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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: -- | 2.45 | 4.45% | 1.84 | 176.00 | 58.59% | -0.036 | 0.001 | -0.436 | 0.224 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,160PCR: -- | 2.95 | 5.23% | 0.55 | 70.80 | 56.40% | -0.043 | 0.001 | -0.489 | 0.261 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.40 | 0.00 | 99.00% | 215.00 | 1,180PCR: 254.00 | 3.70 | 6.28% | 1.02 | 93.60 | 54.69% | -0.053 | 0.001 | -0.561 | 0.309 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.80 | 0.20 | 99.00% | 203.05 | 1,200PCR: 44.63 | 4.80 | 7.83% | 8.75 | 721.60 | 53.71% | -0.068 | 0.001 | -0.669 | 0.375 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 170.35 | 1,220PCR: 132.00 | 6.20 | 9.58% | 0.53 | 88.40 | 52.49% | -0.086 | 0.001 | -0.781 | 0.448 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,240PCR: -- | 8.05 | 11.74% | 3.50 | 268.00 | 51.51% | -0.109 | 0.001 | -0.912 | 0.533 | Login To Trade |
0.916 | -2.861 | 0.001 | 0.745 | 94.12% | 0.00 | 0.04 | 39.66% | 188.50 | 1,260PCR: 18.91 | 10.35 | 14.09% | 0.83 | 236.80 | 50.54% | -0.136 | 0.002 | -1.043 | 0.622 | Login To Trade |
0.619 | -0.877 | 0.002 | 0.865 | 42.72% | 2.80 | 0.48 | 45.47% | 131.95 | 1,280PCR: 12.59 | 13.45 | 16.84% | 6.04 | 366.00 | 49.93% | -0.169 | 0.002 | -1.191 | 0.719 | Login To Trade |
0.801 | -1.265 | 0.002 | 0.799 | 47.61% | 217.20 | 1.09 | 43.44% | 119.05 | 1,300PCR: 5.22 | 17.20 | 19.79% | 5.70 | 973.20 | 49.07% | -0.207 | 0.002 | -1.329 | 0.816 | Login To Trade |
0.893 | -1.375 | 0.002 | 0.756 | 46.39% | 29.20 | 0.62 | 42.19% | 103.00 | 1,320PCR: 10.16 | 21.75 | 22.92% | 6.34 | 488.80 | 48.34% | -0.251 | 0.002 | -1.457 | 0.908 | Login To Trade |
0.982 | -1.492 | 0.003 | 0.706 | 45.78% | 135.60 | 0.98 | 40.52% | 88.55 | 1,340PCR: 5.92 | 26.45 | 26.07% | 5.78 | 982.00 | 47.36% | -0.299 | 0.003 | -1.556 | 0.990 | Login To Trade |
1.053 | -1.544 | 0.003 | 0.652 | 44.19% | 331.60 | 2.30 | 38.68% | 73.95 | 1,360PCR: 2.85 | 33.20 | 29.26% | 6.54 | 900.80 | 46.39% | -0.353 | 0.003 | -1.630 | 1.059 | Login To Trade |
1.107 | -1.611 | 0.003 | 0.591 | 43.82% | 861.60 | 3.17 | 36.30% | 62.45 | 1,380PCR: 2.36 | 39.90 | 32.37% | 7.48 | 1,748.80 | 44.92% | -0.410 | 0.003 | -1.652 | 1.108 | Login To Trade |
1.134 | -1.641 | 0.003 | 0.527 | 43.58% | 2,507.20 | 10.25 | 33.58% | 51.00 | 1,400PCR: 1.10 | 48.75 | 35.45% | 11.26 | 1,971.20 | 44.31% | -0.472 | 0.003 | -1.669 | 1.134 | Login To Trade |
1.132 | -1.619 | 0.003 | 0.463 | 43.09% | 1,163.20 | 3.37 | 30.57% | 41.25 | 1,420PCR: 1.20 | 58.70 | 38.28% | 4.06 | 611.60 | 44.43% | -0.535 | 0.003 | -1.671 | 1.133 | Login To Trade |
1.099 | -1.541 | 0.003 | 0.397 | 42.24% | 1,110.40 | 5.98 | 27.27% | 32.95 | 1,440PCR: 0.83 | 71.20 | 40.82% | 4.98 | 525.60 | 43.95% | -0.597 | 0.003 | -1.609 | 1.103 | Login To Trade |
1.042 | -1.470 | 0.003 | 0.338 | 42.48% | 1,008.40 | 8.54 | 23.95% | 25.95 | 1,460PCR: 0.60 | 83.05 | 43.10% | 5.12 | 197.60 | 42.66% | -0.661 | 0.003 | -1.477 | 1.043 | Login To Trade |
0.963 | -1.353 | 0.003 | 0.282 | 42.36% | 966.00 | 9.05 | 20.58% | 20.35 | 1,480PCR: 3.22 | 98.95 | 44.78% | 29.13 | 64.00 | 44.19% | -0.709 | 0.003 | -1.434 | 0.978 | Login To Trade |
0.870 | -1.227 | 0.003 | 0.232 | 42.48% | 1,862.00 | 13.50 | 17.41% | 15.70 | 1,500PCR: 0.65 | 113.10 | 46.75% | 8.78 | 82.40 | 40.53% | -0.779 | 0.003 | -1.137 | 0.845 | Login To Trade |
0.767 | -1.078 | 0.002 | 0.187 | 42.36% | 557.60 | 20.02 | 14.37% | 11.90 | 1,520PCR: 0.31 | 130.00 | 47.59% | 6.19 | 18.00 | 43.82% | -0.804 | 0.002 | -1.148 | 0.789 | Login To Trade |
0.674 | -0.961 | 0.002 | 0.153 | 42.97% | 552.00 | 8.96 | 11.90% | 9.40 | 1,540PCR: 0.40 | 144.25 | 49.02% | 3.58 | 16.00 | 39.79% | -0.867 | 0.002 | -0.810 | 0.613 | Login To Trade |
