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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 | 110PCR: -- | 0.05 | 0.04% | 0.34 | 0.00 | 62.50% | -0.000 | 0.000 | -0.001 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 115PCR: -- | 0.05 | 0.26% | 0.49 | 0.00 | 62.50% | -0.002 | 0.001 | -0.007 | 0.001 | Login To Trade |
0.036 | -0.467 | 0.009 | 0.869 | 134.77% | 0.00 | 0.56 | 44.03% | 23.45 | 120PCR: 26.00 | 0.05 | 1.34% | 14.63 | 3.75 | 62.50% | -0.011 | 0.003 | -0.030 | 0.005 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 122.50PCR: -- | 0.10 | 2.54% | 0.04 | 0.00 | 62.50% | -0.022 | 0.005 | -0.053 | 0.009 | Login To Trade |
0.057 | -1.292 | 0.008 | 0.722 | 236.33% | 0.00 | 0.68 | 36.86% | 24.85 | 125PCR: 6.83 | 0.05 | 0.04% | 4.61 | 11.25 | 31.25% | -0.000 | 0.000 | -0.001 | 0.000 | Login To Trade |
0.052 | -0.706 | 0.013 | 0.764 | 140.63% | 0.00 | 0.30 | 40.77% | 17.95 | 127.50PCR: 9.50 | 0.10 | 3.07% | 2.85 | 0.00 | 46.88% | -0.028 | 0.008 | -0.049 | 0.011 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 1.61 | 99.00% | 10.45 | 130PCR: 5.81 | 0.10 | 3.09% | 9.38 | 93.75 | 39.06% | -0.029 | 0.010 | -0.042 | 0.011 | Login To Trade |
0.058 | -0.652 | 0.017 | 0.712 | 117.19% | 0.00 | 0.45 | 39.68% | 13.20 | 132.50PCR: 5.42 | 0.10 | 3.34% | 2.44 | 33.75 | 31.25% | -0.032 | 0.014 | -0.037 | 0.012 | Login To Trade |
0.014 | -0.031 | 0.020 | 0.963 | 23.44% | 382.50 | 1.28 | 48.44% | 6.95 | 135PCR: 9.21 | 0.20 | 8.84% | 11.74 | 1,455.00 | 31.25% | -0.089 | 0.030 | -0.082 | 0.027 | Login To Trade |
0.036 | -0.081 | 0.053 | 0.871 | 23.44% | 960.00 | 2.14 | 46.43% | 4.65 | 137.50PCR: 3.79 | 0.40 | 15.17% | 8.10 | 1,365.00 | 27.34% | -0.166 | 0.054 | -0.111 | 0.042 | Login To Trade |
0.061 | -0.149 | 0.084 | 0.673 | 25.39% | 2,021.25 | 11.10 | 41.13% | 2.75 | 140PCR: 1.47 | 0.90 | 26.37% | 16.31 | 2,242.50 | 25.39% | -0.327 | 0.084 | -0.149 | 0.061 | Login To Trade |
0.067 | -0.157 | 0.096 | 0.443 | 24.41% | 3,521.25 | 9.49 | 31.00% | 1.35 | 142.50PCR: 0.70 | 2.05 | 37.72% | 6.64 | 1,031.25 | 25.39% | -0.554 | 0.092 | -0.164 | 0.067 | Login To Trade |
0.055 | -0.151 | 0.068 | 0.263 | 28.32% | 4,076.25 | 33.30 | 20.59% | 0.75 | 145PCR: 0.45 | 3.95 | 44.25% | 15.08 | 1,005.00 | 29.30% | -0.730 | 0.067 | -0.158 | 0.056 | Login To Trade |
0.040 | -0.120 | 0.044 | 0.151 | 31.25% | 1,263.75 | 14.59 | 12.52% | 0.45 | 147.50PCR: 0.40 | 6.20 | 47.14% | 5.78 | 232.50 | 35.16% | -0.819 | 0.044 | -0.151 | 0.044 | Login To Trade |
0.029 | -0.097 | 0.028 | 0.095 | 35.16% | 2,100.00 | 59.89 | 8.04% | 0.30 | 150PCR: 0.28 | 8.75 | 47.91% | 16.50 | 112.50 | 44.92% | -0.845 | 0.031 | -0.174 | 0.040 | Login To Trade |
0.021 | -0.079 | 0.019 | 0.063 | 39.06% | 360.00 | 19.05 | 5.48% | 0.15 | 152.50PCR: 0.11 | 12.35 | 46.69% | 2.10 | 0.00 | 78.13% | -0.768 | 0.023 | -0.389 | 0.052 | Login To Trade |
0.011 | -0.043 | 0.010 | 0.030 | 39.06% | 618.75 | 27.08 | 2.61% | 0.10 | 155PCR: 0.31 | 12.55 | 99.00% | 8.51 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.012 | -0.056 | 0.009 | 0.033 | 46.88% | 105.00 | 4.24 | 2.79% | 0.10 | 157.50PCR: 0.37 | 11.30 | 99.00% | 1.58 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | -0.001 | 0.000 | 0.001 | 31.25% | 525.00 | 22.95 | 0.06% | 0.05 | 160PCR: 0.22 | 18.00 | 99.00% | 4.99 | 7.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.008 | -0.043 | 0.005 | 0.020 | 54.69% | 7.50 | 1.58 | 1.67% | 0.10 | 162.50PCR: 0.62 | 13.50 | 99.00% | 0.98 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.009 | -0.056 | 0.005 | 0.023 | 62.50% | 240.00 | 8.74 | 1.92% | 0.05 | 165PCR: 0.24 | 22.50 | 99.00% | 2.06 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.006 | -0.035 | 0.003 | 0.013 | 62.50% | 0.00 | 1.28 | 1.09% | 0.05 | 167.50PCR: 0.29 | 18.95 | 99.00% | 0.38 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.004 | -0.023 | 0.002 | 0.008 | 62.50% | 142.50 | 10.54 | 0.67% | 0.05 | 170PCR: 0.32 | 26.50 | 99.00% | 3.34 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.001 | -0.008 | 0.001 | 0.003 | 62.50% | 0.00 | 0.60 | 0.21% | 0.05 | 175PCR: 0.69 | 33.45 | 51.72% | 0.41 | 7.50 | 101.56% | -0.953 | 0.006 | -0.163 | 0.017 | Login To Trade |
0.001 | -0.003 | 0.000 | 0.001 | 62.50% | 41.25 | 4.69 | 0.06% | 0.05 | 180PCR: 0.89 | 38.40 | 52.06% | 4.16 | 30.00 | 109.38% | -0.961 | 0.005 | -0.151 | 0.014 | Login To Trade |
0.006 | -0.067 | 0.002 | 0.013 | 125.00% | 3.75 | 18.75 | 0.86% | 0.05 | 200PCR: 0.40 | 58.50 | 53.18% | 7.50 | 45.00 | 156.25% | -0.960 | 0.003 | -0.219 | 0.015 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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