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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: 6.07 | 0.30 | 0.71% | 1.19 | 28.70 | 50.78% | -0.005 | 0.000 | -0.072 | 0.045 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 265.00 | 1,150PCR: 29.25 | 0.45 | 1.18% | 0.82 | 9.10 | 45.90% | -0.009 | 0.000 | -0.107 | 0.075 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.43 | 99.00% | 196.00 | 1,200PCR: 20.77 | 0.50 | 1.55% | 9.02 | 157.50 | 39.06% | -0.013 | 0.000 | -0.121 | 0.099 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 197.00 | 1,220PCR: 26.67 | 0.55 | 1.70% | 0.56 | 0.70 | 36.13% | -0.014 | 0.000 | -0.123 | 0.109 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 193.00 | 1,230PCR: 413.00 | 0.50 | 1.66% | 2.89 | 26.60 | 34.18% | -0.014 | 0.000 | -0.115 | 0.108 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 183.00 | 1,240PCR: 169.50 | 0.55 | 1.88% | 2.37 | 39.20 | 33.20% | -0.016 | 0.000 | -0.125 | 0.121 | Login To Trade |
0.658 | -1.323 | 0.001 | 0.863 | 64.33% | 0.00 | 1.13 | 44.41% | 199.85 | 1,250PCR: 6.90 | 0.70 | 2.14% | 7.83 | 210.70 | 32.23% | -0.019 | 0.001 | -0.138 | 0.137 | Login To Trade |
0.410 | -0.563 | 0.001 | 0.928 | 43.95% | 0.00 | 0.16 | 46.87% | 180.00 | 1,260PCR: 16.04 | 0.75 | 2.43% | 2.58 | 12.60 | 31.25% | -0.021 | 0.001 | -0.150 | 0.153 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,270PCR: -- | 0.85 | 2.79% | 3.37 | 224.00 | 30.27% | -0.025 | 0.001 | -0.164 | 0.174 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 135.00 | 1,280PCR: 111.67 | 1.15 | 3.64% | 2.35 | 77.70 | 30.27% | -0.033 | 0.001 | -0.208 | 0.220 | Login To Trade |
0.401 | -0.444 | 0.001 | 0.930 | 35.40% | 0.00 | 0.08 | 47.27% | 148.95 | 1,290PCR: 14.00 | 1.35 | 4.18% | 1.18 | 48.30 | 29.30% | -0.038 | 0.001 | -0.228 | 0.248 | Login To Trade |
0.411 | -0.427 | 0.001 | 0.928 | 33.20% | 4.20 | 2.14 | 47.32% | 138.95 | 1,300PCR: 6.84 | 1.60 | 4.79% | 14.60 | 558.60 | 28.32% | -0.044 | 0.001 | -0.248 | 0.281 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.13 | 99.00% | 120.00 | 1,310PCR: 19.50 | 2.05 | 6.00% | 2.46 | 109.20 | 28.08% | -0.056 | 0.001 | -0.299 | 0.340 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.48 | 99.00% | 85.00 | 1,320PCR: 5.43 | 2.25 | 6.73% | 2.58 | 172.20 | 26.86% | -0.064 | 0.002 | -0.316 | 0.376 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.85 | 99.00% | 74.05 | 1,330PCR: 4.30 | 2.80 | 7.95% | 3.68 | 198.10 | 26.12% | -0.077 | 0.002 | -0.355 | 0.435 | Login To Trade |
0.553 | -0.468 | 0.002 | 0.893 | 27.10% | 21.70 | 1.33 | 46.77% | 100.00 | 1,340PCR: 5.05 | 3.25 | 9.38% | 6.71 | 223.30 | 25.39% | -0.093 | 0.002 | -0.397 | 0.500 | Login To Trade |
0.547 | -0.409 | 0.003 | 0.895 | 23.93% | 32.20 | 1.46 | 46.95% | 89.30 | 1,350PCR: 12.71 | 4.05 | 11.26% | 18.59 | 885.50 | 24.90% | -0.114 | 0.003 | -0.451 | 0.580 | Login To Trade |
0.614 | -0.438 | 0.003 | 0.876 | 22.83% | 11.20 | 1.07 | 46.55% | 80.00 | 1,360PCR: 4.10 | 4.75 | 12.96% | 4.39 | 375.90 | 23.93% | -0.135 | 0.003 | -0.487 | 0.651 | Login To Trade |
0.660 | -0.431 | 0.004 | 0.863 | 20.87% | 73.50 | 2.32 | 46.31% | 70.05 | 1,370PCR: 1.68 | 5.90 | 14.94% | 3.89 | 429.10 | 22.95% | -0.159 | 0.004 | -0.523 | 0.729 | Login To Trade |
0.776 | -0.503 | 0.004 | 0.824 | 20.75% | 94.50 | 2.42 | 45.31% | 61.70 | 1,380PCR: 2.79 | 7.00 | 17.18% | 6.76 | 752.50 | 21.97% | -0.189 | 0.004 | -0.558 | 0.813 | Login To Trade |
0.843 | -0.495 | 0.005 | 0.799 | 18.80% | 102.20 | 2.37 | 44.72% | 52.00 | 1,390PCR: 2.38 | 8.65 | 20.24% | 5.64 | 649.60 | 21.61% | -0.231 | 0.005 | -0.618 | 0.914 | Login To Trade |
