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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 | |
0.019 | -0.197 | 0.003 | 0.960 | 125.00% | 4.88 | 2.49 | 46.12% | 40.25 | 130PCR: 1.90 | 0.02 | 0.05% | 4.73 | 107.25 | 62.50% | -0.000 | 0.000 | -0.002 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.05 | 99.00% | 19.85 | 136PCR: 23.00 | 0.03 | 0.34% | 1.12 | 0.00 | 62.50% | -0.003 | 0.001 | -0.009 | 0.002 | Login To Trade |
0.034 | -0.357 | 0.006 | 0.913 | 125.00% | 0.00 | 0.34 | 45.12% | 32.65 | 138PCR: 3.00 | 0.04 | 0.57% | 1.02 | 82.88 | 62.50% | -0.005 | 0.001 | -0.015 | 0.003 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 53.63 | 4.39 | 99.00% | 29.50 | 140PCR: 3.38 | 0.04 | 0.89% | 14.82 | 141.38 | 62.50% | -0.007 | 0.002 | -0.023 | 0.004 | Login To Trade |
0.050 | -0.588 | 0.007 | 0.855 | 142.58% | 0.00 | 0.44 | 43.18% | 30.00 | 142PCR: 7.67 | 0.05 | 1.49% | 3.36 | 0.00 | 62.50% | -0.012 | 0.002 | -0.036 | 0.007 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 144PCR: -- | 0.09 | 2.27% | 9.70 | 14.63 | 62.50% | -0.019 | 0.003 | -0.053 | 0.010 | Login To Trade |
0.023 | -0.151 | 0.006 | 0.948 | 78.13% | 9.75 | 3.32 | 47.02% | 25.20 | 145PCR: 4.76 | 0.04 | 0.00% | 15.80 | 87.75 | 31.25% | 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 | 146PCR: -- | 0.10 | 1.78% | 2.54 | 0.00 | 54.69% | -0.015 | 0.003 | -0.038 | 0.008 | Login To Trade |
0.029 | -0.191 | 0.008 | 0.929 | 78.13% | 14.63 | 1.56 | 46.81% | 23.00 | 147PCR: 2.19 | 0.05 | 0.02% | 3.41 | 0.00 | 31.25% | -0.000 | 0.000 | -0.000 | 0.000 | Login To Trade |
0.053 | -0.509 | 0.010 | 0.839 | 115.23% | 0.00 | 1.51 | 43.43% | 23.80 | 148PCR: 2.06 | 0.05 | 0.04% | 3.12 | 4.88 | 31.25% | -0.000 | 0.000 | -0.001 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.63 | 99.00% | 19.52 | 149PCR: 3.15 | 0.14 | 3.35% | 2.00 | 0.00 | 54.69% | -0.029 | 0.006 | -0.066 | 0.015 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 131.63 | 13.21 | 99.00% | 19.45 | 150PCR: 2.47 | 0.06 | 2.08% | 32.66 | 1,316.25 | 46.88% | -0.018 | 0.004 | -0.038 | 0.010 | Login To Trade |
0.049 | -0.370 | 0.012 | 0.856 | 89.84% | 4.88 | 1.27 | 44.65% | 20.00 | 151PCR: 1.73 | 0.08 | 2.87% | 2.19 | 0.00 | 46.88% | -0.025 | 0.006 | -0.050 | 0.013 | Login To Trade |
0.038 | -0.216 | 0.012 | 0.901 | 68.36% | 4.88 | 1.17 | 46.35% | 18.20 | 152PCR: 3.17 | 0.09 | 3.66% | 3.71 | 136.50 | 46.88% | -0.033 | 0.007 | -0.062 | 0.016 | Login To Trade |
0.048 | -0.301 | 0.013 | 0.864 | 76.17% | 9.75 | 3.07 | 45.21% | 17.68 | 153PCR: 1.33 | 0.07 | 2.13% | 4.10 | 39.00 | 39.06% | -0.019 | 0.005 | -0.033 | 0.010 | Login To Trade |
0.013 | -0.043 | 0.007 | 0.974 | 39.06% | 34.13 | 3.80 | 48.48% | 15.60 | 154PCR: 1.77 | 0.11 | 2.85% | 6.73 | 326.63 | 39.06% | -0.026 | 0.007 | -0.043 | 0.013 | Login To Trade |
0.031 | -0.132 | 0.013 | 0.924 | 50.78% | 102.38 | 19.74 | 47.30% | 15.17 | 155PCR: 1.52 | 0.11 | 3.53% | 30.03 | 1,121.25 | 39.06% | -0.033 | 0.009 | -0.052 | 0.016 | Login To Trade |
