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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 | |
0.108 | -0.712 | 0.001 | 0.970 | 79.10% | 0.50 | 0.04 | 47.50% | 209.00 | 1,020PCR: 44.75 | 0.20 | 0.76% | 1.79 | 68.00 | 58.59% | -0.006 | 0.000 | -0.135 | 0.028 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,040PCR: -- | 0.15 | 0.60% | 1.63 | 8.50 | 50.78% | -0.005 | 0.000 | -0.097 | 0.023 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 165.00 | 1,060PCR: 488.00 | 0.05 | 0.01% | 2.44 | 37.50 | 31.25% | -0.000 | 0.000 | -0.002 | 0.001 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 140.50 | 1,080PCR: 717.00 | 0.10 | 0.57% | 3.59 | 64.50 | 39.06% | -0.005 | 0.000 | -0.074 | 0.023 | Login To Trade |
0.223 | -1.138 | 0.002 | 0.925 | 61.28% | 16.50 | 0.77 | 47.05% | 131.25 | 1,100PCR: 15.23 | 0.20 | 0.79% | 11.65 | 376.00 | 35.16% | -0.007 | 0.000 | -0.090 | 0.031 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,110PCR: -- | 0.20 | 1.36% | 1.97 | 29.00 | 35.16% | -0.012 | 0.001 | -0.146 | 0.050 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.04 | 99.00% | 105.00 | 1,120PCR: 116.75 | 0.25 | 1.64% | 4.67 | 131.00 | 33.20% | -0.015 | 0.001 | -0.164 | 0.059 | Login To Trade |
0.147 | -0.472 | 0.002 | 0.956 | 38.57% | 0.00 | 0.06 | 48.29% | 99.00 | 1,130PCR: 74.18 | 0.25 | 2.99% | 4.08 | 77.50 | 34.18% | -0.028 | 0.001 | -0.286 | 0.101 | Login To Trade |
0.321 | -1.380 | 0.003 | 0.876 | 51.51% | 0.50 | 0.57 | 46.18% | 93.00 | 1,140PCR: 10.03 | 0.30 | 1.75% | 5.72 | 159.50 | 27.34% | -0.016 | 0.001 | -0.146 | 0.064 | Login To Trade |
0.161 | -0.418 | 0.002 | 0.951 | 31.25% | 27.50 | 1.29 | 48.35% | 78.75 | 1,150PCR: 7.52 | 0.45 | 2.69% | 9.71 | 738.50 | 26.37% | -0.025 | 0.001 | -0.206 | 0.094 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 52.50 | 4.70 | 99.00% | 66.95 | 1,160PCR: 1.63 | 0.50 | 3.47% | 7.68 | 684.50 | 24.41% | -0.033 | 0.002 | -0.238 | 0.117 | Login To Trade |
0.034 | -0.044 | 0.001 | 0.992 | 15.63% | 26.50 | 1.12 | 49.44% | 58.00 | 1,170PCR: 4.95 | 0.70 | 4.67% | 5.54 | 1,012.50 | 22.46% | -0.046 | 0.003 | -0.284 | 0.152 | Login To Trade |
0.152 | -0.235 | 0.003 | 0.954 | 18.55% | 60.50 | 1.08 | 48.71% | 48.50 | 1,180PCR: 10.68 | 1.10 | 7.31% | 11.53 | 2,048.00 | 21.48% | -0.074 | 0.004 | -0.395 | 0.221 | Login To Trade |
0.250 | -0.376 | 0.006 | 0.913 | 18.07% | 108.00 | 1.80 | 47.93% | 38.85 | 1,190PCR: 3.94 | 1.80 | 10.51% | 7.10 | 1,884.00 | 20.02% | -0.111 | 0.006 | -0.497 | 0.298 | Login To Trade |
0.369 | -0.541 | 0.009 | 0.849 | 17.58% | 1,027.00 | 13.83 | 46.39% | 30.05 | 1,200PCR: 2.79 | 2.95 | 15.55% | 38.59 | 4,854.00 | 19.04% | -0.174 | 0.009 | -0.640 | 0.404 | Login To Trade |
0.501 | -0.709 | 0.012 | 0.749 | 16.97% | 1,059.00 | 7.17 | 43.55% | 21.45 | 1,210PCR: 1.24 | 4.40 | 21.55% | 8.87 | 3,921.50 | 17.58% | -0.258 | 0.012 | -0.745 | 0.509 | Login To Trade |
0.599 | -0.804 | 0.015 | 0.621 | 16.11% | 4,585.50 | 20.36 | 39.14% | 14.10 | 1,220PCR: 0.83 | 7.15 | 29.13% | 16.90 | 5,638.00 | 16.60% | -0.383 | 0.015 | -0.831 | 0.601 | Login To Trade |
0.625 | -0.827 | 0.016 | 0.464 | 15.87% | 8,324.50 | 25.74 | 32.26% | 8.60 | 1,230PCR: 0.51 | 11.65 | 36.55% | 13.09 | 6,148.50 | 16.11% | -0.535 | 0.016 | -0.840 | 0.625 | Login To Trade |
0.557 | -0.737 | 0.014 | 0.313 | 15.87% | 11,125.00 | 28.89 | 24.01% | 5.10 | 1,240PCR: 0.48 | 17.95 | 42.42% | 13.74 | 2,802.00 | 16.11% | -0.684 | 0.014 | -0.751 | 0.559 | Login To Trade |
0.447 | -0.627 | 0.011 | 0.205 | 16.85% | 6,780.50 | 51.16 | 16.93% | 3.00 | 1,250PCR: 0.38 | 25.65 | 45.84% | 19.34 | 1,371.00 | 17.09% | -0.792 | 0.011 | -0.643 | 0.451 | Login To Trade |
0.312 | -0.445 | 0.007 | 0.119 | 17.09% | 6,186.50 | 32.96 | 10.39% | 1.60 | 1,260PCR: 0.27 | 34.10 | 47.70% | 8.82 | 509.00 | 18.31% | -0.862 | 0.008 | -0.530 | 0.348 | Login To Trade |
