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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: -- | 0.80 | 1.69% | 0.35 | 6.50 | 46.39% | -0.012 | 0.000 | -0.085 | 0.124 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 970PCR: -- | 0.55 | 1.33% | 0.03 | 4.00 | 42.97% | -0.009 | 0.000 | -0.064 | 0.102 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 980PCR: -- | 0.90 | 1.94% | 0.06 | 11.50 | 44.43% | -0.014 | 0.000 | -0.093 | 0.143 | 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 |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 17.00 | 0.59 | 99.00% | 308.00 | 1,000PCR: 14.85 | 0.85 | 1.82% | 8.76 | 939.50 | 41.02% | -0.014 | 0.000 | -0.084 | 0.139 | 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 | 4.93% | 0.01 | 0.00 | 47.85% | -0.038 | 0.000 | -0.231 | 0.328 | 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: -- | 1.10 | 2.54% | 0.59 | 58.50 | 37.60% | -0.020 | 0.000 | -0.106 | 0.192 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,050PCR: -- | 1.05 | 2.40% | 4.29 | 612.00 | 35.64% | -0.019 | 0.000 | -0.097 | 0.184 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,060PCR: -- | 1.25 | 2.93% | 0.24 | 46.50 | 35.64% | -0.023 | 0.000 | -0.115 | 0.220 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,070PCR: -- | 1.40 | 3.16% | 0.36 | 138.00 | 34.67% | -0.025 | 0.000 | -0.121 | 0.237 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,080PCR: -- | 1.55 | 3.48% | 0.93 | 216.50 | 33.94% | -0.029 | 0.001 | -0.130 | 0.260 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,090PCR: -- | 1.85 | 4.11% | 0.52 | 118.00 | 33.69% | -0.034 | 0.001 | -0.149 | 0.301 | Login To Trade |
0.155 | -0.061 | 0.000 | 0.985 | 26.86% | 64.00 | 4.01 | 48.14% | 209.00 | 1,100PCR: 2.62 | 2.15 | 4.64% | 10.50 | 1,680.00 | 33.20% | -0.039 | 0.001 | -0.165 | 0.337 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 69.00 | 1,110PCR: 68.00 | 2.30 | 5.04% | 0.34 | 101.50 | 32.23% | -0.043 | 0.001 | -0.173 | 0.364 | Login To Trade |
0.834 | -0.587 | 0.001 | 0.872 | 47.85% | 2.00 | 0.02 | 44.41% | 201.35 | 1,120PCR: 107.25 | 2.60 | 5.55% | 2.15 | 368.50 | 31.49% | -0.048 | 0.001 | -0.184 | 0.398 | Login To Trade |
0.894 | -0.629 | 0.001 | 0.859 | 47.85% | 3.50 | 0.00 | 44.05% | 192.75 | 1,130PCR: -- | 3.00 | 6.29% | 2.21 | 365.00 | 31.01% | -0.055 | 0.001 | -0.203 | 0.445 | Login To Trade |
0.761 | -0.437 | 0.001 | 0.888 | 39.06% | 0.50 | 0.30 | 45.36% | 177.30 | 1,140PCR: 9.72 | 3.60 | 7.29% | 2.92 | 419.00 | 30.76% | -0.065 | 0.001 | -0.229 | 0.506 | Login To Trade |
0.478 | -0.197 | 0.001 | 0.940 | 27.95% | 23.50 | 2.72 | 47.23% | 161.00 | 1,150PCR: 3.89 | 4.20 | 8.23% | 10.58 | 1,460.00 | 30.27% | -0.074 | 0.001 | -0.251 | 0.563 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.87 | 99.00% | 144.15 | 1,160PCR: 4.73 | 4.85 | 9.26% | 4.10 | 752.00 | 29.79% | -0.085 | 0.001 | -0.273 | 0.624 | Login To Trade |
