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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 | 0.60 | 99.00% | 382.00 | 1,000PCR: 15.57 | 0.35 | 0.84% | 9.27 | 282.50 | 66.41% | -0.006 | 0.000 | -0.097 | 0.050 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 244.50 | 6.00 | 99.00% | 326.00 | 1,100PCR: 1.43 | 0.50 | 1.20% | 8.57 | 351.00 | 51.76% | -0.009 | 0.000 | -0.113 | 0.075 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 201.35 | 1,120PCR: 90.00 | 0.55 | 1.29% | 1.80 | 28.50 | 48.83% | -0.010 | 0.000 | -0.116 | 0.082 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.04 | 99.00% | 265.40 | 1,130PCR: 52.50 | 0.55 | 1.43% | 2.10 | 40.50 | 47.85% | -0.011 | 0.000 | -0.125 | 0.090 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.28 | 99.00% | 267.50 | 1,140PCR: 6.05 | 0.65 | 1.56% | 1.70 | 26.50 | 46.88% | -0.012 | 0.000 | -0.134 | 0.098 | Login To Trade |
0.190 | -0.290 | 0.000 | 0.974 | 52.73% | 88.50 | 0.88 | 47.29% | 277.95 | 1,150PCR: 7.55 | 0.65 | 1.55% | 6.61 | 234.50 | 44.92% | -0.012 | 0.000 | -0.128 | 0.098 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.54 | 99.00% | 230.00 | 1,160PCR: 3.43 | 0.80 | 1.90% | 1.84 | 60.00 | 44.92% | -0.015 | 0.000 | -0.155 | 0.119 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 1.21 | 99.00% | 242.15 | 1,170PCR: 0.81 | 0.85 | 2.10% | 0.97 | 38.50 | 43.95% | -0.017 | 0.000 | -0.166 | 0.130 | Login To Trade |
0.401 | -0.707 | 0.001 | 0.933 | 60.79% | 0.00 | 1.11 | 46.15% | 252.00 | 1,180PCR: 2.53 | 0.90 | 2.32% | 2.81 | 43.00 | 42.97% | -0.019 | 0.000 | -0.179 | 0.143 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.07 | 99.00% | 180.15 | 1,190PCR: 29.46 | 1.10 | 2.57% | 1.92 | 51.50 | 41.99% | -0.021 | 0.000 | -0.192 | 0.158 | Login To Trade |
0.253 | -0.337 | 0.001 | 0.963 | 45.90% | 10.00 | 3.07 | 47.38% | 228.45 | 1,200PCR: 10.31 | 1.15 | 2.85% | 31.60 | 1,644.50 | 41.02% | -0.024 | 0.000 | -0.206 | 0.173 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.25 | 99.00% | 175.75 | 1,210PCR: 7.00 | 1.15 | 2.80% | 1.72 | 33.50 | 39.06% | -0.024 | 0.001 | -0.196 | 0.173 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.66 | 99.00% | 169.00 | 1,220PCR: 7.34 | 1.35 | 3.33% | 4.81 | 118.00 | 38.57% | -0.028 | 0.001 | -0.226 | 0.202 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.91 | 99.00% | 167.00 | 1,230PCR: 3.83 | 1.35 | 3.53% | 3.47 | 128.50 | 37.11% | -0.030 | 0.001 | -0.229 | 0.213 | Login To Trade |
0.157 | -0.146 | 0.001 | 0.979 | 32.23% | 5.50 | 2.55 | 48.28% | 187.00 | 1,240PCR: 2.17 | 1.50 | 3.83% | 5.52 | 102.50 | 35.89% | -0.033 | 0.001 | -0.240 | 0.231 | Login To Trade |
0.117 | -0.096 | 0.000 | 0.985 | 28.32% | 1.50 | 5.91 | 48.57% | 176.65 | 1,250PCR: 2.53 | 1.75 | 4.44% | 14.97 | 368.00 | 35.16% | -0.039 | 0.001 | -0.268 | 0.263 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 5.50 | 2.72 | 99.00% | 165.70 | 1,260PCR: 3.66 | 2.00 | 4.91% | 9.94 | 379.00 | 34.18% | -0.044 | 0.001 | -0.286 | 0.288 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 2.04 | 99.00% | 129.20 | 1,270PCR: 3.01 | 2.15 | 5.45% | 6.13 | 256.50 | 32.96% | -0.049 | 0.001 | -0.303 | 0.317 | Login To Trade |
