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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 | |
0.018 | -0.298 | 0.007 | 0.934 | 132.81% | 4.70 | 2.30 | 45.95% | 25.00 | 110PCR: 0.55 | 0.01 | 0.09% | 1.27 | 4.70 | 62.50% | -0.001 | 0.000 | -0.003 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 114PCR: -- | 0.04 | 0.62% | 0.24 | 0.00 | 62.50% | -0.005 | 0.002 | -0.017 | 0.002 | Login To Trade |
0.045 | -1.571 | 0.008 | 0.744 | 277.34% | 0.00 | 0.05 | 37.40% | 25.56 | 116PCR: 22.00 | 0.08 | 1.26% | 1.03 | 0.00 | 62.50% | -0.011 | 0.003 | -0.032 | 0.004 | Login To Trade |
0.045 | -1.298 | 0.010 | 0.746 | 230.47% | 0.00 | 0.05 | 38.63% | 22.08 | 118PCR: 117.00 | 0.03 | 2.44% | 5.50 | 0.00 | 62.50% | -0.021 | 0.006 | -0.056 | 0.007 | Login To Trade |
0.016 | -0.144 | 0.012 | 0.942 | 70.31% | 117.50 | 19.04 | 47.32% | 14.65 | 120PCR: 0.90 | 0.05 | 0.03% | 17.20 | 42.30 | 31.25% | -0.000 | 0.000 | -0.001 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 122PCR: -- | 0.20 | 5.64% | 2.07 | 0.00 | 58.59% | -0.053 | 0.013 | -0.111 | 0.015 | Login To Trade |
0.048 | -1.044 | 0.014 | 0.718 | 175.78% | 0.00 | 1.46 | 38.88% | 16.30 | 123PCR: 0.74 | 0.20 | 5.93% | 1.08 | 0.00 | 54.69% | -0.056 | 0.015 | -0.109 | 0.016 | Login To Trade |
0.048 | -0.999 | 0.015 | 0.710 | 166.02% | 0.00 | 0.09 | 38.83% | 15.18 | 124PCR: 9.00 | 0.63 | 12.79% | 0.85 | 0.00 | 70.31% | -0.127 | 0.021 | -0.258 | 0.029 | Login To Trade |
0.052 | -1.956 | 0.009 | 0.652 | 300.78% | 0.00 | 4.98 | 33.47% | 21.41 | 125PCR: 2.11 | 0.15 | 4.73% | 10.53 | 37.60 | 39.06% | -0.045 | 0.017 | -0.065 | 0.013 | Login To Trade |
0.052 | -1.363 | 0.012 | 0.658 | 210.94% | 0.00 | 1.18 | 35.81% | 16.23 | 126PCR: 0.76 | 0.28 | 8.84% | 0.89 | 0.00 | 46.88% | -0.088 | 0.024 | -0.132 | 0.022 | Login To Trade |
0.051 | -0.985 | 0.017 | 0.668 | 154.30% | 0.00 | 0.56 | 37.58% | 12.72 | 127PCR: 5.17 | 0.07 | 5.05% | 2.91 | 0.00 | 31.25% | -0.049 | 0.023 | -0.055 | 0.014 | Login To Trade |
0.053 | -1.687 | 0.011 | 0.625 | 252.93% | 0.00 | 1.32 | 33.56% | 17.32 | 128PCR: 6.25 | 0.10 | 5.20% | 8.23 | 4.70 | 27.34% | -0.052 | 0.028 | -0.051 | 0.015 | Login To Trade |
0.053 | -1.213 | 0.015 | 0.624 | 181.64% | 0.00 | 1.03 | 35.18% | 13.00 | 129PCR: 4.14 | 0.10 | 5.83% | 4.28 | 4.70 | 23.44% | -0.059 | 0.036 | -0.048 | 0.017 | Login To Trade |
0.022 | -0.063 | 0.047 | 0.916 | 23.44% | 98.70 | 16.78 | 48.54% | 4.52 | 130PCR: 2.37 | 0.20 | 11.26% | 39.72 | 263.20 | 27.34% | -0.117 | 0.051 | -0.095 | 0.028 | Login To Trade |
0.054 | -0.737 | 0.025 | 0.613 | 109.38% | 0.00 | 1.97 | 36.52% | 8.00 | 131PCR: 6.79 | 0.06 | 8.02% | 13.40 | 18.80 | 15.63% | -0.082 | 0.069 | -0.042 | 0.021 | Login To Trade |
0.052 | -0.325 | 0.053 | 0.650 | 49.80% | 4.70 | 11.75 | 39.48% | 4.20 | 132PCR: 0.84 | 1.05 | 25.95% | 9.87 | 28.20 | 33.20% | -0.326 | 0.077 | -0.210 | 0.051 | Login To Trade |
0.056 | -1.044 | 0.019 | 0.555 | 150.39% | 4.70 | 1.03 | 33.19% | 9.00 | 133PCR: 10.18 | 3.00 | 33.34% | 10.53 | 14.10 | 62.50% | -0.442 | 0.045 | -0.432 | 0.055 | Login To Trade |
0.056 | -0.717 | 0.028 | 0.535 | 102.54% | 0.00 | 8.32 | 33.47% | 6.00 | 134PCR: 1.08 | 1.50 | 35.24% | 8.98 | 18.80 | 27.34% | -0.494 | 0.104 | -0.191 | 0.056 | Login To Trade |
0.054 | -0.171 | 0.108 | 0.395 | 25.39% | 300.80 | 21.71 | 28.22% | 1.10 | 135PCR: 1.18 | 2.00 | 99.00% | 25.71 | 451.20 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.056 | -0.653 | 0.030 | 0.462 | 93.75% | 4.70 | 4.32 | 30.26% | 0.25 | 136PCR: 2.00 | 2.20 | 48.06% | 8.65 | 47.00 | 11.72% | -0.874 | 0.126 | -0.043 | 0.029 | Login To Trade |
0.043 | -0.146 | 0.079 | 0.231 | 27.34% | 169.20 | 9.54 | 18.63% | 0.50 | 137PCR: 1.79 | 3.00 | 49.42% | 17.11 | 319.60 | 15.63% | -0.907 | 0.076 | -0.046 | 0.023 | Login To Trade |
