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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 | 0.00 | 99.00% | 0.00 | 960PCR: -- | 0.75 | 1.68% | 0.36 | 2.50 | 44.92% | -0.012 | 0.000 | -0.082 | 0.124 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 970PCR: -- | 0.85 | 1.78% | 0.03 | 1.00 | 43.95% | -0.013 | 0.000 | -0.085 | 0.132 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 980PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 990PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.422 | -0.340 | 0.001 | 0.948 | 54.93% | 16.00 | 0.51 | 45.73% | 300.55 | 1,000PCR: 15.25 | 0.95 | 2.10% | 7.78 | 448.50 | 40.53% | -0.016 | 0.000 | -0.093 | 0.157 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,010PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,020PCR: -- | 3.00 | 5.01% | 0.01 | 0.00 | 46.14% | -0.039 | 0.001 | -0.225 | 0.333 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,030PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,040PCR: -- | 1.15 | 2.61% | 0.26 | 22.00 | 36.13% | -0.021 | 0.000 | -0.104 | 0.196 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,050PCR: -- | 1.20 | 2.74% | 1.70 | 205.50 | 35.16% | -0.022 | 0.000 | -0.107 | 0.207 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,060PCR: -- | 1.40 | 3.21% | 0.14 | 27.50 | 34.67% | -0.026 | 0.000 | -0.121 | 0.238 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,070PCR: -- | 1.55 | 3.59% | 0.34 | 73.50 | 34.18% | -0.029 | 0.001 | -0.133 | 0.265 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,080PCR: -- | 1.75 | 3.95% | 0.43 | 76.00 | 33.20% | -0.033 | 0.001 | -0.141 | 0.290 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,090PCR: -- | 2.00 | 4.42% | 0.35 | 71.50 | 32.71% | -0.037 | 0.001 | -0.154 | 0.321 | Login To Trade |
0.428 | -0.214 | 0.001 | 0.947 | 34.18% | 55.00 | 4.03 | 47.01% | 198.60 | 1,100PCR: 2.07 | 2.35 | 5.00% | 8.34 | 732.50 | 31.98% | -0.043 | 0.001 | -0.168 | 0.360 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 69.00 | 1,110PCR: 33.00 | 2.55 | 5.47% | 0.17 | 25.00 | 31.25% | -0.047 | 0.001 | -0.179 | 0.391 | Login To Trade |
1.058 | -0.915 | 0.001 | 0.815 | 59.08% | 2.00 | 0.02 | 42.09% | 201.35 | 1,120PCR: 84.25 | 2.90 | 6.17% | 1.69 | 205.00 | 30.52% | -0.054 | 0.001 | -0.195 | 0.435 | Login To Trade |
1.079 | -0.902 | 0.001 | 0.809 | 57.13% | 3.50 | 0.00 | 42.04% | 192.75 | 1,130PCR: -- | 3.35 | 6.92% | 0.95 | 101.00 | 30.03% | -0.061 | 0.001 | -0.212 | 0.482 | Login To Trade |
1.055 | -0.785 | 0.001 | 0.816 | 50.84% | 0.50 | 0.30 | 42.66% | 177.30 | 1,140PCR: 8.85 | 3.85 | 7.97% | 2.66 | 240.00 | 29.54% | -0.072 | 0.001 | -0.235 | 0.544 | Login To Trade |
0.780 | -0.394 | 0.001 | 0.883 | 34.55% | 21.00 | 2.72 | 45.52% | 155.00 | 1,150PCR: 2.89 | 4.50 | 8.88% | 7.86 | 805.00 | 29.05% | -0.082 | 0.001 | -0.255 | 0.599 | Login To Trade |