0.039 | -0.172 | 0.016 | 0.896 | 52.73% | 4.88 | 3.07 | 46.54% | 14.10 | 156PCR: 2.11 | 0.12 | 4.99% | 6.48 | 156.00 | 39.06% | -0.046 | 0.011 | -0.069 | 0.021 | Login To Trade |
0.013 | -0.035 | 0.009 | 0.973 | 31.25% | 43.88 | 10.14 | 48.56% | 12.60 | 157PCR: 0.92 | 0.14 | 4.50% | 9.31 | 248.63 | 35.16% | -0.043 | 0.012 | -0.058 | 0.020 | Login To Trade |
0.045 | -0.181 | 0.019 | 0.875 | 48.83% | 29.25 | 7.41 | 46.09% | 12.20 | 158PCR: 2.25 | 0.16 | 5.97% | 16.67 | 277.88 | 35.16% | -0.057 | 0.015 | -0.073 | 0.025 | Login To Trade |
0.048 | -0.186 | 0.021 | 0.863 | 46.88% | 19.50 | 4.97 | 46.03% | 11.20 | 159PCR: 1.69 | 0.16 | 5.48% | 8.39 | 204.75 | 31.25% | -0.053 | 0.016 | -0.061 | 0.024 | Login To Trade |
0.020 | -0.045 | 0.015 | 0.957 | 27.34% | 287.63 | 38.46 | 48.43% | 9.95 | 160PCR: 1.76 | 0.20 | 6.79% | 67.76 | 3,363.75 | 31.25% | -0.067 | 0.019 | -0.073 | 0.028 | Login To Trade |
0.060 | -0.245 | 0.026 | 0.803 | 48.83% | 9.75 | 5.22 | 44.35% | 9.67 | 161PCR: 1.80 | 0.21 | 6.87% | 9.41 | 156.00 | 27.34% | -0.069 | 0.022 | -0.066 | 0.029 | Login To Trade |
0.048 | -0.133 | 0.031 | 0.861 | 33.20% | 29.25 | 5.17 | 46.34% | 8.00 | 162PCR: 1.92 | 0.25 | 9.41% | 9.95 | 472.88 | 27.34% | -0.096 | 0.029 | -0.084 | 0.037 | Login To Trade |
0.050 | -0.121 | 0.036 | 0.855 | 29.30% | 19.50 | 4.83 | 46.07% | 7.00 | 163PCR: 1.91 | 0.28 | 9.76% | 9.21 | 789.75 | 25.39% | -0.101 | 0.032 | -0.082 | 0.038 | Login To Trade |
0.063 | -0.175 | 0.040 | 0.787 | 33.20% | 43.88 | 7.41 | 44.15% | 5.89 | 164PCR: 1.42 | 0.38 | 12.35% | 10.53 | 326.63 | 23.44% | -0.133 | 0.042 | -0.091 | 0.047 | Login To Trade |
0.050 | -0.089 | 0.049 | 0.855 | 21.48% | 794.63 | 22.13 | 46.30% | 5.19 | 165PCR: 1.29 | 0.45 | 15.06% | 28.47 | 2,890.88 | 23.44% | -0.165 | 0.049 | -0.106 | 0.054 | Login To Trade |
0.061 | -0.109 | 0.060 | 0.799 | 21.48% | 136.50 | 7.41 | 45.12% | 4.33 | 166PCR: 1.85 | 0.68 | 20.78% | 13.70 | 838.50 | 23.44% | -0.240 | 0.061 | -0.132 | 0.068 | Login To Trade |
0.070 | -0.120 | 0.072 | 0.742 | 20.51% | 121.88 | 7.51 | 43.09% | 3.54 | 167PCR: 1.78 | 0.80 | 22.11% | 13.36 | 1,223.63 | 21.48% | -0.267 | 0.070 | -0.128 | 0.072 | Login To Trade |
0.081 | -0.132 | 0.088 | 0.642 | 19.53% | 112.13 | 20.96 | 39.96% | 2.67 | 168PCR: 0.77 | 1.09 | 28.04% | 16.23 | 1,716.00 | 21.48% | -0.356 | 0.080 | -0.145 | 0.081 | Login To Trade |
0.085 | -0.138 | 0.092 | 0.582 | 19.53% | 287.63 | 7.02 | 37.74% | 2.10 | 169PCR: 1.04 | 1.45 | 31.75% | 7.31 | 1,053.00 | 21.48% | -0.425 | 0.084 | -0.153 | 0.085 | Login To Trade |
0.087 | -0.148 | 0.089 | 0.489 | 20.51% | 6,366.75 | 34.56 | 33.53% | 1.67 | 170PCR: 1.01 | 1.90 | 35.92% | 34.95 | 6,854.25 | 20.51% | -0.517 | 0.089 | -0.148 | 0.087 | Login To Trade |
0.084 | -0.144 | 0.087 | 0.401 | 20.51% | 3,178.50 | 8.14 | 28.77% | 1.28 | 171PCR: 0.74 | 2.80 | 40.09% | 6.05 | 1,233.38 | 22.46% | -0.616 | 0.078 | -0.155 | 0.083 | Login To Trade |
0.076 | -0.136 | 0.075 | 0.302 | 21.48% | 4,831.13 | 25.84 | 23.32% | 0.90 | 172PCR: 0.25 | 3.35 | 43.38% | 6.58 | 1,252.88 | 21.48% | -0.698 | 0.075 | -0.136 | 0.076 | Login To Trade |
