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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 | 0.01 | 99.00% | 234.00 | 1,140PCR: 153.50 | 0.30 | 0.92% | 1.54 | 4.50 | 36.13% | -0.007 | 0.000 | -0.062 | 0.065 | Login To Trade |
0.069 | -0.060 | 0.000 | 0.992 | 33.20% | 0.00 | 0.07 | 48.38% | 229.10 | 1,160PCR: 10.31 | 0.35 | 1.15% | 0.67 | 14.00 | 34.18% | -0.009 | 0.000 | -0.072 | 0.080 | Login To Trade |
0.182 | -0.178 | 0.001 | 0.975 | 37.11% | 1.00 | 5.90 | 47.94% | 210.00 | 1,180PCR: 0.29 | 0.35 | 1.21% | 1.71 | 8.00 | 31.25% | -0.010 | 0.000 | -0.070 | 0.086 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 23.00 | 0.69 | 99.00% | 188.55 | 1,200PCR: 20.28 | 0.40 | 1.55% | 13.89 | 399.50 | 29.30% | -0.013 | 0.000 | -0.083 | 0.108 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.94 | 99.00% | 143.05 | 1,220PCR: 2.15 | 0.50 | 1.83% | 2.02 | 10.50 | 26.86% | -0.016 | 0.001 | -0.089 | 0.127 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,230PCR: -- | 0.60 | 2.29% | 0.69 | 2.50 | 26.37% | -0.020 | 0.001 | -0.108 | 0.155 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,240PCR: -- | 0.60 | 2.19% | 3.19 | 80.00 | 24.41% | -0.020 | 0.001 | -0.097 | 0.151 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.04 | 99.00% | 127.80 | 1,250PCR: 177.75 | 0.65 | 2.55% | 7.11 | 406.50 | 23.44% | -0.023 | 0.001 | -0.106 | 0.172 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.70 | 99.00% | 128.25 | 1,260PCR: 9.88 | 0.70 | 2.70% | 6.87 | 325.00 | 21.97% | -0.025 | 0.001 | -0.106 | 0.183 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,270PCR: -- | 0.85 | 3.49% | 3.05 | 202.50 | 21.48% | -0.032 | 0.001 | -0.129 | 0.229 | Login To Trade |
0.351 | -0.210 | 0.002 | 0.945 | 22.71% | 1.00 | 0.65 | 48.03% | 110.50 | 1,280PCR: 12.25 | 1.05 | 4.11% | 7.97 | 358.50 | 20.51% | -0.039 | 0.001 | -0.143 | 0.265 | Login To Trade |
0.351 | -0.190 | 0.002 | 0.945 | 20.51% | 6.50 | 0.44 | 48.12% | 100.35 | 1,290PCR: 10.44 | 1.35 | 5.31% | 4.60 | 303.50 | 20.02% | -0.051 | 0.002 | -0.174 | 0.330 | Login To Trade |
0.451 | -0.243 | 0.002 | 0.924 | 20.51% | 167.50 | 3.53 | 47.72% | 91.00 | 1,300PCR: 6.25 | 1.65 | 6.32% | 22.02 | 1,193.00 | 19.04% | -0.061 | 0.002 | -0.193 | 0.385 | Login To Trade |
0.514 | -0.263 | 0.003 | 0.910 | 19.41% | 31.00 | 0.94 | 47.43% | 81.40 | 1,310PCR: 5.72 | 2.20 | 8.10% | 5.35 | 425.00 | 18.55% | -0.081 | 0.003 | -0.231 | 0.474 | Login To Trade |
0.600 | -0.293 | 0.003 | 0.889 | 18.55% | 48.00 | 1.12 | 46.96% | 72.05 | 1,320PCR: 10.03 | 2.90 | 10.14% | 11.19 | 987.50 | 17.94% | -0.104 | 0.003 | -0.269 | 0.571 | Login To Trade |
