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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 | 0.94 | 99.00% | 66.90 | 200PCR: 1.86 | 0.05 | 0.44% | 1.74 | 8.92 | 62.50% | -0.003 | 0.000 | -0.013 | 0.004 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.04 | 99.00% | 19.25 | 205PCR: 65.00 | 0.05 | 0.84% | 2.90 | 4.46 | 62.50% | -0.006 | 0.001 | -0.023 | 0.008 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 2.50 | 99.00% | 57.00 | 210PCR: 1.61 | 0.05 | 0.00% | 4.02 | 0.00 | 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 | 0.22 | 99.00% | 37.65 | 212.50PCR: 1.20 | 0.10 | 0.90% | 0.27 | 0.00 | 54.69% | -0.007 | 0.001 | -0.023 | 0.009 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.13 | 99.00% | 35.10 | 215PCR: 50.67 | 0.05 | 0.00% | 6.78 | 8.92 | 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 | 0.04 | 99.00% | 32.75 | 217.50PCR: 11.00 | 0.10 | 1.70% | 0.49 | 0.00 | 54.69% | -0.014 | 0.001 | -0.040 | 0.016 | Login To Trade |
0.082 | -0.349 | 0.004 | 0.899 | 93.75% | 0.00 | 1.07 | 44.71% | 49.45 | 220PCR: 5.17 | 0.10 | 0.93% | 5.53 | 84.78 | 46.88% | -0.008 | 0.001 | -0.021 | 0.010 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.09 | 99.00% | 21.75 | 222.50PCR: 1.50 | 0.30 | 3.43% | 0.13 | 0.00 | 56.64% | -0.028 | 0.003 | -0.077 | 0.030 | Login To Trade |
0.076 | -0.270 | 0.004 | 0.909 | 78.13% | 0.00 | 0.94 | 45.49% | 43.85 | 225PCR: 6.14 | 0.10 | 1.89% | 5.76 | 66.93 | 46.88% | -0.016 | 0.002 | -0.039 | 0.018 | Login To Trade |
0.116 | -0.556 | 0.005 | 0.833 | 105.47% | 0.00 | 1.56 | 42.53% | 44.30 | 227.50PCR: 0.34 | 0.30 | 3.68% | 0.54 | 0.00 | 50.78% | -0.031 | 0.003 | -0.075 | 0.033 | Login To Trade |
0.058 | -0.154 | 0.005 | 0.936 | 58.59% | 13.39 | 3.66 | 46.80% | 38.00 | 230PCR: 9.17 | 0.20 | 2.36% | 33.55 | 539.90 | 42.97% | -0.020 | 0.003 | -0.044 | 0.023 | Login To Trade |
0.050 | -0.116 | 0.005 | 0.947 | 50.78% | 0.00 | 0.40 | 47.28% | 35.10 | 232.50PCR: 2.67 | 0.35 | 4.64% | 1.07 | 0.00 | 46.88% | -0.041 | 0.004 | -0.086 | 0.041 | Login To Trade |
0.136 | -0.666 | 0.006 | 0.783 | 107.42% | 0.00 | 1.03 | 40.97% | 39.00 | 235PCR: 24.57 | 0.25 | 3.73% | 25.21 | 414.97 | 41.02% | -0.033 | 0.004 | -0.064 | 0.034 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.22 | 99.00% | 21.65 | 237.50PCR: 6.20 | 0.30 | 4.33% | 1.38 | 62.47 | 39.06% | -0.039 | 0.005 | -0.069 | 0.039 | Login To Trade |
0.025 | -0.035 | 0.004 | 0.978 | 31.25% | 218.64 | 12.45 | 48.51% | 27.35 | 240PCR: 2.74 | 0.35 | 4.88% | 34.09 | 1,485.85 | 37.11% | -0.045 | 0.005 | -0.074 | 0.044 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 13.39 | 0.71 | 99.00% | 23.95 | 242.50PCR: 8.06 | 0.50 | 6.72% | 5.76 | 26.77 | 37.11% | -0.063 | 0.007 | -0.097 | 0.058 | Login To Trade |
0.078 | -0.139 | 0.009 | 0.905 | 39.06% | 124.94 | 3.44 | 46.89% | 23.00 | 245PCR: 3.03 | 0.55 | 7.67% | 10.40 | 539.90 | 35.16% | -0.073 | 0.009 | -0.103 | 0.065 | Login To Trade |
0.058 | -0.078 | 0.009 | 0.936 | 29.30% | 17.85 | 1.20 | 47.96% | 19.90 | 247.50PCR: 2.74 | 0.65 | 9.08% | 3.30 | 205.25 | 33.20% | -0.089 | 0.011 | -0.113 | 0.075 | Login To Trade |
0.088 | -0.129 | 0.013 | 0.888 | 32.23% | 232.02 | 13.48 | 46.76% | 18.00 | 250PCR: 3.47 | 0.80 | 11.15% | 46.76 | 3,217.10 | 32.23% | -0.112 | 0.013 | -0.129 | 0.088 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 66.93 | 2.19 | 99.00% | 14.35 | 252.50PCR: 1.57 | 0.95 | 12.50% | 3.44 | 138.32 | 29.30% | -0.130 | 0.016 | -0.131 | 0.098 | Login To Trade |
