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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 | 0.00 | 99.00% | 0.00 | 1,140PCR: -- | 0.90 | 2.31% | 1.03 | 218.00 | 29.79% | -0.019 | 0.000 | -0.087 | 0.188 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,160PCR: -- | 0.85 | 2.69% | 0.96 | 241.00 | 27.83% | -0.023 | 0.001 | -0.095 | 0.218 | Login To Trade |
0.323 | -0.140 | 0.001 | 0.964 | 27.83% | 7.50 | 5.90 | 47.75% | 185.00 | 1,180PCR: 0.22 | 1.40 | 3.66% | 1.27 | 253.00 | 26.86% | -0.032 | 0.001 | -0.121 | 0.288 | Login To Trade |
0.202 | -0.068 | 0.001 | 0.979 | 21.48% | 40.00 | 0.69 | 48.41% | 164.00 | 1,200PCR: 23.65 | 2.10 | 5.29% | 16.20 | 2,421.50 | 26.37% | -0.047 | 0.001 | -0.164 | 0.397 | Login To Trade |
0.320 | -0.106 | 0.001 | 0.964 | 21.24% | 13.00 | 0.78 | 48.16% | 144.55 | 1,220PCR: 3.05 | 2.65 | 6.50% | 2.36 | 462.00 | 24.66% | -0.060 | 0.001 | -0.184 | 0.479 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,240PCR: -- | 3.70 | 8.80% | 3.89 | 954.50 | 23.80% | -0.084 | 0.002 | -0.231 | 0.621 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,250PCR: -- | 4.50 | 10.01% | 10.04 | 2,524.50 | 23.19% | -0.097 | 0.002 | -0.251 | 0.694 | Login To Trade |
0.680 | -0.221 | 0.002 | 0.905 | 20.75% | 11.00 | 0.20 | 46.95% | 107.15 | 1,260PCR: 70.15 | 5.15 | 11.62% | 13.68 | 2,317.50 | 22.83% | -0.115 | 0.002 | -0.280 | 0.784 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,270PCR: -- | 6.35 | 13.37% | 4.63 | 1,208.00 | 22.46% | -0.136 | 0.002 | -0.309 | 0.880 | Login To Trade |
0.933 | -0.306 | 0.003 | 0.852 | 21.00% | 32.50 | 0.24 | 45.62% | 90.00 | 1,280PCR: 40.06 | 7.70 | 15.25% | 9.42 | 2,141.50 | 22.03% | -0.159 | 0.003 | -0.337 | 0.978 | Login To Trade |
1.060 | -0.350 | 0.003 | 0.820 | 21.12% | 18.50 | 0.14 | 44.78% | 81.85 | 1,290PCR: 34.70 | 9.25 | 17.45% | 4.69 | 1,145.00 | 21.79% | -0.187 | 0.003 | -0.369 | 1.085 | Login To Trade |
1.175 | -0.387 | 0.003 | 0.786 | 21.06% | 825.50 | 6.35 | 43.80% | 74.00 | 1,300PCR: 3.70 | 11.20 | 19.74% | 23.50 | 7,800.00 | 21.48% | -0.218 | 0.003 | -0.399 | 1.189 | Login To Trade |
1.273 | -0.409 | 0.004 | 0.753 | 20.57% | 63.50 | 0.47 | 42.82% | 65.85 | 1,310PCR: 9.69 | 13.30 | 22.13% | 4.56 | 2,181.00 | 21.18% | -0.252 | 0.004 | -0.426 | 1.289 | Login To Trade |
1.373 | -0.437 | 0.004 | 0.714 | 20.39% | 124.50 | 0.81 | 41.56% | 58.45 | 1,320PCR: 11.25 | 15.70 | 24.63% | 9.12 | 3,881.00 | 20.87% | -0.290 | 0.004 | -0.451 | 1.382 | Login To Trade |
