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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 | |
0.223 | -0.122 | 0.000 | 0.980 | 35.16% | 27.00 | 7.54 | 47.63% | 299.00 | 1,280PCR: 0.83 | 0.45 | 1.09% | 6.24 | 77.00 | 30.27% | -0.009 | 0.000 | -0.052 | 0.110 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 2.34 | 99.00% | 258.70 | 1,300PCR: 0.82 | 0.50 | 1.28% | 1.92 | 96.00 | 28.81% | -0.010 | 0.000 | -0.058 | 0.128 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.15 | 99.00% | 226.00 | 1,320PCR: 1.45 | 0.60 | 1.51% | 0.21 | 0.00 | 27.34% | -0.012 | 0.000 | -0.064 | 0.150 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 199.00 | 1,340PCR: 51.00 | 0.50 | 1.45% | 0.26 | 18.50 | 24.90% | -0.012 | 0.000 | -0.057 | 0.147 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 204.00 | 1,350PCR: 87.33 | 0.50 | 1.50% | 1.31 | 20.50 | 23.93% | -0.013 | 0.000 | -0.057 | 0.153 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 208.00 | 1,360PCR: 85.00 | 0.50 | 1.55% | 2.55 | 81.00 | 22.95% | -0.013 | 0.000 | -0.057 | 0.159 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 179.50 | 1,370PCR: 27.80 | 0.60 | 1.80% | 0.70 | 32.00 | 22.46% | -0.015 | 0.000 | -0.064 | 0.182 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.16 | 99.00% | 189.00 | 1,380PCR: 9.91 | 0.70 | 2.10% | 1.59 | 54.00 | 21.97% | -0.018 | 0.000 | -0.072 | 0.209 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 157.00 | 1,390PCR: 70.00 | 0.80 | 2.46% | 0.70 | 62.00 | 21.48% | -0.022 | 0.001 | -0.081 | 0.241 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 52.00 | 4.46 | 99.00% | 177.00 | 1,400PCR: 1.87 | 0.85 | 2.57% | 8.33 | 376.00 | 20.51% | -0.023 | 0.001 | -0.081 | 0.253 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 1.00 | 0.62 | 99.00% | 166.15 | 1,410PCR: 8.04 | 0.95 | 3.03% | 4.99 | 85.50 | 20.02% | -0.027 | 0.001 | -0.091 | 0.292 | Login To Trade |
0.490 | -0.170 | 0.001 | 0.949 | 22.22% | 0.00 | 0.23 | 47.81% | 160.10 | 1,420PCR: 26.31 | 1.10 | 3.36% | 5.92 | 113.50 | 19.29% | -0.030 | 0.001 | -0.097 | 0.322 | Login To Trade |
0.610 | -0.216 | 0.001 | 0.932 | 22.71% | 1.00 | 0.43 | 47.46% | 150.80 | 1,430PCR: 11.49 | 1.20 | 3.79% | 4.94 | 206.00 | 18.55% | -0.035 | 0.001 | -0.104 | 0.359 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.50 | 99.00% | 130.70 | 1,440PCR: 13.87 | 1.55 | 4.66% | 6.94 | 359.50 | 18.31% | -0.043 | 0.001 | -0.123 | 0.430 | Login To Trade |
0.173 | -0.036 | 0.001 | 0.985 | 13.18% | 3.00 | 1.47 | 49.03% | 127.90 | 1,450PCR: 7.36 | 1.85 | 5.48% | 10.82 | 669.50 | 17.82% | -0.052 | 0.001 | -0.138 | 0.495 | Login To Trade |
