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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 | |
0.043 | -0.609 | 0.000 | 0.990 | 113.28% | 85.00 | 0.23 | 47.51% | 364.80 | 1,180PCR: 1.02 | 0.10 | 0.35% | 0.23 | 0.00 | 93.75% | -0.003 | 0.000 | -0.152 | 0.013 | Login To Trade |
0.159 | -2.988 | 0.000 | 0.953 | 150.88% | 39.00 | 0.27 | 46.03% | 349.25 | 1,200PCR: 6.20 | 0.05 | 0.01% | 1.68 | 12.50 | 62.50% | -0.000 | 0.000 | -0.003 | 0.000 | Login To Trade |
0.178 | -3.285 | 0.001 | 0.946 | 147.46% | 2.00 | 0.22 | 45.96% | 330.00 | 1,220PCR: 0.40 | 0.10 | 0.22% | 0.09 | 0.00 | 78.13% | -0.002 | 0.000 | -0.086 | 0.009 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 36.00 | 0.06 | 99.00% | 302.10 | 1,240PCR: 8.36 | 0.10 | 0.41% | 0.46 | 4.50 | 78.13% | -0.003 | 0.000 | -0.154 | 0.016 | Login To Trade |
0.193 | -3.158 | 0.001 | 0.940 | 130.86% | 1.00 | 0.03 | 46.18% | 290.00 | 1,260PCR: 7.00 | 0.10 | 0.32% | 0.18 | 5.00 | 70.31% | -0.003 | 0.000 | -0.113 | 0.013 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,280PCR: -- | 0.05 | 0.23% | 0.57 | 7.50 | 62.50% | -0.002 | 0.000 | -0.075 | 0.010 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 10.00 | 0.65 | 99.00% | 244.00 | 1,300PCR: 7.89 | 0.10 | 0.47% | 5.09 | 62.50 | 62.50% | -0.004 | 0.000 | -0.145 | 0.019 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 173.00 | 1,310PCR: 123.00 | 0.10 | 0.41% | 0.62 | 9.00 | 58.59% | -0.003 | 0.000 | -0.121 | 0.017 | Login To Trade |
0.223 | -2.981 | 0.001 | 0.927 | 106.93% | 11.50 | 0.21 | 46.44% | 230.00 | 1,320PCR: 2.93 | 0.10 | 0.33% | 0.62 | 10.50 | 54.69% | -0.003 | 0.000 | -0.095 | 0.014 | Login To Trade |
0.239 | -3.131 | 0.001 | 0.921 | 104.98% | 1.50 | 0.03 | 46.31% | 220.00 | 1,330PCR: 14.83 | 0.05 | 0.00% | 0.45 | 20.50 | 31.25% | 0.000 | 0.000 | -0.000 | 0.000 | Login To Trade |
0.128 | -1.238 | 0.001 | 0.964 | 77.15% | 0.50 | 0.19 | 47.81% | 206.00 | 1,340PCR: 5.18 | 0.15 | 0.71% | 0.99 | 17.50 | 54.69% | -0.006 | 0.000 | -0.191 | 0.028 | Login To Trade |
0.225 | -2.570 | 0.001 | 0.926 | 91.31% | 3.50 | 0.43 | 46.75% | 198.70 | 1,350PCR: 11.60 | 0.15 | 0.63% | 4.99 | 102.50 | 50.78% | -0.005 | 0.000 | -0.159 | 0.025 | Login To Trade |
0.257 | -2.981 | 0.001 | 0.912 | 92.77% | 4.00 | 1.13 | 46.40% | 190.50 | 1,360PCR: 4.48 | 0.15 | 0.51% | 5.07 | 33.50 | 46.88% | -0.004 | 0.000 | -0.124 | 0.021 | Login To Trade |
0.148 | -1.256 | 0.001 | 0.957 | 67.87% | 0.00 | 0.45 | 47.86% | 175.70 | 1,370PCR: 14.10 | 0.05 | 0.01% | 6.35 | 41.00 | 31.25% | -0.000 | 0.000 | -0.003 | 0.001 | Login To Trade |
0.241 | -2.376 | 0.001 | 0.920 | 78.86% | 2.50 | 0.86 | 46.86% | 169.00 | 1,380PCR: 2.20 | 0.10 | 0.32% | 1.89 | 115.50 | 39.06% | -0.003 | 0.000 | -0.068 | 0.014 | Login To Trade |