0.191 | -0.272 | 0.004 | 0.061 | 17.09% | 4,258.50 | 42.08 | 5.60% | 0.65 | 1,270PCR: 0.17 | 43.25 | 49.13% | 7.29 | 242.50 | 18.07% | -0.927 | 0.005 | -0.330 | 0.219 | Login To Trade |
0.115 | -0.169 | 0.003 | 0.033 | 17.58% | 3,691.00 | 58.67 | 3.02% | 0.45 | 1,280PCR: 0.21 | 52.45 | 49.94% | 12.22 | 320.50 | 17.58% | -0.967 | 0.003 | -0.172 | 0.117 | Login To Trade |
0.109 | -0.186 | 0.002 | 0.031 | 20.51% | 1,863.50 | 29.60 | 2.81% | 0.40 | 1,290PCR: 0.17 | 62.95 | 49.84% | 4.90 | 132.50 | 22.46% | -0.956 | 0.003 | -0.275 | 0.147 | Login To Trade |
0.089 | -0.166 | 0.002 | 0.024 | 22.46% | 4,006.00 | 99.94 | 2.19% | 0.40 | 1,300PCR: 0.19 | 72.75 | 50.00% | 19.10 | 265.00 | 25.39% | -0.959 | 0.002 | -0.294 | 0.139 | Login To Trade |
0.063 | -0.123 | 0.001 | 0.016 | 23.44% | 343.50 | 12.04 | 1.46% | 0.25 | 1,310PCR: 0.15 | 81.35 | 99.00% | 1.80 | 11.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.066 | -0.145 | 0.001 | 0.017 | 26.37% | 544.50 | 22.17 | 1.53% | 0.25 | 1,320PCR: 0.18 | 91.25 | 99.00% | 3.97 | 17.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.068 | -0.165 | 0.001 | 0.017 | 29.30% | 171.50 | 6.76 | 1.56% | 0.30 | 1,330PCR: 0.19 | 102.00 | 99.00% | 1.30 | 4.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.061 | -0.159 | 0.001 | 0.015 | 31.25% | 199.50 | 9.59 | 1.37% | 0.25 | 1,340PCR: 0.23 | 103.50 | 99.00% | 2.19 | 4.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.062 | -0.178 | 0.001 | 0.016 | 34.18% | 772.00 | 22.48 | 1.40% | 0.30 | 1,350PCR: 0.41 | 123.00 | 50.54% | 9.14 | 94.00 | 39.06% | -0.969 | 0.001 | -0.355 | 0.109 | Login To Trade |
0.051 | -0.148 | 0.001 | 0.012 | 35.16% | 129.50 | 4.47 | 1.09% | 0.25 | 1,360PCR: 0.34 | 122.50 | 99.00% | 1.51 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.046 | -0.142 | 0.001 | 0.011 | 37.11% | 117.50 | 3.06 | 0.97% | 0.20 | 1,370PCR: 0.37 | 131.45 | 99.00% | 1.15 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.044 | -0.143 | 0.001 | 0.011 | 39.06% | 57.00 | 2.84 | 0.91% | 0.25 | 1,380PCR: 0.11 | 149.00 | 99.00% | 0.31 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.052 | -0.186 | 0.001 | 0.013 | 42.97% | 111.50 | 3.18 | 1.10% | 0.25 | 1,390PCR: 0.02 | 155.70 | 99.00% | 0.05 | 1.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.039 | -0.139 | 0.000 | 0.009 | 42.97% | 1,197.50 | 58.21 | 0.78% | 0.20 | 1,400PCR: 0.40 | 172.50 | 50.98% | 23.23 | 305.50 | 46.88% | -0.984 | 0.001 | -0.242 | 0.062 | Login To Trade |
0.015 | -0.048 | 0.000 | 0.003 | 39.06% | 45.00 | 2.33 | 0.26% | 0.10 | 1,410PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.021 | -0.074 | 0.000 | 0.004 | 42.97% | 28.50 | 3.25 | 0.38% | 0.10 | 1,420PCR: 0.11 | 182.00 | 99.00% | 0.35 | 1.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.001 | -0.001 | 0.000 | 0.000 | 31.25% | 13.00 | 1.57 | 0.01% | 0.05 | 1,430PCR: 0.06 | 195.50 | 99.00% | 0.09 | 1.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | -0.001 | 0.000 | 0.000 | 31.25% | 54.00 | 3.45 | 0.00% | 0.05 | 1,440PCR: 0.47 | 210.15 | 99.00% | 1.63 | 10.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.020 | -0.084 | 0.000 | 0.004 | 50.78% | 16.00 | 1.88 | 0.35% | 0.15 | 1,460PCR: 0.81 | 233.00 | 51.35% | 1.52 | 16.00 | 66.41% | -0.977 | 0.001 | -0.479 | 0.087 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 31.25% | 10.00 | 2.45 | 0.00% | 0.05 | 1,480PCR: 0.58 | 251.20 | 99.00% | 1.43 | 3.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 31.25% | 171.00 | 23.38 | 0.00% | 0.05 | 1,500PCR: 1.22 | 271.70 | 99.00% | 28.45 | 181.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.020 | -0.104 | 0.000 | 0.004 | 62.50% | 49.00 | 5.49 | 0.34% | 0.10 | 1,520PCR: 1.21 | 292.00 | 99.00% | 6.64 | 63.00 | 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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