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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 | |
0.489 | -1.067 | 0.001 | 0.920 | 78.61% | 0.50 | 5.54 | 44.98% | 316.00 | 1,180PCR: 0.03 | 0.55 | 1.34% | 0.16 | 7.00 | 45.90% | -0.010 | 0.000 | -0.116 | 0.091 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 4.00 | 0.88 | 99.00% | 283.25 | 1,200PCR: 9.48 | 0.45 | 1.23% | 8.35 | 27.00 | 41.99% | -0.010 | 0.000 | -0.100 | 0.086 | Login To Trade |
0.451 | -0.798 | 0.001 | 0.928 | 63.72% | 0.00 | 0.21 | 45.84% | 273.00 | 1,220PCR: 0.20 | 0.60 | 1.47% | 0.04 | 0.50 | 40.04% | -0.012 | 0.000 | -0.113 | 0.102 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 5.00 | 0.37 | 99.00% | 243.20 | 1,240PCR: 1.55 | 0.50 | 1.32% | 0.58 | 0.50 | 36.13% | -0.011 | 0.000 | -0.095 | 0.095 | Login To Trade |
0.750 | -1.584 | 0.001 | 0.856 | 76.05% | 0.00 | 0.04 | 43.49% | 246.00 | 1,260PCR: 37.57 | 0.55 | 1.62% | 1.32 | 6.00 | 34.18% | -0.013 | 0.000 | -0.109 | 0.114 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,280PCR: -- | 0.65 | 1.99% | 1.80 | 4.00 | 32.23% | -0.017 | 0.000 | -0.124 | 0.139 | Login To Trade |
0.754 | -1.270 | 0.001 | 0.854 | 60.67% | 0.00 | 1.11 | 44.18% | 201.00 | 1,300PCR: 7.82 | 0.75 | 2.34% | 8.68 | 110.50 | 29.79% | -0.020 | 0.001 | -0.134 | 0.162 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 173.00 | 1,310PCR: 160.00 | 0.75 | 2.38% | 0.80 | 3.00 | 28.32% | -0.021 | 0.001 | -0.131 | 0.166 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.22 | 99.00% | 163.00 | 1,320PCR: 5.34 | 0.75 | 2.52% | 1.18 | 14.50 | 26.86% | -0.022 | 0.001 | -0.131 | 0.176 | Login To Trade |
0.518 | -0.543 | 0.001 | 0.914 | 37.72% | 0.00 | 0.03 | 46.70% | 161.00 | 1,330PCR: 42.67 | 0.75 | 2.57% | 1.28 | 64.50 | 25.39% | -0.023 | 0.001 | -0.127 | 0.180 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.50 | 0.20 | 99.00% | 145.00 | 1,340PCR: 11.53 | 0.95 | 3.26% | 2.31 | 33.50 | 24.90% | -0.030 | 0.001 | -0.153 | 0.222 | Login To Trade |
0.420 | -0.339 | 0.001 | 0.935 | 29.05% | 1.00 | 0.71 | 47.55% | 138.00 | 1,350PCR: 9.55 | 1.10 | 3.71% | 6.74 | 283.00 | 23.93% | -0.034 | 0.001 | -0.166 | 0.250 | Login To Trade |
0.838 | -1.022 | 0.002 | 0.829 | 43.95% | 1.50 | 1.31 | 44.28% | 138.95 | 1,360PCR: 5.82 | 1.25 | 4.28% | 7.63 | 212.50 | 22.95% | -0.040 | 0.001 | -0.181 | 0.283 | Login To Trade |
0.924 | -1.181 | 0.002 | 0.800 | 46.02% | 0.00 | 0.56 | 43.34% | 133.00 | 1,370PCR: 14.25 | 1.45 | 4.93% | 7.98 | 103.00 | 21.97% | -0.047 | 0.001 | -0.196 | 0.321 | Login To Trade |