1.460 | -0.461 | 0.004 | 0.671 | 20.20% | 189.00 | 0.76 | 40.07% | 51.50 | 1,330PCR: 7.70 | 18.75 | 27.14% | 5.81 | 3,078.50 | 20.57% | -0.331 | 0.004 | -0.470 | 1.464 | Login To Trade |
1.530 | -0.478 | 0.005 | 0.626 | 20.02% | 886.50 | 2.98 | 38.36% | 45.05 | 1,340PCR: 4.17 | 22.10 | 29.71% | 12.40 | 5,899.50 | 20.32% | -0.376 | 0.005 | -0.486 | 1.532 | Login To Trade |
1.580 | -0.493 | 0.005 | 0.578 | 19.96% | 2,982.50 | 9.54 | 36.44% | 39.50 | 1,350PCR: 2.08 | 26.00 | 32.23% | 19.80 | 9,386.00 | 20.26% | -0.423 | 0.005 | -0.500 | 1.581 | Login To Trade |
1.606 | -0.496 | 0.005 | 0.528 | 19.78% | 7,839.50 | 25.47 | 34.35% | 33.80 | 1,360PCR: 0.89 | 30.20 | 34.63% | 22.72 | 10,649.00 | 19.96% | -0.472 | 0.005 | -0.501 | 1.606 | Login To Trade |
1.608 | -0.498 | 0.005 | 0.478 | 19.84% | 6,108.50 | 11.55 | 32.05% | 29.00 | 1,370PCR: 1.10 | 35.25 | 36.94% | 12.68 | 6,191.50 | 19.71% | -0.522 | 0.005 | -0.495 | 1.608 | Login To Trade |
1.585 | -0.488 | 0.005 | 0.429 | 19.71% | 12,746.50 | 31.31 | 29.59% | 24.40 | 1,380PCR: 0.67 | 40.75 | 39.03% | 20.86 | 10,953.00 | 19.59% | -0.572 | 0.005 | -0.485 | 1.584 | Login To Trade |
1.538 | -0.474 | 0.005 | 0.381 | 19.71% | 12,144.50 | 26.30 | 27.02% | 20.70 | 1,390PCR: 0.75 | 47.10 | 40.93% | 19.75 | 7,017.00 | 19.65% | -0.620 | 0.005 | -0.472 | 1.538 | Login To Trade |
1.472 | -0.455 | 0.005 | 0.336 | 19.78% | 38,657.00 | 107.47 | 24.46% | 17.30 | 1,400PCR: 0.48 | 53.35 | 42.53% | 51.86 | 11,611.50 | 19.96% | -0.663 | 0.004 | -0.460 | 1.474 | Login To Trade |
1.387 | -0.429 | 0.004 | 0.293 | 19.78% | 8,415.50 | 20.00 | 21.90% | 14.25 | 1,410PCR: 0.51 | 60.70 | 44.08% | 10.16 | 2,140.50 | 19.53% | -0.710 | 0.004 | -0.422 | 1.382 | Login To Trade |
1.284 | -0.393 | 0.004 | 0.250 | 19.59% | 15,515.50 | 38.30 | 19.20% | 11.70 | 1,420PCR: 0.42 | 68.00 | 45.38% | 15.96 | 1,660.50 | 19.47% | -0.751 | 0.004 | -0.389 | 1.280 | Login To Trade |
1.172 | -0.358 | 0.004 | 0.213 | 19.53% | 11,383.50 | 42.63 | 16.68% | 9.35 | 1,430PCR: 0.19 | 75.80 | 46.50% | 7.99 | 1,117.00 | 19.41% | -0.789 | 0.004 | -0.354 | 1.167 | Login To Trade |
1.063 | -0.326 | 0.003 | 0.181 | 19.65% | 11,947.50 | 46.53 | 14.45% | 7.60 | 1,440PCR: 0.23 | 84.75 | 47.21% | 10.78 | 297.00 | 20.08% | -0.814 | 0.003 | -0.340 | 1.083 | Login To Trade |
0.960 | -0.298 | 0.003 | 0.155 | 19.90% | 13,970.50 | 40.64 | 12.50% | 6.35 | 1,450PCR: 0.17 | 92.90 | 48.06% | 7.08 | 300.50 | 19.78% | -0.847 | 0.003 | -0.295 | 0.954 | Login To Trade |
