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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: 623.00 | 0.50 | 1.45% | 3.12 | 74.50 | 43.95% | -0.011 | 0.000 | -0.092 | 0.084 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 133.50 | 2.05 | 99.00% | 204.60 | 1,000PCR: 1.72 | 0.65 | 1.91% | 3.53 | 254.50 | 38.09% | -0.016 | 0.000 | -0.105 | 0.111 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,020PCR: -- | 0.75 | 2.39% | 0.11 | 13.00 | 35.64% | -0.020 | 0.001 | -0.122 | 0.137 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,040PCR: -- | 0.70 | 2.38% | 0.29 | 33.00 | 31.74% | -0.020 | 0.001 | -0.110 | 0.139 | Login To Trade |
0.882 | -2.075 | 0.001 | 0.758 | 94.12% | 0.00 | 0.01 | 39.46% | 190.00 | 1,060PCR: 532.00 | 1.10 | 3.71% | 2.66 | 313.00 | 30.76% | -0.033 | 0.001 | -0.159 | 0.206 | 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 | 4.76% | 4.04 | 885.50 | 28.32% | -0.043 | 0.001 | -0.184 | 0.259 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,090PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.255 | -0.149 | 0.001 | 0.958 | 23.44% | 124.00 | 3.52 | 48.21% | 108.50 | 1,100PCR: 4.50 | 2.25 | 6.91% | 15.83 | 2,916.00 | 26.86% | -0.065 | 0.002 | -0.241 | 0.359 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,110PCR: -- | 2.70 | 8.32% | 1.99 | 413.50 | 26.12% | -0.080 | 0.002 | -0.274 | 0.420 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 4.50 | 0.03 | 99.00% | 85.00 | 1,120PCR: 153.00 | 3.30 | 9.85% | 4.59 | 966.50 | 25.15% | -0.097 | 0.002 | -0.305 | 0.485 | Login To Trade |
0.576 | -0.359 | 0.003 | 0.877 | 24.90% | 127.00 | 0.99 | 46.35% | 81.30 | 1,130PCR: 6.80 | 4.10 | 11.63% | 6.70 | 1,140.00 | 24.41% | -0.118 | 0.003 | -0.340 | 0.557 | Login To Trade |
1,132.20 | |||||||||||||||||||
0.630 | -0.367 | 0.003 | 0.860 | 23.32% | 228.50 | 1.85 | 45.99% | 72.20 | 1,140PCR: 4.68 | 5.25 | 14.02% | 8.66 | 2,099.00 | 23.93% | -0.146 | 0.003 | -0.387 | 0.648 | Login To Trade |
0.745 | -0.439 | 0.004 | 0.819 | 23.56% | 342.50 | 2.79 | 44.91% | 64.05 | 1,150PCR: 6.40 | 6.85 | 16.96% | 17.84 | 4,441.00 | 23.68% | -0.183 | 0.004 | -0.444 | 0.749 | Login To Trade |
0.855 | -0.506 | 0.004 | 0.771 | 23.68% | 320.50 | 1.44 | 43.52% | 55.55 | 1,160PCR: 6.90 | 8.65 | 19.74% | 9.93 | 3,241.00 | 23.07% | -0.221 | 0.005 | -0.484 | 0.840 | Login To Trade |
0.933 | -0.533 | 0.005 | 0.731 | 22.83% | 320.50 | 2.00 | 42.27% | 48.00 | 1,170PCR: 2.44 | 10.85 | 22.97% | 4.86 | 2,484.50 | 22.71% | -0.268 | 0.005 | -0.529 | 0.932 | Login To Trade |