0.718 | -0.344 | 0.004 | 0.856 | 18.19% | 40.00 | 0.99 | 46.17% | 63.15 | 1,330PCR: 8.47 | 3.80 | 12.75% | 8.35 | 1,004.50 | 17.46% | -0.134 | 0.004 | -0.315 | 0.686 | Login To Trade |
0.848 | -0.400 | 0.005 | 0.814 | 17.94% | 171.00 | 2.47 | 45.10% | 54.65 | 1,340PCR: 5.49 | 5.15 | 15.95% | 13.57 | 2,148.50 | 17.09% | -0.174 | 0.005 | -0.366 | 0.815 | Login To Trade |
0.961 | -0.435 | 0.006 | 0.771 | 17.21% | 344.00 | 7.72 | 43.84% | 46.20 | 1,350PCR: 2.55 | 6.95 | 19.52% | 19.72 | 2,037.50 | 16.72% | -0.223 | 0.006 | -0.416 | 0.946 | Login To Trade |
1.078 | -0.478 | 0.006 | 0.714 | 16.85% | 1,577.00 | 20.01 | 42.03% | 38.55 | 1,360PCR: 1.22 | 9.15 | 23.37% | 24.40 | 3,481.00 | 16.30% | -0.280 | 0.006 | -0.458 | 1.067 | Login To Trade |
1.177 | -0.514 | 0.007 | 0.648 | 16.60% | 2,804.50 | 14.81 | 39.74% | 31.55 | 1,370PCR: 1.11 | 12.35 | 27.54% | 16.37 | 3,240.00 | 16.11% | -0.349 | 0.007 | -0.497 | 1.172 | Login To Trade |
1.242 | -0.543 | 0.007 | 0.574 | 16.60% | 8,420.50 | 37.89 | 36.79% | 25.50 | 1,380PCR: 0.72 | 16.35 | 31.71% | 27.47 | 5,731.00 | 16.11% | -0.424 | 0.008 | -0.526 | 1.241 | Login To Trade |
1.264 | -0.548 | 0.008 | 0.498 | 16.48% | 4,765.50 | 26.03 | 33.52% | 20.20 | 1,390PCR: 0.66 | 20.90 | 35.52% | 17.06 | 2,920.50 | 15.99% | -0.502 | 0.008 | -0.532 | 1.264 | Login To Trade |
1.240 | -0.538 | 0.007 | 0.423 | 16.48% | 12,370.00 | 116.13 | 29.81% | 15.75 | 1,400PCR: 0.43 | 26.25 | 38.87% | 50.05 | 3,397.50 | 15.87% | -0.581 | 0.008 | -0.517 | 1.238 | Login To Trade |
1.173 | -0.505 | 0.007 | 0.349 | 16.36% | 3,365.00 | 25.65 | 25.76% | 11.95 | 1,410PCR: 0.40 | 32.45 | 41.75% | 10.28 | 578.00 | 15.75% | -0.657 | 0.007 | -0.483 | 1.165 | Login To Trade |
1.071 | -0.461 | 0.006 | 0.282 | 16.36% | 4,122.00 | 40.86 | 21.73% | 8.90 | 1,420PCR: 0.34 | 39.25 | 44.17% | 14.03 | 101.00 | 15.50% | -0.729 | 0.007 | -0.428 | 1.049 | Login To Trade |
0.944 | -0.406 | 0.006 | 0.222 | 16.36% | 1,276.00 | 42.90 | 17.76% | 6.55 | 1,430PCR: 0.19 | 46.80 | 46.11% | 8.36 | 29.50 | 15.38% | -0.793 | 0.006 | -0.367 | 0.906 | Login To Trade |
0.815 | -0.356 | 0.005 | 0.174 | 16.60% | 1,392.00 | 46.21 | 14.36% | 4.90 | 1,440PCR: 0.26 | 54.85 | 47.62% | 12.05 | 94.00 | 15.01% | -0.851 | 0.005 | -0.291 | 0.736 | Login To Trade |
0.701 | -0.315 | 0.004 | 0.139 | 17.09% | 1,974.50 | 46.25 | 11.65% | 3.80 | 1,450PCR: 0.13 | 63.85 | 48.53% | 6.23 | 41.50 | 15.38% | -0.887 | 0.004 | -0.246 | 0.607 | Login To Trade |
