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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 | 0.33 | 99.00% | 18.00 | 90PCR: 3.80 | 0.05 | 0.55% | 1.24 | 0.00 | 62.50% | -0.004 | 0.001 | -0.009 | 0.002 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 94PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 96PCR: -- | 0.05 | 0.01% | 0.13 | 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 | 0.00 | 99.00% | 0.00 | 98PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 99PCR: -- | 0.20 | 5.88% | 0.07 | 0.00 | 58.59% | -0.052 | 0.012 | -0.070 | 0.017 | Login To Trade |
0.026 | -0.121 | 0.016 | 0.908 | 66.41% | 0.00 | 1.43 | 46.55% | 13.00 | 100PCR: 8.27 | 0.05 | 0.32% | 11.83 | 117.00 | 31.25% | -0.003 | 0.002 | -0.003 | 0.001 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.26 | 99.00% | 10.65 | 101PCR: 0.00 | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 102PCR: -- | 0.05 | 1.18% | 2.28 | 0.00 | 31.25% | -0.011 | 0.006 | -0.010 | 0.004 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.13 | 99.00% | 9.05 | 102.50PCR: 26.50 | 0.05 | 1.57% | 3.45 | 52.00 | 31.25% | -0.015 | 0.007 | -0.013 | 0.006 | Login To Trade |
0.015 | -0.042 | 0.016 | 0.953 | 39.06% | 0.00 | 0.26 | 48.27% | 9.75 | 103PCR: 1.50 | 0.10 | 5.14% | 0.39 | 0.00 | 39.06% | -0.048 | 0.016 | -0.043 | 0.015 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 104PCR: -- | 0.05 | 3.46% | 2.73 | 0.00 | 31.25% | -0.032 | 0.015 | -0.025 | 0.011 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 13.00 | 4.36 | 99.00% | 6.35 | 105PCR: 3.78 | 0.10 | 5.40% | 16.45 | 58.50 | 31.25% | -0.052 | 0.022 | -0.037 | 0.017 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.46 | 99.00% | 5.30 | 106PCR: 18.29 | 0.15 | 8.08% | 8.32 | 0.00 | 31.25% | -0.079 | 0.030 | -0.051 | 0.023 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 107PCR: -- | 0.20 | 8.28% | 2.93 | 0.00 | 27.34% | -0.085 | 0.036 | -0.047 | 0.024 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 3.91% | 65.00 | 4.16 | 53.16% | 5.05 | 107.50PCR: 1.39 | 0.25 | 10.32% | 5.79 | 91.00 | 27.34% | -0.107 | 0.043 | -0.056 | 0.029 | Login To Trade |
0.050 | -0.175 | 0.042 | 0.744 | 48.83% | 0.00 | 2.67 | 42.20% | 5.90 | 108PCR: 3.73 | 0.30 | 12.20% | 9.95 | 19.50 | 27.34% | -0.129 | 0.049 | -0.064 | 0.033 | Login To Trade |
0.001 | -0.000 | 0.003 | 0.999 | 7.81% | 0.00 | 1.04 | 49.78% | 3.65 | 109PCR: 7.56 | 0.50 | 18.33% | 7.87 | 6.50 | 29.30% | -0.203 | 0.062 | -0.092 | 0.044 | Login To Trade |
0.053 | -0.119 | 0.070 | 0.711 | 31.25% | 299.00 | 29.32 | 41.71% | 3.50 | 110PCR: 0.95 | 0.65 | 20.81% | 27.89 | 169.00 | 25.39% | -0.244 | 0.079 | -0.089 | 0.049 | Login To Trade |
0.057 | -0.102 | 0.091 | 0.669 | 25.39% | 97.50 | 2.60 | 40.87% | 2.50 | 111PCR: 2.98 | 1.15 | 27.47% | 7.74 | 390.00 | 29.30% | -0.351 | 0.081 | -0.121 | 0.058 | Login To Trade |
0.062 | -0.189 | 0.059 | 0.550 | 42.97% | 247.00 | 7.54 | 35.07% | 3.05 | 112PCR: 0.62 | 1.40 | 32.10% | 4.68 | 195.00 | 27.34% | -0.432 | 0.092 | -0.119 | 0.061 | Login To Trade |
