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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% | 2.00 | 0.60 | 99.00% | 382.00 | 1,000PCR: 17.11 | 0.90 | 1.69% | 10.18 | 256.00 | 63.48% | -0.012 | 0.000 | -0.158 | 0.100 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 11.00 | 5.75 | 99.00% | 281.00 | 1,100PCR: 1.49 | 1.50 | 3.08% | 8.59 | 556.00 | 51.27% | -0.024 | 0.000 | -0.234 | 0.183 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 201.35 | 1,120PCR: 88.25 | 1.75 | 3.49% | 1.77 | 170.00 | 48.83% | -0.028 | 0.000 | -0.253 | 0.207 | Login To Trade |
0.543 | -0.955 | 0.001 | 0.906 | 70.31% | 2.00 | 0.04 | 44.87% | 265.40 | 1,130PCR: 52.50 | 1.85 | 3.65% | 2.10 | 241.00 | 47.36% | -0.029 | 0.000 | -0.257 | 0.217 | Login To Trade |
0.736 | -1.593 | 0.001 | 0.856 | 86.55% | 0.00 | 0.28 | 42.78% | 267.50 | 1,140PCR: 6.04 | 2.05 | 3.98% | 1.69 | 156.50 | 46.39% | -0.033 | 0.001 | -0.273 | 0.236 | Login To Trade |
0.134 | -0.128 | 0.000 | 0.983 | 38.09% | 0.50 | 1.33 | 47.98% | 235.45 | 1,150PCR: 5.17 | 2.10 | 4.18% | 6.88 | 491.00 | 44.92% | -0.035 | 0.001 | -0.278 | 0.247 | Login To Trade |
0.422 | -0.557 | 0.001 | 0.933 | 52.73% | 1.00 | 0.54 | 46.31% | 230.00 | 1,160PCR: 3.76 | 2.35 | 4.75% | 2.01 | 140.50 | 44.43% | -0.040 | 0.001 | -0.308 | 0.278 | Login To Trade |
0.823 | -1.738 | 0.001 | 0.829 | 84.47% | 0.00 | 1.21 | 42.15% | 242.15 | 1,170PCR: 0.93 | 2.60 | 5.09% | 1.13 | 95.00 | 43.21% | -0.043 | 0.001 | -0.320 | 0.297 | Login To Trade |
0.954 | -2.472 | 0.001 | 0.782 | 103.70% | 0.00 | 1.11 | 39.75% | 252.00 | 1,180PCR: 2.53 | 2.75 | 5.46% | 2.81 | 370.00 | 41.99% | -0.047 | 0.001 | -0.333 | 0.317 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.07 | 99.00% | 180.15 | 1,190PCR: 31.08 | 3.15 | 6.20% | 2.02 | 254.00 | 41.50% | -0.054 | 0.001 | -0.368 | 0.355 | Login To Trade |
0.040 | -0.023 | 0.000 | 0.996 | 23.44% | 19.00 | 3.10 | 48.85% | 184.80 | 1,200PCR: 12.25 | 3.45 | 6.66% | 37.93 | 2,881.00 | 40.28% | -0.059 | 0.001 | -0.383 | 0.380 | Login To Trade |
0.198 | -0.149 | 0.001 | 0.974 | 30.27% | 4.50 | 0.25 | 48.16% | 175.75 | 1,210PCR: 7.10 | 3.65 | 7.18% | 1.74 | 326.50 | 39.06% | -0.064 | 0.001 | -0.397 | 0.407 | Login To Trade |
0.454 | -0.437 | 0.001 | 0.926 | 38.57% | 4.50 | 0.66 | 46.83% | 169.00 | 1,220PCR: 8.21 | 3.95 | 7.75% | 5.38 | 530.00 | 37.84% | -0.070 | 0.001 | -0.413 | 0.436 | Login To Trade |
0.726 | -0.904 | 0.001 | 0.859 | 49.80% | 3.50 | 0.91 | 44.66% | 167.00 | 1,230PCR: 4.34 | 4.35 | 8.52% | 3.93 | 247.00 | 36.87% | -0.078 | 0.001 | -0.437 | 0.474 | Login To Trade |
0.440 | -0.362 | 0.001 | 0.929 | 32.96% | 6.50 | 2.61 | 47.16% | 148.20 | 1,240PCR: 2.17 | 4.60 | 9.09% | 5.67 | 519.50 | 35.40% | -0.085 | 0.001 | -0.446 | 0.504 | Login To Trade |
0.454 | -0.352 | 0.001 | 0.926 | 31.01% | 104.50 | 5.91 | 47.19% | 138.15 | 1,250PCR: 2.65 | 5.30 | 10.16% | 15.63 | 2,538.50 | 34.67% | -0.097 | 0.002 | -0.480 | 0.554 | Login To Trade |
0.564 | -0.454 | 0.002 | 0.901 | 32.23% | 113.00 | 2.72 | 46.59% | 129.70 | 1,260PCR: 3.87 | 5.85 | 11.19% | 10.51 | 819.50 | 33.69% | -0.108 | 0.002 | -0.507 | 0.602 | Login To Trade |