0.583 | -0.266 | 0.003 | 0.107 | 17.33% | 1,047.50 | 18.16 | 9.14% | 2.75 | 1,460PCR: 0.19 | 72.70 | 49.41% | 3.36 | 101.00 | 14.89% | -0.927 | 0.003 | -0.172 | 0.439 | Login To Trade |
0.490 | -0.230 | 0.003 | 0.084 | 17.82% | 522.50 | 6.67 | 7.30% | 2.15 | 1,470PCR: 0.27 | 82.40 | 49.74% | 1.79 | 20.00 | 15.63% | -0.943 | 0.002 | -0.150 | 0.365 | Login To Trade |
0.397 | -0.189 | 0.002 | 0.064 | 18.07% | 1,157.50 | 14.17 | 5.59% | 1.60 | 1,480PCR: 0.33 | 91.50 | 50.35% | 4.71 | 102.00 | 13.67% | -0.979 | 0.001 | -0.059 | 0.163 | Login To Trade |
0.341 | -0.169 | 0.002 | 0.053 | 18.80% | 369.50 | 4.22 | 4.63% | 1.30 | 1,490PCR: 0.16 | 100.20 | 99.00% | 0.69 | 2.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.317 | -0.167 | 0.002 | 0.048 | 20.02% | 2,655.00 | 76.58 | 4.20% | 1.25 | 1,500PCR: 0.29 | 111.00 | 99.00% | 22.33 | 34.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.246 | -0.130 | 0.001 | 0.035 | 20.02% | 210.00 | 3.88 | 3.09% | 0.90 | 1,510PCR: 0.10 | 136.75 | 47.38% | 0.37 | 0.00 | 42.97% | -0.789 | 0.002 | -1.034 | 0.915 | Login To Trade |
0.215 | -0.117 | 0.001 | 0.030 | 20.75% | 252.50 | 6.98 | 2.61% | 0.75 | 1,520PCR: 0.17 | 134.00 | 49.91% | 1.21 | 2.50 | 26.86% | -0.925 | 0.002 | -0.316 | 0.447 | Login To Trade |
0.189 | -0.107 | 0.001 | 0.025 | 21.48% | 245.00 | 5.42 | 2.23% | 0.65 | 1,530PCR: 0.06 | 154.85 | 48.18% | 0.32 | 0.00 | 44.74% | -0.815 | 0.002 | -0.995 | 0.845 | Login To Trade |
0.159 | -0.092 | 0.001 | 0.021 | 21.97% | 134.00 | 7.73 | 1.81% | 0.55 | 1,540PCR: 0.24 | 153.15 | 50.36% | 1.89 | 0.50 | 27.59% | -0.946 | 0.001 | -0.251 | 0.346 | Login To Trade |
0.152 | -0.098 | 0.001 | 0.020 | 24.41% | 84.00 | 4.19 | 1.70% | 0.50 | 1,560PCR: 0.40 | 178.00 | 49.68% | 1.68 | 0.00 | 41.02% | -0.884 | 0.002 | -0.670 | 0.621 | Login To Trade |
0.124 | -0.084 | 0.001 | 0.016 | 25.88% | 34.50 | 3.00 | 1.32% | 0.45 | 1,580PCR: 0.11 | 199.45 | 49.84% | 0.32 | 0.00 | 46.14% | -0.879 | 0.001 | -0.772 | 0.636 | Login To Trade |
0.123 | -0.092 | 0.000 | 0.015 | 28.32% | 300.00 | 20.48 | 1.30% | 0.45 | 1,600PCR: 0.34 | 208.00 | 99.00% | 6.91 | 3.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.114 | -0.091 | 0.000 | 0.014 | 30.27% | 1.00 | 1.05 | 1.17% | 0.45 | 1,620PCR: 0.28 | 235.50 | 50.80% | 0.30 | 0.00 | 44.43% | -0.929 | 0.001 | -0.503 | 0.430 | Login To Trade |
0.090 | -0.074 | 0.000 | 0.011 | 31.25% | 8.50 | 5.11 | 0.89% | 0.35 | 1,640PCR: 1.57 | 248.45 | 99.00% | 8.04 | 18.00 | 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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