1.102 | -0.752 | 0.002 | 0.805 | 46.39% | 0.50 | 1.30 | 42.62% | 159.50 | 1,170PCR: 3.58 | 5.60 | 10.40% | 4.66 | 740.00 | 29.30% | -0.098 | 0.002 | -0.297 | 0.689 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 65.00 | 1.16 | 99.00% | 126.80 | 1,180PCR: 3.98 | 6.60 | 11.82% | 4.62 | 1,157.00 | 29.05% | -0.113 | 0.002 | -0.328 | 0.767 | Login To Trade |
0.291 | -0.073 | 0.001 | 0.968 | 17.09% | 0.00 | 0.06 | 48.46% | 119.25 | 1,190PCR: 49.50 | 7.75 | 13.33% | 2.97 | 515.00 | 28.69% | -0.131 | 0.002 | -0.357 | 0.847 | Login To Trade |
0.869 | -0.342 | 0.002 | 0.865 | 26.73% | 575.00 | 6.62 | 45.55% | 116.00 | 1,200PCR: 5.59 | 9.10 | 14.80% | 36.98 | 5,380.00 | 28.32% | -0.148 | 0.002 | -0.385 | 0.924 | Login To Trade |
0.962 | -0.375 | 0.002 | 0.842 | 26.49% | 11.00 | 0.26 | 45.00% | 107.05 | 1,210PCR: 13.39 | 10.45 | 16.47% | 3.42 | 761.00 | 27.95% | -0.169 | 0.002 | -0.413 | 1.006 | Login To Trade |
1.048 | -0.404 | 0.003 | 0.820 | 26.18% | 64.50 | 1.13 | 44.40% | 99.00 | 1,220PCR: 7.06 | 11.95 | 18.14% | 7.95 | 3,302.00 | 27.47% | -0.190 | 0.003 | -0.438 | 1.085 | Login To Trade |
1.143 | -0.439 | 0.003 | 0.792 | 26.12% | 164.50 | 0.92 | 43.60% | 90.65 | 1,230PCR: 5.71 | 13.55 | 19.82% | 5.26 | 3,832.00 | 26.86% | -0.213 | 0.003 | -0.459 | 1.162 | Login To Trade |
1.225 | -0.462 | 0.003 | 0.766 | 25.63% | 370.50 | 3.17 | 42.82% | 82.65 | 1,240PCR: 2.33 | 15.45 | 21.61% | 7.37 | 3,849.00 | 26.25% | -0.239 | 0.003 | -0.478 | 1.238 | Login To Trade |
1.305 | -0.484 | 0.003 | 0.736 | 25.21% | 908.00 | 11.36 | 41.93% | 74.95 | 1,250PCR: 1.47 | 17.70 | 23.63% | 16.73 | 6,238.00 | 25.88% | -0.268 | 0.003 | -0.501 | 1.317 | Login To Trade |
1.376 | -0.497 | 0.004 | 0.706 | 24.54% | 711.50 | 3.28 | 40.93% | 67.35 | 1,260PCR: 2.62 | 20.00 | 25.59% | 8.58 | 4,820.50 | 25.33% | -0.299 | 0.003 | -0.517 | 1.387 | Login To Trade |
1.449 | -0.521 | 0.004 | 0.669 | 24.48% | 521.00 | 2.80 | 39.64% | 60.60 | 1,270PCR: 1.94 | 22.85 | 27.70% | 5.43 | 2,527.00 | 24.96% | -0.334 | 0.004 | -0.533 | 1.453 | Login To Trade |
1.505 | -0.530 | 0.004 | 0.632 | 23.93% | 2,289.00 | 9.35 | 38.29% | 53.65 | 1,280PCR: 1.56 | 25.90 | 29.75% | 14.60 | 6,637.00 | 24.41% | -0.370 | 0.004 | -0.541 | 1.508 | Login To Trade |
1.550 | -0.534 | 0.004 | 0.592 | 23.44% | 3,028.00 | 9.51 | 36.77% | 47.00 | 1,290PCR: 1.38 | 29.50 | 31.84% | 13.14 | 5,136.00 | 23.93% | -0.409 | 0.004 | -0.546 | 1.551 | Login To Trade |
1.580 | -0.538 | 0.004 | 0.550 | 23.13% | 19,632.50 | 46.87 | 35.03% | 41.00 | 1,300PCR: 0.70 | 33.40 | 33.87% | 32.77 | 12,632.00 | 23.38% | -0.450 | 0.004 | -0.543 | 1.581 | Login To Trade |
1,300.40 | |||||||||||||||||||
1.593 | -0.535 | 0.004 | 0.507 | 22.83% | 6,585.00 | 15.10 | 33.12% | 35.40 | 1,310PCR: 0.36 | 37.75 | 35.92% | 5.40 | 3,407.50 | 22.95% | -0.493 | 0.004 | -0.538 | 1.593 | Login To Trade |
