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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 | 0.71 | 99.00% | 70.15 | 170PCR: 2.06 | 0.05 | 0.00% | 1.47 | 0.00 | 62.50% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.053 | -0.764 | 0.002 | 0.916 | 202.15% | 0.00 | 0.09 | 42.74% | 75.50 | 175PCR: 0.50 | 0.05 | 0.00% | 0.04 | 0.00 | 62.50% | 0.000 | 0.000 | -0.000 | 0.000 | Login To Trade |
0.024 | -0.218 | 0.002 | 0.970 | 128.91% | 0.00 | 0.54 | 45.91% | 68.10 | 180PCR: 1.92 | 0.05 | 0.01% | 1.03 | 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 | 0.04 | 99.00% | 32.80 | 185PCR: 36.00 | 0.05 | 0.04% | 1.61 | 0.00 | 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 | 0.13 | 99.00% | 27.95 | 190PCR: 37.33 | 0.05 | 0.13% | 5.00 | 8.92 | 62.50% | -0.001 | 0.000 | -0.005 | 0.001 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.18 | 99.00% | 27.50 | 195PCR: 25.25 | 0.10 | 1.54% | 4.51 | 8.92 | 78.13% | -0.012 | 0.001 | -0.059 | 0.011 | Login To Trade |
0.020 | -0.123 | 0.002 | 0.975 | 85.94% | 4.46 | 0.36 | 47.29% | 50.40 | 197.50PCR: 3.38 | 0.10 | 1.13% | 1.20 | 0.00 | 70.31% | -0.009 | 0.001 | -0.041 | 0.008 | Login To Trade |
0.056 | -0.490 | 0.004 | 0.910 | 123.05% | 0.00 | 2.72 | 44.87% | 49.50 | 200PCR: 3.18 | 0.05 | 0.76% | 8.66 | 17.85 | 62.50% | -0.006 | 0.001 | -0.026 | 0.006 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.13 | 99.00% | 20.60 | 202.50PCR: 8.67 | 0.10 | 1.11% | 1.16 | 0.00 | 62.50% | -0.009 | 0.001 | -0.037 | 0.008 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.67 | 99.00% | 35.50 | 205PCR: 8.80 | 0.10 | 1.59% | 5.89 | 17.85 | 62.50% | -0.013 | 0.002 | -0.051 | 0.011 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.54 | 99.00% | 20.20 | 207.50PCR: 1.67 | 0.10 | 2.24% | 0.89 | 4.46 | 62.50% | -0.018 | 0.002 | -0.069 | 0.015 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 26.77 | 5.76 | 99.00% | 37.50 | 210PCR: 3.22 | 0.10 | 1.59% | 18.52 | 133.86 | 54.69% | -0.013 | 0.002 | -0.046 | 0.012 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 1.47 | 99.00% | 22.95 | 212.50PCR: 1.39 | 0.10 | 2.33% | 2.05 | 258.80 | 54.69% | -0.020 | 0.003 | -0.064 | 0.016 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 8.92 | 3.61 | 99.00% | 31.90 | 215PCR: 3.48 | 0.15 | 2.36% | 12.58 | 258.80 | 50.78% | -0.020 | 0.003 | -0.061 | 0.017 | Login To Trade |
0.036 | -0.149 | 0.005 | 0.950 | 58.59% | 0.00 | 2.68 | 47.59% | 30.55 | 217.50PCR: 1.53 | 0.15 | 2.40% | 4.11 | 44.62 | 46.88% | -0.021 | 0.003 | -0.058 | 0.017 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 124.94 | 24.85 | 99.00% | 27.55 | 220PCR: 1.46 | 0.20 | 3.55% | 36.23 | 611.29 | 46.88% | -0.032 | 0.004 | -0.082 | 0.024 | Login To Trade |
0.091 | -0.595 | 0.008 | 0.818 | 91.80% | 0.00 | 5.49 | 43.28% | 28.50 | 222.50PCR: 0.52 | 0.20 | 3.71% | 2.86 | 22.31 | 42.97% | -0.034 | 0.005 | -0.079 | 0.026 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 17.85 | 5.71 | 99.00% | 22.30 | 225PCR: 2.30 | 0.25 | 4.65% | 13.12 | 388.19 | 41.02% | -0.043 | 0.006 | -0.092 | 0.031 | Login To Trade |
0.047 | -0.145 | 0.009 | 0.927 | 42.97% | 4.46 | 5.31 | 47.46% | 20.65 | 227.50PCR: 1.15 | 0.25 | 4.98% | 6.11 | 178.48 | 37.11% | -0.047 | 0.008 | -0.089 | 0.034 | Login To Trade |
