704 | -0.502 | 0.005 | 0.456 | 20.02% | 2,552.90 | 14.71 | 30.88% | 28.65 | 1,420PCR: 0.88 | 41.15 | 37.95% | 12.96 | 1,499.40 | 20.14% | -0.544 | 0.005 | -0.505 | 1.704 | Login To Trade |
1.670 | -0.489 | 0.004 | 0.410 | 19.90% | 1,428.00 | 4.55 | 28.51% | 24.35 | 1,430PCR: 1.00 | 47.15 | 39.76% | 4.54 | 413.70 | 20.14% | -0.588 | 0.004 | -0.495 | 1.673 | Login To Trade |
1.611 | -0.470 | 0.004 | 0.363 | 19.84% | 2,311.40 | 7.99 | 25.97% | 20.50 | 1,440PCR: 0.25 | 52.50 | 41.76% | 1.98 | 254.10 | 19.35% | -0.641 | 0.004 | -0.457 | 1.605 | Login To Trade |
1.541 | -0.444 | 0.004 | 0.322 | 19.59% | 2,422.00 | 17.07 | 23.65% | 17.10 | 1,450PCR: 0.22 | 59.25 | 43.03% | 3.75 | 570.50 | 19.65% | -0.677 | 0.004 | -0.446 | 1.542 | Login To Trade |
1.450 | -0.418 | 0.004 | 0.281 | 19.59% | 2,022.30 | 7.03 | 21.15% | 14.20 | 1,460PCR: 0.10 | 68.75 | 44.17% | 0.68 | 15.40 | 20.81% | -0.709 | 0.004 | -0.451 | 1.473 | Login To Trade |
1.351 | -0.389 | 0.004 | 0.245 | 19.59% | 1,035.30 | 3.19 | 18.81% | 11.85 | 1,470PCR: 0.16 | 72.50 | 45.86% | 0.50 | 16.80 | 18.55% | -0.768 | 0.004 | -0.358 | 1.311 | Login To Trade |
1.233 | -0.352 | 0.003 | 0.208 | 19.41% | 1,751.40 | 9.62 | 16.35% | 9.60 | 1,480PCR: 0.09 | 81.20 | 46.96% | 0.89 | 132.30 | 18.55% | -0.806 | 0.003 | -0.322 | 1.180 | Login To Trade |
1.120 | -0.321 | 0.003 | 0.178 | 19.47% | 772.10 | 3.24 | 14.22% | 7.85 | 1,490PCR: 0.00 | 87.05 | 48.24% | 0.01 | 2.80 | 16.85% | -0.859 | 0.003 | -0.238 | 0.962 | Login To Trade |
1.004 | -0.288 | 0.003 | 0.150 | 19.53% | 2,730.70 | 19.52 | 12.19% | 6.35 | 1,500PCR: 0.09 | 98.45 | 48.40% | 1.68 | 187.60 | 18.80% | -0.861 | 0.003 | -0.263 | 0.950 | Login To Trade |
0.884 | -0.252 | 0.003 | 0.125 | 19.41% | 685.30 | 2.34 | 10.27% | 5.00 | 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 |
0.773 | -0.221 | 0.002 | 0.103 | 19.41% | 668.50 | 3.09 | 8.59% | 4.05 | 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 |
0.586 | -0.170 | 0.002 | 0.071 | 19.78% | 538.30 | 5.07 | 6.01% | 2.65 | 1,540PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.434 | -0.128 | 0.001 | 0.049 | 20.02% | 696.50 | 4.34 | 4.12% | 1.65 | 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 |
0.327 | -0.099 | 0.001 | 0.034 | 20.51% | 636.30 | 5.87 | 2.91% | 1.10 | 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 |
0.273 | -0.086 | 0.001 | 0.028 | 21.48% | 490.70 | 3.64 | 2.32% | 0.95 | 1,600PCR: 0.03 | 179.00 | 99.00% | 0.10 | 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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