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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: 930.00 | 0.55 | 1.68% | 4.65 | 205.00 | 58.59% | -0.013 | 0.000 | -0.172 | 0.076 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 970PCR: -- | 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 | 980PCR: -- | 0.70 | 1.85% | 2.05 | 43.00 | 54.69% | -0.015 | 0.000 | -0.179 | 0.085 | 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% | 6.50 | 2.48 | 99.00% | 219.90 | 1,000PCR: 3.15 | 0.80 | 2.25% | 7.80 | 638.00 | 51.76% | -0.018 | 0.000 | -0.205 | 0.103 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 182.60 | 1,010PCR: 48.00 | 0.85 | 2.37% | 0.24 | 10.00 | 49.80% | -0.019 | 0.000 | -0.208 | 0.108 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 135.05 | 1,020PCR: 67.25 | 1.00 | 2.76% | 1.35 | 207.00 | 48.83% | -0.023 | 0.001 | -0.234 | 0.125 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.09 | 99.00% | 144.00 | 1,030PCR: 0.00 | 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 | 0.07 | 99.00% | 132.10 | 1,040PCR: 39.92 | 1.15 | 3.27% | 2.60 | 592.50 | 45.41% | -0.028 | 0.001 | -0.256 | 0.147 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.50 | 0.01 | 99.00% | 170.00 | 1,050PCR: 336.50 | 1.35 | 3.79% | 3.37 | 552.00 | 44.43% | -0.033 | 0.001 | -0.287 | 0.168 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.32 | 99.00% | 135.00 | 1,060PCR: 15.17 | 1.50 | 4.08% | 4.78 | 474.00 | 42.48% | -0.036 | 0.001 | -0.295 | 0.180 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.31 | 99.00% | 121.70 | 1,070PCR: 6.03 | 1.70 | 4.76% | 1.87 | 375.50 | 41.50% | -0.042 | 0.001 | -0.330 | 0.207 | Login To Trade |
0.156 | -0.211 | 0.001 | 0.970 | 35.16% | 4.00 | 0.56 | 48.21% | 142.00 | 1,080PCR: 6.96 | 1.90 | 5.37% | 3.87 | 481.50 | 40.04% | -0.048 | 0.001 | -0.356 | 0.231 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 1.50 | 1.16 | 99.00% | 131.00 | 1,090PCR: 3.35 | 2.25 | 6.26% | 3.87 | 348.00 | 39.06% | -0.057 | 0.001 | -0.397 | 0.264 | Login To Trade |
0.279 | -0.393 | 0.001 | 0.939 | 36.62% | 99.00 | 4.56 | 47.56% | 123.30 | 1,100PCR: 4.75 | 2.70 | 7.34% | 21.62 | 2,516.00 | 38.09% | -0.068 | 0.002 | -0.445 | 0.304 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 1.22 | 99.00% | 84.50 | 1,110PCR: 2.21 | 3.00 | 8.27% | 2.69 | 506.00 | 36.62% | -0.078 | 0.002 | -0.475 | 0.337 | Login To Trade |
0.249 | -0.276 | 0.002 | 0.947 | 28.81% | 18.50 | 1.20 | 47.99% | 102.60 | 1,120PCR: 4.68 | 3.50 | 9.67% | 5.62 | 997.00 | 35.64% | -0.093 | 0.002 | -0.528 | 0.385 | Login To Trade |
0.518 | -0.793 | 0.002 | 0.858 | 39.79% | 24.00 | 1.86 | 45.52% | 98.15 | 1,130PCR: 3.80 | 4.15 | 10.79% | 7.05 | 1,020.00 | 33.94% | -0.107 | 0.002 | -0.553 | 0.424 | Login To Trade |
0.441 | -0.522 | 0.003 | 0.887 | 30.76% | 82.00 | 3.06 | 46.63% | 85.35 | 1,140PCR: 2.69 | 4.85 | 12.61% | 8.21 | 1,528.50 | 32.96% | -0.128 | 0.003 | -0.611 | 0.482 | Login To Trade |