0.861 | -0.271 | 0.003 | 0.132 | 20.14% | 5,578.50 | 14.26 | 10.78% | 5.25 | 1,460PCR: 0.22 | 101.60 | 48.71% | 3.15 | 212.50 | 19.78% | -0.873 | 0.003 | -0.260 | 0.840 | Login To Trade |
0.774 | -0.248 | 0.002 | 0.113 | 20.51% | 3,966.50 | 7.59 | 9.33% | 4.40 | 1,470PCR: 0.23 | 111.35 | 49.01% | 1.77 | 100.00 | 20.75% | -0.884 | 0.002 | -0.256 | 0.788 | Login To Trade |
0.679 | -0.219 | 0.002 | 0.094 | 20.63% | 4,333.00 | 11.15 | 7.85% | 3.60 | 1,480PCR: 0.38 | 118.45 | 50.04% | 4.29 | 104.00 | 17.46% | -0.941 | 0.002 | -0.129 | 0.475 | Login To Trade |
0.606 | -0.199 | 0.002 | 0.081 | 21.00% | 1,650.00 | 5.25 | 6.77% | 2.95 | 1,490PCR: 0.11 | 129.25 | 49.94% | 0.57 | 48.50 | 20.14% | -0.928 | 0.002 | -0.174 | 0.554 | Login To Trade |
0.539 | -0.180 | 0.002 | 0.070 | 21.36% | 13,148.50 | 75.45 | 5.82% | 2.55 | 1,500PCR: 0.30 | 138.90 | 50.16% | 22.45 | 359.00 | 20.63% | -0.938 | 0.002 | -0.160 | 0.497 | Login To Trade |
0.473 | -0.160 | 0.001 | 0.059 | 21.61% | 1,166.50 | 4.60 | 4.93% | 2.15 | 1,510PCR: 0.07 | 144.05 | 99.00% | 0.33 | 34.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.420 | -0.144 | 0.001 | 0.051 | 21.97% | 1,512.50 | 5.49 | 4.24% | 1.80 | 1,520PCR: 0.22 | 160.30 | 50.10% | 1.22 | 41.00 | 25.39% | -0.921 | 0.001 | -0.237 | 0.596 | Login To Trade |
0.366 | -0.127 | 0.001 | 0.043 | 22.22% | 1,123.00 | 3.78 | 3.58% | 1.50 | 1,530PCR: 0.09 | 153.35 | 99.00% | 0.34 | 27.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.331 | -0.117 | 0.001 | 0.038 | 22.71% | 1,604.50 | 8.18 | 3.15% | 1.35 | 1,540PCR: 0.24 | 172.10 | 99.00% | 2.00 | 26.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.255 | -0.093 | 0.001 | 0.028 | 23.44% | 1,721.00 | 8.04 | 2.29% | 1.00 | 1,560PCR: 0.21 | 195.00 | 99.00% | 1.67 | 17.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.216 | -0.082 | 0.001 | 0.022 | 24.41% | 687.00 | 3.58 | 1.86% | 0.80 | 1,580PCR: 0.09 | 204.05 | 99.00% | 0.32 | 15.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.181 | -0.072 | 0.000 | 0.018 | 25.39% | 4,623.50 | 22.50 | 1.49% | 0.65 | 1,600PCR: 0.31 | 236.75 | 50.89% | 6.91 | 64.00 | 15.63% | -1.000 | 0.000 | -0.001 | 0.004 | Login To Trade |
0.163 | -0.068 | 0.000 | 0.016 | 26.86% | 256.50 | 1.18 | 1.31% | 0.60 | 1,620PCR: 0.23 | 256.00 | 99.00% | 0.27 | 20.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.143 | -0.062 | 0.000 | 0.014 | 27.83% | 183.50 | 5.12 | 1.11% | 0.55 | 1,640PCR: 1.53 | 266.35 | 99.00% | 7.84 | 42.00 | 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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