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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 | 0.24 | 99.00% | 181.00 | 740PCR: 0.22 | 0.35 | 1.34% | 0.05 | 0.00 | 41.02% | -0.010 | 0.000 | -0.055 | 0.067 | Login To Trade |
0.094 | -0.074 | 0.000 | 0.985 | 39.06% | 1.50 | 0.23 | 47.76% | 184.00 | 760PCR: 0.07 | 0.40 | 1.47% | 0.02 | 0.00 | 37.11% | -0.012 | 0.000 | -0.056 | 0.075 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.26 | 99.00% | 131.40 | 780PCR: 4.89 | 0.20 | 1.10% | 1.28 | 24.00 | 31.25% | -0.009 | 0.000 | -0.037 | 0.060 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.19 | 99.00% | 120.65 | 790PCR: 4.80 | 0.30 | 1.35% | 0.90 | 36.00 | 30.27% | -0.011 | 0.000 | -0.044 | 0.072 | Login To Trade |
0.000 | -0.000 | 0.000 | 1.000 | 15.63% | 15.00 | 2.25 | 49.18% | 143.50 | 800PCR: 3.82 | 0.50 | 2.04% | 8.59 | 380.25 | 30.27% | -0.017 | 0.001 | -0.064 | 0.105 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.40 | 99.00% | 100.00 | 810PCR: 14.34 | 0.65 | 2.69% | 5.70 | 141.00 | 29.79% | -0.023 | 0.001 | -0.080 | 0.134 | Login To Trade |
0.264 | -0.179 | 0.001 | 0.948 | 33.94% | 3.00 | 7.49 | 47.33% | 125.40 | 820PCR: 0.73 | 0.75 | 3.09% | 5.47 | 267.00 | 28.32% | -0.027 | 0.001 | -0.087 | 0.153 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 1.22 | 99.00% | 112.20 | 830PCR: 4.53 | 0.85 | 3.53% | 5.51 | 246.00 | 26.86% | -0.031 | 0.001 | -0.093 | 0.174 | Login To Trade |
0.260 | -0.145 | 0.002 | 0.949 | 27.83% | 5.25 | 1.15 | 47.68% | 105.00 | 840PCR: 6.90 | 1.10 | 4.45% | 7.92 | 480.00 | 25.88% | -0.040 | 0.001 | -0.110 | 0.213 | Login To Trade |
0.244 | -0.119 | 0.002 | 0.953 | 24.41% | 26.25 | 2.79 | 47.93% | 95.00 | 850PCR: 6.73 | 1.55 | 6.01% | 18.77 | 447.75 | 25.63% | -0.056 | 0.002 | -0.142 | 0.277 | Login To Trade |
0.228 | -0.102 | 0.002 | 0.956 | 22.46% | 0.00 | 0.09 | 48.11% | 89.80 | 855PCR: 11.50 | 1.75 | 6.68% | 1.04 | 27.75 | 25.15% | -0.063 | 0.002 | -0.153 | 0.304 | Login To Trade |
0.349 | -0.175 | 0.002 | 0.925 | 25.15% | 40.50 | 1.79 | 47.31% | 85.65 | 860PCR: 7.00 | 2.00 | 7.60% | 12.50 | 687.00 | 24.66% | -0.072 | 0.002 | -0.167 | 0.339 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.08 | 99.00% | 77.95 | 865PCR: 13.10 | 2.35 | 8.68% | 0.98 | 78.75 | 24.66% | -0.083 | 0.003 | -0.187 | 0.379 | Login To Trade |
0.413 | -0.200 | 0.003 | 0.906 | 24.17% | 7.50 | 1.01 | 46.97% | 76.45 | 870PCR: 11.44 | 2.65 | 9.69% | 11.50 | 606.00 | 24.17% | -0.095 | 0.003 | -0.201 | 0.416 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.11 | 99.00% | 57.40 | 875PCR: 19.21 | 3.15 | 10.78% | 2.02 | 128.25 | 23.93% | -0.107 | 0.003 | -0.218 | 0.455 | Login To Trade |