0.823 | -0.399 | 0.002 | 0.873 | 33.08% | 0.00 | 0.87 | 45.37% | 144.15 | 1,160PCR: 3.64 | 5.30 | 10.15% | 3.15 | 360.50 | 28.56% | -0.095 | 0.002 | -0.281 | 0.672 | Login To Trade |
1.232 | -0.970 | 0.002 | 0.760 | 53.77% | 0.50 | 1.30 | 40.76% | 159.50 | 1,170PCR: 3.17 | 6.10 | 11.36% | 4.13 | 423.00 | 28.20% | -0.109 | 0.002 | -0.305 | 0.740 | Login To Trade |
1.011 | -0.506 | 0.002 | 0.828 | 34.18% | 58.50 | 1.12 | 44.08% | 128.65 | 1,180PCR: 3.36 | 7.25 | 12.99% | 3.76 | 534.50 | 27.83% | -0.127 | 0.002 | -0.337 | 0.826 | Login To Trade |
1.023 | -0.475 | 0.002 | 0.825 | 31.74% | 0.00 | 0.06 | 44.16% | 119.25 | 1,190PCR: 40.50 | 8.65 | 14.49% | 2.43 | 278.50 | 27.59% | -0.145 | 0.002 | -0.365 | 0.904 | Login To Trade |
0.996 | -0.397 | 0.002 | 0.832 | 27.22% | 333.50 | 5.59 | 44.65% | 105.55 | 1,200PCR: 4.83 | 10.20 | 16.47% | 27.02 | 2,668.00 | 27.34% | -0.169 | 0.002 | -0.400 | 1.000 | Login To Trade |
1.067 | -0.417 | 0.003 | 0.813 | 26.73% | 7.00 | 0.26 | 44.16% | 98.10 | 1,210PCR: 11.60 | 11.65 | 18.15% | 3.02 | 495.50 | 26.86% | -0.191 | 0.003 | -0.424 | 1.079 | Login To Trade |
1.207 | -0.501 | 0.003 | 0.769 | 28.38% | 25.50 | 1.06 | 42.74% | 91.30 | 1,220PCR: 5.91 | 13.55 | 20.05% | 6.27 | 1,450.50 | 26.43% | -0.217 | 0.003 | -0.450 | 1.163 | Login To Trade |
1.243 | -0.478 | 0.003 | 0.756 | 26.25% | 63.00 | 1.03 | 42.48% | 81.25 | 1,230PCR: 3.90 | 15.35 | 21.77% | 4.02 | 1,682.00 | 25.88% | -0.241 | 0.003 | -0.468 | 1.236 | Login To Trade |
1.333 | -0.513 | 0.003 | 0.721 | 26.31% | 236.00 | 3.18 | 41.32% | 74.30 | 1,240PCR: 2.10 | 17.70 | 23.94% | 6.68 | 2,236.00 | 25.45% | -0.274 | 0.003 | -0.492 | 1.319 | Login To Trade |
1.395 | -0.525 | 0.004 | 0.692 | 25.70% | 411.50 | 11.63 | 40.39% | 66.35 | 1,250PCR: 1.34 | 20.45 | 26.11% | 15.60 | 3,676.00 | 25.27% | -0.307 | 0.004 | -0.515 | 1.393 | Login To Trade |
1.458 | -0.533 | 0.004 | 0.656 | 24.96% | 274.00 | 3.72 | 39.12% | 59.25 | 1,260PCR: 1.94 | 23.55 | 28.20% | 7.23 | 2,465.50 | 24.72% | -0.343 | 0.004 | -0.527 | 1.456 | Login To Trade |
1.509 | -0.556 | 0.004 | 0.621 | 25.15% | 273.50 | 2.63 | 37.78% | 53.00 | 1,270PCR: 2.02 | 26.75 | 30.34% | 5.31 | 1,451.50 | 24.54% | -0.380 | 0.004 | -0.542 | 1.510 | Login To Trade |
1.550 | -0.553 | 0.004 | 0.579 | 24.35% | 1,311.00 | 9.05 | 36.14% | 46.55 | 1,280PCR: 1.03 | 30.60 | 32.46% | 9.29 | 3,319.50 | 23.99% | -0.420 | 0.004 | -0.544 | 1.550 | Login To Trade |
1,289.10 | |||||||||||||||||||
1.574 | -0.557 | 0.004 | 0.538 | 24.17% | 1,583.50 | 7.63 | 34.38% | 40.70 | 1,290PCR: 1.55 | 34.55 | 34.38% | 11.82 | 2,904.50 | 23.80% | -0.459 | 0.004 | -0.548 | 1.573 | Login To Trade |
1.581 | -0.551 | 0.004 | 0.495 | 23.80% | 10,019.50 | 44.30 | 32.47% | 35.50 | 1,300PCR: 0.68 | 39.50 | 36.50% | 30.14 | 7,208.50 | 23.38% | -0.505 | 0.004 | -0.541 | 1.581 | Login To Trade |
1.569 | -0.538 | 0.004 | 0.452 | 23.44% | 3,467.00 | 10.98 | 30.39% | 30.40 | 1,310PCR: 0.46 | 44.35 | 38.40% | 5.00 | 2,280.50 | 23.07% | -0.549 | 0.004 | -0.530 | 1.569 | Login To Trade |
