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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 | 1,760PCR: -- | 2.70 | 3.17% | 0.06 | 70.13 | 53.47% | -0.025 | 0.000 | -0.401 | 0.300 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,800PCR: -- | 3.95 | 4.39% | 0.68 | 16.78 | 52.73% | -0.035 | 0.000 | -0.532 | 0.403 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,840PCR: -- | 8.15 | 7.37% | 0.11 | 0.00 | 56.03% | -0.061 | 0.000 | -0.884 | 0.631 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,880PCR: -- | 8.50 | 7.99% | 0.07 | 14.30 | 51.64% | -0.068 | 0.001 | -0.889 | 0.688 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.28 | 0.00 | 99.00% | 314.90 | 1,900PCR: -- | 10.10 | 9.09% | 0.38 | 36.58 | 51.39% | -0.079 | 0.001 | -0.991 | 0.771 | Login To Trade |
0.168 | -0.123 | 0.000 | 0.988 | 29.30% | 0.00 | 0.22 | 48.45% | 315.10 | 1,920PCR: 1.22 | 12.25 | 10.44% | 0.27 | 28.33 | 51.27% | -0.093 | 0.001 | -1.114 | 0.869 | Login To Trade |
0.911 | -1.120 | 0.001 | 0.901 | 49.19% | 0.00 | 0.01 | 45.76% | 307.90 | 1,940PCR: 13.20 | 13.25 | 11.26% | 0.18 | 14.30 | 49.93% | -0.102 | 0.001 | -1.162 | 0.931 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 182.05 | 1,960PCR: 18.00 | 15.35 | 12.54% | 0.20 | 10.45 | 49.19% | -0.116 | 0.001 | -1.256 | 1.021 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 194.15 | 1,980PCR: 7.13 | 18.45 | 14.21% | 0.16 | 11.28 | 49.44% | -0.134 | 0.001 | -1.400 | 1.133 | Login To Trade |
0.860 | -0.790 | 0.001 | 0.908 | 36.74% | 0.00 | 0.43 | 46.53% | 242.90 | 2,000PCR: 3.66 | 21.85 | 15.89% | 1.59 | 148.23 | 49.26% | -0.154 | 0.001 | -1.529 | 1.242 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.04 | 99.00% | 144.20 | 2,020PCR: 4.00 | 25.10 | 17.44% | 0.17 | 13.20 | 48.89% | -0.173 | 0.001 | -1.637 | 1.339 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.05 | 99.00% | 175.45 | 2,040PCR: 11.82 | 27.80 | 18.86% | 0.55 | 58.85 | 47.67% | -0.192 | 0.001 | -1.701 | 1.427 | Login To Trade |
1.562 | -1.938 | 0.001 | 0.777 | 49.62% | 3.30 | 0.07 | 42.33% | 210.70 | 2,060PCR: 3.92 | 32.45 | 20.69% | 0.27 | 11.83 | 47.73% | -0.216 | 0.001 | -1.828 | 1.532 | Login To Trade |
1.348 | -1.152 | 0.001 | 0.825 | 34.18% | 1.10 | 0.09 | 44.54% | 171.85 | 2,080PCR: 2.55 | 36.90 | 22.38% | 0.22 | 29.15 | 47.12% | -0.239 | 0.001 | -1.914 | 1.625 | Login To Trade |
1.713 | -1.989 | 0.001 | 0.735 | 46.45% | 19.25 | 1.87 | 41.17% | 176.70 | 2,100PCR: 1.02 | 41.45 | 24.13% | 1.90 | 130.08 | 46.51% | -0.265 | 0.001 | -1.993 | 1.714 | Login To Trade |
1.783 | -1.967 | 0.002 | 0.712 | 44.13% | 20.90 | 0.22 | 40.53% | 158.20 | 2,120PCR: 0.86 | 47.25 | 26.00% | 0.19 | 14.85 | 46.02% | -0.294 | 0.001 | -2.073 | 1.802 | Login To Trade |
1.877 | -2.146 | 0.002 | 0.677 | 45.72% | 4.13 | 0.21 | 39.22% | 148.60 | 2,140PCR: 1.48 | 52.65 | 27.69% | 0.31 | 26.95 | 45.35% | -0.322 | 0.002 | -2.126 | 1.875 | Login To Trade |
1.933 | -2.049 | 0.002 | 0.652 | 42.39% | 5.78 | 0.32 | 38.45% | 129.15 | 2,160PCR: 2.29 | 59.35 | 29.56% | 0.74 | 66.00 | 44.74% | -0.354 | 0.002 | -2.175 | 1.944 | Login To Trade |
1.993 | -2.089 | 0.002 | 0.620 | 41.93% | 26.68 | 0.68 | 37.22% | 116.90 | 2,180PCR: 0.69 | 66.90 | 31.35% | 0.47 | 33.28 | 44.62% | -0.385 | 0.002 | -2.231 | 2.000 | Login To Trade |