0.857 | -0.923 | 0.002 | 0.818 | 43.09% | 17.50 | 2.04 | 43.89% | 129.20 | 1,270PCR: 3.14 | 6.40 | 12.18% | 6.39 | 573.00 | 32.47% | -0.120 | 0.002 | -0.526 | 0.648 | Login To Trade |
0.681 | -0.522 | 0.002 | 0.871 | 30.64% | 54.00 | 7.27 | 45.93% | 111.30 | 1,280PCR: 1.83 | 7.15 | 13.45% | 13.28 | 1,128.00 | 31.49% | -0.135 | 0.002 | -0.554 | 0.704 | Login To Trade |
0.763 | -0.582 | 0.002 | 0.848 | 30.52% | 37.50 | 5.96 | 45.35% | 102.75 | 1,290PCR: 1.88 | 7.85 | 14.49% | 11.17 | 543.50 | 30.03% | -0.148 | 0.002 | -0.564 | 0.751 | Login To Trade |
0.763 | -0.517 | 0.003 | 0.848 | 27.10% | 526.50 | 20.45 | 45.48% | 91.90 | 1,300PCR: 2.87 | 8.80 | 16.21% | 58.66 | 8,853.00 | 29.30% | -0.170 | 0.003 | -0.601 | 0.820 | Login To Trade |
0.867 | -0.595 | 0.003 | 0.815 | 27.47% | 67.50 | 9.62 | 44.56% | 84.05 | 1,310PCR: 0.70 | 9.80 | 17.74% | 6.74 | 848.50 | 28.08% | -0.190 | 0.003 | -0.618 | 0.880 | Login To Trade |
0.937 | -0.621 | 0.003 | 0.789 | 26.49% | 296.00 | 15.78 | 43.90% | 75.25 | 1,320PCR: 0.80 | 11.10 | 19.55% | 12.63 | 2,423.50 | 27.04% | -0.215 | 0.003 | -0.641 | 0.948 | Login To Trade |
1.009 | -0.643 | 0.004 | 0.759 | 25.51% | 312.00 | 5.03 | 43.03% | 66.80 | 1,330PCR: 2.06 | 12.65 | 21.61% | 10.36 | 3,418.50 | 26.12% | -0.245 | 0.004 | -0.666 | 1.019 | Login To Trade |
1.087 | -0.680 | 0.004 | 0.722 | 25.02% | 556.50 | 7.56 | 41.87% | 58.70 | 1,340PCR: 1.76 | 14.50 | 23.83% | 13.33 | 4,283.00 | 25.21% | -0.279 | 0.004 | -0.686 | 1.089 | Login To Trade |
1.152 | -0.689 | 0.005 | 0.685 | 23.93% | 1,348.50 | 37.27 | 40.63% | 51.00 | 1,350PCR: 0.90 | 16.75 | 26.30% | 33.50 | 9,145.00 | 24.48% | -0.319 | 0.004 | -0.708 | 1.157 | Login To Trade |
1.215 | -0.717 | 0.005 | 0.638 | 23.62% | 810.50 | 12.68 | 38.95% | 44.10 | 1,360PCR: 1.19 | 19.65 | 28.76% | 15.14 | 6,555.00 | 23.44% | -0.361 | 0.005 | -0.711 | 1.214 | Login To Trade |
1.260 | -0.719 | 0.005 | 0.590 | 22.83% | 1,125.50 | 10.83 | 37.11% | 37.35 | 1,370PCR: 1.22 | 22.60 | 31.41% | 13.22 | 5,706.00 | 22.83% | -0.410 | 0.005 | -0.719 | 1.260 | Login To Trade |
1.288 | -0.715 | 0.005 | 0.536 | 22.22% | 5,369.50 | 18.17 | 34.88% | 31.20 | 1,380PCR: 0.81 | 26.50 | 34.10% | 14.76 | 10,420.50 | 22.34% | -0.464 | 0.005 | -0.719 | 1.288 | Login To Trade |
1.292 | -0.696 | 0.006 | 0.480 | 21.55% | 3,552.00 | 11.25 | 32.30% | 25.50 | 1,390PCR: 0.73 | 30.65 | 36.66% | 8.22 | 4,360.00 | 21.61% | -0.520 | 0.006 | -0.698 | 1.292 | Login To Trade |
1.268 | -0.667 | 0.006 | 0.421 | 21.06% | 12,373.50 | 62.85 | 29.42% | 20.55 | 1,400PCR: 0.44 | 35.70 | 39.12% | 27.62 | 9,477.50 | 20.94% | -0.579 | 0.006 | -0.663 | 1.268 | Login To Trade |
1.216 | -0.627 | 0.006 | 0.363 | 20.63% | 3,696.00 | 14.35 | 26.30% | 16.25 | 1,410PCR: 0.87 | 41.30 | 41.37% | 12.42 | 1,999.00 | 20.57% | -0.638 | 0.006 | -0.625 | 1.215 | Login To Trade |
1.140 | -0.583 | 0.005 | 0.308 | 20.45% | 7,693.00 | 40.51 | 23.07% | 12.80 | 1,420PCR: 0.42 | 47.85 | 43.32% | 16.86 | 4,765.00 | 20.26% | -0.694 | 0.005 | -0.576 | 1.137 | Login To Trade |