1.013 | -0.569 | 0.006 | 0.678 | 22.46% | 982.50 | 2.93 | 40.51% | 40.95 | 1,180PCR: 3.84 | 13.85 | 26.42% | 11.24 | 4,636.50 | 22.58% | -0.323 | 0.006 | -0.573 | 1.014 | Login To Trade |
1.077 | -0.600 | 0.006 | 0.619 | 22.28% | 1,480.50 | 5.08 | 38.31% | 34.45 | 1,190PCR: 1.49 | 17.50 | 29.86% | 7.58 | 3,852.00 | 22.09% | -0.383 | 0.006 | -0.595 | 1.078 | Login To Trade |
1.116 | -0.620 | 0.006 | 0.556 | 22.22% | 9,628.50 | 32.33 | 35.71% | 28.65 | 1,200PCR: 1.32 | 21.70 | 33.10% | 42.55 | 11,608.50 | 22.34% | -0.444 | 0.006 | -0.623 | 1.116 | Login To Trade |
1.127 | -0.622 | 0.006 | 0.490 | 22.09% | 5,032.50 | 13.08 | 32.79% | 23.40 | 1,210PCR: 0.39 | 26.00 | 36.08% | 5.08 | 2,976.00 | 21.85% | -0.507 | 0.006 | -0.616 | 1.127 | Login To Trade |
1.109 | -0.601 | 0.006 | 0.428 | 21.67% | 7,483.00 | 14.98 | 29.72% | 18.70 | 1,220PCR: 0.75 | 31.40 | 38.87% | 11.22 | 5,583.00 | 21.48% | -0.572 | 0.006 | -0.596 | 1.109 | Login To Trade |
1.061 | -0.576 | 0.006 | 0.364 | 21.73% | 4,514.50 | 11.23 | 26.30% | 14.75 | 1,230PCR: 0.67 | 37.20 | 41.33% | 7.51 | 2,474.50 | 21.24% | -0.636 | 0.006 | -0.563 | 1.061 | Login To Trade |
0.988 | -0.531 | 0.006 | 0.304 | 21.48% | 7,988.00 | 24.99 | 22.76% | 11.65 | 1,240PCR: 0.41 | 43.85 | 43.49% | 10.13 | 2,542.00 | 21.12% | -0.697 | 0.006 | -0.521 | 0.987 | Login To Trade |
0.906 | -0.495 | 0.005 | 0.255 | 21.85% | 10,522.50 | 41.71 | 19.63% | 9.20 | 1,250PCR: 0.40 | 51.25 | 45.26% | 16.48 | 2,645.50 | 21.00% | -0.753 | 0.005 | -0.469 | 0.893 | Login To Trade |
0.804 | -0.437 | 0.005 | 0.206 | 21.73% | 7,120.00 | 28.53 | 16.35% | 6.95 | 1,260PCR: 0.37 | 59.05 | 46.85% | 10.50 | 1,594.00 | 20.51% | -0.809 | 0.005 | -0.395 | 0.770 | Login To Trade |
0.708 | -0.389 | 0.004 | 0.167 | 21.97% | 4,633.00 | 28.23 | 13.59% | 5.35 | 1,270PCR: 0.33 | 67.50 | 47.74% | 9.19 | 515.00 | 21.12% | -0.841 | 0.004 | -0.361 | 0.685 | Login To Trade |
0.613 | -0.339 | 0.004 | 0.135 | 22.09% | 6,792.50 | 63.86 | 11.16% | 4.15 | 1,280PCR: 0.21 | 76.20 | 48.59% | 13.20 | 554.00 | 21.00% | -0.878 | 0.003 | -0.300 | 0.573 | Login To Trade |
0.540 | -0.310 | 0.003 | 0.113 | 22.95% | 3,822.00 | 32.90 | 9.41% | 3.45 | 1,290PCR: 0.26 | 85.40 | 49.19% | 8.64 | 223.50 | 21.48% | -0.902 | 0.003 | -0.263 | 0.490 | Login To Trade |
0.485 | -0.290 | 0.003 | 0.097 | 23.93% | 13,862.00 | 137.99 | 8.14% | 3.05 | 1,300PCR: 0.19 | 95.10 | 49.71% | 26.14 | 661.50 | 21.73% | -0.924 | 0.002 | -0.218 | 0.402 | Login To Trade |
0.424 | -0.259 | 0.002 | 0.081 | 24.41% | 2,223.50 | 14.11 | 6.82% | 2.45 | 1,310PCR: 0.27 | 107.25 | 49.07% | 3.86 | 22.50 | 28.69% | -0.881 | 0.002 | -0.402 | 0.561 | Login To Trade |
