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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% | 23.90 | 110PCR: 20.80 | 0.15 | 3.20% | 4.89 | 216.20 | 50.78% | -0.025 | 0.004 | -0.025 | 0.018 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 112PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.47 | 99.00% | 20.05 | 114PCR: 0.00 | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 116PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 118PCR: -- | 0.60 | 9.30% | 0.09 | 0.00 | 48.83% | -0.083 | 0.010 | -0.061 | 0.048 | Login To Trade |
0.043 | -0.046 | 0.011 | 0.929 | 41.02% | 380.70 | 2.49 | 46.80% | 17.50 | 120PCR: 8.43 | 0.30 | 7.00% | 21.01 | 1,795.40 | 39.06% | -0.062 | 0.010 | -0.039 | 0.038 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 121PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 122PCR: -- | 0.45 | 8.28% | 3.20 | 366.60 | 37.11% | -0.077 | 0.012 | -0.044 | 0.045 | Login To Trade |
0.049 | -0.048 | 0.013 | 0.915 | 37.11% | 244.40 | 1.50 | 46.60% | 15.10 | 122.50PCR: 2.91 | 0.40 | 8.01% | 4.37 | 488.80 | 35.16% | -0.074 | 0.013 | -0.041 | 0.044 | Login To Trade |
0.051 | -0.050 | 0.014 | 0.908 | 37.11% | 211.50 | 0.85 | 46.53% | 14.70 | 123PCR: 1.44 | 0.45 | 8.60% | 1.22 | 79.90 | 35.16% | -0.081 | 0.014 | -0.043 | 0.047 | Login To Trade |
0.002 | -0.001 | 0.001 | 0.998 | 15.63% | 0.00 | 0.09 | 49.13% | 13.20 | 124PCR: 12.50 | 0.55 | 10.12% | 1.18 | 145.70 | 35.16% | -0.097 | 0.016 | -0.050 | 0.054 | Login To Trade |
0.068 | -0.068 | 0.018 | 0.865 | 38.09% | 1,160.90 | 2.49 | 45.50% | 12.90 | 125PCR: 13.30 | 0.60 | 11.42% | 33.14 | 5,395.60 | 34.18% | -0.111 | 0.018 | -0.053 | 0.059 | Login To Trade |
0.073 | -0.071 | 0.020 | 0.851 | 37.11% | 319.60 | 0.66 | 45.24% | 11.95 | 126PCR: 3.57 | 0.80 | 13.63% | 2.35 | 239.70 | 35.16% | -0.136 | 0.020 | -0.063 | 0.068 | Login To Trade |
0.074 | -0.066 | 0.022 | 0.848 | 34.18% | 329.00 | 1.03 | 45.22% | 11.05 | 127PCR: 2.18 | 0.90 | 15.63% | 2.26 | 225.60 | 35.16% | -0.158 | 0.022 | -0.070 | 0.076 | Login To Trade |
0.080 | -0.074 | 0.023 | 0.828 | 35.16% | 465.30 | 5.73 | 44.44% | 10.65 | 127.50PCR: 1.28 | 0.95 | 15.41% | 7.33 | 1,203.20 | 33.20% | -0.160 | 0.023 | -0.066 | 0.076 | Login To Trade |
0.081 | -0.073 | 0.024 | 0.823 | 34.18% | 267.90 | 1.22 | 44.49% | 10.25 | 128PCR: 2.35 | 1.00 | 16.36% | 2.87 | 366.60 | 33.20% | -0.171 | 0.024 | -0.069 | 0.079 | Login To Trade |
0.087 | -0.076 | 0.027 | 0.802 | 33.20% | 493.50 | 1.65 | 43.85% | 9.40 | 129PCR: 1.34 | 1.20 | 18.48% | 2.21 | 253.80 | 33.20% | -0.198 | 0.027 | -0.076 | 0.087 | Login To Trade |
