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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 | 2,600PCR: -- | 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 | 2,640PCR: -- | 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 | 2,680PCR: -- | 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 | 2,720PCR: -- | 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 | 2,760PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.782 | -1.337 | 0.001 | 0.921 | 37.60% | 0.00 | 0.03 | 47.25% | 271.20 | 2,800PCR: 5.90 | 2.10 | 3.67% | 0.15 | 2.00 | 28.81% | -0.034 | 0.001 | -0.525 | 0.401 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,820PCR: -- | 1.60 | 3.18% | 0.04 | 0.00 | 25.63% | -0.030 | 0.001 | -0.417 | 0.358 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,840PCR: -- | 2.00 | 4.01% | 0.01 | 0.00 | 24.90% | -0.038 | 0.001 | -0.495 | 0.438 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,860PCR: -- | 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 | 2,880PCR: -- | 2.40 | 5.01% | 0.11 | 1.50 | 21.73% | -0.049 | 0.001 | -0.529 | 0.535 | Login To Trade |
0.463 | -0.385 | 0.001 | 0.960 | 18.31% | 0.50 | 0.05 | 48.69% | 165.55 | 2,900PCR: 7.33 | 3.30 | 6.64% | 0.33 | 29.00 | 21.24% | -0.066 | 0.001 | -0.656 | 0.679 | Login To Trade |
1.456 | -2.185 | 0.002 | 0.807 | 33.02% | 0.00 | 0.01 | 44.52% | 163.15 | 2,920PCR: 29.00 | 4.15 | 8.22% | 0.15 | 7.25 | 20.26% | -0.083 | 0.001 | -0.749 | 0.813 | Login To Trade |
1.343 | -1.554 | 0.002 | 0.831 | 25.45% | 0.00 | 0.02 | 45.45% | 136.40 | 2,940PCR: 3.56 | 5.60 | 10.59% | 0.08 | 9.25 | 19.65% | -0.110 | 0.002 | -0.893 | 1.000 | Login To Trade |
1.040 | -0.796 | 0.002 | 0.884 | 16.85% | 1.75 | 0.02 | 47.15% | 109.00 | 2,960PCR: 23.33 | 7.40 | 13.27% | 0.35 | 24.25 | 18.86% | -0.142 | 0.002 | -1.026 | 1.197 | Login To Trade |
1.834 | -2.600 | 0.002 | 0.705 | 31.19% | 0.00 | 0.00 | 41.39% | 115.65 | 2,980PCR: 88.00 | 11.00 | 17.32% | 0.22 | 10.00 | 18.92% | -0.194 | 0.003 | -1.259 | 1.464 | Login To Trade |
1.648 | -1.308 | 0.003 | 0.761 | 17.46% | 10.25 | 0.23 | 43.76% | 77.10 | 3,000PCR: 7.31 | 14.20 | 20.97% | 1.65 | 45.25 | 18.07% | -0.246 | 0.003 | -1.376 | 1.675 | Login To Trade |
1.943 | -1.827 | 0.003 | 0.663 | 20.69% | 0.00 | 0.03 | 40.32% | 69.00 | 3,020PCR: 8.54 | 21.15 | 25.85% | 0.28 | 37.25 | 18.62% | -0.322 | 0.004 | -1.613 | 1.907 | Login To Trade |
2.040 | -1.573 | 0.004 | 0.611 | 16.97% | 15.25 | 0.15 | 38.48% | 48.60 | 3,040PCR: 2.46 | 27.00 | 30.01% | 0.38 | 24.50 | 17.88% | -0.394 | 0.004 | -1.664 | 2.047 | Login To Trade |
2.119 | -1.687 | 0.004 | 0.523 | 17.52% | 93.75 | 0.45 | 34.78% | 39.70 | 3,060PCR: 0.65 | 37.45 | 34.25% | 0.30 | 62.25 | 18.55% | -0.478 | 0.004 | -1.787 | 2.119 | Login To Trade |
2.095 | -1.645 | 0.004 | 0.436 | 17.27% | 143.75 | 0.86 | 30.66% | 29.30 | 3,080PCR: 0.43 | 47.10 | 37.93% | 0.37 | 4.00 | 18.13% | -0.560 | 0.004 | -1.729 | 2.098 | Login To Trade |
