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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: -- | 0.55 | 1.32% | 1.71 | 177.20 | 72.27% | -0.010 | 0.000 | -0.280 | 0.054 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,160PCR: -- | 0.80 | 1.95% | 1.10 | 169.60 | 71.29% | -0.015 | 0.000 | -0.393 | 0.077 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 215.00 | 1,180PCR: 388.00 | 1.25 | 2.65% | 1.55 | 349.60 | 70.31% | -0.022 | 0.000 | -0.514 | 0.102 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.20 | 99.00% | 209.40 | 1,200PCR: 51.60 | 1.40 | 3.25% | 10.32 | 1,456.40 | 67.38% | -0.027 | 0.001 | -0.595 | 0.124 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 1.20 | 0.01 | 99.00% | 161.40 | 1,220PCR: 229.33 | 1.95 | 4.46% | 2.75 | 702.80 | 66.41% | -0.038 | 0.001 | -0.778 | 0.164 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,240PCR: -- | 2.35 | 5.20% | 5.43 | 1,186.80 | 62.50% | -0.045 | 0.001 | -0.845 | 0.189 | Login To Trade |
0.102 | -0.335 | 0.001 | 0.979 | 45.90% | 14.40 | 0.18 | 48.43% | 172.60 | 1,260PCR: 24.98 | 3.20 | 6.56% | 4.50 | 1,150.00 | 59.57% | -0.059 | 0.001 | -0.992 | 0.233 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 11.20 | 0.58 | 99.00% | 143.25 | 1,280PCR: 18.14 | 4.15 | 8.41% | 10.52 | 1,854.40 | 58.11% | -0.078 | 0.001 | -1.201 | 0.289 | Login To Trade |
0.331 | -1.271 | 0.002 | 0.906 | 53.71% | 74.80 | 0.98 | 46.72% | 134.80 | 1,300PCR: 21.66 | 6.05 | 11.15% | 21.31 | 5,870.40 | 57.37% | -0.108 | 0.002 | -1.502 | 0.367 | Login To Trade |
0.377 | -1.313 | 0.002 | 0.888 | 48.83% | 56.00 | 0.68 | 46.45% | 117.20 | 1,320PCR: 18.34 | 8.05 | 14.04% | 12.40 | 2,887.20 | 55.79% | -0.141 | 0.002 | -1.767 | 0.444 | Login To Trade |
0.504 | -1.849 | 0.003 | 0.829 | 51.39% | 96.80 | 0.94 | 44.82% | 99.65 | 1,340PCR: 12.62 | 11.05 | 17.50% | 11.82 | 4,154.40 | 54.57% | -0.185 | 0.003 | -2.057 | 0.528 | Login To Trade |
0.589 | -2.078 | 0.003 | 0.778 | 49.44% | 664.00 | 2.31 | 43.43% | 84.35 | 1,360PCR: 6.56 | 14.95 | 21.26% | 15.16 | 5,293.20 | 53.10% | -0.236 | 0.003 | -2.313 | 0.610 | Login To Trade |
0.675 | -2.355 | 0.004 | 0.712 | 48.83% | 2,018.00 | 3.20 | 41.34% | 68.95 | 1,380PCR: 4.21 | 19.75 | 25.38% | 13.45 | 6,366.80 | 52.00% | -0.298 | 0.003 | -2.550 | 0.686 | Login To Trade |
0.744 | -2.587 | 0.004 | 0.636 | 48.71% | 6,908.80 | 15.85 | 38.60% | 53.55 | 1,400PCR: 1.99 | 26.65 | 29.54% | 31.51 | 8,720.80 | 50.78% | -0.368 | 0.004 | -2.708 | 0.747 | Login To Trade |
1,419.50 | |||||||||||||||||||