1.586 | -0.522 | 0.004 | 0.462 | 22.40% | 11,784.00 | 25.22 | 31.02% | 30.20 | 1,320PCR: 0.26 | 42.15 | 37.88% | 6.58 | 2,848.00 | 22.40% | -0.538 | 0.004 | -0.522 | 1.586 | Login To Trade |
1.559 | -0.506 | 0.004 | 0.417 | 22.09% | 5,787.00 | 10.05 | 28.76% | 25.80 | 1,330PCR: 0.39 | 47.45 | 39.69% | 3.92 | 1,504.50 | 22.16% | -0.583 | 0.004 | -0.508 | 1.559 | Login To Trade |
1.510 | -0.483 | 0.004 | 0.372 | 21.73% | 7,474.00 | 15.83 | 26.34% | 21.65 | 1,340PCR: 0.16 | 53.55 | 41.37% | 2.52 | 909.00 | 22.03% | -0.626 | 0.004 | -0.490 | 1.513 | Login To Trade |
1.446 | -0.461 | 0.004 | 0.330 | 21.67% | 13,453.50 | 45.85 | 23.95% | 18.00 | 1,350PCR: 0.26 | 59.50 | 42.99% | 12.13 | 953.50 | 21.48% | -0.672 | 0.004 | -0.456 | 1.443 | Login To Trade |
1.361 | -0.428 | 0.004 | 0.287 | 21.36% | 5,254.50 | 17.90 | 21.41% | 14.95 | 1,360PCR: 0.14 | 66.35 | 44.36% | 2.52 | 273.00 | 21.30% | -0.713 | 0.004 | -0.426 | 1.360 | Login To Trade |
1.270 | -0.399 | 0.004 | 0.251 | 21.36% | 2,873.00 | 7.99 | 19.04% | 12.35 | 1,370PCR: 0.08 | 74.35 | 45.53% | 0.67 | 102.00 | 21.42% | -0.750 | 0.004 | -0.399 | 1.268 | Login To Trade |
1.171 | -0.368 | 0.003 | 0.216 | 21.36% | 4,041.50 | 7.15 | 16.77% | 10.30 | 1,380PCR: 0.10 | 81.45 | 46.46% | 0.69 | 66.00 | 21.48% | -0.782 | 0.003 | -0.371 | 1.175 | Login To Trade |
1.072 | -0.339 | 0.003 | 0.187 | 21.48% | 2,470.00 | 5.74 | 14.72% | 8.55 | 1,390PCR: 0.20 | 89.45 | 47.61% | 1.14 | 152.00 | 20.51% | -0.826 | 0.003 | -0.309 | 1.024 | Login To Trade |
0.979 | -0.313 | 0.003 | 0.162 | 21.73% | 13,702.50 | 64.00 | 12.91% | 7.20 | 1,400PCR: 0.32 | 97.85 | 48.25% | 20.57 | 414.50 | 20.75% | -0.850 | 0.003 | -0.284 | 0.931 | Login To Trade |
0.877 | -0.282 | 0.003 | 0.137 | 21.85% | 1,795.00 | 5.84 | 11.09% | 5.85 | 1,410PCR: 0.09 | 105.65 | 49.24% | 0.51 | 62.00 | 19.04% | -0.897 | 0.002 | -0.201 | 0.717 | Login To Trade |
0.768 | -0.244 | 0.002 | 0.114 | 21.61% | 3,051.00 | 10.51 | 9.28% | 4.75 | 1,420PCR: 0.12 | 121.80 | 48.00% | 1.27 | 96.00 | 27.71% | -0.823 | 0.002 | -0.423 | 1.038 | Login To Trade |
0.588 | -0.188 | 0.002 | 0.079 | 21.73% | 3,530.00 | 13.61 | 6.55% | 3.15 | 1,440PCR: 0.17 | 133.20 | 50.32% | 2.38 | 6.50 | 19.04% | -0.947 | 0.001 | -0.120 | 0.429 | Login To Trade |
0.462 | -0.152 | 0.001 | 0.058 | 22.34% | 2,149.50 | 8.53 | 4.81% | 2.25 | 1,460PCR: 0.89 | 151.40 | 99.00% | 7.59 | 144.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.372 | -0.127 | 0.001 | 0.044 | 23.19% | 1,630.00 | 5.77 | 3.66% | 1.65 | 1,480PCR: 1.08 | 175.50 | 50.29% | 6.25 | 139.00 | 27.83% | -0.920 | 0.001 | -0.242 | 0.591 | Login To Trade |
0.245 | -0.090 | 0.001 | 0.026 | 24.90% | 1,745.00 | 11.21 | 2.17% | 1.00 | 1,520PCR: 0.83 | 214.55 | 50.89% | 9.30 | 118.00 | 30.52% | -0.941 | 0.001 | -0.211 | 0.470 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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