0.687 | -0.203 | 0.002 | 0.921 | 18.92% | 6.00 | 0.85 | 47.44% | 121.00 | 1,460PCR: 6.14 | 2.30 | 6.60% | 5.19 | 386.00 | 17.46% | -0.063 | 0.002 | -0.158 | 0.581 | Login To Trade |
0.971 | -0.326 | 0.002 | 0.873 | 21.48% | 2.50 | 0.48 | 46.16% | 114.10 | 1,470PCR: 10.57 | 2.80 | 7.95% | 5.08 | 263.00 | 17.09% | -0.078 | 0.002 | -0.181 | 0.679 | Login To Trade |
0.802 | -0.213 | 0.002 | 0.903 | 16.97% | 81.50 | 2.42 | 47.14% | 101.50 | 1,480PCR: 2.87 | 3.50 | 9.42% | 6.95 | 547.00 | 16.72% | -0.094 | 0.002 | -0.205 | 0.783 | Login To Trade |
1.128 | -0.350 | 0.003 | 0.842 | 19.84% | 4.00 | 1.31 | 45.45% | 95.50 | 1,490PCR: 3.38 | 4.40 | 11.28% | 4.41 | 373.50 | 16.42% | -0.115 | 0.003 | -0.233 | 0.908 | Login To Trade |
1.018 | -0.253 | 0.003 | 0.864 | 15.87% | 697.50 | 32.18 | 46.27% | 83.00 | 1,500PCR: 0.82 | 5.55 | 13.46% | 26.27 | 2,378.50 | 16.24% | -0.141 | 0.003 | -0.265 | 1.045 | Login To Trade |
1.165 | -0.284 | 0.003 | 0.834 | 15.63% | 24.00 | 1.35 | 45.49% | 74.20 | 1,510PCR: 3.30 | 6.90 | 15.72% | 4.44 | 643.00 | 15.87% | -0.170 | 0.003 | -0.293 | 1.181 | Login To Trade |
1.321 | -0.323 | 0.004 | 0.797 | 15.63% | 246.00 | 3.97 | 44.44% | 66.35 | 1,520PCR: 1.95 | 8.50 | 18.26% | 7.74 | 1,288.00 | 15.63% | -0.203 | 0.004 | -0.323 | 1.321 | Login To Trade |
1.454 | -0.347 | 0.004 | 0.760 | 15.26% | 172.50 | 3.71 | 43.38% | 58.20 | 1,530PCR: 1.59 | 10.55 | 21.01% | 5.88 | 1,080.00 | 15.38% | -0.242 | 0.004 | -0.351 | 1.459 | Login To Trade |
1.590 | -0.376 | 0.005 | 0.713 | 15.14% | 655.50 | 9.83 | 41.89% | 50.75 | 1,540PCR: 1.34 | 13.00 | 23.95% | 13.15 | 1,596.50 | 15.14% | -0.287 | 0.005 | -0.376 | 1.590 | Login To Trade |
1.706 | -0.402 | 0.005 | 0.663 | 15.08% | 1,301.50 | 21.22 | 40.14% | 43.65 | 1,550PCR: 1.01 | 15.95 | 27.02% | 21.37 | 2,602.50 | 14.95% | -0.336 | 0.005 | -0.398 | 1.704 | Login To Trade |
1.793 | -0.419 | 0.005 | 0.610 | 14.95% | 2,750.50 | 27.16 | 38.12% | 37.50 | 1,560PCR: 0.64 | 19.50 | 30.05% | 17.28 | 3,443.50 | 14.83% | -0.390 | 0.005 | -0.415 | 1.792 | Login To Trade |
1.847 | -0.430 | 0.006 | 0.553 | 14.89% | 4,391.00 | 12.12 | 35.80% | 31.45 | 1,570PCR: 0.85 | 23.50 | 32.99% | 10.32 | 3,548.00 | 14.65% | -0.446 | 0.006 | -0.423 | 1.847 | Login To Trade |
1.864 | -0.430 | 0.006 | 0.496 | 14.77% | 7,302.00 | 24.26 | 33.21% | 26.40 | 1,580PCR: 0.29 | 28.20 | 35.76% | 6.98 | 3,222.50 | 14.53% | -0.504 | 0.006 | -0.423 | 1.864 | Login To Trade |
1.841 | -0.421 | 0.006 | 0.438 | 14.65% | 2,465.00 | 5.64 | 30.44% | 21.70 | 1,590PCR: 0.37 | 33.60 | 38.31% | 2.11 | 871.50 | 14.47% | -0.563 | 0.006 | -0.416 | 1.841 | Login To Trade |
