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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% | 54.00 | 22.55 | 99.00% | 19.00 | 49.70PCR: 1.34 | 0.05 | 2.06% | 30.11 | 54.00 | 62.50% | -0.014 | 0.003 | -0.009 | 0.006 | Login To Trade |
0.019 | -0.028 | 0.009 | 0.948 | 70.31% | 0.00 | 8.51 | 45.66% | 16.75 | 52.70PCR: 1.67 | 0.05 | 0.03% | 14.18 | 13.50 | 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 | 2.16 | 99.00% | 11.20 | 57.70PCR: 39.50 | 0.15 | 4.97% | 85.32 | 310.50 | 42.97% | -0.042 | 0.012 | -0.014 | 0.015 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 58PCR: -- | 0.15 | 5.22% | 0.68 | 54.00 | 42.97% | -0.044 | 0.012 | -0.015 | 0.016 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 1.22 | 99.00% | 8.80 | 59.70PCR: 10.56 | 0.25 | 8.88% | 12.83 | 189.00 | 42.97% | -0.078 | 0.019 | -0.024 | 0.025 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.14 | 99.00% | 8.65 | 60PCR: 195.00 | 0.25 | 7.46% | 26.33 | 1,471.50 | 39.06% | -0.067 | 0.019 | -0.019 | 0.023 | Login To Trade |
0.027 | -0.023 | 0.023 | 0.916 | 39.06% | 0.00 | 0.27 | 46.29% | 8.80 | 60.70PCR: 34.50 | 0.30 | 9.14% | 9.32 | 297.00 | 39.06% | -0.084 | 0.023 | -0.023 | 0.027 | Login To Trade |
0.037 | -0.035 | 0.029 | 0.867 | 42.97% | 0.00 | 1.35 | 45.20% | 8.00 | 61.70PCR: 9.60 | 0.35 | 12.02% | 12.96 | 108.00 | 39.06% | -0.112 | 0.028 | -0.028 | 0.033 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 62PCR: -- | 0.40 | 12.87% | 10.53 | 445.50 | 39.06% | -0.122 | 0.030 | -0.030 | 0.035 | Login To Trade |
0.048 | -0.051 | 0.032 | 0.806 | 48.83% | 13.50 | 14.31 | 43.16% | 7.45 | 62.70PCR: 1.54 | 0.50 | 15.06% | 22.01 | 553.50 | 39.06% | -0.147 | 0.034 | -0.034 | 0.040 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 63PCR: -- | 0.55 | 16.03% | 12.02 | 297.00 | 39.06% | -0.158 | 0.035 | -0.035 | 0.042 | Login To Trade |
0.051 | -0.049 | 0.037 | 0.785 | 44.92% | 175.50 | 6.21 | 42.73% | 6.50 | 63.70PCR: 2.04 | 0.60 | 15.93% | 12.69 | 1,093.50 | 35.16% | -0.164 | 0.040 | -0.033 | 0.043 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 64PCR: -- | 0.70 | 18.24% | 13.37 | 567.00 | 37.11% | -0.189 | 0.042 | -0.038 | 0.047 | Login To Trade |
0.047 | -0.032 | 0.049 | 0.814 | 31.25% | 0.00 | 5.67 | 44.08% | 5.10 | 64.70PCR: 3.00 | 0.80 | 19.63% | 17.01 | 378.00 | 35.16% | -0.211 | 0.047 | -0.038 | 0.050 | Login To Trade |
0.049 | -0.033 | 0.052 | 0.798 | 31.25% | 0.00 | 12.02 | 43.72% | 4.85 | 65PCR: 4.15 | 0.85 | 20.87% | 49.82 | 3,834.00 | 35.16% | -0.226 | 0.049 | -0.040 | 0.052 | Login To Trade |
0.054 | -0.037 | 0.057 | 0.757 | 31.25% | 0.00 | 11.48 | 42.29% | 4.35 | 65.70PCR: 1.58 | 1.05 | 23.47% | 18.09 | 459.00 | 35.16% | -0.264 | 0.053 | -0.043 | 0.057 | Login To Trade |
0.058 | -0.041 | 0.057 | 0.728 | 33.20% | 0.00 | 0.14 | 41.55% | 4.20 | 66PCR: 88.00 | 1.10 | 24.83% | 11.88 | 1,606.50 | 35.16% | -0.281 | 0.055 | -0.045 | 0.059 | Login To Trade |
0.063 | -0.052 | 0.055 | 0.667 | 38.09% | 243.00 | 9.72 | 39.02% | 4.05 | 66.70PCR: 1.54 | 1.15 | 25.83% | 14.99 | 256.50 | 31.25% | -0.306 | 0.064 | -0.041 | 0.061 | Login To Trade |
0.065 | -0.053 | 0.056 | 0.650 | 38.09% | 486.00 | 4.05 | 38.46% | 3.85 | 67PCR: 2.07 | 1.40 | 28.19% | 8.37 | 1,728.00 | 34.18% | -0.338 | 0.061 | -0.047 | 0.064 | Login To Trade |