0.203 | -1.705 | 0.001 | 0.936 | 67.38% | 2.00 | 0.64 | 47.46% | 156.80 | 1,390PCR: 3.02 | 0.10 | 0.54% | 1.92 | 89.00 | 39.06% | -0.005 | 0.000 | -0.111 | 0.023 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 598.50 | 7.19 | 99.00% | 144.15 | 1,400PCR: 2.34 | 0.20 | 0.87% | 16.84 | 936.50 | 39.06% | -0.008 | 0.000 | -0.171 | 0.035 | Login To Trade |
0.136 | -0.848 | 0.001 | 0.961 | 49.80% | 1.50 | 0.42 | 48.32% | 135.00 | 1,410PCR: 4.87 | 0.15 | 0.72% | 2.05 | 71.00 | 35.16% | -0.007 | 0.000 | -0.131 | 0.030 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 18.00 | 0.65 | 99.00% | 122.65 | 1,420PCR: 5.25 | 0.15 | 0.82% | 3.41 | 199.00 | 33.20% | -0.008 | 0.000 | -0.140 | 0.034 | Login To Trade |
0.055 | -0.228 | 0.001 | 0.987 | 33.20% | 6.00 | 1.28 | 49.08% | 114.00 | 1,430PCR: 1.73 | 0.20 | 1.00% | 2.21 | 143.50 | 31.25% | -0.009 | 0.001 | -0.157 | 0.040 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 24.00 | 1.88 | 99.00% | 103.40 | 1,440PCR: 1.94 | 0.25 | 1.68% | 3.65 | 333.00 | 31.25% | -0.016 | 0.001 | -0.249 | 0.064 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 55.50 | 4.38 | 99.00% | 94.45 | 1,450PCR: 2.56 | 0.35 | 2.10% | 11.19 | 525.50 | 29.30% | -0.020 | 0.001 | -0.285 | 0.078 | Login To Trade |
0.262 | -1.326 | 0.003 | 0.910 | 40.53% | 34.50 | 2.46 | 47.45% | 87.00 | 1,460PCR: 2.62 | 0.35 | 2.20% | 6.44 | 316.50 | 26.37% | -0.021 | 0.001 | -0.269 | 0.082 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 95.00 | 2.11 | 99.00% | 73.20 | 1,470PCR: 2.38 | 0.40 | 2.79% | 5.03 | 346.50 | 24.41% | -0.027 | 0.002 | -0.307 | 0.101 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 156.00 | 4.53 | 99.00% | 64.00 | 1,480PCR: 2.19 | 0.55 | 3.83% | 9.92 | 1,255.50 | 22.95% | -0.038 | 0.002 | -0.380 | 0.132 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 90.00 | 3.21 | 99.00% | 52.90 | 1,490PCR: 3.28 | 0.60 | 4.66% | 10.54 | 1,255.00 | 20.51% | -0.046 | 0.003 | -0.403 | 0.157 | Login To Trade |
0.130 | -0.253 | 0.003 | 0.963 | 15.63% | 1,125.50 | 37.13 | 49.04% | 44.20 | 1,500PCR: 1.04 | 0.75 | 5.91% | 38.66 | 3,539.50 | 18.07% | -0.060 | 0.004 | -0.435 | 0.193 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 350.50 | 24.94 | 99.00% | 33.55 | 1,510PCR: 0.53 | 0.85 | 7.60% | 13.10 | 1,790.00 | 15.14% | -0.079 | 0.006 | -0.450 | 0.238 | Login To Trade |
0.253 | -0.347 | 0.009 | 0.914 | 10.99% | 2,001.00 | 42.61 | 48.20% | 25.00 | 1,520PCR: 0.62 | 1.40 | 11.60% | 26.42 | 7,171.50 | 13.18% | -0.127 | 0.010 | -0.554 | 0.336 | Login To Trade |
0.481 | -0.691 | 0.016 | 0.778 | 11.47% | 3,608.00 | 32.65 | 44.62% | 16.55 | 1,530PCR: 0.56 | 2.85 | 20.11% | 18.23 | 9,813.00 | 12.45% | -0.240 | 0.015 | -0.783 | 0.503 | Login To Trade |