0.103 | -0.119 | 0.019 | 0.860 | 25.39% | 178.48 | 6.51 | 46.25% | 13.05 | 255PCR: 2.23 | 1.25 | 16.11% | 14.55 | 2,873.53 | 29.30% | -0.172 | 0.019 | -0.158 | 0.118 | Login To Trade |
0.082 | -0.062 | 0.023 | 0.899 | 16.60% | 49.08 | 2.19 | 47.36% | 9.95 | 257.50PCR: 2.04 | 1.60 | 19.09% | 4.46 | 281.11 | 27.34% | -0.214 | 0.023 | -0.168 | 0.135 | Login To Trade |
0.153 | -0.183 | 0.027 | 0.732 | 26.37% | 1,637.55 | 19.54 | 42.63% | 9.20 | 260PCR: 1.34 | 2.10 | 23.07% | 26.24 | 5,590.89 | 26.86% | -0.271 | 0.027 | -0.188 | 0.154 | Login To Trade |
0.170 | -0.200 | 0.031 | 0.657 | 25.88% | 267.72 | 3.75 | 39.95% | 7.35 | 262.50PCR: 1.30 | 2.80 | 27.47% | 4.86 | 1,008.41 | 25.88% | -0.343 | 0.031 | -0.200 | 0.170 | Login To Trade |
0.181 | -0.209 | 0.033 | 0.577 | 25.39% | 4,283.52 | 20.17 | 36.82% | 5.80 | 265PCR: 0.92 | 3.55 | 31.70% | 18.65 | 7,250.75 | 24.41% | -0.421 | 0.035 | -0.201 | 0.181 | Login To Trade |
0.185 | -0.205 | 0.035 | 0.498 | 24.41% | 3,971.18 | 5.04 | 33.42% | 4.35 | 267.50PCR: 1.15 | 4.85 | 35.84% | 5.80 | 2,940.46 | 24.90% | -0.507 | 0.035 | -0.209 | 0.185 | Login To Trade |
0.180 | -0.196 | 0.035 | 0.409 | 23.93% | 11,199.62 | 45.56 | 28.93% | 3.35 | 270PCR: 0.54 | 6.15 | 39.25% | 24.41 | 5,046.52 | 25.39% | -0.585 | 0.033 | -0.209 | 0.181 | Login To Trade |
0.167 | -0.189 | 0.031 | 0.327 | 24.90% | 3,917.64 | 8.75 | 24.37% | 2.40 | 272.50PCR: 0.18 | 7.90 | 42.24% | 1.61 | 1,285.06 | 24.90% | -0.667 | 0.032 | -0.191 | 0.169 | Login To Trade |
0.149 | -0.168 | 0.028 | 0.255 | 24.90% | 8,027.14 | 26.06 | 19.78% | 1.75 | 275PCR: 0.17 | 9.80 | 44.70% | 4.55 | 646.99 | 25.39% | -0.741 | 0.028 | -0.173 | 0.150 | Login To Trade |
0.129 | -0.148 | 0.024 | 0.197 | 25.39% | 2,311.32 | 3.61 | 15.83% | 1.30 | 277.50PCR: 0.21 | 11.80 | 46.50% | 0.76 | 80.32 | 25.88% | -0.798 | 0.024 | -0.154 | 0.131 | Login To Trade |
0.112 | -0.135 | 0.020 | 0.159 | 26.37% | 5,943.38 | 54.44 | 13.07% | 1.00 | 280PCR: 0.02 | 13.95 | 47.32% | 1.34 | 93.70 | 27.34% | -0.832 | 0.020 | -0.145 | 0.117 | Login To Trade |
0.094 | -0.117 | 0.016 | 0.122 | 27.34% | 410.50 | 4.06 | 10.26% | 0.75 | 282.50PCR: 0.05 | 18.25 | 46.08% | 0.22 | 26.77 | 43.95% | -0.758 | 0.015 | -0.289 | 0.145 | Login To Trade |
0.074 | -0.092 | 0.013 | 0.089 | 27.34% | 2,061.44 | 24.14 | 7.53% | 0.55 | 285PCR: 0.01 | 18.40 | 49.45% | 0.22 | 4.46 | 25.39% | -0.927 | 0.012 | -0.074 | 0.064 | Login To Trade |
0.062 | -0.080 | 0.010 | 0.070 | 28.32% | 249.87 | 2.45 | 5.99% | 0.40 | 287.50PCR: 0.04 | 22.35 | 47.85% | 0.09 | 8.92 | 43.95% | -0.824 | 0.013 | -0.240 | 0.120 | Login To Trade |
0.053 | -0.070 | 0.008 | 0.057 | 29.30% | 1,655.40 | 20.88 | 4.85% | 0.40 | 290PCR: 0.01 | 25.00 | 47.91% | 0.27 | 40.16 | 49.80% | -0.817 | 0.011 | -0.279 | 0.123 | Login To Trade |
0.055 | -0.084 | 0.008 | 0.060 | 33.20% | 205.25 | 1.83 | 5.15% | 0.35 | 292.50PCR: 0.05 | 22.95 | 99.00% | 0.09 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.044 | -0.066 | 0.006 | 0.045 | 33.20% | 388.19 | 14.68 | 3.83% | 0.25 | 295PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.055 | -0.097 | 0.006 | 0.059 | 39.06% | 8.92 | 0.04 | 4.92% | 0.50 | 297.50PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.032 | -0.051 | 0.004 | 0.030 | 35.16% | 655.91 | 7.72 | 2.56% | 0.20 | 300PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.029 | -0.051 | 0.004 | 0.027 | 39.06% | 0.00 | 0.85 | 2.27% | 0.15 | 305PCR: 0.00 | 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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