0.365 | -0.228 | 0.002 | 0.067 | 24.90% | 4,117.00 | 18.28 | 5.64% | 2.00 | 1,320PCR: 0.26 | 117.80 | 49.16% | 4.78 | 98.50 | 31.49% | -0.880 | 0.002 | -0.446 | 0.567 | Login To Trade |
0.314 | -0.200 | 0.002 | 0.055 | 25.39% | 2,036.50 | 7.85 | 4.66% | 1.65 | 1,330PCR: 0.41 | 122.70 | 50.68% | 3.18 | 10.50 | 15.63% | -0.996 | 0.000 | -0.014 | 0.036 | Login To Trade |
0.278 | -0.181 | 0.001 | 0.047 | 26.12% | 1,445.00 | 9.78 | 3.99% | 1.45 | 1,340PCR: 0.26 | 144.15 | 48.50% | 2.54 | 2.00 | 45.17% | -0.825 | 0.002 | -0.824 | 0.730 | Login To Trade |
0.246 | -0.165 | 0.001 | 0.041 | 26.86% | 8,489.00 | 86.96 | 3.42% | 1.20 | 1,350PCR: 0.15 | 145.00 | 50.36% | 12.93 | 94.00 | 30.76% | -0.935 | 0.002 | -0.275 | 0.358 | Login To Trade |
0.225 | -0.157 | 0.001 | 0.036 | 27.83% | 1,003.50 | 7.83 | 3.06% | 1.05 | 1,360PCR: 0.25 | 155.00 | 50.47% | 1.98 | 1.50 | 32.23% | -0.938 | 0.001 | -0.277 | 0.344 | Login To Trade |
0.195 | -0.138 | 0.001 | 0.030 | 28.32% | 478.00 | 4.24 | 2.56% | 0.90 | 1,370PCR: 0.23 | 93.15 | 99.00% | 0.96 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.178 | -0.131 | 0.001 | 0.027 | 29.30% | 801.00 | 10.35 | 2.29% | 0.85 | 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 |
0.147 | -0.107 | 0.001 | 0.022 | 29.30% | 556.00 | 3.71 | 1.80% | 0.70 | 1,390PCR: 0.05 | 106.00 | 99.00% | 0.18 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.155 | -0.121 | 0.001 | 0.023 | 31.25% | 4,082.50 | 39.07 | 1.91% | 0.70 | 1,400PCR: 0.54 | 192.25 | 99.00% | 21.20 | 118.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.113 | -0.089 | 0.000 | 0.016 | 31.74% | 325.00 | 4.34 | 1.30% | 0.50 | 1,420PCR: 0.50 | 134.05 | 99.00% | 2.18 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.109 | -0.093 | 0.000 | 0.015 | 34.18% | 434.50 | 7.48 | 1.23% | 0.50 | 1,440PCR: 0.25 | 239.00 | 50.87% | 1.90 | 111.50 | 54.44% | -0.906 | 0.001 | -0.644 | 0.473 | Login To Trade |
0.099 | -0.089 | 0.000 | 0.014 | 36.13% | 123.50 | 2.46 | 1.08% | 0.45 | 1,460PCR: 0.58 | 256.55 | 51.33% | 1.44 | 33.50 | 51.51% | -0.935 | 0.001 | -0.461 | 0.358 | Login To Trade |
0.092 | -0.087 | 0.000 | 0.013 | 38.09% | 578.00 | 10.05 | 0.99% | 0.45 | 1,480PCR: 1.05 | 270.15 | 99.00% | 10.60 | 135.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.075 | -0.073 | 0.000 | 0.010 | 39.06% | 381.50 | 7.42 | 0.77% | 0.35 | 1,500PCR: 2.09 | 290.15 | 99.00% | 15.53 | 278.00 | 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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0
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