0.029 | -0.084 | 0.062 | 0.123 | 23.44% | 131.60 | 10.39 | 10.70% | 0.20 | 138PCR: 1.09 | 3.20 | 99.00% | 11.33 | 545.20 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.026 | -0.088 | 0.048 | 0.107 | 27.34% | 18.80 | 11.05 | 9.50% | 0.50 | 139PCR: 1.22 | 3.50 | 99.00% | 13.44 | 14.10 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.031 | -0.137 | 0.045 | 0.140 | 35.16% | 850.70 | 44.84 | 11.95% | 0.30 | 140PCR: 1.11 | 6.40 | 46.13% | 49.91 | 1,231.40 | 48.83% | -0.778 | 0.043 | -0.255 | 0.042 | Login To Trade |
0.020 | -0.079 | 0.033 | 0.077 | 31.25% | 65.80 | 5.73 | 6.86% | 0.13 | 141PCR: 1.39 | 4.80 | 99.00% | 7.94 | 42.30 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.011 | -0.044 | 0.018 | 0.037 | 31.25% | 169.20 | 11.37 | 3.25% | 0.05 | 142PCR: 0.55 | 8.00 | 99.00% | 6.30 | 47.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.016 | -0.080 | 0.021 | 0.058 | 39.06% | 89.30 | 15.70 | 5.19% | 0.10 | 143PCR: 0.55 | 6.50 | 99.00% | 8.65 | 51.70 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.017 | -0.089 | 0.019 | 0.059 | 42.97% | 70.50 | 9.92 | 5.11% | 0.17 | 144PCR: 1.50 | 10.00 | 50.16% | 14.85 | 61.10 | 39.06% | -0.958 | 0.017 | -0.062 | 0.013 | Login To Trade |
0.015 | -0.090 | 0.017 | 0.054 | 46.88% | 564.00 | 64.39 | 4.75% | 0.12 | 145PCR: 1.00 | 11.50 | 99.00% | 64.53 | 131.60 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.022 | -0.163 | 0.019 | 0.087 | 58.59% | 249.10 | 13.02 | 7.27% | 0.33 | 146PCR: 0.65 | 12.50 | 49.08% | 8.46 | 178.60 | 70.31% | -0.869 | 0.022 | -0.263 | 0.030 | Login To Trade |
0.011 | -0.063 | 0.012 | 0.035 | 46.88% | 94.00 | 9.07 | 3.01% | 0.10 | 147PCR: 0.36 | 5.31 | 99.00% | 3.29 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.009 | -0.051 | 0.009 | 0.027 | 46.88% | 70.50 | 7.14 | 2.29% | 0.10 | 148PCR: 0.32 | 6.20 | 99.00% | 2.26 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.011 | -0.074 | 0.010 | 0.035 | 54.69% | 98.70 | 3.76 | 2.98% | 0.11 | 149PCR: 0.44 | 6.61 | 99.00% | 1.65 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | -0.001 | 0.000 | 0.000 | 31.25% | 601.60 | 48.32 | 0.03% | 0.02 | 150PCR: 0.11 | 15.00 | 99.00% | 5.26 | 333.70 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.013 | -0.097 | 0.010 | 0.041 | 62.50% | 28.20 | 2.91 | 3.51% | 0.10 | 151PCR: 0.37 | 8.05 | 99.00% | 1.08 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | -0.000 | 0.000 | 0.000 | 31.25% | 61.10 | 12.36 | 0.01% | 0.02 | 152PCR: 0.13 | 8.82 | 99.00% | 1.55 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.008 | -0.061 | 0.006 | 0.024 | 62.50% | 23.50 | 3.67 | 2.01% | 0.03 | 153PCR: 0.32 | 9.60 | 99.00% | 1.18 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.007 | -0.055 | 0.006 | 0.021 | 62.50% | 0.00 | 3.76 | 1.76% | 0.04 | 154PCR: 0.11 | 10.43 | 99.00% | 0.42 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.006 | -0.044 | 0.005 | 0.016 | 62.50% | 23.50 | 17.86 | 1.34% | 0.07 | 155PCR: 0.07 | 16.40 | 99.00% | 1.32 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.006 | -0.049 | 0.005 | 0.018 | 62.50% | 141.00 | 11.19 | 1.48% | 0.10 | 156PCR: 0.27 | 17.86 | 99.00% | 3.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.004 | -0.028 | 0.003 | 0.009 | 62.50% | 14.10 | 1.55 | 0.79% | 0.03 | 157PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.004 | -0.029 | 0.003 | 0.010 | 62.50% | 9.40 | 8.79 | 0.81% | 0.05 | 158PCR: 0.03 | 19.38 | 99.00% | 0.24 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.002 | -0.018 | 0.002 | 0.005 | 62.50% | 51.70 | 13.07 | 0.46% | 0.01 | 160PCR: 0.07 | 22.45 | 99.00% | 0.89 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.003 | -0.022 | 0.002 | 0.007 | 62.50% | 0.00 | 3.48 | 0.59% | 0.05 | 162PCR: 0.00 | 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 | 164PCR: -- | 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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