0.522 | -0.253 | 0.004 | 0.870 | 24.29% | 38.25 | 2.26 | 46.08% | 67.50 | 880PCR: 7.04 | 3.65 | 12.30% | 15.89 | 837.00 | 23.68% | -0.124 | 0.004 | -0.239 | 0.505 | Login To Trade |
0.627 | -0.337 | 0.004 | 0.829 | 26.86% | 0.75 | 0.26 | 44.87% | 65.05 | 885PCR: 6.74 | 4.40 | 13.84% | 1.77 | 174.75 | 23.68% | -0.143 | 0.004 | -0.264 | 0.557 | Login To Trade |
0.605 | -0.284 | 0.004 | 0.838 | 23.44% | 28.50 | 1.48 | 45.28% | 58.90 | 890PCR: 4.40 | 5.10 | 15.40% | 6.50 | 475.50 | 23.32% | -0.162 | 0.004 | -0.282 | 0.605 | Login To Trade |
0.413 | -0.129 | 0.004 | 0.906 | 15.63% | 0.00 | 0.15 | 47.38% | 50.55 | 895PCR: 10.80 | 5.95 | 17.16% | 1.62 | 231.75 | 23.19% | -0.184 | 0.005 | -0.305 | 0.657 | Login To Trade |
0.720 | -0.341 | 0.005 | 0.786 | 23.68% | 818.25 | 8.50 | 43.79% | 50.85 | 900PCR: 3.09 | 6.85 | 18.89% | 26.29 | 3,197.25 | 22.95% | -0.207 | 0.005 | -0.324 | 0.706 | Login To Trade |
0.757 | -0.349 | 0.005 | 0.766 | 23.07% | 40.50 | 0.93 | 43.25% | 46.80 | 905PCR: 2.80 | 7.95 | 20.86% | 2.60 | 285.00 | 22.95% | -0.235 | 0.005 | -0.348 | 0.758 | Login To Trade |
0.799 | -0.363 | 0.006 | 0.741 | 22.71% | 276.00 | 4.73 | 42.49% | 43.00 | 910PCR: 2.32 | 9.20 | 22.67% | 10.97 | 1,630.50 | 22.71% | -0.262 | 0.006 | -0.365 | 0.804 | Login To Trade |
0.848 | -0.387 | 0.006 | 0.708 | 22.83% | 100.50 | 2.10 | 41.38% | 39.45 | 915PCR: 1.71 | 10.50 | 24.52% | 3.59 | 909.75 | 22.71% | -0.289 | 0.006 | -0.384 | 0.845 | Login To Trade |
0.890 | -0.409 | 0.006 | 0.674 | 22.95% | 1,288.50 | 14.45 | 40.16% | 35.85 | 920PCR: 1.36 | 12.10 | 26.75% | 19.59 | 3,885.00 | 22.34% | -0.326 | 0.006 | -0.397 | 0.889 | Login To Trade |
0.923 | -0.424 | 0.007 | 0.640 | 22.95% | 410.25 | 3.47 | 38.96% | 32.65 | 925PCR: 1.22 | 13.85 | 28.58% | 4.23 | 1,553.25 | 22.34% | -0.356 | 0.007 | -0.411 | 0.921 | Login To Trade |
0.950 | -0.433 | 0.007 | 0.607 | 22.83% | 3,131.25 | 19.67 | 37.61% | 29.50 | 930PCR: 0.76 | 15.95 | 30.51% | 14.96 | 4,805.25 | 22.22% | -0.391 | 0.007 | -0.421 | 0.948 | Login To Trade |
0.969 | -0.442 | 0.007 | 0.572 | 22.83% | 2,250.00 | 4.53 | 36.23% | 26.55 | 935PCR: 1.15 | 17.85 | 32.38% | 5.21 | 2,815.50 | 22.09% | -0.426 | 0.007 | -0.428 | 0.968 | Login To Trade |
0.981 | -0.446 | 0.007 | 0.535 | 22.71% | 8,235.75 | 21.48 | 34.64% | 24.00 | 940PCR: 0.65 | 20.25 | 34.30% | 13.90 | 7,449.00 | 21.97% | -0.466 | 0.007 | -0.431 | 0.981 | Login To Trade |
0.985 | -0.449 | 0.007 | 0.501 | 22.77% | 3,465.75 | 7.73 | 33.09% | 21.50 | 945PCR: 0.39 | 22.50 | 36.08% | 2.98 | 1,739.25 | 21.97% | -0.503 | 0.007 | -0.433 | 0.985 | Login To Trade |
0.980 | -0.448 | 0.007 | 0.463 | 22.83% | 6,834.75 | 47.28 | 31.26% | 19.45 | 950PCR: 0.27 | 25.30 | 37.50% | 12.62 | 2,319.00 | 21.85% | -0.536 | 0.007 | -0.429 | 0.981 | Login To Trade |