0.067 | -0.053 | 0.059 | 0.611 | 37.11% | 405.00 | 45.50 | 37.11% | 3.35 | 67.70PCR: 0.55 | 1.65 | 30.33% | 24.84 | 2,416.50 | 33.20% | -0.381 | 0.066 | -0.048 | 0.066 | Login To Trade |
0.068 | -0.050 | 0.065 | 0.597 | 34.18% | 1,957.50 | 19.98 | 36.65% | 3.00 | 68PCR: 1.33 | 1.75 | 31.60% | 26.60 | 4,428.00 | 33.20% | -0.401 | 0.067 | -0.048 | 0.067 | Login To Trade |
0.069 | -0.052 | 0.065 | 0.550 | 35.16% | 459.00 | 17.69 | 34.84% | 2.60 | 68.70PCR: 0.65 | 2.05 | 33.88% | 11.48 | 2,497.50 | 33.20% | -0.449 | 0.068 | -0.049 | 0.069 | Login To Trade |
0.069 | -0.050 | 0.069 | 0.530 | 33.20% | 4,266.00 | 33.75 | 33.57% | 2.45 | 69PCR: 0.92 | 2.20 | 35.20% | 30.92 | 3,780.00 | 33.20% | -0.469 | 0.069 | -0.050 | 0.069 | Login To Trade |
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0.070 | -0.050 | 0.069 | 0.482 | 33.20% | 2,808.00 | 33.48 | 31.47% | 2.10 | 69.70PCR: 0.23 | 2.55 | 37.54% | 7.70 | 796.50 | 33.20% | -0.518 | 0.069 | -0.050 | 0.070 | Login To Trade |
0.069 | -0.050 | 0.069 | 0.462 | 33.20% | 7,897.50 | 71.96 | 30.59% | 1.95 | 70PCR: 0.40 | 2.60 | 38.39% | 29.03 | 1,741.50 | 31.25% | -0.542 | 0.073 | -0.047 | 0.069 | Login To Trade |
0.068 | -0.049 | 0.067 | 0.415 | 33.20% | 918.00 | 14.18 | 28.03% | 1.70 | 70.70PCR: 0.60 | 2.95 | 40.54% | 8.51 | 67.50 | 30.27% | -0.596 | 0.073 | -0.044 | 0.068 | Login To Trade |
0.067 | -0.048 | 0.067 | 0.396 | 33.20% | 2,079.00 | 12.02 | 27.20% | 1.55 | 71PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.064 | -0.045 | 0.066 | 0.346 | 32.23% | 1,039.50 | 68.45 | 24.50% | 1.25 | 71.70PCR: 0.12 | 3.45 | 43.40% | 7.97 | 121.50 | 27.34% | -0.685 | 0.074 | -0.037 | 0.062 | Login To Trade |
0.063 | -0.045 | 0.063 | 0.333 | 33.20% | 1,971.00 | 40.50 | 23.78% | 1.20 | 72PCR: 0.19 | 3.65 | 44.24% | 7.83 | 175.50 | 27.34% | -0.706 | 0.072 | -0.035 | 0.060 | Login To Trade |
0.060 | -0.043 | 0.059 | 0.291 | 33.20% | 283.50 | 23.22 | 21.29% | 1.00 | 72.70PCR: 0.14 | 4.55 | 44.40% | 3.24 | 0.00 | 33.20% | -0.708 | 0.059 | -0.043 | 0.060 | Login To Trade |
0.058 | -0.042 | 0.058 | 0.275 | 33.20% | 3,064.50 | 80.19 | 20.41% | 0.90 | 73PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.054 | -0.039 | 0.053 | 0.238 | 33.20% | 148.50 | 20.39 | 17.78% | 0.80 | 73.70PCR: 0.87 | 5.00 | 47.18% | 17.69 | 1,066.50 | 27.34% | -0.810 | 0.057 | -0.028 | 0.047 | Login To Trade |
0.052 | -0.037 | 0.052 | 0.224 | 33.20% | 3,739.50 | 25.52 | 16.96% | 0.70 | 74PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.046 | -0.033 | 0.045 | 0.179 | 33.20% | 2,322.00 | 49.01 | 13.76% | 0.55 | 75PCR: 0.12 | 6.35 | 47.87% | 5.94 | 0.00 | 33.20% | -0.821 | 0.045 | -0.033 | 0.046 | Login To Trade |
0.043 | -0.033 | 0.041 | 0.166 | 35.16% | 283.50 | 81.00 | 12.88% | 0.50 | 75.70PCR: 1.19 | 6.60 | 50.20% | 96.39 | 1,066.50 | 23.44% | -0.932 | 0.032 | -0.012 | 0.023 | Login To Trade |
0.039 | -0.028 | 0.038 | 0.140 | 33.20% | 1,431.00 | 10.80 | 11.03% | 0.40 | 76PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.030 | -0.022 | 0.028 | 0.096 | 35.16% | 796.50 | 18.63 | 7.61% | 0.25 | 78PCR: 0.04 | 8.00 | 99.00% | 0.68 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.020 | -0.015 | 0.018 | 0.056 | 35.16% | 1,971.00 | 19.85 | 4.44% | 0.15 | 80PCR: 0.83 | 10.30 | 99.00% | 16.47 | 715.50 | 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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