0.517 | -0.607 | 0.003 | 0.858 | 30.52% | 965.00 | 6.38 | 45.89% | 76.50 | 1,150PCR: 2.18 | 5.75 | 14.50% | 13.88 | 3,071.00 | 31.74% | -0.151 | 0.003 | -0.658 | 0.539 | Login To Trade |
0.591 | -0.677 | 0.004 | 0.827 | 29.79% | 462.00 | 6.27 | 45.07% | 67.65 | 1,160PCR: 2.55 | 7.10 | 16.85% | 15.96 | 2,426.50 | 30.76% | -0.181 | 0.004 | -0.717 | 0.606 | Login To Trade |
0.661 | -0.732 | 0.004 | 0.792 | 28.81% | 423.00 | 3.49 | 44.12% | 59.00 | 1,170PCR: 1.90 | 8.45 | 19.33% | 6.63 | 2,048.00 | 29.66% | -0.214 | 0.004 | -0.767 | 0.672 | Login To Trade |
0.731 | -0.782 | 0.005 | 0.751 | 27.83% | 1,761.50 | 7.65 | 42.92% | 51.10 | 1,180PCR: 1.87 | 10.30 | 22.12% | 14.31 | 3,919.00 | 28.69% | -0.255 | 0.005 | -0.817 | 0.740 | Login To Trade |
0.798 | -0.828 | 0.006 | 0.702 | 26.98% | 1,387.50 | 6.37 | 41.36% | 43.40 | 1,190PCR: 1.19 | 12.65 | 25.12% | 7.59 | 2,806.00 | 27.71% | -0.302 | 0.005 | -0.857 | 0.804 | Login To Trade |
0.857 | -0.873 | 0.006 | 0.646 | 26.49% | 9,245.00 | 30.59 | 39.39% | 36.10 | 1,200PCR: 0.88 | 15.35 | 28.33% | 26.97 | 6,877.00 | 26.98% | -0.356 | 0.006 | -0.891 | 0.859 | Login To Trade |
0.899 | -0.886 | 0.007 | 0.584 | 25.63% | 6,087.00 | 14.85 | 36.98% | 29.50 | 1,210PCR: 0.38 | 18.60 | 31.63% | 5.70 | 4,328.50 | 26.00% | -0.417 | 0.006 | -0.899 | 0.899 | Login To Trade |
0.918 | -0.893 | 0.007 | 0.518 | 25.27% | 9,839.00 | 15.98 | 34.12% | 23.80 | 1,220PCR: 0.72 | 22.75 | 34.94% | 11.58 | 4,310.00 | 25.63% | -0.483 | 0.007 | -0.906 | 0.918 | Login To Trade |
0.912 | -0.875 | 0.007 | 0.449 | 24.96% | 5,763.00 | 19.72 | 30.87% | 18.90 | 1,230PCR: 0.34 | 27.90 | 37.92% | 6.78 | 1,479.00 | 25.39% | -0.551 | 0.007 | -0.890 | 0.912 | Login To Trade |
0.879 | -0.846 | 0.007 | 0.382 | 25.02% | 5,967.00 | 19.26 | 27.37% | 15.10 | 1,240PCR: 0.41 | 34.00 | 40.53% | 7.84 | 1,047.50 | 25.51% | -0.616 | 0.006 | -0.864 | 0.880 | Login To Trade |
0.828 | -0.816 | 0.006 | 0.324 | 25.63% | 6,903.50 | 33.72 | 24.01% | 12.10 | 1,250PCR: 0.43 | 41.35 | 42.72% | 14.63 | 514.50 | 26.00% | -0.675 | 0.006 | -0.830 | 0.830 | Login To Trade |
0.759 | -0.752 | 0.005 | 0.268 | 25.76% | 3,795.50 | 25.23 | 20.55% | 9.60 | 1,260PCR: 0.27 | 49.30 | 44.36% | 6.82 | 230.00 | 26.98% | -0.723 | 0.005 | -0.801 | 0.772 | Login To Trade |
0.686 | -0.696 | 0.005 | 0.222 | 26.37% | 2,455.00 | 21.05 | 17.52% | 7.50 | 1,270PCR: 0.29 | 56.60 | 45.99% | 6.07 | 160.50 | 26.49% | -0.777 | 0.005 | -0.701 | 0.688 | Login To Trade |
0.612 | -0.632 | 0.004 | 0.183 | 26.86% | 2,758.00 | 57.61 | 14.77% | 6.05 | 1,280PCR: 0.23 | 64.80 | 47.19% | 13.25 | 173.00 | 26.61% | -0.820 | 0.004 | -0.620 | 0.606 | Login To Trade |
0.545 | -0.581 | 0.004 | 0.153 | 27.71% | 1,843.50 | 32.04 | 12.54% | 4.95 | 1,290PCR: 0.23 | 73.85 | 47.84% | 7.50 | 159.00 | 28.08% | -0.844 | 0.004 | -0.596 | 0.552 | Login To Trade |