0.095 | -0.083 | 0.029 | 0.769 | 33.20% | 7,510.60 | 18.10 | 43.06% | 8.50 | 130PCR: 1.54 | 1.40 | 20.98% | 27.87 | 10,076.80 | 33.20% | -0.230 | 0.029 | -0.083 | 0.095 | Login To Trade |
0.101 | -0.088 | 0.031 | 0.741 | 33.20% | 775.50 | 3.10 | 41.98% | 7.75 | 131PCR: 1.20 | 1.65 | 23.03% | 3.71 | 3,092.60 | 33.20% | -0.259 | 0.031 | -0.088 | 0.101 | Login To Trade |
0.108 | -0.094 | 0.033 | 0.705 | 33.20% | 3,680.10 | 4.32 | 40.94% | 7.15 | 132PCR: 1.97 | 2.00 | 25.09% | 8.51 | 5,851.50 | 33.20% | -0.292 | 0.033 | -0.094 | 0.108 | Login To Trade |
0.110 | -0.096 | 0.034 | 0.691 | 33.20% | 4,864.50 | 6.82 | 40.40% | 6.65 | 132.50PCR: 1.07 | 2.10 | 26.02% | 7.29 | 5,052.50 | 32.71% | -0.307 | 0.034 | -0.095 | 0.110 | Login To Trade |
0.113 | -0.099 | 0.035 | 0.673 | 33.20% | 5,146.50 | 7.19 | 39.66% | 6.45 | 133PCR: 1.03 | 2.30 | 27.40% | 7.43 | 5,588.30 | 33.20% | -0.328 | 0.035 | -0.099 | 0.113 | Login To Trade |
0.118 | -0.106 | 0.035 | 0.633 | 34.18% | 7,736.20 | 8.04 | 38.39% | 5.95 | 134PCR: 0.87 | 2.55 | 29.34% | 6.96 | 2,570.90 | 32.23% | -0.361 | 0.037 | -0.099 | 0.117 | Login To Trade |
0.121 | -0.107 | 0.037 | 0.595 | 33.69% | 26,348.20 | 64.01 | 36.75% | 5.25 | 135PCR: 0.41 | 3.00 | 31.60% | 25.99 | 9,606.80 | 32.23% | -0.403 | 0.038 | -0.103 | 0.121 | Login To Trade |
0.123 | -0.105 | 0.039 | 0.558 | 32.23% | 8,267.30 | 11.37 | 35.21% | 4.70 | 136PCR: 0.62 | 3.45 | 33.45% | 7.05 | 2,561.50 | 32.23% | -0.442 | 0.039 | -0.105 | 0.123 | Login To Trade |
0.125 | -0.109 | 0.038 | 0.519 | 33.20% | 7,332.00 | 11.47 | 33.47% | 4.20 | 137PCR: 0.31 | 3.95 | 35.47% | 3.57 | 1,828.30 | 31.74% | -0.481 | 0.040 | -0.104 | 0.125 | Login To Trade |
0.125 | -0.109 | 0.038 | 0.500 | 33.20% | 4,789.30 | 14.52 | 32.63% | 3.95 | 137.50PCR: 0.79 | 4.20 | 36.49% | 11.42 | 2,072.70 | 32.23% | -0.501 | 0.040 | -0.106 | 0.125 | Login To Trade |
0.125 | -0.107 | 0.039 | 0.483 | 32.71% | 2,881.10 | 11.28 | 31.86% | 3.70 | 138PCR: 0.35 | 4.45 | 37.18% | 4.00 | 1,301.90 | 31.25% | -0.522 | 0.041 | -0.102 | 0.125 | Login To Trade |
0.124 | -0.108 | 0.038 | 0.446 | 33.20% | 958.80 | 2.63 | 30.10% | 3.30 | 139PCR: 0.50 | 5.05 | 38.99% | 1.32 | 582.80 | 31.74% | -0.561 | 0.040 | -0.103 | 0.123 | Login To Trade |
0.121 | -0.103 | 0.038 | 0.406 | 32.23% | 25,591.50 | 91.09 | 27.91% | 2.90 | 140PCR: 0.17 | 5.50 | 40.54% | 15.32 | 1,884.70 | 30.27% | -0.607 | 0.041 | -0.096 | 0.120 | Login To Trade |
0.118 | -0.103 | 0.036 | 0.373 | 33.20% | 535.80 | 1.93 | 26.20% | 2.55 | 141PCR: 0.83 | 6.25 | 41.83% | 1.60 | 559.30 | 32.23% | -0.632 | 0.037 | -0.100 | 0.118 | Login To Trade |