0.782 | -2.626 | 0.004 | 0.556 | 47.00% | 5,796.00 | 12.32 | 35.38% | 42.00 | 1,420PCR: 0.88 | 34.00 | 33.59% | 10.80 | 3,324.80 | 49.19% | -0.446 | 0.004 | -2.750 | 0.783 | Login To Trade |
0.788 | -2.610 | 0.004 | 0.470 | 46.39% | 6,190.00 | 26.79 | 31.48% | 31.00 | 1,440PCR: 0.26 | 42.90 | 37.44% | 7.04 | 1,265.60 | 47.73% | -0.529 | 0.004 | -2.686 | 0.788 | Login To Trade |
0.756 | -2.480 | 0.004 | 0.384 | 45.90% | 6,012.40 | 24.97 | 27.09% | 23.00 | 1,460PCR: 0.20 | 54.60 | 40.75% | 5.12 | 674.00 | 48.22% | -0.609 | 0.004 | -2.618 | 0.760 | Login To Trade |
0.694 | -2.268 | 0.004 | 0.305 | 45.78% | 2,968.40 | 16.23 | 22.53% | 17.00 | 1,480PCR: 1.83 | 69.60 | 43.35% | 29.78 | 278.40 | 49.44% | -0.680 | 0.004 | -2.501 | 0.708 | Login To Trade |
0.608 | -1.982 | 0.003 | 0.234 | 45.65% | 7,124.00 | 21.84 | 18.03% | 12.20 | 1,500PCR: 0.37 | 84.20 | 45.71% | 8.00 | 289.60 | 47.61% | -0.755 | 0.003 | -2.115 | 0.622 | Login To Trade |
0.513 | -1.683 | 0.003 | 0.177 | 45.90% | 2,700.80 | 19.00 | 14.04% | 8.50 | 1,520PCR: 0.31 | 100.85 | 47.48% | 5.88 | 40.40 | 47.73% | -0.818 | 0.003 | -1.779 | 0.522 | Login To Trade |
0.421 | -1.396 | 0.002 | 0.131 | 46.39% | 2,168.80 | 9.77 | 10.66% | 6.10 | 1,540PCR: 0.35 | 117.00 | 48.94% | 3.37 | 45.20 | 45.41% | -0.878 | 0.002 | -1.295 | 0.399 | Login To Trade |
0.339 | -1.141 | 0.002 | 0.097 | 47.12% | 1,754.80 | 11.85 | 7.98% | 4.10 | 1,560PCR: 0.33 | 134.10 | 49.44% | 3.92 | 28.80 | 48.10% | -0.898 | 0.002 | -1.207 | 0.351 | Login To Trade |
0.267 | -0.914 | 0.001 | 0.070 | 47.85% | 1,247.60 | 8.58 | 5.87% | 2.95 | 1,580PCR: 0.50 | 153.25 | 50.03% | 4.31 | 40.80 | 49.32% | -0.923 | 0.002 | -1.006 | 0.286 | Login To Trade |
0.216 | -0.761 | 0.001 | 0.054 | 49.32% | 2,683.20 | 26.22 | 4.47% | 2.25 | 1,600PCR: 0.18 | 172.00 | 50.61% | 4.76 | 59.60 | 45.90% | -0.959 | 0.001 | -0.569 | 0.173 | Login To Trade |
0.174 | -0.632 | 0.001 | 0.041 | 50.78% | 1,005.20 | 9.17 | 3.41% | 1.60 | 1,620PCR: 0.27 | 193.55 | 50.75% | 2.51 | 58.00 | 51.76% | -0.958 | 0.001 | -0.662 | 0.179 | Login To Trade |
0.136 | -0.508 | 0.001 | 0.030 | 52.25% | 969.60 | 14.87 | 2.51% | 1.20 | 1,640PCR: 0.26 | 211.05 | 51.03% | 3.79 | 16.40 | 45.90% | -0.983 | 0.001 | -0.268 | 0.082 | Login To Trade |
0.110 | -0.422 | 0.001 | 0.024 | 53.71% | 407.60 | 8.43 | 1.94% | 0.90 | 1,660PCR: 0.15 | 258.45 | 48.94% | 1.27 | 5.20 | 122.19% | -0.789 | 0.001 | -4.984 | 0.571 | Login To Trade |
0.093 | -0.370 | 0.000 | 0.019 | 55.66% | 206.40 | 5.11 | 1.57% | 0.75 | 1,680PCR: 0.14 | 259.05 | 50.52% | 0.72 | 0.80 | 89.11% | -0.894 | 0.001 | -2.311 | 0.363 | Login To Trade |
