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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 | 980PCR: -- | 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 | 0.01 | 99.00% | 160.00 | 1,000PCR: 21.00 | 0.25 | 0.68% | 0.11 | 0.00 | 58.59% | -0.005 | 0.000 | -0.088 | 0.033 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,020PCR: -- | 0.15 | 0.42% | 0.06 | 3.00 | 50.78% | -0.003 | 0.000 | -0.051 | 0.022 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,040PCR: -- | 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 | 0.01 | 99.00% | 110.00 | 1,050PCR: 84.00 | 0.20 | 0.60% | 0.42 | 0.50 | 46.88% | -0.005 | 0.000 | -0.066 | 0.031 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,060PCR: -- | 0.40 | 1.38% | 0.17 | 0.00 | 50.78% | -0.011 | 0.000 | -0.151 | 0.066 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,070PCR: -- | 0.35 | 1.12% | 0.02 | 0.00 | 46.88% | -0.009 | 0.000 | -0.117 | 0.055 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,080PCR: -- | 0.35 | 1.19% | 0.30 | 6.50 | 44.92% | -0.010 | 0.000 | -0.120 | 0.059 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,090PCR: -- | 0.45 | 1.57% | 0.10 | 0.00 | 44.92% | -0.013 | 0.000 | -0.154 | 0.075 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.23 | 99.00% | 187.00 | 1,100PCR: 6.57 | 0.45 | 1.69% | 1.51 | 76.50 | 42.97% | -0.014 | 0.000 | -0.159 | 0.081 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 63.40 | 1,110PCR: 33.75 | 0.35 | 1.34% | 0.68 | 15.00 | 39.06% | -0.011 | 0.000 | -0.118 | 0.067 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.13 | 99.00% | 107.85 | 1,120PCR: 7.08 | 0.50 | 1.89% | 0.89 | 20.50 | 39.06% | -0.016 | 0.001 | -0.162 | 0.091 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.05 | 99.00% | 113.10 | 1,130PCR: 9.70 | 0.60 | 2.24% | 0.49 | 43.00 | 38.09% | -0.019 | 0.001 | -0.184 | 0.106 | Login To Trade |
0.226 | -0.457 | 0.001 | 0.951 | 44.43% | 1.00 | 0.27 | 47.64% | 153.75 | 1,140PCR: 2.81 | 0.50 | 1.86% | 0.75 | 58.50 | 34.18% | -0.016 | 0.001 | -0.142 | 0.092 | Login To Trade |
0.356 | -0.831 | 0.001 | 0.913 | 51.27% | 0.50 | 0.26 | 46.57% | 147.30 | 1,150PCR: 7.78 | 0.80 | 2.91% | 1.99 | 111.00 | 35.16% | -0.026 | 0.001 | -0.216 | 0.135 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 6.00 | 1.37 | 99.00% | 131.50 | 1,160PCR: 0.74 | 0.85 | 3.21% | 1.01 | 357.50 | 33.20% | -0.029 | 0.001 | -0.224 | 0.148 | Login To Trade |
0.328 | -0.618 | 0.002 | 0.922 | 41.50% | 4.50 | 1.17 | 47.11% | 125.90 | 1,170PCR: 2.75 | 0.95 | 3.72% | 3.22 | 131.00 | 31.74% | -0.034 | 0.001 | -0.244 | 0.169 | Login To Trade |
0.464 | -0.993 | 0.002 | 0.874 | 47.12% | 20.50 | 7.43 | 45.82% | 118.50 | 1,180PCR: 0.42 | 0.95 | 3.83% | 3.16 | 382.00 | 29.30% | -0.035 | 0.001 | -0.234 | 0.175 | Login To Trade |
0.269 | -0.382 | 0.002 | 0.939 | 31.25% | 9.50 | 1.50 | 47.84% | 104.40 | 1,190PCR: 1.81 | 1.25 | 4.93% | 2.70 | 281.50 | 28.56% | -0.046 | 0.002 | -0.283 | 0.218 | Login To Trade |
0.236 | -0.283 | 0.002 | 0.949 | 26.37% | 128.00 | 7.81 | 48.21% | 93.00 | 1,200PCR: 2.74 | 1.55 | 5.87% | 21.39 | 1,968.50 | 27.34% | -0.056 | 0.002 | -0.315 | 0.254 | Login To Trade |
0.389 | -0.531 | 0.003 | 0.902 | 30.03% | 37.50 | 2.42 | 47.07% | 85.70 | 1,210PCR: 0.94 | 1.70 | 6.83% | 2.27 | 476.00 | 25.39% | -0.067 | 0.002 | -0.335 | 0.290 | Login To Trade |
0.421 | -0.524 | 0.003 | 0.890 | 27.34% | 105.00 | 3.53 | 46.91% | 75.00 | 1,220PCR: 1.74 | 2.05 | 8.23% | 6.13 | 1,182.50 | 23.93% | -0.082 | 0.003 | -0.369 | 0.340 | Login To Trade |