0.922 | -1.061 | 0.002 | 0.800 | 41.44% | 0.00 | 1.71 | 43.58% | 121.00 | 1,380PCR: 3.39 | 1.85 | 6.15% | 5.81 | 323.00 | 21.48% | -0.059 | 0.002 | -0.232 | 0.388 | Login To Trade |
0.967 | -1.082 | 0.002 | 0.784 | 40.28% | 0.00 | 0.97 | 43.13% | 112.35 | 1,390PCR: 3.07 | 2.25 | 7.36% | 2.98 | 507.50 | 20.75% | -0.072 | 0.002 | -0.261 | 0.453 | Login To Trade |
0.546 | -0.309 | 0.003 | 0.908 | 20.39% | 209.50 | 11.24 | 47.35% | 88.05 | 1,400PCR: 2.35 | 2.90 | 9.17% | 26.46 | 1,331.00 | 20.51% | -0.092 | 0.002 | -0.309 | 0.543 | Login To Trade |
1.022 | -0.987 | 0.003 | 0.761 | 34.79% | 0.00 | 0.54 | 42.71% | 91.95 | 1,410PCR: 10.11 | 3.65 | 11.12% | 5.41 | 478.50 | 19.78% | -0.114 | 0.003 | -0.350 | 0.636 | Login To Trade |
0.749 | -0.404 | 0.004 | 0.856 | 19.41% | 23.50 | 1.38 | 46.13% | 69.95 | 1,420PCR: 4.28 | 4.60 | 13.51% | 5.91 | 994.00 | 19.29% | -0.143 | 0.004 | -0.399 | 0.744 | Login To Trade |
0.869 | -0.463 | 0.004 | 0.819 | 19.17% | 4.00 | 1.52 | 45.16% | 61.55 | 1,430PCR: 3.88 | 6.05 | 16.16% | 5.89 | 853.50 | 18.80% | -0.177 | 0.004 | -0.447 | 0.855 | Login To Trade |
0.958 | -0.484 | 0.005 | 0.787 | 18.19% | 27.50 | 3.51 | 44.34% | 53.50 | 1,440PCR: 2.04 | 7.85 | 19.21% | 7.15 | 1,144.00 | 18.37% | -0.218 | 0.005 | -0.495 | 0.971 | Login To Trade |
1.097 | -0.566 | 0.005 | 0.727 | 18.55% | 386.00 | 7.04 | 42.40% | 45.65 | 1,450PCR: 2.15 | 10.05 | 22.79% | 15.12 | 2,539.00 | 18.19% | -0.270 | 0.005 | -0.551 | 1.090 | Login To Trade |
1.184 | -0.590 | 0.006 | 0.678 | 17.94% | 371.00 | 6.34 | 40.74% | 38.60 | 1,460PCR: 1.65 | 12.80 | 26.27% | 10.49 | 2,446.00 | 17.82% | -0.326 | 0.006 | -0.588 | 1.188 | Login To Trade |
1.266 | -0.636 | 0.006 | 0.609 | 18.07% | 1,132.00 | 4.47 | 38.16% | 32.05 | 1,470PCR: 1.28 | 16.25 | 29.84% | 5.70 | 2,596.50 | 17.52% | -0.388 | 0.007 | -0.615 | 1.264 | Login To Trade |
1.308 | -0.650 | 0.007 | 0.543 | 17.88% | 4,640.50 | 15.93 | 35.47% | 26.10 | 1,480PCR: 0.83 | 20.30 | 33.34% | 13.20 | 5,631.00 | 17.33% | -0.456 | 0.007 | -0.630 | 1.308 | Login To Trade |
1.313 | -0.643 | 0.007 | 0.475 | 17.64% | 4,824.50 | 15.93 | 32.33% | 20.95 | 1,490PCR: 0.69 | 24.95 | 36.61% | 11.05 | 4,628.50 | 17.03% | -0.526 | 0.007 | -0.621 | 1.313 | Login To Trade |
1.280 | -0.625 | 0.007 | 0.407 | 17.58% | 13,112.50 | 112.13 | 28.96% | 16.60 | 1,500PCR: 0.42 | 30.95 | 39.48% | 46.90 | 4,606.50 | 17.21% | -0.595 | 0.007 | -0.611 | 1.278 | Login To Trade |
1.208 | -0.577 | 0.006 | 0.339 | 17.21% | 5,216.00 | 23.47 | 25.20% | 12.50 | 1,510PCR: 0.22 | 36.60 | 42.15% | 5.19 | 1,669.00 | 16.60% | -0.667 | 0.007 | -0.553 | 1.199 | Login To Trade |