0.031 | -0.068 | 0.008 | 0.958 | 31.25% | 437.28 | 13.79 | 48.39% | 17.85 | 230PCR: 1.58 | 0.35 | 6.36% | 21.73 | 1,146.73 | 35.16% | -0.061 | 0.010 | -0.104 | 0.042 | Login To Trade |
0.062 | -0.165 | 0.014 | 0.895 | 37.11% | 89.24 | 3.93 | 46.94% | 15.80 | 232.50PCR: 1.40 | 0.40 | 8.27% | 5.49 | 227.56 | 33.20% | -0.081 | 0.013 | -0.122 | 0.052 | Login To Trade |
0.070 | -0.165 | 0.018 | 0.878 | 33.20% | 272.18 | 16.11 | 46.46% | 13.40 | 235PCR: 1.68 | 0.60 | 10.58% | 27.08 | 1,994.51 | 31.25% | -0.109 | 0.017 | -0.143 | 0.064 | Login To Trade |
0.086 | -0.199 | 0.023 | 0.832 | 32.23% | 89.24 | 2.94 | 45.52% | 11.15 | 237.50PCR: 2.91 | 0.85 | 14.39% | 8.57 | 406.04 | 30.27% | -0.154 | 0.023 | -0.176 | 0.081 | Login To Trade |
0.098 | -0.198 | 0.029 | 0.794 | 28.32% | 571.14 | 18.47 | 44.52% | 8.80 | 240PCR: 1.66 | 1.15 | 18.33% | 30.61 | 4,060.42 | 28.32% | -0.206 | 0.029 | -0.198 | 0.098 | Login To Trade |
0.117 | -0.237 | 0.035 | 0.711 | 28.32% | 414.97 | 6.38 | 42.11% | 6.90 | 242.50PCR: 1.04 | 1.70 | 23.69% | 6.65 | 1,927.58 | 27.34% | -0.283 | 0.036 | -0.227 | 0.116 | Login To Trade |
0.130 | -0.245 | 0.042 | 0.623 | 26.37% | 4,894.81 | 15.35 | 38.88% | 5.05 | 245PCR: 1.49 | 2.50 | 29.41% | 22.85 | 4,091.65 | 27.34% | -0.381 | 0.041 | -0.255 | 0.131 | Login To Trade |
0.137 | -0.253 | 0.045 | 0.514 | 25.88% | 2,623.66 | 6.83 | 34.31% | 3.75 | 247.50PCR: 0.65 | 3.55 | 34.68% | 4.46 | 2,355.94 | 26.37% | -0.486 | 0.044 | -0.258 | 0.137 | Login To Trade |
0.133 | -0.250 | 0.043 | 0.405 | 26.37% | 7,879.89 | 46.18 | 28.77% | 2.55 | 250PCR: 0.52 | 4.90 | 39.54% | 23.83 | 3,355.42 | 26.37% | -0.595 | 0.043 | -0.250 | 0.133 | Login To Trade |
0.120 | -0.226 | 0.039 | 0.304 | 26.37% | 3,841.78 | 11.56 | 23.01% | 1.65 | 252.50PCR: 0.32 | 6.45 | 43.38% | 3.70 | 472.97 | 25.39% | -0.703 | 0.040 | -0.215 | 0.119 | Login To Trade |
0.101 | -0.190 | 0.033 | 0.217 | 26.37% | 3,435.74 | 27.53 | 17.30% | 1.15 | 255PCR: 0.45 | 8.35 | 46.12% | 12.27 | 441.74 | 25.39% | -0.792 | 0.033 | -0.178 | 0.098 | Login To Trade |
0.085 | -0.171 | 0.025 | 0.164 | 28.32% | 1,722.33 | 7.05 | 13.60% | 0.80 | 257.50PCR: 0.06 | 12.35 | 44.71% | 0.40 | 93.70 | 43.95% | -0.730 | 0.022 | -0.356 | 0.113 | Login To Trade |
0.061 | -0.120 | 0.019 | 0.103 | 27.34% | 3,011.85 | 25.03 | 8.77% | 0.50 | 260PCR: 0.05 | 12.80 | 48.84% | 1.20 | 120.47 | 27.34% | -0.897 | 0.019 | -0.120 | 0.061 | Login To Trade |
0.053 | -0.115 | 0.015 | 0.085 | 30.27% | 196.33 | 1.87 | 7.34% | 0.40 | 262.50PCR: 0.10 | 17.20 | 46.48% | 0.18 | 13.39 | 53.71% | -0.773 | 0.016 | -0.397 | 0.103 | Login To Trade |
0.042 | -0.093 | 0.011 | 0.061 | 31.25% | 664.84 | 7.67 | 5.39% | 0.30 | 265PCR: 0.08 | 18.00 | 49.14% | 0.62 | 44.62 | 39.06% | -0.890 | 0.014 | -0.180 | 0.065 | Login To Trade |
0.030 | -0.074 | 0.007 | 0.040 | 35.16% | 361.42 | 6.56 | 3.51% | 0.15 | 270PCR: 0.04 | 19.90 | 99.00% | 0.27 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.022 | -0.063 | 0.005 | 0.029 | 39.06% | 53.54 | 2.01 | 2.49% | 0.10 | 275PCR: 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 | 280PCR: -- | 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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