0.076 | -0.306 | 0.000 | 0.015 | 56.64% | 614.00 | 15.16 | 1.23% | 0.60 | 1,700PCR: 0.22 | 273.00 | 51.37% | 3.40 | 48.80 | 63.48% | -0.974 | 0.001 | -0.547 | 0.121 | Login To Trade |
0.064 | -0.269 | 0.000 | 0.013 | 58.59% | 78.00 | 3.73 | 1.01% | 0.50 | 1,720PCR: 0.43 | 338.00 | 49.18% | 1.60 | 0.40 | 173.46% | -0.742 | 0.001 | -7.922 | 0.639 | Login To Trade |
0.054 | -0.235 | 0.000 | 0.010 | 60.55% | 29.20 | 2.09 | 0.82% | 0.40 | 1,740PCR: 0.63 | 330.00 | 50.61% | 1.31 | 0.80 | 127.20% | -0.849 | 0.001 | -4.205 | 0.463 | Login To Trade |
0.049 | -0.218 | 0.000 | 0.009 | 62.50% | 50.00 | 1.78 | 0.72% | 0.40 | 1,760PCR: 0.27 | 345.55 | 50.98% | 0.48 | 1.20 | 124.27% | -0.869 | 0.001 | -3.733 | 0.421 | Login To Trade |
0.042 | -0.193 | 0.000 | 0.008 | 64.45% | 22.40 | 1.90 | 0.60% | 0.35 | 1,780PCR: 0.03 | 390.00 | 50.39% | 0.05 | 0.40 | 175.29% | -0.784 | 0.001 | -7.256 | 0.580 | Login To Trade |
0.045 | -0.218 | 0.000 | 0.008 | 68.36% | 253.20 | 11.25 | 0.63% | 0.35 | 1,800PCR: 0.11 | 386.80 | 51.35% | 1.21 | 4.00 | 136.47% | -0.870 | 0.001 | -4.089 | 0.419 | Login To Trade |
0.031 | -0.157 | 0.000 | 0.005 | 70.31% | 2.00 | 1.25 | 0.42% | 0.25 | 1,840PCR: 0.18 | 416.00 | 52.11% | 0.23 | 0.00 | 112.30% | -0.939 | 0.001 | -1.919 | 0.239 | Login To Trade |
0.028 | -0.149 | 0.000 | 0.005 | 74.22% | 3.20 | 1.18 | 0.36% | 0.25 | 1,860PCR: 0.13 | 428.75 | 99.00% | 0.16 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.037 | -0.205 | 0.000 | 0.007 | 78.13% | 4.80 | 0.70 | 0.48% | 0.35 | 1,880PCR: 0.18 | 459.00 | 52.30% | 0.12 | 4.00 | 130.86% | -0.922 | 0.001 | -2.690 | 0.288 | Login To Trade |
0.033 | -0.187 | 0.000 | 0.006 | 80.08% | 38.80 | 4.48 | 0.42% | 0.30 | 1,900PCR: 0.14 | 482.15 | 52.42% | 0.62 | 10.00 | 141.36% | -0.913 | 0.001 | -3.159 | 0.313 | Login To Trade |
0.009 | -0.048 | 0.000 | 0.002 | 70.31% | 0.80 | 0.20 | 0.11% | 0.10 | 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 |
0.001 | -0.004 | 0.000 | 0.000 | 62.50% | 8.80 | 0.50 | 0.01% | 0.05 | 1,960PCR: 0.10 | 528.05 | 99.00% | 0.05 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.033 | -0.220 | 0.000 | 0.006 | 93.75% | 3.20 | 1.82 | 0.40% | 0.30 | 2,000PCR: 0.73 | 593.00 | 52.97% | 1.33 | 2.40 | 193.12% | -0.869 | 0.001 | -5.805 | 0.421 | Login To Trade |
0.016 | -0.101 | 0.000 | 0.003 | 89.84% | 7.60 | 0.34 | 0.17% | 0.15 | 2,040PCR: 0.34 | 625.00 | 53.33% | 0.12 | 1.60 | 179.69% | -0.904 | 0.001 | -4.328 | 0.337 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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