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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: 662.00 | 0.50 | 1.42% | 3.31 | 18.00 | 42.97% | -0.011 | 0.000 | -0.088 | 0.082 | Login To Trade |
0.382 | -0.525 | 0.001 | 0.929 | 55.42% | 128.00 | 2.07 | 46.08% | 206.00 | 1,000PCR: 1.57 | 0.60 | 1.87% | 3.24 | 138.50 | 37.11% | -0.015 | 0.000 | -0.100 | 0.109 | Login To Trade |
0.911 | -2.249 | 0.001 | 0.742 | 99.49% | 0.00 | 0.01 | 38.62% | 190.00 | 1,060PCR: 479.00 | 1.00 | 3.42% | 2.40 | 168.00 | 28.81% | -0.030 | 0.001 | -0.138 | 0.194 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,080PCR: -- | 1.45 | 4.91% | 3.73 | 451.00 | 27.10% | -0.045 | 0.001 | -0.179 | 0.267 | Login To Trade |
0.510 | -0.386 | 0.002 | 0.896 | 30.52% | 66.00 | 3.33 | 46.52% | 105.25 | 1,100PCR: 4.11 | 2.30 | 7.40% | 13.66 | 1,845.50 | 25.88% | -0.070 | 0.002 | -0.245 | 0.381 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,120PCR: -- | 3.60 | 10.72% | 2.97 | 380.00 | 24.41% | -0.107 | 0.003 | -0.315 | 0.520 | Login To Trade |
0.607 | -0.360 | 0.003 | 0.867 | 23.93% | 81.00 | 0.73 | 46.17% | 75.60 | 1,130PCR: 7.17 | 4.70 | 12.99% | 5.20 | 664.50 | 23.93% | -0.134 | 0.003 | -0.361 | 0.609 | Login To Trade |
0.784 | -0.524 | 0.004 | 0.803 | 26.98% | 152.50 | 1.41 | 44.24% | 69.45 | 1,140PCR: 3.90 | 6.15 | 15.79% | 5.50 | 1,109.50 | 23.68% | -0.168 | 0.004 | -0.416 | 0.709 | Login To Trade |
0.817 | -0.482 | 0.004 | 0.788 | 23.80% | 164.00 | 2.52 | 43.99% | 59.10 | 1,150PCR: 4.90 | 7.95 | 18.86% | 12.32 | 2,362.00 | 23.44% | -0.208 | 0.004 | -0.470 | 0.809 | Login To Trade |
0.912 | -0.536 | 0.005 | 0.742 | 23.68% | 181.00 | 1.19 | 42.57% | 51.50 | 1,160PCR: 7.47 | 10.10 | 21.91% | 8.89 | 2,094.50 | 22.95% | -0.252 | 0.005 | -0.513 | 0.901 | Login To Trade |
0.989 | -0.566 | 0.005 | 0.695 | 23.07% | 167.50 | 1.73 | 41.01% | 44.05 | 1,170PCR: 2.67 | 12.90 | 25.33% | 4.63 | 1,659.50 | 22.83% | -0.305 | 0.005 | -0.559 | 0.988 | Login To Trade |
1.059 | -0.604 | 0.006 | 0.637 | 23.01% | 393.50 | 2.77 | 38.94% | 37.40 | 1,180PCR: 3.87 | 16.15 | 28.70% | 10.70 | 2,818.50 | 22.71% | -0.361 | 0.006 | -0.595 | 1.057 | Login To Trade |
1.105 | -0.627 | 0.006 | 0.577 | 22.89% | 404.50 | 4.23 | 36.58% | 31.40 | 1,190PCR: 1.95 | 20.30 | 31.99% | 8.25 | 2,173.00 | 22.58% | -0.422 | 0.006 | -0.619 | 1.104 | Login To Trade |
1,196.55 | |||||||||||||||||||
1.125 | -0.637 | 0.006 | 0.517 | 22.83% | 3,976.00 | 27.56 | 33.95% | 26.20 | 1,200PCR: 1.22 | 24.80 | 35.10% | 33.63 | 6,802.50 | 22.46% | -0.484 | 0.006 | -0.627 | 1.125 | Login To Trade |
1.119 | -0.627 | 0.006 | 0.455 | 22.58% | 2,296.50 | 8.97 | 30.99% | 21.20 | 1,210PCR: 0.64 | 29.85 | 37.91% | 5.72 | 2,320.50 | 22.16% | -0.548 | 0.006 | -0.614 | 1.118 | Login To Trade |
1.084 | -0.601 | 0.006 | 0.391 | 22.34% | 4,330.50 | 15.03 | 27.74% | 16.90 | 1,220PCR: 0.74 | 35.45 | 40.40% | 11.17 | 4,582.00 | 21.85% | -0.611 | 0.006 | -0.587 | 1.082 | Login To Trade |
1.023 | -0.561 | 0.006 | 0.331 | 22.09% | 2,651.50 | 9.12 | 24.38% | 13.25 | 1,230PCR: 0.80 | 41.75 | 42.67% | 7.27 | 2,012.00 | 21.61% | -0.672 | 0.006 | -0.547 | 1.020 | Login To Trade |
0.943 | -0.514 | 0.005 | 0.276 | 21.97% | 5,333.50 | 22.36 | 20.97% | 10.20 | 1,240PCR: 0.45 | 48.85 | 44.68% | 9.99 | 2,240.50 | 21.00% | -0.735 | 0.005 | -0.482 | 0.925 | Login To Trade |
0.852 | -0.467 | 0.005 | 0.227 | 22.09% | 6,474.50 | 34.10 | 17.82% | 8.00 | 1,250PCR: 0.53 | 56.45 | 46.06% | 18.16 | 2,087.50 | 21.36% | -0.780 | 0.005 | -0.443 | 0.836 | Login To Trade |