0.062 | -0.177 | 0.064 | 0.517 | 40.04% | 0.00 | 7.02 | 33.90% | 2.55 | 112.50PCR: 0.56 | 1.70 | 34.25% | 3.90 | 416.00 | 27.34% | -0.483 | 0.093 | -0.121 | 0.062 | Login To Trade |
0.062 | -0.125 | 0.090 | 0.476 | 28.32% | 221.00 | 11.77 | 32.41% | 1.60 | 113PCR: 0.36 | 1.50 | 37.10% | 4.23 | 0.00 | 21.48% | -0.535 | 0.118 | -0.095 | 0.062 | Login To Trade |
0.060 | -0.116 | 0.089 | 0.384 | 27.34% | 546.00 | 10.27 | 27.90% | 1.10 | 114PCR: 0.45 | 2.75 | 39.49% | 4.62 | 279.50 | 31.25% | -0.600 | 0.079 | -0.134 | 0.060 | Login To Trade |
0.054 | -0.106 | 0.081 | 0.300 | 27.34% | 871.00 | 81.64 | 22.79% | 0.85 | 115PCR: 0.16 | 2.60 | 47.49% | 12.87 | 0.00 | 15.63% | -0.834 | 0.102 | -0.043 | 0.039 | Login To Trade |
0.047 | -0.091 | 0.070 | 0.226 | 27.34% | 71.50 | 11.18 | 17.99% | 0.55 | 116PCR: 0.07 | 4.70 | 43.16% | 0.78 | 0.00 | 42.97% | -0.678 | 0.053 | -0.171 | 0.056 | Login To Trade |
0.039 | -0.075 | 0.058 | 0.164 | 27.34% | 65.00 | 9.10 | 13.41% | 0.40 | 117PCR: 0.06 | 4.35 | 50.43% | 0.59 | 0.00 | 15.63% | -0.959 | 0.036 | -0.015 | 0.014 | Login To Trade |
0.037 | -0.077 | 0.051 | 0.152 | 29.30% | 123.50 | 5.01 | 12.69% | 0.35 | 117.50PCR: 0.27 | 4.65 | 99.00% | 1.37 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.030 | -0.059 | 0.045 | 0.114 | 27.34% | 266.50 | 13.33 | 9.92% | 0.20 | 118PCR: 0.01 | 7.75 | 43.46% | 0.13 | 0.00 | 72.27% | -0.660 | 0.032 | -0.294 | 0.057 | Login To Trade |
0.034 | -0.084 | 0.039 | 0.133 | 35.16% | 0.00 | 2.93 | 10.94% | 0.40 | 119PCR: 0.02 | 5.90 | 99.00% | 0.07 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.022 | -0.048 | 0.029 | 0.073 | 31.25% | 481.00 | 42.97 | 6.28% | 0.20 | 120PCR: 0.12 | 6.80 | 99.00% | 4.94 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.027 | -0.075 | 0.028 | 0.098 | 39.06% | 0.00 | 5.27 | 8.32% | 0.25 | 121PCR: 0.10 | 7.55 | 99.00% | 0.52 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.034 | -0.123 | 0.028 | 0.137 | 50.78% | 104.00 | 3.06 | 11.04% | 0.50 | 122PCR: 0.06 | 8.35 | 99.00% | 0.20 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.030 | -0.108 | 0.024 | 0.113 | 50.78% | 0.00 | 0.46 | 9.20% | 0.40 | 123PCR: 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 | 124PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.010 | -0.029 | 0.011 | 0.029 | 39.06% | 182.00 | 19.63 | 2.45% | 0.10 | 125PCR: 0.04 | 14.70 | 47.19% | 0.85 | 0.00 | 103.52% | -0.744 | 0.020 | -0.370 | 0.050 | Login To Trade |
0.019 | -0.068 | 0.015 | 0.061 | 50.78% | 0.00 | 0.07 | 5.03% | 0.20 | 126PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.035 | -0.207 | 0.018 | 0.144 | 82.03% | 0.00 | 0.07 | 10.80% | 0.90 | 128PCR: 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 | -0.001 | 0.000 | 0.001 | 31.25% | 45.50 | 16.06 | 0.04% | 0.05 | 130PCR: 0.03 | 16.30 | 99.00% | 0.52 | 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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