2.043 | -2.190 | 0.002 | 0.581 | 42.88% | 119.63 | 1.15 | 35.62% | 107.00 | 2,200PCR: 1.63 | 73.85 | 33.11% | 1.87 | 180.68 | 43.49% | -0.419 | 0.002 | -2.222 | 2.044 | Login To Trade |
2.073 | -2.189 | 0.002 | 0.547 | 42.24% | 80.03 | 0.30 | 34.21% | 95.70 | 2,220PCR: 0.96 | 83.00 | 34.81% | 0.29 | 72.60 | 43.52% | -0.453 | 0.002 | -2.255 | 2.073 | Login To Trade |
2,229.60 | |||||||||||||||||||
2.086 | -2.203 | 0.002 | 0.510 | 42.24% | 79.20 | 0.84 | 32.51% | 85.45 | 2,240PCR: 0.58 | 93.00 | 36.53% | 0.48 | 20.08 | 43.18% | -0.490 | 0.002 | -2.252 | 2.086 | Login To Trade |
2.083 | -2.169 | 0.002 | 0.474 | 41.66% | 59.68 | 0.48 | 30.89% | 75.60 | 2,260PCR: 0.60 | 103.00 | 38.05% | 0.29 | 5.50 | 42.97% | -0.523 | 0.002 | -2.239 | 2.084 | Login To Trade |
2.058 | -2.089 | 0.002 | 0.434 | 40.59% | 21.45 | 0.37 | 28.97% | 64.60 | 2,280PCR: 0.67 | 133.00 | 39.35% | 0.25 | 1.65 | 51.57% | -0.543 | 0.002 | -2.675 | 2.075 | Login To Trade |
2.029 | -2.150 | 0.002 | 0.406 | 42.39% | 155.38 | 1.83 | 27.39% | 61.05 | 2,300PCR: 0.60 | 126.95 | 40.88% | 1.09 | 24.48 | 42.97% | -0.592 | 0.002 | -2.182 | 2.031 | Login To Trade |
1.973 | -2.038 | 0.002 | 0.368 | 41.32% | 50.05 | 0.29 | 25.41% | 51.90 | 2,320PCR: 0.39 | 143.00 | 42.10% | 0.12 | 14.58 | 44.25% | -0.622 | 0.002 | -2.199 | 1.988 | Login To Trade |
1.910 | -1.984 | 0.002 | 0.337 | 41.56% | 73.98 | 0.55 | 23.60% | 46.00 | 2,340PCR: 0.15 | 170.05 | 42.62% | 0.08 | 0.00 | 51.45% | -0.625 | 0.001 | -2.551 | 1.983 | Login To Trade |
1.821 | -1.852 | 0.002 | 0.301 | 40.68% | 23.10 | 0.46 | 21.52% | 40.50 | 2,360PCR: 0.20 | 182.25 | 43.70% | 0.09 | 2.48 | 50.42% | -0.657 | 0.001 | -2.423 | 1.923 | Login To Trade |
1.731 | -1.759 | 0.002 | 0.270 | 40.65% | 5.78 | 0.31 | 19.66% | 33.55 | 2,380PCR: 0.39 | 139.95 | 99.00% | 0.12 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.645 | -1.702 | 0.002 | 0.245 | 41.38% | 181.50 | 2.41 | 18.02% | 30.00 | 2,400PCR: 0.02 | 212.00 | 45.35% | 0.04 | 1.10 | 50.84% | -0.706 | 0.001 | -2.291 | 1.802 | Login To Trade |
1.514 | -1.513 | 0.001 | 0.211 | 39.98% | 4.13 | 0.16 | 15.85% | 24.00 | 2,420PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.427 | -1.459 | 0.001 | 0.192 | 40.89% | 7.98 | 0.31 | 14.47% | 21.60 | 2,440PCR: 0.01 | 181.70 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.370 | -1.448 | 0.001 | 0.179 | 42.30% | 12.65 | 0.32 | 13.55% | 20.55 | 2,460PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.236 | -1.285 | 0.001 | 0.153 | 41.56% | 20.63 | 0.17 | 11.72% | 16.60 | 2,480PCR: 0.20 | 292.40 | 47.05% | 0.03 | 1.10 | 61.77% | -0.742 | 0.001 | -2.610 | 1.690 | Login To Trade |
1.120 | -1.150 | 0.001 | 0.132 | 41.08% | 93.23 | 1.45 | 10.22% | 13.70 | 2,500PCR: 0.00 | 300.45 | 47.87% | 0.00 | 0.28 | 57.25% | -0.779 | 0.001 | -2.224 | 1.554 | Login To Trade |
1.000 | -1.020 | 0.001 | 0.113 | 40.77% | 10.73 | 0.34 | 8.78% | 11.20 | 2,520PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.870 | -0.922 | 0.001 | 0.093 | 42.36% | 7.70 | 0.20 | 7.25% | 9.20 | 2,560PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.685 | -0.719 | 0.001 | 0.068 | 41.99% | 62.15 | 1.15 | 5.31% | 6.30 | 2,600PCR: 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 | 2,640PCR: -- | 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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