0.114 | -0.100 | 0.035 | 0.338 | 33.20% | 564.00 | 2.68 | 24.30% | 2.20 | 142PCR: 0.51 | 6.90 | 43.21% | 1.36 | 455.90 | 32.23% | -0.667 | 0.036 | -0.096 | 0.114 | Login To Trade |
0.112 | -0.098 | 0.034 | 0.318 | 33.20% | 1,621.50 | 13.35 | 22.94% | 2.10 | 142.50PCR: 0.21 | 7.30 | 43.78% | 2.82 | 470.00 | 31.74% | -0.691 | 0.035 | -0.092 | 0.110 | Login To Trade |
0.110 | -0.096 | 0.034 | 0.305 | 33.20% | 253.80 | 2.82 | 22.21% | 1.95 | 143PCR: 0.18 | 7.65 | 44.20% | 0.52 | 211.50 | 32.23% | -0.701 | 0.034 | -0.092 | 0.109 | Login To Trade |
0.104 | -0.091 | 0.032 | 0.273 | 33.20% | 216.20 | 2.40 | 20.23% | 1.70 | 144PCR: 0.41 | 8.40 | 45.19% | 0.99 | 314.90 | 32.23% | -0.733 | 0.033 | -0.087 | 0.103 | Login To Trade |
0.100 | -0.090 | 0.030 | 0.251 | 34.18% | 7,341.40 | 42.25 | 18.92% | 1.45 | 145PCR: 0.13 | 9.20 | 46.51% | 5.69 | 319.60 | 31.25% | -0.773 | 0.031 | -0.077 | 0.094 | Login To Trade |
0.093 | -0.084 | 0.028 | 0.224 | 34.18% | 164.50 | 2.63 | 17.06% | 1.25 | 146PCR: 0.43 | 10.00 | 47.12% | 1.13 | 258.50 | 31.25% | -0.801 | 0.029 | -0.072 | 0.087 | Login To Trade |
0.085 | -0.074 | 0.026 | 0.191 | 33.20% | 267.90 | 2.73 | 14.71% | 1.10 | 147PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.083 | -0.075 | 0.025 | 0.184 | 34.18% | 385.40 | 6.72 | 14.29% | 1.05 | 147.50PCR: 0.13 | 15.55 | 44.21% | 0.89 | 0.00 | 73.24% | -0.638 | 0.016 | -0.226 | 0.117 | Login To Trade |
0.078 | -0.069 | 0.024 | 0.168 | 33.20% | 963.50 | 4.23 | 13.13% | 0.90 | 148PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.069 | -0.064 | 0.020 | 0.139 | 35.16% | 4,460.30 | 44.23 | 11.01% | 0.70 | 150PCR: 0.10 | 13.40 | 49.50% | 4.37 | 235.00 | 31.25% | -0.890 | 0.019 | -0.048 | 0.059 | Login To Trade |
0.058 | -0.053 | 0.017 | 0.107 | 35.16% | 150.40 | 2.12 | 8.60% | 0.55 | 152PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.054 | -0.050 | 0.016 | 0.099 | 35.16% | 188.00 | 2.68 | 8.02% | 0.45 | 152.50PCR: 0.32 | 20.05 | 46.25% | 0.85 | 0.00 | 81.05% | -0.685 | 0.014 | -0.237 | 0.111 | Login To Trade |
0.041 | -0.036 | 0.013 | 0.068 | 33.20% | 258.50 | 3.24 | 5.59% | 0.30 | 154PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.046 | -0.045 | 0.013 | 0.080 | 37.11% | 2,791.80 | 14.38 | 6.40% | 0.40 | 155PCR: 0.07 | 21.95 | 47.15% | 0.94 | 0.00 | 80.08% | -0.720 | 0.013 | -0.222 | 0.105 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 156PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 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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