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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 | 1,140PCR: -- | 1.85 | 3.43% | 1.83 | 379.20 | 62.50% | -0.027 | 0.000 | -0.403 | 0.168 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,160PCR: -- | 2.20 | 4.16% | 0.53 | 185.60 | 60.55% | -0.034 | 0.001 | -0.467 | 0.200 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 215.00 | 1,180PCR: 327.00 | 2.70 | 4.99% | 1.31 | 446.00 | 58.59% | -0.041 | 0.001 | -0.534 | 0.237 | Login To Trade |
0.601 | -2.089 | 0.001 | 0.858 | 90.33% | 2.40 | 0.20 | 43.53% | 239.00 | 1,200PCR: 43.80 | 3.35 | 5.96% | 8.58 | 910.00 | 56.40% | -0.051 | 0.001 | -0.606 | 0.280 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 170.35 | 1,220PCR: 211.00 | 4.40 | 7.49% | 0.84 | 199.20 | 55.42% | -0.066 | 0.001 | -0.729 | 0.342 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,240PCR: -- | 5.40 | 8.91% | 4.04 | 459.60 | 53.22% | -0.080 | 0.001 | -0.818 | 0.400 | Login To Trade |
0.754 | -2.444 | 0.001 | 0.798 | 84.23% | 0.00 | 0.04 | 42.07% | 188.50 | 1,260PCR: 44.27 | 7.45 | 11.28% | 1.95 | 485.20 | 52.98% | -0.105 | 0.001 | -0.995 | 0.488 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 3.20 | 0.48 | 99.00% | 134.50 | 1,280PCR: 15.93 | 9.05 | 13.17% | 7.58 | 622.80 | 50.54% | -0.127 | 0.002 | -1.086 | 0.559 | Login To Trade |
0.626 | -1.143 | 0.002 | 0.850 | 47.49% | 60.00 | 0.82 | 45.01% | 131.65 | 1,300PCR: 10.99 | 12.00 | 16.19% | 9.01 | 2,472.00 | 50.29% | -0.163 | 0.002 | -1.276 | 0.660 | Login To Trade |
0.411 | -0.452 | 0.002 | 0.916 | 28.56% | 8.80 | 0.63 | 47.36% | 103.05 | 1,320PCR: 10.68 | 15.45 | 19.09% | 6.70 | 614.80 | 49.07% | -0.200 | 0.002 | -1.419 | 0.752 | Login To Trade |
0.826 | -1.462 | 0.003 | 0.764 | 46.02% | 74.40 | 0.86 | 42.58% | 99.05 | 1,340PCR: 6.84 | 19.50 | 22.37% | 5.91 | 901.20 | 48.22% | -0.246 | 0.002 | -1.565 | 0.844 | Login To Trade |
0.918 | -1.598 | 0.003 | 0.710 | 45.29% | 176.40 | 2.20 | 40.86% | 85.00 | 1,360PCR: 2.81 | 24.75 | 25.72% | 6.16 | 1,112.40 | 47.12% | -0.297 | 0.003 | -1.681 | 0.927 | Login To Trade |
0.992 | -1.700 | 0.003 | 0.651 | 44.56% | 559.60 | 2.35 | 38.77% | 71.20 | 1,380PCR: 2.66 | 30.70 | 29.05% | 6.26 | 1,556.80 | 45.90% | -0.352 | 0.003 | -1.758 | 0.996 | Login To Trade |
1.045 | -1.788 | 0.003 | 0.586 | 44.49% | 2,427.60 | 9.49 | 36.20% | 58.45 | 1,400PCR: 1.25 | 38.20 | 32.47% | 11.85 | 3,265.20 | 45.35% | -0.415 | 0.003 | -1.823 | 1.045 | Login To Trade |
1,409.45 | |||||||||||||||||||
