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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% | 240.00 | 960PCR: 677.00 | 0.45 | 1.12% | 3.39 | 23.00 | 46.88% | -0.008 | 0.000 | -0.072 | 0.072 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 6.50 | 3.55 | 99.00% | 266.00 | 1,000PCR: 1.03 | 0.65 | 1.63% | 3.67 | 215.50 | 42.97% | -0.013 | 0.000 | -0.096 | 0.104 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 190.00 | 1,060PCR: 326.00 | 0.75 | 2.25% | 1.63 | 49.00 | 34.67% | -0.019 | 0.000 | -0.108 | 0.145 | Login To Trade |
0.298 | -0.217 | 0.001 | 0.956 | 33.69% | 69.00 | 3.06 | 47.55% | 168.50 | 1,100PCR: 2.65 | 1.05 | 3.19% | 8.10 | 648.50 | 29.79% | -0.028 | 0.001 | -0.131 | 0.203 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,120PCR: -- | 1.30 | 4.11% | 1.41 | 145.00 | 27.83% | -0.037 | 0.001 | -0.154 | 0.256 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,140PCR: -- | 1.85 | 5.55% | 4.38 | 264.50 | 26.12% | -0.051 | 0.001 | -0.189 | 0.334 | Login To Trade |
0.112 | -0.042 | 0.001 | 0.986 | 17.58% | 23.00 | 1.91 | 48.90% | 117.00 | 1,150PCR: 4.34 | 2.25 | 6.62% | 8.27 | 480.00 | 25.39% | -0.062 | 0.002 | -0.213 | 0.389 | Login To Trade |
1.000 | -1.211 | 0.002 | 0.756 | 56.03% | 0.00 | 0.74 | 41.13% | 134.45 | 1,160PCR: 5.83 | 2.80 | 7.96% | 4.32 | 349.00 | 24.90% | -0.076 | 0.002 | -0.246 | 0.457 | Login To Trade |
0.548 | -0.295 | 0.002 | 0.903 | 24.90% | 22.00 | 0.52 | 46.90% | 100.40 | 1,170PCR: 5.73 | 3.50 | 9.57% | 2.95 | 320.50 | 24.41% | -0.093 | 0.002 | -0.281 | 0.533 | Login To Trade |
0.605 | -0.310 | 0.003 | 0.889 | 23.68% | 50.50 | 1.08 | 46.63% | 90.85 | 1,180PCR: 6.38 | 4.55 | 11.67% | 6.86 | 621.50 | 24.29% | -0.117 | 0.003 | -0.329 | 0.627 | Login To Trade |
0.704 | -0.356 | 0.003 | 0.862 | 23.44% | 101.50 | 2.81 | 45.95% | 82.10 | 1,190PCR: 1.86 | 5.70 | 13.86% | 5.24 | 500.50 | 23.93% | -0.143 | 0.003 | -0.372 | 0.720 | Login To Trade |
0.738 | -0.337 | 0.003 | 0.852 | 21.12% | 129.00 | 11.93 | 45.81% | 72.00 | 1,200PCR: 2.09 | 7.20 | 16.25% | 24.90 | 1,846.00 | 23.44% | -0.173 | 0.003 | -0.413 | 0.816 | Login To Trade |
0.899 | -0.439 | 0.004 | 0.798 | 22.58% | 119.50 | 1.22 | 44.25% | 65.10 | 1,210PCR: 4.14 | 8.75 | 18.69% | 5.05 | 872.00 | 22.95% | -0.206 | 0.004 | -0.450 | 0.908 | Login To Trade |
0.987 | -0.465 | 0.004 | 0.762 | 21.79% | 114.50 | 2.85 | 43.22% | 56.70 | 1,220PCR: 3.27 | 10.65 | 21.51% | 9.30 | 1,334.50 | 22.46% | -0.245 | 0.004 | -0.487 | 1.003 | Login To Trade |
1.090 | -0.520 | 0.005 | 0.711 | 22.09% | 86.50 | 1.55 | 41.58% | 49.80 | 1,230PCR: 5.17 | 13.10 | 24.41% | 8.00 | 708.50 | 22.09% | -0.289 | 0.005 | -0.520 | 1.090 | Login To Trade |
1.165 | -0.541 | 0.005 | 0.663 | 21.48% | 446.50 | 4.12 | 39.92% | 42.45 | 1,240PCR: 2.64 | 16.05 | 27.51% | 10.87 | 1,360.00 | 21.61% | -0.340 | 0.005 | -0.545 | 1.168 | Login To Trade |
1.227 | -0.570 | 0.006 | 0.606 | 21.48% | 577.00 | 8.27 | 37.71% | 36.00 | 1,250PCR: 1.61 | 19.60 | 30.58% | 13.29 | 1,979.00 | 21.36% | -0.394 | 0.006 | -0.567 | 1.227 | Login To Trade |
1.263 | -0.580 | 0.006 | 0.549 | 21.24% | 1,685.50 | 10.45 | 35.39% | 30.05 | 1,260PCR: 1.32 | 23.65 | 33.49% | 13.79 | 2,292.00 | 21.00% | -0.451 | 0.006 | -0.573 | 1.262 | Login To Trade |
1.272 | -0.575 | 0.006 | 0.489 | 20.94% | 1,725.50 | 13.01 | 32.69% | 24.70 | 1,270PCR: 0.94 | 28.05 | 36.31% | 12.18 | 2,054.50 | 20.63% | -0.511 | 0.006 | -0.567 | 1.272 | Login To Trade |
