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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 | 0.02 | 99.00% | 505.00 | 2,200PCR: 43.75 | 0.50 | 0.74% | 0.66 | 3.75 | 72.27% | -0.006 | 0.000 | -0.348 | 0.058 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 375.00 | 2,240PCR: 35.00 | 0.80 | 1.18% | 0.13 | 0.00 | 72.27% | -0.009 | 0.000 | -0.536 | 0.089 | Login To Trade |
0.295 | -2.090 | 0.000 | 0.962 | 84.96% | 0.75 | 0.09 | 47.19% | 478.00 | 2,300PCR: 17.00 | 0.35 | 0.71% | 1.59 | 3.00 | 58.59% | -0.006 | 0.000 | -0.284 | 0.058 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 308.00 | 2,340PCR: 0.50 | 0.75 | 1.30% | 0.01 | 0.00 | 58.59% | -0.011 | 0.000 | -0.494 | 0.101 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,360PCR: -- | 4.50 | 4.74% | 0.08 | 0.00 | 74.22% | -0.041 | 0.000 | -1.913 | 0.309 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 2.25 | 0.15 | 99.00% | 365.00 | 2,400PCR: 13.56 | 1.05 | 1.84% | 1.98 | 29.25 | 52.73% | -0.016 | 0.000 | -0.618 | 0.141 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,440PCR: -- | 4.00 | 4.97% | 0.06 | 0.00 | 60.06% | -0.044 | 0.000 | -1.663 | 0.332 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 309.95 | 2,460PCR: 6.75 | 1.25 | 2.31% | 0.10 | 9.00 | 46.39% | -0.021 | 0.000 | -0.678 | 0.175 | Login To Trade |
0.630 | -3.681 | 0.001 | 0.898 | 70.07% | 0.00 | 0.01 | 46.22% | 301.55 | 2,480PCR: 25.00 | 1.50 | 2.71% | 0.19 | 0.00 | 44.92% | -0.024 | 0.000 | -0.758 | 0.203 | Login To Trade |
0.406 | -1.752 | 0.001 | 0.943 | 51.76% | 2.25 | 0.18 | 47.68% | 275.00 | 2,500PCR: 15.90 | 1.20 | 2.39% | 2.86 | 147.38 | 40.53% | -0.022 | 0.000 | -0.621 | 0.184 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 205.10 | 2,520PCR: 47.50 | 1.45 | 2.92% | 0.36 | 20.25 | 38.57% | -0.027 | 0.001 | -0.706 | 0.220 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 217.70 | 2,540PCR: 23.67 | 1.80 | 3.59% | 0.27 | 1.88 | 37.84% | -0.033 | 0.001 | -0.832 | 0.264 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 197.35 | 2,560PCR: 5.00 | 1.75 | 3.71% | 0.11 | 35.63 | 34.18% | -0.035 | 0.001 | -0.779 | 0.274 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 162.80 | 2,580PCR: 10.13 | 2.65 | 5.21% | 0.30 | 4.50 | 34.67% | -0.050 | 0.001 | -1.057 | 0.366 | Login To Trade |
0.455 | -1.255 | 0.001 | 0.934 | 33.08% | 14.63 | 0.74 | 47.98% | 172.55 | 2,600PCR: 2.83 | 2.20 | 5.06% | 2.09 | 184.88 | 30.03% | -0.049 | 0.001 | -0.900 | 0.360 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.14 | 99.00% | 135.35 | 2,620PCR: 4.26 | 3.05 | 6.60% | 0.61 | 77.63 | 29.54% | -0.065 | 0.001 | -1.111 | 0.451 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.27 | 99.00% | 118.95 | 2,640PCR: 3.32 | 4.50 | 9.14% | 0.89 | 165.38 | 28.56% | -0.093 | 0.002 | -1.407 | 0.591 | Login To Trade |
0.085 | -0.097 | 0.001 | 0.991 | 13.67% | 3.75 | 0.39 | 49.53% | 112.70 | 2,660PCR: 1.76 | 6.35 | 11.83% | 0.68 | 249.38 | 27.59% | -0.124 | 0.002 | -1.673 | 0.728 | Login To Trade |
