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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 | |
0.020 | -0.025 | 0.000 | 0.998 | 42.97% | 2.10 | 0.02 | 48.12% | 295.00 | 1,000PCR: 74.00 | 0.95 | 2.15% | 1.55 | 350.70 | 57.62% | -0.016 | 0.000 | -0.192 | 0.113 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 2.80 | 0.26 | 99.00% | 186.85 | 1,100PCR: 14.19 | 2.45 | 5.24% | 3.68 | 1,837.50 | 45.90% | -0.045 | 0.001 | -0.356 | 0.264 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,140PCR: -- | 4.10 | 8.20% | 1.41 | 557.90 | 42.24% | -0.074 | 0.001 | -0.489 | 0.394 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 1.40 | 0.01 | 99.00% | 123.10 | 1,160PCR: 255.00 | 5.25 | 10.35% | 3.57 | 621.60 | 40.77% | -0.097 | 0.002 | -0.577 | 0.481 | Login To Trade |
0.340 | -0.313 | 0.001 | 0.938 | 31.25% | 2.80 | 0.11 | 47.56% | 127.60 | 1,170PCR: 14.20 | 6.05 | 11.33% | 1.49 | 563.50 | 39.55% | -0.109 | 0.002 | -0.606 | 0.521 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,180PCR: -- | 7.25 | 13.02% | 4.31 | 949.20 | 39.31% | -0.128 | 0.002 | -0.675 | 0.584 | Login To Trade |
0.653 | -0.680 | 0.002 | 0.850 | 35.40% | 78.40 | 1.34 | 45.27% | 102.90 | 1,200PCR: 9.61 | 9.60 | 16.05% | 12.85 | 7,077.70 | 37.84% | -0.165 | 0.002 | -0.771 | 0.693 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 35.00 | 0.34 | 99.00% | 77.75 | 1,210PCR: 6.49 | 11.05 | 17.65% | 2.23 | 1,414.70 | 36.87% | -0.185 | 0.003 | -0.810 | 0.747 | Login To Trade |
0.102 | -0.038 | 0.001 | 0.986 | 12.70% | 15.40 | 0.47 | 49.28% | 75.05 | 1,220PCR: 6.91 | 12.60 | 19.58% | 3.24 | 1,783.60 | 36.25% | -0.211 | 0.003 | -0.862 | 0.808 | Login To Trade |
0.407 | -0.205 | 0.003 | 0.922 | 17.09% | 29.40 | 0.36 | 47.80% | 66.95 | 1,230PCR: 8.22 | 14.50 | 21.57% | 2.93 | 924.00 | 35.64% | -0.239 | 0.003 | -0.909 | 0.868 | Login To Trade |
0.917 | -0.924 | 0.003 | 0.734 | 34.24% | 142.10 | 1.43 | 41.91% | 71.50 | 1,240PCR: 3.49 | 16.65 | 23.54% | 4.98 | 4,188.10 | 34.79% | -0.269 | 0.003 | -0.944 | 0.922 | Login To Trade |
0.968 | -0.956 | 0.004 | 0.703 | 33.57% | 420.70 | 3.86 | 40.91% | 64.05 | 1,250PCR: 2.66 | 19.20 | 25.67% | 10.26 | 5,233.90 | 34.18% | -0.302 | 0.004 | -0.980 | 0.975 | Login To Trade |
1.019 | -0.977 | 0.004 | 0.664 | 32.59% | 257.60 | 2.13 | 39.55% | 56.00 | 1,260PCR: 3.25 | 22.00 | 27.95% | 6.92 | 2,853.90 | 33.69% | -0.340 | 0.004 | -1.014 | 1.024 | Login To Trade |
1.062 | -1.020 | 0.004 | 0.623 | 32.65% | 896.70 | 3.75 | 38.00% | 50.20 | 1,270PCR: 2.40 | 25.30 | 30.11% | 8.99 | 3,707.90 | 33.08% | -0.378 | 0.004 | -1.034 | 1.063 | Login To Trade |
1.091 | -1.026 | 0.004 | 0.584 | 31.98% | 2,188.20 | 6.85 | 36.47% | 43.90 | 1,280PCR: 1.30 | 28.95 | 32.20% | 8.92 | 5,128.90 | 32.59% | -0.417 | 0.004 | -1.046 | 1.091 | Login To Trade |
1,287.55 | |||||||||||||||||||
1.110 | -1.034 | 0.004 | 0.537 | 31.68% | 1,491.00 | 2.79 | 34.50% | 38.20 | 1,290PCR: 2.23 | 32.95 | 34.36% | 6.23 | 2,282.70 | 32.17% | -0.461 | 0.004 | -1.050 | 1.110 | Login To Trade |
1.115 | -1.025 | 0.005 | 0.494 | 31.25% | 7,044.80 | 13.50 | 32.57% | 32.65 | 1,300PCR: 1.39 | 37.50 | 36.43% | 18.75 | 7,739.20 | 31.43% | -0.506 | 0.004 | -1.031 | 1.115 | Login To Trade |
1.105 | -1.008 | 0.005 | 0.446 | 31.01% | 1,467.20 | 3.43 | 30.24% | 27.90 | 1,310PCR: 1.01 | 42.65 | 38.53% | 3.46 | 1,222.90 | 30.94% | -0.554 | 0.005 | -1.006 | 1.105 | Login To Trade |