1.251 | -0.554 | 0.006 | 0.428 | 20.51% | 4,630.00 | 26.60 | 29.70% | 19.90 | 1,280PCR: 0.57 | 33.50 | 38.88% | 15.25 | 1,980.50 | 20.32% | -0.572 | 0.006 | -0.549 | 1.251 | Login To Trade |
1.202 | -0.530 | 0.006 | 0.369 | 20.39% | 3,881.50 | 29.87 | 26.50% | 16.10 | 1,290PCR: 0.35 | 39.55 | 41.10% | 10.44 | 889.50 | 20.45% | -0.629 | 0.006 | -0.533 | 1.206 | Login To Trade |
1.133 | -0.503 | 0.005 | 0.315 | 20.57% | 7,081.00 | 90.85 | 23.42% | 13.00 | 1,300PCR: 0.33 | 46.15 | 43.17% | 29.67 | 1,042.50 | 20.26% | -0.687 | 0.005 | -0.495 | 1.130 | Login To Trade |
1.045 | -0.465 | 0.005 | 0.265 | 20.57% | 1,644.00 | 9.45 | 20.33% | 10.30 | 1,310PCR: 0.42 | 53.20 | 44.85% | 3.96 | 210.00 | 20.14% | -0.738 | 0.005 | -0.452 | 1.038 | Login To Trade |
0.948 | -0.425 | 0.004 | 0.222 | 20.75% | 2,039.50 | 15.20 | 17.43% | 8.10 | 1,320PCR: 0.33 | 61.15 | 46.16% | 5.03 | 97.50 | 20.26% | -0.783 | 0.004 | -0.410 | 0.937 | Login To Trade |
0.840 | -0.377 | 0.004 | 0.181 | 20.75% | 1,252.50 | 9.07 | 14.57% | 6.40 | 1,330PCR: 0.23 | 71.05 | 46.77% | 2.12 | 77.50 | 22.34% | -0.799 | 0.004 | -0.432 | 0.895 | Login To Trade |
0.744 | -0.340 | 0.004 | 0.150 | 21.12% | 1,147.00 | 10.06 | 12.31% | 5.10 | 1,340PCR: 0.23 | 77.90 | 48.24% | 2.27 | 135.50 | 20.14% | -0.862 | 0.003 | -0.306 | 0.704 | Login To Trade |
0.654 | -0.303 | 0.003 | 0.124 | 21.48% | 2,375.00 | 47.10 | 10.31% | 4.10 | 1,350PCR: 0.30 | 86.70 | 49.02% | 14.23 | 144.00 | 19.90% | -0.894 | 0.003 | -0.250 | 0.582 | Login To Trade |
0.553 | -0.257 | 0.003 | 0.098 | 21.48% | 1,280.50 | 8.72 | 8.27% | 3.20 | 1,360PCR: 0.23 | 96.45 | 49.24% | 2.03 | 69.00 | 21.48% | -0.901 | 0.003 | -0.258 | 0.556 | Login To Trade |
0.477 | -0.225 | 0.002 | 0.081 | 21.85% | 501.50 | 4.48 | 6.82% | 2.50 | 1,370PCR: 0.21 | 93.15 | 99.00% | 0.96 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.398 | -0.189 | 0.002 | 0.064 | 21.97% | 737.50 | 11.85 | 5.42% | 2.00 | 1,380PCR: 0.04 | 101.00 | 99.00% | 0.42 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.344 | -0.167 | 0.002 | 0.053 | 22.46% | 425.50 | 4.70 | 4.51% | 1.60 | 1,390PCR: 0.04 | 106.00 | 99.00% | 0.18 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.306 | -0.153 | 0.001 | 0.046 | 23.19% | 1,754.50 | 37.00 | 3.90% | 1.35 | 1,400PCR: 0.56 | 132.50 | 99.00% | 20.89 | 75.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.223 | -0.115 | 0.001 | 0.031 | 23.93% | 321.00 | 6.06 | 2.64% | 0.90 | 1,420PCR: 0.36 | 134.05 | 99.00% | 2.18 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.194 | -0.108 | 0.001 | 0.026 | 25.88% | 297.50 | 8.52 | 2.20% | 0.80 | 1,440PCR: 0.14 | 153.00 | 99.00% | 1.17 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.163 | -0.096 | 0.001 | 0.021 | 27.34% | 378.00 | 5.12 | 1.77% | 0.65 | 1,460PCR: 0.22 | 193.35 | 50.74% | 1.13 | 3.00 | 15.63% | -1.000 | 0.000 | -0.001 | 0.002 | Login To Trade |
0.136 | -0.084 | 0.001 | 0.017 | 28.81% | 388.50 | 14.08 | 1.41% | 0.55 | 1,480PCR: 0.83 | 213.00 | 99.00% | 11.63 | 62.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.118 | -0.077 | 0.000 | 0.015 | 30.27% | 211.50 | 8.01 | 1.18% | 0.50 | 1,500PCR: 1.77 | 232.00 | 99.00% | 14.19 | 39.50 | 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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