1.041 | -0.524 | 0.005 | 0.255 | 20.14% | 4,135.50 | 22.59 | 19.73% | 9.95 | 1,430PCR: 0.40 | 55.10 | 44.98% | 8.94 | 984.00 | 20.08% | -0.746 | 0.005 | -0.522 | 1.039 | Login To Trade |
0.930 | -0.465 | 0.004 | 0.208 | 20.02% | 5,068.00 | 47.10 | 16.60% | 7.50 | 1,440PCR: 0.28 | 62.40 | 46.46% | 13.06 | 661.50 | 19.65% | -0.796 | 0.004 | -0.451 | 0.918 | Login To Trade |
0.821 | -0.413 | 0.004 | 0.170 | 20.14% | 6,919.50 | 59.42 | 13.88% | 5.85 | 1,450PCR: 0.21 | 70.50 | 47.43% | 12.59 | 217.00 | 19.90% | -0.833 | 0.004 | -0.403 | 0.811 | Login To Trade |
0.712 | -0.361 | 0.003 | 0.137 | 20.26% | 4,245.00 | 19.33 | 11.43% | 4.60 | 1,460PCR: 0.46 | 79.30 | 48.39% | 8.82 | 93.50 | 19.53% | -0.872 | 0.003 | -0.331 | 0.679 | Login To Trade |
0.625 | -0.324 | 0.003 | 0.114 | 20.75% | 1,244.00 | 6.40 | 9.58% | 3.70 | 1,470PCR: 0.18 | 87.95 | 49.17% | 1.18 | 31.00 | 19.04% | -0.906 | 0.003 | -0.258 | 0.542 | Login To Trade |
0.545 | -0.290 | 0.002 | 0.095 | 21.24% | 2,838.50 | 19.35 | 8.02% | 2.95 | 1,480PCR: 0.35 | 99.60 | 48.83% | 6.80 | 22.50 | 23.44% | -0.882 | 0.003 | -0.375 | 0.640 | Login To Trade |
0.480 | -0.262 | 0.002 | 0.080 | 21.85% | 709.00 | 5.72 | 6.79% | 2.50 | 1,490PCR: 0.11 | 81.65 | 99.00% | 0.66 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.412 | -0.229 | 0.002 | 0.065 | 22.22% | 4,474.00 | 39.95 | 5.59% | 2.05 | 1,500PCR: 0.09 | 117.00 | 50.03% | 3.57 | 37.00 | 21.48% | -0.941 | 0.002 | -0.204 | 0.380 | Login To Trade |
0.368 | -0.211 | 0.002 | 0.056 | 22.95% | 657.00 | 4.73 | 4.84% | 1.75 | 1,510PCR: 0.04 | 120.70 | 99.00% | 0.20 | 1.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.310 | -0.180 | 0.001 | 0.045 | 23.19% | 1,052.50 | 17.88 | 3.91% | 1.40 | 1,520PCR: 0.70 | 137.00 | 50.26% | 12.54 | 23.00 | 24.17% | -0.947 | 0.001 | -0.210 | 0.348 | Login To Trade |
0.269 | -0.159 | 0.001 | 0.038 | 23.68% | 246.50 | 4.44 | 3.28% | 1.15 | 1,530PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.242 | -0.147 | 0.001 | 0.034 | 24.41% | 347.00 | 6.57 | 2.87% | 0.95 | 1,540PCR: 0.00 | 119.90 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.226 | -0.143 | 0.001 | 0.031 | 25.39% | 403.00 | 5.62 | 2.63% | 0.95 | 1,550PCR: 0.20 | 165.00 | 99.00% | 1.11 | 2.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.198 | -0.128 | 0.001 | 0.026 | 25.88% | 1,025.50 | 16.66 | 2.24% | 0.85 | 1,560PCR: 0.00 | 140.05 | 99.00% | 0.04 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.178 | -0.124 | 0.001 | 0.023 | 27.83% | 573.50 | 8.13 | 1.95% | 0.75 | 1,580PCR: 0.00 | 159.00 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.151 | -0.111 | 0.001 | 0.019 | 29.30% | 649.50 | 4.73 | 1.59% | 0.60 | 1,600PCR: 0.02 | 216.55 | 51.04% | 0.11 | 1.00 | 32.47% | -0.969 | 0.001 | -0.185 | 0.228 | Login To Trade |
0.112 | -0.083 | 0.000 | 0.013 | 29.79% | 82.50 | 1.33 | 1.11% | 0.45 | 1,620PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 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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