0.630 | -0.943 | 0.020 | 0.585 | 11.96% | 12,832.00 | 24.85 | 37.80% | 10.35 | 1,540PCR: 0.65 | 6.50 | 30.96% | 16.21 | 22,077.50 | 12.94% | -0.421 | 0.019 | -1.023 | 0.632 | Login To Trade |
0.624 | -1.085 | 0.017 | 0.398 | 13.92% | 30,140.50 | 37.44 | 28.97% | 6.50 | 1,550PCR: 0.20 | 12.40 | 39.11% | 7.56 | 13,100.50 | 14.40% | -0.599 | 0.017 | -1.125 | 0.625 | Login To Trade |
0.524 | -0.992 | 0.013 | 0.260 | 15.14% | 34,037.00 | 30.34 | 20.78% | 3.85 | 1,560PCR: 0.24 | 20.00 | 43.69% | 7.29 | 4,382.50 | 16.11% | -0.727 | 0.013 | -1.083 | 0.538 | Login To Trade |
0.410 | -0.850 | 0.009 | 0.171 | 16.60% | 17,529.00 | 14.03 | 14.47% | 2.50 | 1,570PCR: 0.17 | 29.05 | 46.21% | 2.45 | 1,671.50 | 18.07% | -0.809 | 0.009 | -0.994 | 0.440 | Login To Trade |
0.316 | -0.713 | 0.007 | 0.116 | 18.07% | 10,425.50 | 13.58 | 10.24% | 1.60 | 1,580PCR: 0.04 | 38.10 | 47.75% | 0.49 | 305.50 | 19.53% | -0.868 | 0.007 | -0.844 | 0.345 | Login To Trade |
0.223 | -0.532 | 0.004 | 0.073 | 19.04% | 4,370.00 | 8.88 | 6.58% | 1.05 | 1,590PCR: 0.16 | 47.55 | 48.92% | 1.40 | 107.00 | 20.51% | -0.914 | 0.005 | -0.650 | 0.254 | Login To Trade |
0.176 | -0.463 | 0.003 | 0.054 | 21.00% | 7,028.00 | 21.90 | 4.91% | 0.80 | 1,600PCR: 0.21 | 57.10 | 49.12% | 4.56 | 246.50 | 23.44% | -0.924 | 0.004 | -0.675 | 0.231 | Login To Trade |
0.133 | -0.373 | 0.002 | 0.038 | 22.46% | 1,527.50 | 6.61 | 3.48% | 0.55 | 1,610PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.082 | -0.230 | 0.001 | 0.021 | 22.46% | 1,177.50 | 9.52 | 1.96% | 0.35 | 1,620PCR: 0.03 | 72.70 | 99.00% | 0.31 | 5.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.057 | -0.166 | 0.001 | 0.014 | 23.44% | 309.00 | 0.85 | 1.27% | 0.20 | 1,630PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.032 | -0.095 | 0.001 | 0.007 | 23.44% | 603.00 | 8.12 | 0.67% | 0.10 | 1,640PCR: 0.06 | 91.20 | 99.00% | 0.52 | 7.00 | 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 | 1,650PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.042 | -0.152 | 0.001 | 0.010 | 29.30% | 111.50 | 2.35 | 0.88% | 0.15 | 1,660PCR: 1.14 | 115.25 | 99.00% | 2.68 | 281.00 | 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 | 1,670PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.036 | -0.148 | 0.000 | 0.008 | 33.20% | 74.50 | 1.78 | 0.72% | 0.15 | 1,680PCR: 0.01 | 162.60 | 46.45% | 0.01 | 0.00 | 113.77% | -0.741 | 0.002 | -7.442 | 0.523 | Login To Trade |
0.022 | -0.098 | 0.000 | 0.005 | 35.16% | 24.00 | 0.71 | 0.43% | 0.10 | 1,700PCR: 0.04 | 154.10 | 99.00% | 0.03 | 1.50 | 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 | 1,720PCR: -- | 202.30 | 47.60% | 0.01 | 0.00 | 128.66% | -0.768 | 0.002 | -7.920 | 0.493 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 1,740PCR: -- | 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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