0.972 | -0.434 | 0.007 | 0.433 | 22.34% | 1,349.25 | 7.05 | 29.80% | 17.10 | 955PCR: 0.30 | 28.10 | 39.05% | 2.15 | 485.25 | 21.91% | -0.572 | 0.007 | -0.425 | 0.969 | Login To Trade |
0.950 | -0.434 | 0.007 | 0.394 | 22.83% | 3,282.75 | 13.14 | 27.70% | 15.20 | 960PCR: 0.14 | 31.00 | 40.46% | 1.82 | 702.75 | 21.91% | -0.608 | 0.007 | -0.416 | 0.949 | Login To Trade |
0.925 | -0.425 | 0.007 | 0.362 | 22.95% | 607.50 | 4.85 | 25.94% | 13.45 | 965PCR: 0.14 | 34.35 | 41.51% | 0.66 | 142.50 | 22.34% | -0.636 | 0.007 | -0.415 | 0.928 | Login To Trade |
0.897 | -0.409 | 0.006 | 0.332 | 22.83% | 2,898.75 | 10.72 | 24.24% | 11.90 | 970PCR: 0.07 | 37.80 | 42.89% | 0.80 | 175.50 | 22.03% | -0.674 | 0.007 | -0.392 | 0.890 | Login To Trade |
0.858 | -0.394 | 0.006 | 0.300 | 22.95% | 425.25 | 1.55 | 22.32% | 10.45 | 975PCR: 0.30 | 41.40 | 43.73% | 0.47 | 93.00 | 22.58% | -0.698 | 0.006 | -0.389 | 0.862 | Login To Trade |
0.822 | -0.377 | 0.006 | 0.274 | 22.95% | 2,809.50 | 13.89 | 20.68% | 9.15 | 980PCR: 0.10 | 45.10 | 44.89% | 1.45 | 76.50 | 22.22% | -0.734 | 0.006 | -0.360 | 0.811 | Login To Trade |
0.781 | -0.357 | 0.006 | 0.248 | 22.83% | 231.00 | 1.49 | 18.98% | 8.10 | 985PCR: 0.34 | 49.00 | 45.73% | 0.51 | 76.50 | 22.22% | -0.761 | 0.006 | -0.340 | 0.765 | Login To Trade |
0.734 | -0.339 | 0.005 | 0.222 | 23.07% | 1,629.00 | 9.32 | 17.25% | 7.05 | 990PCR: 0.05 | 52.60 | 46.38% | 0.49 | 54.00 | 22.34% | -0.784 | 0.005 | -0.324 | 0.725 | Login To Trade |
0.695 | -0.326 | 0.005 | 0.202 | 23.44% | 273.00 | 1.84 | 15.85% | 6.30 | 995PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.648 | -0.307 | 0.004 | 0.180 | 23.68% | 8,097.00 | 56.96 | 14.31% | 5.55 | 1,000PCR: 0.05 | 62.00 | 47.42% | 3.05 | 150.00 | 23.44% | -0.821 | 0.004 | -0.303 | 0.647 | Login To Trade |
0.557 | -0.264 | 0.004 | 0.143 | 23.68% | 969.00 | 8.49 | 11.58% | 4.15 | 1,010PCR: 0.12 | 69.80 | 48.52% | 1.00 | 32.25 | 22.95% | -0.863 | 0.004 | -0.248 | 0.541 | Login To Trade |
0.472 | -0.226 | 0.003 | 0.112 | 23.93% | 1,456.50 | 6.89 | 9.26% | 3.05 | 1,020PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.386 | -0.184 | 0.003 | 0.085 | 23.93% | 742.50 | 6.68 | 7.12% | 2.25 | 1,030PCR: 0.05 | 87.80 | 49.88% | 0.32 | 22.50 | 22.46% | -0.927 | 0.003 | -0.154 | 0.343 | Login To Trade |
0.308 | -0.148 | 0.002 | 0.064 | 23.93% | 1,093.50 | 4.10 | 5.35% | 1.65 | 1,040PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.252 | -0.122 | 0.002 | 0.049 | 24.17% | 831.75 | 10.41 | 4.16% | 1.20 | 1,050PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.200 | -0.098 | 0.001 | 0.037 | 24.41% | 2,048.25 | 10.85 | 3.12% | 0.90 | 1,060PCR: 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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