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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 | |
0.384 | -0.455 | 0.001 | 0.910 | 63.96% | 0.75 | 1.23 | 44.77% | 177.45 | 700PCR: 0.55 | 0.20 | 0.88% | 0.68 | 30.75 | 33.20% | -0.007 | 0.000 | -0.028 | 0.046 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.30 | 99.00% | 124.70 | 740PCR: 6.08 | 0.25 | 1.26% | 1.82 | 147.75 | 26.37% | -0.011 | 0.000 | -0.033 | 0.067 | Login To Trade |
0.499 | -0.479 | 0.002 | 0.871 | 51.76% | 0.00 | 1.49 | 44.46% | 129.00 | 750PCR: 1.49 | 0.30 | 1.66% | 2.22 | 159.00 | 25.39% | -0.014 | 0.001 | -0.040 | 0.086 | Login To Trade |
0.465 | -0.380 | 0.002 | 0.883 | 44.19% | 0.75 | 0.29 | 45.22% | 117.00 | 760PCR: 7.08 | 0.45 | 2.15% | 2.07 | 225.00 | 24.41% | -0.019 | 0.001 | -0.049 | 0.108 | Login To Trade |
0.517 | -0.416 | 0.002 | 0.864 | 43.46% | 0.00 | 0.36 | 44.76% | 108.00 | 770PCR: 13.85 | 0.55 | 2.85% | 4.99 | 627.00 | 23.44% | -0.025 | 0.001 | -0.060 | 0.139 | Login To Trade |
0.334 | -0.178 | 0.002 | 0.925 | 28.81% | 0.75 | 0.35 | 47.10% | 93.00 | 780PCR: 12.72 | 0.80 | 4.03% | 4.49 | 343.50 | 22.95% | -0.036 | 0.002 | -0.080 | 0.189 | Login To Trade |
0.184 | -0.068 | 0.002 | 0.965 | 20.02% | 3.00 | 0.41 | 48.37% | 81.15 | 790PCR: 6.42 | 1.05 | 5.30% | 2.65 | 387.00 | 21.97% | -0.049 | 0.002 | -0.098 | 0.241 | Login To Trade |
0.124 | -0.036 | 0.001 | 0.978 | 15.63% | 94.50 | 4.87 | 48.78% | 71.05 | 800PCR: 2.87 | 1.45 | 6.86% | 13.97 | 1,219.50 | 21.00% | -0.065 | 0.003 | -0.117 | 0.301 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 805PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.380 | -0.141 | 0.003 | 0.911 | 20.02% | 19.50 | 1.92 | 47.28% | 62.45 | 810PCR: 5.42 | 2.00 | 8.99% | 10.40 | 848.25 | 20.02% | -0.088 | 0.003 | -0.141 | 0.380 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 815PCR: -- | 2.40 | 10.40% | 0.45 | 117.00 | 19.78% | -0.104 | 0.004 | -0.157 | 0.428 | Login To Trade |
0.452 | -0.155 | 0.004 | 0.888 | 18.55% | 72.75 | 3.51 | 46.82% | 53.70 | 820PCR: 7.90 | 2.85 | 12.20% | 27.73 | 1,394.25 | 19.53% | -0.125 | 0.004 | -0.176 | 0.487 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 825PCR: -- | 3.35 | 13.66% | 2.19 | 459.75 | 19.04% | -0.142 | 0.005 | -0.188 | 0.534 | Login To Trade |
0.584 | -0.198 | 0.006 | 0.837 | 18.31% | 119.25 | 3.20 | 45.48% | 44.35 | 830PCR: 5.39 | 4.00 | 15.52% | 17.23 | 1,767.00 | 18.55% | -0.166 | 0.006 | -0.203 | 0.591 | Login To Trade |
0.632 | -0.207 | 0.006 | 0.815 | 17.70% | 18.75 | 0.16 | 44.92% | 40.15 | 835PCR: 5.43 | 4.90 | 17.79% | 0.86 | 156.00 | 18.55% | -0.196 | 0.006 | -0.225 | 0.654 | Login To Trade |
0.703 | -0.230 | 0.007 | 0.779 | 17.70% | 212.25 | 6.22 | 43.89% | 36.15 | 840PCR: 3.63 | 5.60 | 19.78% | 22.60 | 2,049.00 | 17.82% | -0.224 | 0.007 | -0.234 | 0.708 | Login To Trade |
0.761 | -0.246 | 0.008 | 0.745 | 17.46% | 31.50 | 0.20 | 42.84% | 32.30 | 845PCR: 5.56 | 6.70 | 22.18% | 1.13 | 345.75 | 17.70% | -0.258 | 0.008 | -0.251 | 0.765 | Login To Trade |
0.826 | -0.271 | 0.008 | 0.698 | 17.70% | 999.00 | 6.84 | 41.29% | 28.75 | 850PCR: 2.83 | 7.85 | 24.66% | 19.36 | 5,259.75 | 17.21% | -0.297 | 0.009 | -0.261 | 0.820 | Login To Trade |
0.867 | -0.276 | 0.009 | 0.661 | 17.21% | 125.25 | 0.52 | 40.02% | 25.20 | 855PCR: 2.39 | 9.50 | 27.49% | 1.24 | 1,048.50 | 17.64% | -0.343 | 0.009 | -0.284 | 0.870 | Login To Trade |
0.909 | -0.297 | 0.009 | 0.609 | 17.64% | 3,774.75 | 18.08 | 37.99% | 22.30 | 860PCR: 0.93 | 11.25 | 29.97% | 16.80 | 6,848.25 | 16.97% | -0.387 | 0.009 | -0.285 | 0.907 | Login To Trade |