1.780 | -0.404 | 0.006 | 0.381 | 14.53% | 9,021.00 | 49.94 | 27.40% | 17.55 | 1,600PCR: 0.26 | 39.15 | 40.66% | 13.07 | 1,394.00 | 14.22% | -0.622 | 0.006 | -0.395 | 1.776 | Login To Trade |
1.685 | -0.381 | 0.005 | 0.327 | 14.47% | 1,377.50 | 3.62 | 24.35% | 14.10 | 1,610PCR: 0.23 | 45.65 | 42.55% | 0.82 | 267.00 | 14.34% | -0.675 | 0.005 | -0.377 | 1.682 | Login To Trade |
1.567 | -0.357 | 0.005 | 0.278 | 14.59% | 1,914.00 | 10.78 | 21.33% | 11.40 | 1,620PCR: 0.09 | 53.10 | 44.29% | 1.01 | 114.00 | 14.22% | -0.728 | 0.005 | -0.345 | 1.551 | Login To Trade |
1.424 | -0.323 | 0.004 | 0.232 | 14.53% | 1,092.00 | 8.21 | 18.28% | 9.00 | 1,630PCR: 0.06 | 60.70 | 45.70% | 0.47 | 162.00 | 14.28% | -0.772 | 0.004 | -0.315 | 1.410 | Login To Trade |
1.277 | -0.292 | 0.004 | 0.192 | 14.65% | 1,524.00 | 17.50 | 15.56% | 7.10 | 1,640PCR: 0.07 | 69.15 | 46.77% | 1.24 | 40.50 | 14.53% | -0.810 | 0.004 | -0.288 | 1.268 | Login To Trade |
1.116 | -0.254 | 0.004 | 0.156 | 14.59% | 1,253.00 | 8.35 | 12.87% | 5.45 | 1,650PCR: 0.08 | 77.10 | 47.82% | 0.64 | 66.00 | 14.16% | -0.852 | 0.004 | -0.239 | 1.080 | Login To Trade |
0.963 | -0.220 | 0.003 | 0.125 | 14.65% | 1,189.00 | 8.26 | 10.55% | 4.20 | 1,660PCR: 0.08 | 85.60 | 48.71% | 0.68 | 11.50 | 13.79% | -0.889 | 0.003 | -0.190 | 0.882 | Login To Trade |
0.827 | -0.191 | 0.003 | 0.101 | 14.77% | 400.50 | 3.31 | 8.63% | 3.30 | 1,670PCR: 0.01 | 97.45 | 48.32% | 0.05 | 0.00 | 17.03% | -0.864 | 0.003 | -0.271 | 1.018 | Login To Trade |
0.710 | -0.167 | 0.002 | 0.082 | 15.01% | 495.00 | 9.79 | 7.10% | 2.55 | 1,680PCR: 0.00 | 110.75 | 47.81% | 0.04 | 0.00 | 21.24% | -0.833 | 0.003 | -0.388 | 1.168 | Login To Trade |
0.597 | -0.141 | 0.002 | 0.066 | 15.14% | 160.00 | 1.46 | 5.71% | 1.95 | 1,690PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.506 | -0.121 | 0.002 | 0.053 | 15.38% | 1,631.00 | 20.87 | 4.64% | 1.55 | 1,700PCR: 0.18 | 122.40 | 50.48% | 3.69 | 40.00 | 10.74% | -0.990 | 0.001 | -0.021 | 0.124 | Login To Trade |
0.360 | -0.089 | 0.001 | 0.035 | 15.87% | 651.00 | 9.99 | 3.06% | 1.00 | 1,720PCR: 0.53 | 144.50 | 50.04% | 5.25 | 0.50 | 18.55% | -0.939 | 0.001 | -0.164 | 0.567 | Login To Trade |
0.264 | -0.069 | 0.001 | 0.024 | 16.60% | 693.00 | 5.07 | 2.10% | 0.70 | 1,740PCR: 0.39 | 162.50 | 50.46% | 1.97 | 3.00 | 7.81% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.217 | -0.060 | 0.001 | 0.019 | 17.58% | 102.00 | 0.81 | 1.65% | 0.55 | 1,760PCR: 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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