0.582 | -0.840 | 0.002 | 0.124 | 43.46% | 451.20 | 14.44 | 9.71% | 7.35 | 1,560PCR: 0.27 | 165.00 | 49.24% | 3.85 | 21.60 | 45.17% | -0.866 | 0.002 | -0.923 | 0.616 | Login To Trade |
0.507 | -0.749 | 0.001 | 0.102 | 44.43% | 456.00 | 9.60 | 8.05% | 5.90 | 1,580PCR: 0.50 | 180.25 | 50.35% | 4.83 | 10.40 | 38.57% | -0.930 | 0.001 | -0.490 | 0.383 | Login To Trade |
0.445 | -0.674 | 0.001 | 0.085 | 45.65% | 838.80 | 24.02 | 6.74% | 4.90 | 1,600PCR: 0.22 | 200.00 | 50.62% | 5.36 | 16.80 | 41.02% | -0.938 | 0.001 | -0.477 | 0.350 | Login To Trade |
0.386 | -0.597 | 0.001 | 0.071 | 46.63% | 189.20 | 10.17 | 5.58% | 4.00 | 1,620PCR: 0.30 | 225.75 | 50.11% | 3.05 | 8.80 | 56.76% | -0.883 | 0.001 | -1.057 | 0.561 | Login To Trade |
0.334 | -0.528 | 0.001 | 0.059 | 47.61% | 226.00 | 15.38 | 4.62% | 3.30 | 1,640PCR: 0.27 | 240.00 | 50.99% | 4.12 | 0.40 | 46.88% | -0.944 | 0.001 | -0.499 | 0.321 | Login To Trade |
0.285 | -0.458 | 0.001 | 0.048 | 48.34% | 167.60 | 7.12 | 3.77% | 2.70 | 1,660PCR: 0.19 | 265.95 | 50.59% | 1.33 | 1.20 | 63.72% | -0.891 | 0.001 | -1.123 | 0.531 | Login To Trade |
0.247 | -0.404 | 0.001 | 0.040 | 49.32% | 181.60 | 5.48 | 3.13% | 2.25 | 1,680PCR: 0.13 | 289.35 | 50.57% | 0.73 | 0.80 | 73.00% | -0.873 | 0.001 | -1.438 | 0.593 | Login To Trade |
0.213 | -0.356 | 0.001 | 0.034 | 50.29% | 415.60 | 17.50 | 2.61% | 1.85 | 1,700PCR: 0.22 | 296.50 | 99.00% | 3.78 | 4.40 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.186 | -0.316 | 0.000 | 0.029 | 51.27% | 64.40 | 4.36 | 2.19% | 1.55 | 1,720PCR: 0.38 | 326.60 | 51.20% | 1.64 | 4.40 | 74.46% | -0.898 | 0.001 | -1.253 | 0.507 | Login To Trade |
0.156 | -0.268 | 0.000 | 0.023 | 51.76% | 64.80 | 2.81 | 1.76% | 1.25 | 1,740PCR: 0.49 | 305.80 | 99.00% | 1.39 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.147 | -0.262 | 0.000 | 0.021 | 53.71% | 45.60 | 2.88 | 1.63% | 1.15 | 1,760PCR: 0.17 | 328.00 | 99.00% | 0.50 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.126 | -0.229 | 0.000 | 0.018 | 54.69% | 46.80 | 2.21 | 1.34% | 0.95 | 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 |
0.112 | -0.207 | 0.000 | 0.016 | 55.66% | 106.40 | 12.32 | 1.16% | 0.90 | 1,800PCR: 0.13 | 408.00 | 51.87% | 1.56 | 2.00 | 89.11% | -0.901 | 0.001 | -1.472 | 0.497 | Login To Trade |
0.097 | -0.189 | 0.000 | 0.013 | 58.59% | 3.60 | 1.28 | 0.96% | 0.75 | 1,840PCR: 0.18 | 446.00 | 52.28% | 0.23 | 0.80 | 88.87% | -0.921 | 0.001 | -1.233 | 0.418 | Login To Trade |
0.092 | -0.186 | 0.000 | 0.013 | 60.55% | 3.20 | 1.24 | 0.90% | 0.75 | 1,860PCR: 0.12 | 392.00 | 99.00% | 0.15 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.076 | -0.153 | 0.000 | 0.010 | 60.55% | 1.20 | 0.73 | 0.72% | 0.55 | 1,880PCR: 0.23 | 474.75 | 99.00% | 0.17 | 4.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.075 | -0.155 | 0.000 | 0.010 | 62.50% | 19.20 | 5.09 | 0.69% | 0.60 | 1,900PCR: 0.14 | 494.85 | 99.00% | 0.73 | 2.80 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.082 | -0.180 | 0.000 | 0.011 | 66.41% | 0.00 | 0.23 | 0.76% | 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 |
0.051 | -0.110 | 0.000 | 0.006 | 64.45% | 0.00 | 0.50 | 0.44% | 0.35 | 1,960PCR: 0.10 | 330.00 | 99.00% | 0.05 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.061 | -0.143 | 0.000 | 0.008 | 70.31% | 7.60 | 1.99 | 0.52% | 0.50 | 2,000PCR: 0.70 | 548.85 | 99.00% | 1.39 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.036 | -0.082 | 0.000 | 0.004 | 68.36% | 1.20 | 0.57 | 0.28% | 0.25 | 2,040PCR: 0.36 | 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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