0.933 | -0.302 | 0.009 | 0.563 | 17.46% | 2,298.75 | 4.04 | 36.13% | 19.30 | 865PCR: 0.94 | 13.20 | 32.50% | 3.80 | 3,798.75 | 16.85% | -0.436 | 0.010 | -0.291 | 0.932 | Login To Trade |
0.944 | -0.303 | 0.010 | 0.514 | 17.33% | 9,643.50 | 31.36 | 33.96% | 16.65 | 870PCR: 0.69 | 15.70 | 34.98% | 21.71 | 7,680.75 | 16.85% | -0.486 | 0.010 | -0.294 | 0.944 | Login To Trade |
0.941 | -0.301 | 0.010 | 0.466 | 17.27% | 2,825.25 | 5.48 | 31.71% | 14.20 | 875PCR: 0.52 | 18.40 | 37.05% | 2.85 | 1,799.25 | 17.09% | -0.532 | 0.010 | -0.298 | 0.942 | Login To Trade |
0.925 | -0.297 | 0.009 | 0.418 | 17.33% | 14,471.25 | 55.67 | 29.34% | 12.05 | 880PCR: 0.17 | 21.00 | 39.21% | 9.72 | 2,917.50 | 16.97% | -0.582 | 0.010 | -0.291 | 0.925 | Login To Trade |
0.897 | -0.286 | 0.009 | 0.373 | 17.21% | 3,218.25 | 7.09 | 26.93% | 10.20 | 885PCR: 0.07 | 24.45 | 40.92% | 0.51 | 475.50 | 17.21% | -0.626 | 0.009 | -0.286 | 0.897 | Login To Trade |
0.856 | -0.277 | 0.009 | 0.329 | 17.46% | 6,078.00 | 19.16 | 24.31% | 8.65 | 890PCR: 0.15 | 27.80 | 42.68% | 2.86 | 389.25 | 16.97% | -0.676 | 0.009 | -0.267 | 0.851 | Login To Trade |
0.811 | -0.266 | 0.008 | 0.290 | 17.70% | 1,506.00 | 2.21 | 21.98% | 7.35 | 895PCR: 0.15 | 31.60 | 43.86% | 0.32 | 46.50 | 17.58% | -0.709 | 0.008 | -0.265 | 0.813 | Login To Trade |
0.760 | -0.253 | 0.008 | 0.255 | 17.94% | 9,108.75 | 54.91 | 19.73% | 6.30 | 900PCR: 0.26 | 35.00 | 45.25% | 14.09 | 528.75 | 16.97% | -0.756 | 0.008 | -0.233 | 0.743 | Login To Trade |
0.705 | -0.234 | 0.007 | 0.222 | 17.94% | 555.00 | 2.84 | 17.53% | 5.30 | 905PCR: 0.07 | 39.50 | 45.99% | 0.19 | 25.50 | 17.94% | -0.778 | 0.007 | -0.234 | 0.705 | Login To Trade |
0.649 | -0.220 | 0.006 | 0.193 | 18.31% | 2,344.50 | 10.16 | 15.48% | 4.55 | 910PCR: 0.05 | 43.70 | 46.99% | 0.48 | 56.25 | 17.82% | -0.814 | 0.006 | -0.210 | 0.635 | Login To Trade |
0.598 | -0.205 | 0.006 | 0.169 | 18.55% | 534.75 | 2.79 | 13.77% | 3.90 | 915PCR: 0.08 | 48.00 | 47.52% | 0.21 | 27.75 | 18.43% | -0.832 | 0.006 | -0.203 | 0.595 | Login To Trade |
0.541 | -0.188 | 0.005 | 0.145 | 18.80% | 3,834.75 | 34.17 | 11.95% | 3.30 | 920PCR: 0.07 | 52.15 | 48.32% | 2.43 | 50.25 | 18.07% | -0.864 | 0.005 | -0.173 | 0.518 | Login To Trade |
0.493 | -0.174 | 0.005 | 0.127 | 19.04% | 296.25 | 1.16 | 10.58% | 2.75 | 925PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.450 | -0.163 | 0.004 | 0.112 | 19.53% | 1,686.75 | 6.93 | 9.35% | 2.40 | 930PCR: 0.03 | 61.45 | 49.20% | 0.18 | 19.50 | 18.31% | -0.904 | 0.004 | -0.137 | 0.404 | Login To Trade |
0.365 | -0.136 | 0.003 | 0.084 | 20.02% | 1,979.25 | 10.76 | 7.12% | 1.75 | 940PCR: 0.03 | 69.65 | 50.39% | 0.28 | 15.00 | 14.65% | -0.971 | 0.002 | -0.042 | 0.155 | Login To Trade |
0.289 | -0.110 | 0.003 | 0.062 | 20.51% | 1,867.50 | 9.64 | 5.27% | 1.30 | 950PCR: 0.12 | 80.25 | 50.33% | 1.18 | 18.75 | 18.55% | -0.956 | 0.002 | -0.076 | 0.220 | Login To Trade |
0.231 | -0.090 | 0.002 | 0.047 | 21.00% | 1,103.25 | 8.46 | 3.97% | 1.00 | 960PCR: 0.01 | 84.25 | 99.00% | 0.05 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.207 | -0.086 | 0.002 | 0.041 | 22.46% | 285.00 | 0.57 | 3.46% | 0.85 | 970PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.167 | -0.071 | 0.001 | 0.031 | 22.95% | 1,192.50 | 8.86 | 2.64% | 0.65 | 980PCR: 0.04 | 103.00 | 99.00% | 0.39 | 0.75 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.134 | -0.063 | 0.001 | 0.024 | 25.39% | 963.00 | 7.07 | 2.01% | 0.50 | 1,000PCR: 0.00 | 128.10 | 99.00% | 0.02 | 2.25 | 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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