0.754 | -0.415 | 0.004 | 0.185 | 22.22% | 5,028.00 | 27.12 | 14.87% | 6.20 | 1,260PCR: 0.53 | 64.75 | 47.32% | 14.31 | 824.50 | 21.36% | -0.825 | 0.004 | -0.386 | 0.728 | Login To Trade |
0.657 | -0.364 | 0.004 | 0.150 | 22.34% | 3,296.00 | 27.43 | 12.26% | 4.80 | 1,270PCR: 0.34 | 73.20 | 48.24% | 9.45 | 453.00 | 21.48% | -0.860 | 0.004 | -0.335 | 0.628 | Login To Trade |
0.569 | -0.321 | 0.003 | 0.121 | 22.71% | 4,532.00 | 63.74 | 10.08% | 3.80 | 1,280PCR: 0.20 | 82.00 | 49.10% | 13.04 | 411.00 | 21.00% | -0.898 | 0.003 | -0.262 | 0.503 | Login To Trade |
0.502 | -0.292 | 0.003 | 0.102 | 23.44% | 2,852.50 | 32.27 | 8.55% | 3.10 | 1,290PCR: 0.28 | 90.95 | 49.64% | 8.99 | 178.50 | 20.75% | -0.925 | 0.002 | -0.205 | 0.398 | Login To Trade |
0.451 | -0.273 | 0.002 | 0.088 | 24.41% | 9,436.00 | 128.87 | 7.41% | 2.65 | 1,300PCR: 0.21 | 101.20 | 49.82% | 27.50 | 409.00 | 22.71% | -0.928 | 0.002 | -0.218 | 0.387 | Login To Trade |
0.389 | -0.240 | 0.002 | 0.072 | 24.90% | 1,669.00 | 13.75 | 6.12% | 2.15 | 1,310PCR: 0.28 | 99.25 | 99.00% | 3.86 | 20.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.335 | -0.211 | 0.002 | 0.060 | 25.39% | 2,649.50 | 16.76 | 5.06% | 1.85 | 1,320PCR: 0.29 | 120.25 | 50.43% | 4.88 | 72.50 | 22.95% | -0.958 | 0.001 | -0.144 | 0.253 | Login To Trade |
0.297 | -0.193 | 0.001 | 0.051 | 26.12% | 1,573.50 | 7.75 | 4.34% | 1.55 | 1,330PCR: 0.41 | 127.10 | 99.00% | 3.19 | 10.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.263 | -0.175 | 0.001 | 0.044 | 26.86% | 1,079.50 | 9.15 | 3.71% | 1.25 | 1,340PCR: 0.28 | 140.00 | 50.68% | 2.55 | 1.00 | 24.41% | -0.970 | 0.001 | -0.116 | 0.191 | Login To Trade |
0.227 | -0.154 | 0.001 | 0.037 | 27.34% | 6,134.50 | 83.95 | 3.09% | 1.20 | 1,350PCR: 0.15 | 149.00 | 50.73% | 12.94 | 87.50 | 15.63% | -0.999 | 0.000 | -0.003 | 0.007 | Login To Trade |
0.208 | -0.146 | 0.001 | 0.033 | 28.32% | 716.50 | 8.28 | 2.78% | 1.00 | 1,360PCR: 0.24 | 155.00 | 99.00% | 1.98 | 1.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.193 | -0.140 | 0.001 | 0.030 | 29.30% | 344.00 | 4.41 | 2.52% | 0.90 | 1,370PCR: 0.22 | 93.15 | 99.00% | 0.96 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.157 | -0.114 | 0.001 | 0.024 | 29.30% | 468.00 | 10.81 | 1.96% | 0.70 | 1,380PCR: 0.04 | 126.00 | 99.00% | 0.42 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.146 | -0.110 | 0.001 | 0.022 | 30.27% | 444.50 | 4.08 | 1.79% | 0.70 | 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 |
0.137 | -0.106 | 0.001 | 0.020 | 31.25% | 2,830.00 | 41.11 | 1.66% | 0.60 | 1,400PCR: 0.51 | 198.00 | 99.00% | 20.81 | 53.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.121 | -0.100 | 0.001 | 0.017 | 33.20% | 227.00 | 4.66 | 1.41% | 0.55 | 1,420PCR: 0.47 | 134.05 | 99.00% | 2.18 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.110 | -0.096 | 0.000 | 0.015 | 35.16% | 254.50 | 7.53 | 1.24% | 0.50 | 1,440PCR: 0.25 | 237.15 | 99.00% | 1.89 | 110.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.100 | -0.092 | 0.000 | 0.014 | 37.11% | 63.00 | 2.85 | 1.10% | 0.45 | 1,460PCR: 0.55 | 205.00 | 99.00% | 1.56 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.082 | -0.078 | 0.000 | 0.011 | 38.09% | 321.50 | 9.85 | 0.87% | 0.40 | 1,480PCR: 1.08 | 275.95 | 99.00% | 10.62 | 131.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.067 | -0.065 | 0.000 | 0.009 | 39.06% | 206.00 | 7.80 | 0.67% | 0.30 | 1,500PCR: 2.18 | 294.00 | 99.00% | 16.98 | 88.50 | 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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