1.539 | -0.521 | 0.004 | 0.408 | 23.13% | 6,912.50 | 22.46 | 28.20% | 26.00 | 1,320PCR: 0.24 | 49.55 | 40.17% | 5.43 | 2,021.50 | 22.64% | -0.593 | 0.004 | -0.510 | 1.538 | Login To Trade |
1.493 | -0.501 | 0.004 | 0.367 | 22.95% | 3,218.50 | 8.46 | 25.99% | 21.95 | 1,330PCR: 0.41 | 55.40 | 41.66% | 3.47 | 1,058.50 | 22.34% | -0.633 | 0.004 | -0.488 | 1.494 | Login To Trade |
1.427 | -0.473 | 0.004 | 0.325 | 22.64% | 4,382.50 | 13.36 | 23.60% | 18.40 | 1,340PCR: 0.20 | 62.00 | 43.33% | 2.68 | 663.00 | 22.03% | -0.680 | 0.004 | -0.457 | 1.417 | Login To Trade |
1.347 | -0.440 | 0.004 | 0.285 | 22.34% | 7,324.50 | 41.29 | 21.21% | 15.20 | 1,350PCR: 0.28 | 67.55 | 44.57% | 11.52 | 708.00 | 21.48% | -0.719 | 0.004 | -0.421 | 1.338 | Login To Trade |
1.257 | -0.411 | 0.004 | 0.249 | 22.34% | 3,072.00 | 16.79 | 18.91% | 12.60 | 1,360PCR: 0.14 | 74.45 | 46.22% | 2.27 | 189.50 | 20.08% | -0.776 | 0.004 | -0.348 | 1.184 | Login To Trade |
1.170 | -0.380 | 0.003 | 0.218 | 22.22% | 1,715.00 | 7.43 | 16.86% | 10.40 | 1,370PCR: 0.09 | 81.25 | 47.12% | 0.69 | 77.00 | 19.84% | -0.809 | 0.004 | -0.314 | 1.080 | Login To Trade |
1.063 | -0.348 | 0.003 | 0.187 | 22.34% | 2,306.50 | 7.29 | 14.66% | 8.75 | 1,380PCR: 0.08 | 91.65 | 47.79% | 0.61 | 44.00 | 20.75% | -0.832 | 0.003 | -0.302 | 0.994 | Login To Trade |
0.971 | -0.317 | 0.003 | 0.162 | 22.28% | 1,408.50 | 5.00 | 12.87% | 7.15 | 1,390PCR: 0.14 | 97.95 | 48.72% | 0.71 | 95.00 | 19.41% | -0.873 | 0.003 | -0.235 | 0.827 | Login To Trade |
0.874 | -0.289 | 0.003 | 0.138 | 22.58% | 7,682.00 | 57.16 | 11.12% | 6.00 | 1,400PCR: 0.36 | 109.00 | 49.50% | 20.59 | 281.00 | 18.55% | -0.910 | 0.002 | -0.175 | 0.646 | Login To Trade |
0.780 | -0.256 | 0.002 | 0.117 | 22.46% | 997.50 | 2.79 | 9.53% | 4.95 | 1,410PCR: 0.18 | 115.40 | 49.91% | 0.50 | 57.00 | 18.31% | -0.929 | 0.002 | -0.145 | 0.540 | Login To Trade |
0.685 | -0.226 | 0.002 | 0.098 | 22.58% | 1,590.00 | 7.17 | 8.02% | 4.00 | 1,420PCR: 0.18 | 125.75 | 50.33% | 1.29 | 79.00 | 17.33% | -0.956 | 0.001 | -0.094 | 0.370 | Login To Trade |
0.534 | -0.179 | 0.002 | 0.070 | 22.95% | 1,983.50 | 12.27 | 5.81% | 2.80 | 1,440PCR: 0.19 | 117.00 | 99.00% | 2.36 | 2.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.430 | -0.149 | 0.001 | 0.053 | 23.68% | 1,214.00 | 7.10 | 4.40% | 2.05 | 1,460PCR: 1.06 | 164.50 | 99.00% | 7.54 | 133.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.356 | -0.128 | 0.001 | 0.042 | 24.66% | 913.50 | 4.83 | 3.46% | 1.60 | 1,480PCR: 1.29 | 179.75 | 99.00% | 6.23 | 128.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.258 | -0.101 | 0.001 | 0.028 | 26.86% | 1,207.50 | 10.49 | 2.30% | 1.10 | 1,520PCR: 0.88 | 219.30 | 99.00% | 9.18 | 90.50 | 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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