1.990 | -1.635 | 0.004 | 0.360 | 18.07% | 291.00 | 3.07 | 26.55% | 23.00 | 3,100PCR: 0.28 | 67.00 | 40.23% | 0.86 | 8.25 | 21.91% | -0.614 | 0.003 | -2.027 | 2.035 | Login To Trade |
1.805 | -1.467 | 0.004 | 0.285 | 17.88% | 38.50 | 0.71 | 22.02% | 16.65 | 3,120PCR: 0.25 | 80.50 | 42.48% | 0.18 | 1.00 | 22.06% | -0.675 | 0.003 | -1.919 | 1.914 | Login To Trade |
1.613 | -1.369 | 0.003 | 0.230 | 18.68% | 65.75 | 0.91 | 18.40% | 13.00 | 3,140PCR: 0.25 | 91.90 | 44.87% | 0.23 | 0.25 | 20.32% | -0.751 | 0.003 | -1.558 | 1.687 | Login To Trade |
1.397 | -1.213 | 0.003 | 0.180 | 19.10% | 31.75 | 1.11 | 14.89% | 9.80 | 3,160PCR: 0.27 | 102.65 | 47.61% | 0.30 | 0.00 | 16.60% | -0.855 | 0.003 | -0.916 | 1.214 | Login To Trade |
1.211 | -1.095 | 0.002 | 0.145 | 19.90% | 45.25 | 0.87 | 12.22% | 7.70 | 3,180PCR: 0.01 | 116.70 | 49.97% | 0.01 | 0.00 | 10.99% | -0.974 | 0.001 | -0.161 | 0.323 | Login To Trade |
1.056 | -1.002 | 0.002 | 0.119 | 20.87% | 137.25 | 2.61 | 10.17% | 6.30 | 3,200PCR: 0.10 | 149.10 | 47.19% | 0.26 | 2.75 | 26.25% | -0.824 | 0.002 | -1.641 | 1.375 | Login To Trade |
0.886 | -0.861 | 0.002 | 0.093 | 21.36% | 21.50 | 0.35 | 8.08% | 4.90 | 3,220PCR: 0.02 | 135.20 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.764 | -0.771 | 0.001 | 0.076 | 22.22% | 37.00 | 0.50 | 6.68% | 4.00 | 3,240PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.668 | -0.704 | 0.001 | 0.064 | 23.19% | 16.75 | 0.31 | 5.63% | 3.40 | 3,260PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.555 | -0.598 | 0.001 | 0.051 | 23.68% | 1.00 | 0.15 | 4.48% | 2.60 | 3,280PCR: 0.05 | 158.90 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.504 | -0.571 | 0.001 | 0.045 | 24.90% | 170.75 | 3.51 | 3.96% | 2.45 | 3,300PCR: 0.01 | 166.35 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.448 | -0.526 | 0.001 | 0.039 | 25.88% | 0.00 | 0.19 | 3.41% | 2.10 | 3,320PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.338 | -0.394 | 0.001 | 0.028 | 25.63% | 0.00 | 0.04 | 2.44% | 1.40 | 3,340PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.570 | -0.836 | 0.001 | 0.052 | 32.23% | 0.00 | 0.00 | 4.49% | 3.75 | 3,360PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.266 | -0.351 | 0.000 | 0.021 | 29.05% | 5.50 | 0.48 | 1.81% | 1.15 | 3,400PCR: 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 | -0.575 | 0.000 | 0.030 | 34.91% | 0.75 | 0.08 | 2.55% | 2.10 | 3,440PCR: 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 | -0.351 | 0.000 | 0.017 | 34.18% | 0.00 | 0.01 | 1.46% | 1.15 | 3,480PCR: 0.20 | 405.00 | 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 | 3,520PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.077 | -0.116 | 0.000 | 0.005 | 33.20% | 0.00 | 0.04 | 0.42% | 0.25 | 3,560PCR: 0.07 | 472.00 | 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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