0.865 | -1.883 | 0.003 | 0.840 | 26.12% | 4.88 | 0.21 | 45.92% | 97.05 | 2,680PCR: 1.95 | 8.80 | 14.80% | 0.40 | 190.50 | 26.25% | -0.161 | 0.003 | -1.900 | 0.869 | Login To Trade |
1.072 | -2.416 | 0.003 | 0.772 | 27.04% | 79.50 | 0.97 | 43.98% | 82.00 | 2,700PCR: 3.57 | 12.25 | 19.27% | 3.47 | 554.25 | 26.67% | -0.221 | 0.003 | -2.342 | 1.054 | Login To Trade |
1.239 | -2.886 | 0.004 | 0.698 | 27.95% | 85.13 | 0.62 | 41.56% | 68.55 | 2,720PCR: 1.34 | 15.40 | 23.22% | 0.82 | 221.25 | 24.60% | -0.280 | 0.004 | -2.449 | 1.195 | Login To Trade |
1.344 | -3.000 | 0.004 | 0.627 | 26.79% | 364.88 | 0.84 | 39.02% | 53.20 | 2,740PCR: 0.78 | 22.00 | 27.58% | 0.66 | 538.50 | 25.09% | -0.351 | 0.004 | -2.754 | 1.317 | Login To Trade |
1.407 | -2.983 | 0.004 | 0.547 | 25.45% | 639.75 | 0.82 | 35.79% | 40.35 | 2,760PCR: 1.20 | 29.45 | 32.96% | 0.98 | 424.13 | 24.29% | -0.452 | 0.005 | -2.846 | 1.406 | Login To Trade |
1.408 | -2.937 | 0.004 | 0.458 | 25.02% | 595.50 | 0.69 | 31.69% | 30.25 | 2,780PCR: 0.77 | 38.00 | 37.07% | 0.53 | 274.13 | 22.46% | -0.542 | 0.005 | -2.638 | 1.409 | Login To Trade |
1.333 | -2.652 | 0.004 | 0.364 | 23.86% | 1,775.63 | 3.30 | 26.79% | 20.15 | 2,800PCR: 0.45 | 50.75 | 40.98% | 1.49 | 461.25 | 23.38% | -0.639 | 0.004 | -2.590 | 1.330 | Login To Trade |
1.242 | -2.578 | 0.004 | 0.303 | 24.90% | 958.13 | 0.76 | 23.18% | 15.95 | 2,820PCR: 0.63 | 77.25 | 41.23% | 0.48 | 34.50 | 35.22% | -0.636 | 0.003 | -3.917 | 1.335 | Login To Trade |
1.052 | -2.193 | 0.003 | 0.220 | 25.02% | 814.88 | 4.35 | 17.76% | 11.30 | 2,840PCR: 0.19 | 78.30 | 46.65% | 0.83 | 39.00 | 21.36% | -0.818 | 0.004 | -1.667 | 0.937 | Login To Trade |
0.947 | -2.070 | 0.003 | 0.184 | 26.25% | 591.38 | 2.27 | 15.17% | 9.25 | 2,860PCR: 0.57 | 93.30 | 47.47% | 1.29 | 11.25 | 23.19% | -0.847 | 0.003 | -1.626 | 0.841 | Login To Trade |
0.792 | -1.846 | 0.002 | 0.141 | 27.95% | 321.00 | 1.14 | 11.87% | 6.65 | 2,880PCR: 0.46 | 103.00 | 99.00% | 0.53 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.682 | -1.652 | 0.002 | 0.113 | 29.05% | 994.13 | 5.20 | 9.72% | 5.40 | 2,900PCR: 0.17 | 128.55 | 49.66% | 0.88 | 31.50 | 21.48% | -0.946 | 0.001 | -0.695 | 0.388 | Login To Trade |
0.554 | -1.375 | 0.002 | 0.085 | 29.79% | 242.63 | 0.93 | 7.43% | 4.05 | 2,920PCR: 0.12 | 145.90 | 99.00% | 0.11 | 4.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.466 | -1.177 | 0.001 | 0.068 | 30.27% | 184.50 | 0.61 | 5.96% | 3.15 | 2,940PCR: 0.76 | 169.00 | 49.84% | 0.46 | 6.00 | 27.83% | -0.947 | 0.001 | -0.886 | 0.382 | Login To Trade |
0.383 | -1.012 | 0.001 | 0.053 | 31.74% | 188.63 | 1.69 | 4.66% | 2.45 | 2,960PCR: 0.22 | 185.50 | 99.00% | 0.38 | 2.63 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.328 | -0.886 | 0.001 | 0.043 | 32.47% | 82.13 | 1.00 | 3.84% | 2.00 | 2,980PCR: 0.33 | 240.35 | 46.63% | 0.33 | 0.00 | 72.39% | -0.767 | 0.001 | -6.561 | 1.088 | Login To Trade |