0.495 | -0.553 | 0.003 | 0.133 | 29.05% | 7,417.00 | 128.68 | 10.94% | 4.40 | 1,300PCR: 0.17 | 82.95 | 48.54% | 21.36 | 400.50 | 28.69% | -0.870 | 0.003 | -0.537 | 0.487 | Login To Trade |
0.435 | -0.499 | 0.003 | 0.111 | 29.79% | 1,049.50 | 10.84 | 9.21% | 3.55 | 1,310PCR: 0.33 | 92.30 | 49.09% | 3.53 | 56.00 | 29.54% | -0.891 | 0.003 | -0.488 | 0.430 | Login To Trade |
0.377 | -0.439 | 0.002 | 0.091 | 30.27% | 1,749.50 | 16.29 | 7.62% | 2.90 | 1,320PCR: 0.29 | 101.80 | 49.51% | 4.71 | 50.50 | 30.27% | -0.909 | 0.002 | -0.439 | 0.377 | Login To Trade |
0.325 | -0.384 | 0.002 | 0.074 | 30.76% | 939.50 | 8.25 | 6.28% | 2.40 | 1,330PCR: 0.37 | 111.50 | 49.78% | 3.06 | 44.50 | 31.49% | -0.920 | 0.002 | -0.413 | 0.341 | Login To Trade |
0.289 | -0.352 | 0.002 | 0.064 | 31.74% | 836.50 | 8.74 | 5.40% | 2.00 | 1,340PCR: 0.29 | 117.25 | 99.00% | 2.52 | 2.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.264 | -0.334 | 0.002 | 0.057 | 32.96% | 3,430.00 | 81.82 | 4.80% | 1.80 | 1,350PCR: 0.14 | 130.55 | 50.35% | 11.71 | 28.00 | 32.23% | -0.947 | 0.001 | -0.307 | 0.247 | Login To Trade |
0.221 | -0.282 | 0.001 | 0.046 | 33.20% | 452.50 | 7.91 | 3.86% | 1.40 | 1,360PCR: 0.25 | 145.65 | 49.39% | 1.96 | 3.00 | 48.10% | -0.873 | 0.002 | -0.886 | 0.479 | Login To Trade |
0.172 | -0.216 | 0.001 | 0.034 | 32.71% | 627.50 | 5.66 | 2.84% | 1.05 | 1,370PCR: 0.17 | 219.00 | 45.85% | 0.97 | 0.00 | 135.13% | -0.627 | 0.001 | -4.534 | 0.872 | Login To Trade |
0.162 | -0.212 | 0.001 | 0.031 | 34.18% | 566.50 | 8.28 | 2.62% | 0.90 | 1,380PCR: 0.05 | 164.95 | 49.88% | 0.41 | 1.50 | 51.03% | -0.889 | 0.002 | -0.854 | 0.435 | Login To Trade |
0.145 | -0.197 | 0.001 | 0.027 | 35.16% | 268.50 | 3.03 | 2.30% | 0.80 | 1,390PCR: 0.06 | 106.00 | 99.00% | 0.18 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.139 | -0.196 | 0.001 | 0.026 | 36.62% | 782.00 | 32.90 | 2.16% | 0.75 | 1,400PCR: 0.63 | 178.95 | 50.59% | 20.61 | 57.00 | 15.63% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.109 | -0.160 | 0.001 | 0.019 | 38.09% | 105.00 | 3.36 | 1.61% | 0.60 | 1,420PCR: 0.63 | 197.00 | 99.00% | 2.11 | 1.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.103 | -0.163 | 0.001 | 0.018 | 41.02% | 145.50 | 7.12 | 1.48% | 0.60 | 1,440PCR: 0.26 | 218.50 | 99.00% | 1.86 | 17.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.079 | -0.128 | 0.000 | 0.013 | 41.99% | 40.50 | 1.50 | 1.08% | 0.45 | 1,460PCR: 0.78 | 240.00 | 51.42% | 1.17 | 1.50 | 47.85% | -0.973 | 0.001 | -0.261 | 0.142 | Login To Trade |
0.069 | -0.116 | 0.000 | 0.011 | 43.95% | 130.00 | 5.76 | 0.90% | 0.40 | 1,480PCR: 1.76 | 256.75 | 99.00% | 10.13 | 2.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.061 | -0.107 | 0.000 | 0.010 | 45.90% | 297.50 | 7.81 | 0.77% | 0.35 | 1,500PCR: 1.94 | 279.45 | 51.62% | 15.15 | 35.00 | 47.85% | -0.987 | 0.000 | -0.140 | 0.076 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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