1.068 | -1.816 | 0.003 | 0.519 | 44.19% | 2,496.80 | 4.52 | 33.33% | 47.55 | 1,420PCR: 0.93 | 47.25 | 35.69% | 4.19 | 1,690.40 | 44.37% | -0.481 | 0.003 | -1.823 | 1.068 | Login To Trade |
1.062 | -1.787 | 0.003 | 0.451 | 43.76% | 2,702.00 | 7.21 | 30.12% | 38.35 | 1,440PCR: 0.64 | 57.50 | 38.64% | 4.64 | 1,087.60 | 44.43% | -0.547 | 0.003 | -1.815 | 1.062 | Login To Trade |
1.026 | -1.724 | 0.003 | 0.386 | 43.70% | 2,064.40 | 10.67 | 26.73% | 30.55 | 1,460PCR: 0.47 | 69.55 | 41.21% | 5.03 | 398.00 | 44.92% | -0.610 | 0.003 | -1.777 | 1.029 | Login To Trade |
0.965 | -1.627 | 0.003 | 0.325 | 43.82% | 1,235.60 | 9.84 | 23.29% | 24.15 | 1,480PCR: 2.97 | 83.35 | 43.37% | 29.24 | 221.20 | 44.92% | -0.670 | 0.003 | -1.678 | 0.971 | Login To Trade |
0.886 | -1.498 | 0.003 | 0.270 | 43.95% | 3,145.60 | 13.20 | 19.91% | 18.70 | 1,500PCR: 0.68 | 97.70 | 45.23% | 8.99 | 291.20 | 44.62% | -0.727 | 0.003 | -1.530 | 0.892 | Login To Trade |
0.792 | -1.335 | 0.003 | 0.219 | 43.82% | 1,236.40 | 20.38 | 16.60% | 14.15 | 1,520PCR: 0.29 | 117.15 | 46.40% | 6.00 | 85.20 | 47.73% | -0.761 | 0.002 | -1.525 | 0.831 | Login To Trade |
0.699 | -1.191 | 0.002 | 0.178 | 44.31% | 920.00 | 9.78 | 13.75% | 11.20 | 1,540PCR: 0.37 | 137.05 | 46.96% | 3.57 | 7.20 | 53.47% | -0.772 | 0.002 | -1.665 | 0.810 | Login To Trade |
0.608 | -1.051 | 0.002 | 0.144 | 44.92% | 920.00 | 14.21 | 11.28% | 8.50 | 1,560PCR: 0.27 | 152.20 | 48.29% | 3.87 | 26.00 | 50.66% | -0.825 | 0.002 | -1.345 | 0.690 | Login To Trade |
0.535 | -0.950 | 0.002 | 0.120 | 46.14% | 674.80 | 9.14 | 9.43% | 7.00 | 1,580PCR: 0.50 | 175.65 | 48.22% | 4.60 | 24.40 | 61.04% | -0.806 | 0.002 | -1.730 | 0.737 | Login To Trade |
0.470 | -0.856 | 0.001 | 0.100 | 47.36% | 1,940.40 | 25.32 | 7.90% | 5.75 | 1,600PCR: 0.21 | 188.00 | 49.65% | 5.24 | 25.60 | 52.00% | -0.878 | 0.001 | -1.083 | 0.541 | Login To Trade |
0.407 | -0.756 | 0.001 | 0.082 | 48.34% | 523.60 | 9.91 | 6.50% | 4.60 | 1,620PCR: 0.30 | 216.90 | 48.94% | 2.96 | 16.40 | 71.41% | -0.817 | 0.001 | -1.951 | 0.710 | Login To Trade |
0.351 | -0.665 | 0.001 | 0.068 | 49.32% | 378.80 | 15.19 | 5.35% | 3.80 | 1,640PCR: 0.26 | 240.00 | 49.16% | 3.98 | 10.00 | 78.86% | -0.814 | 0.001 | -2.176 | 0.718 | Login To Trade |
0.298 | -0.574 | 0.001 | 0.055 | 50.05% | 426.00 | 7.39 | 4.34% | 3.10 | 1,660PCR: 0.18 | 244.50 | 50.72% | 1.30 | 2.80 | 57.13% | -0.917 | 0.001 | -0.897 | 0.408 | Login To Trade |
0.252 | -0.491 | 0.001 | 0.044 | 50.78% | 471.60 | 6.02 | 3.50% | 2.40 | 1,680PCR: 0.12 | 289.35 | 49.31% | 0.73 | 0.00 | 99.61% | -0.788 | 0.001 | -2.974 | 0.776 | Login To Trade |