0.250 | -0.205 | 0.001 | 0.963 | 28.32% | 2.50 | 7.27 | 48.16% | 147.55 | 1,280PCR: 1.69 | 2.30 | 5.94% | 12.25 | 429.00 | 31.74% | -0.054 | 0.001 | -0.315 | 0.342 | Login To Trade |
0.182 | -0.127 | 0.001 | 0.975 | 23.93% | 4.00 | 5.97 | 48.56% | 136.95 | 1,290PCR: 1.71 | 2.50 | 6.40% | 10.20 | 296.50 | 30.27% | -0.059 | 0.001 | -0.322 | 0.367 | Login To Trade |
0.409 | -0.348 | 0.002 | 0.931 | 29.30% | 64.00 | 20.34 | 47.48% | 129.05 | 1,300PCR: 2.64 | 2.85 | 7.17% | 53.60 | 2,332.50 | 29.05% | -0.068 | 0.002 | -0.342 | 0.406 | Login To Trade |
0.353 | -0.258 | 0.002 | 0.943 | 25.15% | 4.00 | 9.61 | 47.94% | 118.10 | 1,310PCR: 0.68 | 3.05 | 7.97% | 6.53 | 333.00 | 27.83% | -0.076 | 0.002 | -0.359 | 0.445 | Login To Trade |
0.445 | -0.328 | 0.002 | 0.924 | 25.39% | 6.00 | 15.78 | 47.48% | 109.00 | 1,320PCR: 0.78 | 3.45 | 8.89% | 12.35 | 1,008.00 | 26.61% | -0.087 | 0.002 | -0.378 | 0.490 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 5.03 | 99.00% | 66.80 | 1,330PCR: 1.99 | 3.90 | 10.05% | 10.00 | 842.50 | 25.63% | -0.100 | 0.002 | -0.405 | 0.544 | Login To Trade |
0.674 | -0.522 | 0.003 | 0.865 | 26.73% | 31.50 | 7.70 | 46.06% | 92.00 | 1,340PCR: 1.53 | 4.55 | 11.40% | 11.76 | 1,201.50 | 24.54% | -0.116 | 0.003 | -0.430 | 0.604 | Login To Trade |
0.629 | -0.405 | 0.003 | 0.878 | 22.22% | 174.00 | 37.50 | 46.55% | 80.10 | 1,350PCR: 0.87 | 5.40 | 13.33% | 32.64 | 1,989.00 | 23.68% | -0.139 | 0.003 | -0.471 | 0.685 | Login To Trade |
0.759 | -0.500 | 0.004 | 0.838 | 22.71% | 200.00 | 12.51 | 45.55% | 72.35 | 1,360PCR: 1.20 | 6.40 | 15.41% | 15.03 | 1,749.00 | 22.83% | -0.165 | 0.004 | -0.509 | 0.769 | Login To Trade |
0.855 | -0.545 | 0.004 | 0.805 | 21.97% | 328.00 | 11.23 | 44.68% | 62.45 | 1,370PCR: 1.15 | 7.75 | 17.83% | 12.87 | 1,187.50 | 22.09% | -0.197 | 0.004 | -0.550 | 0.858 | Login To Trade |
0.952 | -0.598 | 0.005 | 0.765 | 21.67% | 761.00 | 16.15 | 43.49% | 55.65 | 1,380PCR: 0.77 | 9.45 | 20.61% | 12.37 | 1,882.00 | 21.48% | -0.235 | 0.005 | -0.594 | 0.953 | Login To Trade |
1.034 | -0.617 | 0.005 | 0.725 | 20.57% | 601.50 | 9.82 | 42.27% | 47.25 | 1,390PCR: 0.84 | 11.40 | 23.30% | 8.27 | 1,691.00 | 20.39% | -0.277 | 0.005 | -0.613 | 1.037 | Login To Trade |
1.119 | -0.638 | 0.006 | 0.672 | 19.65% | 3,107.00 | 60.32 | 40.50% | 39.10 | 1,400PCR: 0.54 | 13.95 | 26.65% | 32.34 | 3,940.50 | 20.02% | -0.331 | 0.006 | -0.652 | 1.123 | Login To Trade |
1.187 | -0.664 | 0.006 | 0.612 | 19.29% | 1,203.50 | 14.17 | 38.22% | 32.40 | 1,410PCR: 0.89 | 17.20 | 29.96% | 12.56 | 1,695.00 | 19.53% | -0.389 | 0.006 | -0.673 | 1.188 | Login To Trade |
1.228 | -0.674 | 0.007 | 0.546 | 18.92% | 4,179.50 | 41.55 | 35.56% | 26.25 | 1,420PCR: 0.45 | 20.90 | 33.35% | 18.67 | 1,846.00 | 19.04% | -0.454 | 0.007 | -0.678 | 1.228 | Login To Trade |