0.300 | -0.266 | 0.003 | 0.930 | 19.53% | 69.00 | 3.34 | 48.05% | 63.90 | 1,230PCR: 1.49 | 2.50 | 9.96% | 4.98 | 1,067.50 | 22.46% | -0.102 | 0.004 | -0.407 | 0.399 | Login To Trade |
0.494 | -0.493 | 0.004 | 0.862 | 21.97% | 152.00 | 1.44 | 46.41% | 55.20 | 1,240PCR: 4.18 | 3.20 | 12.66% | 6.02 | 1,219.00 | 21.48% | -0.134 | 0.004 | -0.472 | 0.483 | Login To Trade |
0.538 | -0.465 | 0.006 | 0.844 | 19.04% | 377.50 | 2.46 | 46.04% | 45.25 | 1,250PCR: 2.73 | 4.25 | 15.52% | 6.73 | 2,860.50 | 20.26% | -0.170 | 0.006 | -0.523 | 0.568 | Login To Trade |
0.666 | -0.577 | 0.007 | 0.779 | 19.04% | 929.50 | 2.88 | 44.23% | 37.20 | 1,260PCR: 2.53 | 5.75 | 19.69% | 7.26 | 3,424.50 | 19.41% | -0.227 | 0.007 | -0.596 | 0.675 | Login To Trade |
0.771 | -0.642 | 0.008 | 0.707 | 18.31% | 1,179.50 | 2.43 | 41.96% | 29.60 | 1,270PCR: 2.42 | 7.90 | 24.01% | 5.89 | 2,314.00 | 18.31% | -0.292 | 0.008 | -0.641 | 0.770 | Login To Trade |
0.854 | -0.692 | 0.009 | 0.620 | 17.82% | 3,142.50 | 3.84 | 38.84% | 22.30 | 1,280PCR: 1.29 | 10.70 | 29.34% | 4.96 | 3,457.50 | 18.07% | -0.382 | 0.009 | -0.702 | 0.855 | Login To Trade |
0.893 | -0.714 | 0.010 | 0.521 | 17.58% | 5,029.00 | 3.37 | 34.69% | 16.95 | 1,290PCR: 1.10 | 14.90 | 34.22% | 3.72 | 3,323.50 | 17.46% | -0.479 | 0.010 | -0.709 | 0.893 | Login To Trade |
0.877 | -0.706 | 0.010 | 0.421 | 17.70% | 13,272.00 | 11.45 | 29.92% | 12.00 | 1,300PCR: 0.15 | 20.20 | 38.70% | 1.77 | 3,362.00 | 17.70% | -0.579 | 0.010 | -0.706 | 0.877 | Login To Trade |
0.810 | -0.656 | 0.009 | 0.328 | 17.82% | 4,119.50 | 5.00 | 24.69% | 8.50 | 1,310PCR: 0.15 | 27.00 | 41.70% | 0.75 | 825.00 | 18.43% | -0.657 | 0.009 | -0.691 | 0.825 | Login To Trade |
0.712 | -0.589 | 0.008 | 0.250 | 18.19% | 3,873.50 | 4.29 | 19.75% | 6.10 | 1,320PCR: 0.11 | 34.50 | 44.82% | 0.45 | 447.00 | 18.07% | -0.751 | 0.008 | -0.584 | 0.711 | Login To Trade |
0.615 | -0.533 | 0.006 | 0.194 | 19.04% | 2,342.50 | 2.61 | 15.86% | 4.35 | 1,330PCR: 0.05 | 42.30 | 46.87% | 0.12 | 103.50 | 17.82% | -0.825 | 0.006 | -0.469 | 0.578 | Login To Trade |
0.504 | -0.448 | 0.005 | 0.142 | 19.53% | 2,798.50 | 5.47 | 12.03% | 3.25 | 1,340PCR: 0.01 | 49.35 | 49.20% | 0.07 | 20.50 | 14.40% | -0.927 | 0.004 | -0.203 | 0.310 | Login To Trade |
0.433 | -0.404 | 0.004 | 0.114 | 20.51% | 1,370.00 | 1.44 | 9.81% | 2.45 | 1,350PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.362 | -0.358 | 0.003 | 0.089 | 21.73% | 1,142.00 | 2.65 | 7.77% | 1.90 | 1,360PCR: 0.02 | 67.90 | 99.00% | 0.06 | 15.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.309 | -0.319 | 0.003 | 0.072 | 22.71% | 53.00 | 0.15 | 6.34% | 1.60 | 1,370PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.260 | -0.283 | 0.002 | 0.058 | 23.93% | 458.00 | 0.92 | 5.10% | 1.30 | 1,380PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.226 | -0.255 | 0.002 | 0.048 | 24.90% | 161.50 | 0.59 | 4.25% | 1.10 | 1,390PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.210 | -0.256 | 0.002 | 0.044 | 26.86% | 951.50 | 2.13 | 3.87% | 1.05 | 1,400PCR: 0.00 | 108.10 | 99.00% | 0.00 | 1.50 | 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 | 1,410PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.128 | -0.159 | 0.001 | 0.024 | 27.34% | 18.00 | 0.11 | 2.13% | 0.60 | 1,420PCR: 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 | 1,430PCR: -- | 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 | 1,440PCR: -- | 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 | 1,450PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.087 | -0.127 | 0.001 | 0.015 | 32.23% | 3.00 | 0.02 | 1.31% | 0.40 | 1,460PCR: 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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