0.291 | -0.840 | 0.001 | 0.038 | 34.67% | 790.13 | 7.64 | 3.30% | 1.85 | 3,000PCR: 0.08 | 188.10 | 99.00% | 0.59 | 0.75 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.257 | -0.764 | 0.001 | 0.032 | 35.64% | 26.25 | 0.77 | 2.84% | 1.55 | 3,020PCR: 0.06 | 250.30 | 50.21% | 0.05 | 0.00 | 39.79% | -0.951 | 0.001 | -1.206 | 0.363 | Login To Trade |
0.222 | -0.691 | 0.001 | 0.027 | 37.35% | 57.38 | 0.60 | 2.37% | 1.35 | 3,040PCR: 0.04 | 280.95 | 49.47% | 0.03 | 0.00 | 56.88% | -0.893 | 0.001 | -3.100 | 0.654 | Login To Trade |
0.214 | -0.697 | 0.000 | 0.026 | 39.06% | 85.88 | 0.50 | 2.26% | 1.30 | 3,060PCR: 0.06 | 271.45 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.174 | -0.574 | 0.000 | 0.020 | 39.55% | 16.50 | 0.28 | 1.76% | 1.05 | 3,080PCR: 0.17 | 307.75 | 50.25% | 0.05 | 0.00 | 51.51% | -0.937 | 0.001 | -1.881 | 0.438 | Login To Trade |
0.158 | -0.546 | 0.000 | 0.018 | 41.50% | 162.75 | 1.80 | 1.56% | 1.05 | 3,100PCR: 0.02 | 285.00 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.160 | -0.585 | 0.000 | 0.018 | 43.95% | 0.00 | 0.19 | 1.57% | 1.00 | 3,120PCR: 0.08 | 191.90 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.168 | -0.643 | 0.000 | 0.019 | 45.90% | 0.38 | 0.15 | 1.66% | 1.15 | 3,140PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.091 | -0.327 | 0.000 | 0.010 | 42.97% | 0.75 | 0.25 | 0.82% | 0.50 | 3,160PCR: 0.24 | 277.00 | 99.00% | 0.06 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.355 | -1.857 | 0.000 | 0.048 | 62.74% | 0.00 | 0.13 | 3.91% | 4.30 | 3,180PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.095 | -0.377 | 0.000 | 0.010 | 47.85% | 40.50 | 1.51 | 0.84% | 0.60 | 3,200PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.209 | -1.012 | 0.000 | 0.025 | 58.11% | 0.00 | 0.15 | 2.07% | 1.95 | 3,220PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.142 | -0.660 | 0.000 | 0.016 | 55.66% | 0.00 | 0.11 | 1.32% | 1.15 | 3,240PCR: 0.30 | 491.50 | 49.84% | 0.03 | 0.00 | 109.01% | -0.849 | 0.001 | -7.565 | 0.833 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 3,260PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 3,280PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.087 | -0.412 | 0.000 | 0.009 | 56.64% | 8.25 | 1.12 | 0.74% | 0.50 | 3,300PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.194 | -1.113 | 0.000 | 0.023 | 68.85% | 0.00 | 0.07 | 1.83% | 2.05 | 3,320PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.035 | -0.154 | 0.000 | 0.003 | 52.73% | 0.00 | 0.15 | 0.26% | 0.20 | 3,340PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.118 | -0.653 | 0.000 | 0.013 | 66.41% | 1.13 | 0.12 | 1.02% | 1.00 | 3,360PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.048 | -0.236 | 0.000 | 0.005 | 58.59% | 1.50 | 0.68 | 0.37% | 0.30 | 3,380PCR: 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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