0.224 | -0.450 | 0.001 | 0.038 | 52.25% | 695.60 | 16.78 | 3.01% | 2.10 | 1,700PCR: 0.22 | 283.00 | 51.25% | 3.76 | 4.00 | 58.35% | -0.942 | 0.001 | -0.695 | 0.309 | Login To Trade |
0.178 | -0.357 | 0.001 | 0.029 | 52.25% | 247.20 | 4.38 | 2.26% | 1.55 | 1,720PCR: 0.38 | 301.00 | 51.54% | 1.64 | 0.40 | 49.32% | -0.978 | 0.000 | -0.268 | 0.141 | Login To Trade |
0.149 | -0.302 | 0.000 | 0.024 | 52.73% | 178.40 | 2.53 | 1.82% | 1.20 | 1,740PCR: 0.55 | 314.05 | 99.00% | 1.38 | 0.80 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.132 | -0.274 | 0.000 | 0.020 | 54.20% | 145.20 | 2.39 | 1.56% | 1.05 | 1,760PCR: 0.21 | 321.90 | 99.00% | 0.49 | 0.40 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.119 | -0.256 | 0.000 | 0.018 | 55.66% | 168.40 | 2.04 | 1.38% | 0.90 | 1,780PCR: 0.02 | 341.00 | 99.00% | 0.04 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.113 | -0.249 | 0.000 | 0.017 | 57.62% | 179.20 | 12.02 | 1.27% | 0.90 | 1,800PCR: 0.13 | 408.00 | 51.06% | 1.56 | 0.00 | 120.85% | -0.823 | 0.001 | -3.238 | 0.697 | Login To Trade |
0.085 | -0.196 | 0.000 | 0.012 | 59.57% | 6.80 | 1.27 | 0.90% | 0.65 | 1,840PCR: 0.18 | 407.55 | 99.00% | 0.23 | 0.40 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.070 | -0.159 | 0.000 | 0.010 | 59.57% | 6.00 | 1.22 | 0.71% | 0.50 | 1,860PCR: 0.13 | 428.75 | 99.00% | 0.16 | 0.40 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.072 | -0.174 | 0.000 | 0.010 | 62.50% | 0.80 | 0.72 | 0.73% | 0.55 | 1,880PCR: 0.21 | 472.30 | 52.30% | 0.15 | 0.00 | 106.93% | -0.901 | 0.001 | -1.915 | 0.466 | Login To Trade |
0.071 | -0.177 | 0.000 | 0.010 | 64.45% | 20.40 | 4.93 | 0.71% | 0.55 | 1,900PCR: 0.15 | 465.15 | 99.00% | 0.73 | 0.40 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.077 | -0.203 | 0.000 | 0.011 | 68.36% | 0.00 | 0.23 | 0.77% | 0.70 | 1,920PCR: 0.02 | 273.95 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.053 | -0.140 | 0.000 | 0.007 | 68.36% | 1.60 | 0.50 | 0.49% | 0.45 | 1,960PCR: 0.10 | 528.05 | 99.00% | 0.05 | 0.40 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.054 | -0.150 | 0.000 | 0.007 | 72.27% | 15.60 | 2.00 | 0.49% | 0.40 | 2,000PCR: 0.68 | 566.70 | 99.00% | 1.36 | 2.40 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.043 | -0.124 | 0.000 | 0.006 | 74.22% | 3.60 | 0.58 | 0.38% | 0.35 | 2,040PCR: 0.35 | 498.00 | 99.00% | 0.20 | 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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