1.079 | -0.973 | 0.004 | 0.399 | 30.64% | 3,141.60 | 8.58 | 27.83% | 23.55 | 1,320PCR: 1.10 | 48.35 | 40.39% | 9.44 | 1,641.50 | 30.64% | -0.601 | 0.004 | -0.972 | 1.079 | Login To Trade |
1.042 | -0.924 | 0.004 | 0.356 | 30.15% | 3,408.30 | 10.86 | 25.50% | 19.60 | 1,330PCR: 0.95 | 54.35 | 42.07% | 10.35 | 2,382.80 | 30.27% | -0.645 | 0.004 | -0.926 | 1.040 | Login To Trade |
0.988 | -0.873 | 0.004 | 0.311 | 30.03% | 3,192.70 | 13.47 | 22.89% | 16.45 | 1,340PCR: 0.70 | 61.10 | 43.60% | 9.42 | 1,292.20 | 30.03% | -0.689 | 0.004 | -0.872 | 0.987 | Login To Trade |
0.928 | -0.813 | 0.004 | 0.272 | 29.79% | 4,763.50 | 14.40 | 20.47% | 13.55 | 1,350PCR: 0.65 | 68.20 | 44.87% | 9.36 | 742.00 | 29.79% | -0.730 | 0.004 | -0.810 | 0.924 | Login To Trade |
0.854 | -0.745 | 0.004 | 0.233 | 29.66% | 2,738.40 | 19.47 | 17.88% | 11.00 | 1,360PCR: 0.22 | 75.70 | 45.73% | 4.22 | 459.20 | 31.01% | -0.755 | 0.004 | -0.802 | 0.879 | Login To Trade |
0.780 | -0.681 | 0.003 | 0.199 | 29.66% | 1,946.00 | 6.31 | 15.62% | 9.00 | 1,370PCR: 0.37 | 87.45 | 46.17% | 2.32 | 44.10 | 34.18% | -0.765 | 0.003 | -0.862 | 0.858 | Login To Trade |
0.703 | -0.613 | 0.003 | 0.168 | 29.66% | 2,228.10 | 10.73 | 13.43% | 7.25 | 1,380PCR: 0.18 | 94.50 | 47.29% | 1.90 | 64.40 | 32.71% | -0.807 | 0.003 | -0.737 | 0.766 | Login To Trade |
0.625 | -0.543 | 0.003 | 0.141 | 29.54% | 1,291.50 | 5.86 | 11.42% | 5.90 | 1,390PCR: 0.15 | 118.05 | 45.64% | 0.88 | 6.30 | 51.03% | -0.721 | 0.002 | -1.409 | 0.939 | Login To Trade |
0.556 | -0.487 | 0.002 | 0.119 | 29.79% | 3,319.40 | 17.87 | 9.74% | 4.75 | 1,400PCR: 0.43 | 110.55 | 48.82% | 7.64 | 63.00 | 31.01% | -0.871 | 0.002 | -0.535 | 0.587 | Login To Trade |
0.493 | -0.435 | 0.002 | 0.101 | 30.03% | 806.40 | 2.65 | 8.30% | 3.90 | 1,410PCR: 0.09 | 80.65 | 99.00% | 0.25 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.417 | -0.365 | 0.002 | 0.080 | 29.79% | 795.20 | 8.34 | 6.69% | 3.00 | 1,420PCR: 0.07 | 126.90 | 50.18% | 0.62 | 4.20 | 26.61% | -0.943 | 0.002 | -0.252 | 0.322 | Login To Trade |
0.365 | -0.322 | 0.002 | 0.067 | 30.03% | 523.60 | 2.33 | 5.63% | 2.45 | 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 |
0.314 | -0.279 | 0.001 | 0.056 | 30.27% | 387.10 | 4.31 | 4.65% | 2.00 | 1,440PCR: 0.06 | 106.00 | 99.00% | 0.24 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.278 | -0.251 | 0.001 | 0.048 | 30.76% | 436.80 | 6.27 | 3.99% | 1.70 | 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 |
0.243 | -0.223 | 0.001 | 0.040 | 31.25% | 442.40 | 5.52 | 3.38% | 1.40 | 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 |
0.204 | -0.187 | 0.001 | 0.033 | 31.25% | 519.40 | 5.58 | 2.73% | 1.10 | 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 |
0.167 | -0.154 | 0.001 | 0.026 | 31.25% | 277.90 | 3.28 | 2.15% | 0.85 | 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 |
0.165 | -0.165 | 0.001 | 0.025 | 34.18% | 435.40 | 10.40 | 2.08% | 0.85 | 1,500PCR: 0.01 | 218.00 | 49.70% | 0.13 | 2.80 | 62.13% | -0.848 | 0.001 | -1.199 | 0.656 | Login To Trade |
0.130 | -0.134 | 0.001 | 0.019 | 35.16% | 35.70 | 0.62 | 1.55% | 0.70 | 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 |
0.105 | -0.121 | 0.000 | 0.015 | 39.06% | 3.50 | 0.18 | 1.19% | 0.60 | 1,560PCR: 0.48 | 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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