1.234 | -0.664 | 0.007 | 0.478 | 18.55% | 2,282.00 | 24.79 | 32.47% | 20.80 | 1,430PCR: 0.42 | 25.55 | 36.50% | 10.49 | 858.50 | 18.55% | -0.522 | 0.007 | -0.664 | 1.234 | Login To Trade |
1.202 | -0.630 | 0.007 | 0.407 | 18.07% | 3,466.50 | 46.97 | 28.93% | 15.90 | 1,440PCR: 0.27 | 30.70 | 39.44% | 12.48 | 446.50 | 18.07% | -0.593 | 0.007 | -0.630 | 1.202 | Login To Trade |
1.134 | -0.590 | 0.007 | 0.339 | 17.94% | 4,186.50 | 59.97 | 25.13% | 12.15 | 1,450PCR: 0.21 | 36.90 | 41.88% | 12.58 | 319.50 | 18.31% | -0.657 | 0.006 | -0.605 | 1.139 | Login To Trade |
1.037 | -0.540 | 0.006 | 0.277 | 17.94% | 2,241.50 | 19.83 | 21.34% | 9.40 | 1,460PCR: 0.46 | 43.75 | 44.14% | 9.03 | 109.50 | 17.76% | -0.725 | 0.006 | -0.533 | 1.034 | Login To Trade |
0.943 | -0.503 | 0.005 | 0.231 | 18.37% | 1,075.00 | 7.76 | 18.32% | 7.40 | 1,470PCR: 0.16 | 51.75 | 45.87% | 1.24 | 29.50 | 17.40% | -0.782 | 0.005 | -0.461 | 0.913 | Login To Trade |
0.832 | -0.451 | 0.005 | 0.187 | 18.68% | 1,297.00 | 20.02 | 15.20% | 5.85 | 1,480PCR: 0.33 | 59.45 | 46.88% | 6.68 | 70.00 | 18.55% | -0.816 | 0.005 | -0.445 | 0.826 | Login To Trade |
0.730 | -0.411 | 0.004 | 0.152 | 19.41% | 439.00 | 6.03 | 12.65% | 4.65 | 1,490PCR: 0.11 | 68.25 | 47.81% | 0.65 | 11.50 | 19.04% | -0.850 | 0.004 | -0.399 | 0.722 | Login To Trade |
0.640 | -0.371 | 0.003 | 0.126 | 20.02% | 3,274.50 | 39.34 | 10.59% | 3.70 | 1,500PCR: 0.09 | 77.70 | 48.47% | 3.39 | 162.50 | 19.53% | -0.878 | 0.003 | -0.355 | 0.627 | Login To Trade |
0.553 | -0.329 | 0.003 | 0.102 | 20.51% | 289.00 | 4.68 | 8.73% | 2.95 | 1,510PCR: 0.04 | 91.00 | 47.66% | 0.19 | 2.00 | 26.61% | -0.831 | 0.003 | -0.603 | 0.781 | Login To Trade |
0.475 | -0.289 | 0.002 | 0.083 | 21.00% | 467.00 | 17.68 | 7.18% | 2.35 | 1,520PCR: 0.70 | 98.00 | 48.81% | 12.33 | 23.50 | 24.17% | -0.882 | 0.003 | -0.429 | 0.612 | Login To Trade |
0.403 | -0.248 | 0.002 | 0.067 | 21.24% | 554.50 | 6.68 | 5.81% | 1.90 | 1,530PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.358 | -0.231 | 0.002 | 0.058 | 22.22% | 203.00 | 6.50 | 5.00% | 1.60 | 1,540PCR: 0.00 | 119.90 | 48.76% | 0.02 | 0.00 | 30.64% | -0.869 | 0.002 | -0.587 | 0.661 | Login To Trade |
0.311 | -0.205 | 0.001 | 0.048 | 22.71% | 223.50 | 5.91 | 4.19% | 1.40 | 1,550PCR: 0.18 | 123.00 | 99.00% | 1.06 | 16.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.283 | -0.195 | 0.001 | 0.043 | 23.68% | 272.50 | 16.99 | 3.72% | 1.25 | 1,560PCR: 0.00 | 140.05 | 49.15% | 0.04 | 0.00 | 34.42% | -0.877 | 0.002 | -0.629 | 0.630 | Login To Trade |
0.233 | -0.172 | 0.001 | 0.034 | 25.39% | 178.00 | 8.34 | 2.91% | 1.00 | 1,580PCR: 0.00 | 159.00 | 49.67% | 0.01 | 0.00 | 36.13% | -0.897 | 0.002 | -0.583 | 0.556 | Login To Trade |
0.175 | -0.134 | 0.001 | 0.024 | 26.37% | 275.50 | 5.88 | 2.05% | 0.75 | 1,600PCR: 0.35 | 174.20 | 50.85% | 2.03 | 196.50 | 24.41% | -0.984 | 0.001 | -0.088 | 0.125 | Login To Trade |
0.153 | -0.125 | 0.001 | 0.020 | 28.32% | 47.00 | 1.55 | 1.73% | 0.65 | 1,620PCR: 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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