0.066 | -0.119 | 0.065 | 0.233 | 21.48% | 6,054.75 | 17.40 | 18.57% | 0.67 | 173PCR: 0.41 | 4.11 | 45.42% | 7.17 | 385.13 | 21.48% | -0.767 | 0.065 | -0.119 | 0.066 | Login To Trade |
0.059 | -0.106 | 0.058 | 0.190 | 21.48% | 6,547.13 | 14.48 | 15.54% | 0.52 | 174PCR: 0.44 | 5.09 | 46.06% | 6.44 | 292.50 | 23.44% | -0.805 | 0.054 | -0.117 | 0.060 | Login To Trade |
0.053 | -0.104 | 0.048 | 0.162 | 23.44% | 8,633.63 | 56.36 | 13.77% | 0.40 | 175PCR: 0.20 | 5.73 | 46.97% | 11.51 | 1,555.13 | 25.39% | -0.820 | 0.048 | -0.121 | 0.057 | Login To Trade |
0.040 | -0.079 | 0.036 | 0.108 | 23.44% | 1,140.75 | 11.07 | 9.37% | 0.28 | 176PCR: 0.10 | 6.27 | 99.00% | 1.12 | 63.38 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.034 | -0.066 | 0.031 | 0.085 | 23.44% | 2,174.25 | 10.24 | 7.46% | 0.22 | 177PCR: 0.26 | 5.61 | 99.00% | 2.63 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.026 | -0.050 | 0.023 | 0.060 | 23.44% | 1,111.50 | 20.04 | 5.30% | 0.15 | 178PCR: 0.09 | 6.17 | 99.00% | 1.80 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.026 | -0.060 | 0.021 | 0.062 | 27.34% | 594.75 | 5.02 | 5.53% | 0.13 | 179PCR: 0.10 | 6.36 | 99.00% | 0.49 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.022 | -0.051 | 0.017 | 0.050 | 27.34% | 3,943.88 | 55.62 | 4.48% | 0.12 | 180PCR: 0.06 | 10.81 | 48.41% | 3.46 | 975.00 | 41.02% | -0.861 | 0.025 | -0.165 | 0.048 | Login To Trade |
0.017 | -0.038 | 0.013 | 0.035 | 27.34% | 838.50 | 4.53 | 3.11% | 0.11 | 181PCR: 0.04 | 8.11 | 99.00% | 0.20 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.018 | -0.048 | 0.013 | 0.039 | 31.25% | 945.75 | 6.48 | 3.53% | 0.08 | 182PCR: 0.04 | 10.14 | 99.00% | 0.24 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.014 | -0.038 | 0.010 | 0.029 | 31.25% | 560.63 | 2.83 | 2.60% | 0.07 | 183PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.011 | -0.029 | 0.007 | 0.021 | 31.25% | 316.88 | 9.12 | 1.88% | 0.06 | 184PCR: 0.06 | 12.59 | 99.00% | 0.54 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.009 | -0.022 | 0.006 | 0.015 | 31.25% | 1,369.88 | 10.29 | 1.38% | 0.05 | 185PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.006 | -0.016 | 0.004 | 0.011 | 31.25% | 312.00 | 7.75 | 0.95% | 0.05 | 186PCR: 0.03 | 16.02 | 99.00% | 0.24 | 24.38 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.004 | -0.009 | 0.002 | 0.006 | 31.25% | 341.25 | 6.24 | 0.51% | 0.03 | 188PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.002 | -0.005 | 0.001 | 0.003 | 31.25% | 541.13 | 9.60 | 0.23% | 0.02 | 190PCR: 0.11 | 18.51 | 99.00% | 1.02 | 102.38 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.001 | -0.002 | 0.001 | 0.001 | 31.25% | 214.50 | 2.39 | 0.09% | 0.03 | 192PCR: 0.00 | 0.00 | 99.00% | 0.00 | 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% | 0.00 | 1.46 | 0.05% | 0.03 | 194PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 196PCR: -- | 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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