0.978 | -0.593 | 0.006 | 0.738 | 19.41% | 784.70 | 10.02 | 42.79% | 45.45 | 1,400PCR: 1.90 | 10.45 | 22.94% | 19.07 | 3,599.40 | 20.39% | -0.272 | 0.005 | -0.635 | 0.997 | Login To Trade |
1.069 | -0.624 | 0.006 | 0.684 | 18.68% | 209.30 | 3.84 | 41.02% | 37.30 | 1,410PCR: 1.12 | 12.90 | 26.40% | 4.31 | 2,582.30 | 20.02% | -0.326 | 0.006 | -0.678 | 1.083 | Login To Trade |
1.148 | -0.679 | 0.007 | 0.616 | 18.92% | 1,279.60 | 9.56 | 38.42% | 31.00 | 1,420PCR: 1.79 | 15.75 | 29.77% | 17.09 | 4,078.90 | 19.23% | -0.386 | 0.007 | -0.691 | 1.150 | Login To Trade |
1.190 | -0.677 | 0.007 | 0.548 | 18.19% | 2,659.30 | 9.09 | 35.68% | 24.85 | 1,430PCR: 0.78 | 19.75 | 33.20% | 7.08 | 4,547.20 | 18.68% | -0.453 | 0.007 | -0.695 | 1.191 | Login To Trade |
1.196 | -0.669 | 0.007 | 0.474 | 17.88% | 5,530.00 | 19.81 | 32.35% | 19.30 | 1,440PCR: 0.52 | 24.15 | 36.58% | 10.28 | 4,649.40 | 18.19% | -0.525 | 0.007 | -0.680 | 1.197 | Login To Trade |
1.161 | -0.631 | 0.007 | 0.399 | 17.40% | 4,688.60 | 29.26 | 28.56% | 14.55 | 1,450PCR: 0.24 | 29.20 | 39.63% | 6.96 | 1,996.40 | 17.70% | -0.599 | 0.007 | -0.643 | 1.162 | Login To Trade |
1.081 | -0.577 | 0.007 | 0.325 | 17.09% | 4,092.20 | 40.63 | 24.35% | 10.70 | 1,460PCR: 0.11 | 35.25 | 42.27% | 4.35 | 1,211.70 | 17.46% | -0.671 | 0.007 | -0.593 | 1.087 | Login To Trade |
0.973 | -0.520 | 0.006 | 0.259 | 17.09% | 3,879.40 | 29.21 | 20.31% | 7.90 | 1,470PCR: 0.08 | 43.25 | 44.25% | 2.41 | 466.20 | 18.07% | -0.728 | 0.006 | -0.563 | 0.997 | Login To Trade |
0.850 | -0.457 | 0.005 | 0.203 | 17.21% | 3,543.40 | 15.62 | 16.49% | 5.85 | 1,480PCR: 0.19 | 51.10 | 45.83% | 2.91 | 144.90 | 18.31% | -0.780 | 0.005 | -0.509 | 0.889 | Login To Trade |
0.733 | -0.403 | 0.005 | 0.161 | 17.58% | 980.00 | 6.73 | 13.37% | 4.40 | 1,490PCR: 0.24 | 57.70 | 47.93% | 1.59 | 24.50 | 15.99% | -0.863 | 0.005 | -0.329 | 0.659 | Login To Trade |
0.631 | -0.359 | 0.004 | 0.129 | 18.19% | 3,261.30 | 31.13 | 10.90% | 3.45 | 1,500PCR: 0.06 | 68.45 | 47.95% | 2.02 | 183.40 | 19.29% | -0.857 | 0.004 | -0.410 | 0.680 | Login To Trade |
0.528 | -0.306 | 0.003 | 0.100 | 18.55% | 655.20 | 3.18 | 8.62% | 2.60 | 1,510PCR: 0.13 | 72.20 | 99.00% | 0.42 | 0.70 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.443 | -0.264 | 0.003 | 0.079 | 19.04% | 529.20 | 6.65 | 6.88% | 2.05 | 1,520PCR: 0.07 | 87.50 | 48.92% | 0.46 | 11.20 | 21.48% | -0.894 | 0.003 | -0.370 | 0.552 | Login To Trade |
0.368 | -0.225 | 0.002 | 0.062 | 19.53% | 174.30 | 4.47 | 5.44% | 1.60 | 1,530PCR: 0.09 | 82.50 | 99.00% | 0.40 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.327 | -0.210 | 0.002 | 0.053 | 20.51% | 210.00 | 7.03 | 4.69% | 1.40 | 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 |
0.291 | -0.196 | 0.002 | 0.046 | 21.48% | 88.90 | 4.45 | 4.06% | 1.20 | 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 |
0.244 | -0.168 | 0.001 | 0.037 | 21.97% | 278.60 | 7.71 | 3.27% | 0.95 | 1,560PCR: 0.01 | 153.75 | 46.05% | 0.07 | 0.00 | 60.79% | -0.722 | 0.002 | -1.916 | 1.008 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 1,570PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.172 | -0.124 | 0.001 | 0.025 | 22.95% | 121.10 | 5.43 | 2.14% | 0.65 | 1,580PCR: 0.00 | 143.65 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.134 | -0.102 | 0.001 | 0.018 | 24.41% | 130.20 | 12.12 | 1.57% | 0.45 | 1,600PCR: 0.01 | 152.20 | 99.00% | 0.10 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.116 | -0.096 | 0.001 | 0.015 | 26.37% | 4.20 | 0.16 | 1.32% | 0.40 | 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 |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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