1.100 | -0.517 | 0.006 | 0.275 | 16.91% | 6,505.50 | 43.70 | 21.27% | 9.25 | 1,520PCR: 0.18 | 43.65 | 44.31% | 7.85 | 921.50 | 16.48% | -0.731 | 0.006 | -0.498 | 1.088 | Login To Trade |
0.983 | -0.467 | 0.005 | 0.222 | 17.09% | 2,760.50 | 13.43 | 17.80% | 7.00 | 1,530PCR: 0.26 | 52.50 | 45.52% | 3.51 | 73.50 | 17.70% | -0.769 | 0.005 | -0.493 | 1.003 | Login To Trade |
0.859 | -0.413 | 0.005 | 0.178 | 17.33% | 2,689.00 | 15.59 | 14.61% | 5.40 | 1,540PCR: 0.21 | 59.55 | 47.31% | 3.32 | 129.50 | 16.48% | -0.835 | 0.005 | -0.375 | 0.819 | Login To Trade |
0.739 | -0.361 | 0.004 | 0.141 | 17.58% | 1,943.50 | 15.79 | 11.86% | 4.15 | 1,550PCR: 0.15 | 68.00 | 48.36% | 2.37 | 38.00 | 16.36% | -0.876 | 0.004 | -0.306 | 0.673 | Login To Trade |
0.636 | -0.319 | 0.003 | 0.114 | 18.07% | 1,365.00 | 10.87 | 9.72% | 3.20 | 1,560PCR: 0.06 | 77.65 | 48.85% | 0.61 | 3.50 | 17.33% | -0.896 | 0.003 | -0.287 | 0.596 | Login To Trade |
0.519 | -0.261 | 0.003 | 0.086 | 18.07% | 1,223.50 | 7.12 | 7.47% | 2.35 | 1,570PCR: 0.03 | 74.35 | 99.00% | 0.24 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.451 | -0.236 | 0.002 | 0.072 | 18.80% | 713.50 | 10.05 | 6.25% | 1.95 | 1,580PCR: 0.02 | 95.00 | 50.42% | 0.16 | 3.50 | 11.72% | -0.991 | 0.001 | -0.026 | 0.080 | Login To Trade |
0.383 | -0.205 | 0.002 | 0.058 | 19.29% | 396.50 | 3.58 | 5.09% | 1.55 | 1,590PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.342 | -0.190 | 0.002 | 0.050 | 20.02% | 2,102.50 | 29.42 | 4.40% | 1.40 | 1,600PCR: 0.29 | 114.20 | 99.00% | 8.42 | 123.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.275 | -0.154 | 0.001 | 0.038 | 20.26% | 135.50 | 6.88 | 3.37% | 1.00 | 1,610PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.222 | -0.127 | 0.001 | 0.030 | 20.51% | 355.50 | 11.86 | 2.61% | 0.75 | 1,620PCR: 0.03 | 122.60 | 99.00% | 0.38 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.159 | -0.095 | 0.001 | 0.020 | 21.48% | 126.50 | 8.93 | 1.74% | 0.55 | 1,640PCR: 0.12 | 146.00 | 99.00% | 1.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.128 | -0.082 | 0.001 | 0.015 | 22.95% | 85.00 | 4.31 | 1.34% | 0.40 | 1,660PCR: 2.02 | 174.95 | 50.65% | 8.72 | 1.00 | 15.63% | -0.999 | 0.000 | -0.004 | 0.008 | Login To Trade |
0.116 | -0.081 | 0.000 | 0.014 | 24.90% | 71.00 | 2.38 | 1.19% | 0.40 | 1,680PCR: 0.00 | 166.00 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.098 | -0.072 | 0.000 | 0.011 | 26.37% | 24.50 | 0.18 | 0.96% | 0.30 | 1,700PCR: 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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