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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 | 0.00 | 99.00% | 0.00 | 108PCR: -- | 0.11 | 3.11% | 1.13 | 131.60 | 46.88% | -0.027 | 0.006 | -0.029 | 0.013 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 110PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.018 | -0.033 | 0.010 | 0.961 | 39.06% | 4.70 | 0.19 | 48.23% | 14.01 | 112PCR: 18.00 | 0.15 | 4.27% | 3.38 | 728.50 | 39.06% | -0.038 | 0.010 | -0.032 | 0.018 | Login To Trade |
0.000 | -0.000 | 0.000 | 1.000 | 15.63% | 4.70 | 0.05 | 49.23% | 11.94 | 114PCR: 0.00 | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.028 | -0.044 | 0.016 | 0.935 | 35.16% | 4.70 | 0.00 | 47.69% | 11.13 | 115PCR: -- | 0.21 | 6.87% | 1.36 | 366.60 | 35.16% | -0.065 | 0.016 | -0.044 | 0.028 | Login To Trade |
0.077 | -0.413 | 0.014 | 0.692 | 118.16% | 0.00 | 0.05 | 37.50% | 15.63 | 116PCR: 115.00 | 0.26 | 8.84% | 5.41 | 925.90 | 35.16% | -0.085 | 0.020 | -0.054 | 0.034 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 117PCR: -- | 0.28 | 8.51% | 0.47 | 141.00 | 31.25% | -0.084 | 0.022 | -0.048 | 0.034 | Login To Trade |
0.053 | -0.095 | 0.029 | 0.839 | 39.06% | 56.40 | 0.71 | 45.35% | 8.63 | 118PCR: 10.13 | 0.33 | 11.09% | 7.14 | 972.90 | 31.25% | -0.110 | 0.028 | -0.059 | 0.041 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 119PCR: -- | 0.41 | 12.43% | 0.61 | 206.80 | 29.30% | -0.128 | 0.033 | -0.061 | 0.046 | Login To Trade |
0.057 | -0.082 | 0.038 | 0.820 | 31.25% | 874.20 | 4.28 | 44.86% | 6.50 | 120PCR: 6.21 | 0.52 | 13.96% | 26.56 | 3,661.30 | 27.34% | -0.150 | 0.039 | -0.063 | 0.051 | Login To Trade |
0.083 | -0.421 | 0.016 | 0.619 | 111.33% | 0.00 | 0.05 | 34.99% | 12.15 | 121PCR: 34.00 | 0.64 | 17.68% | 1.60 | 460.60 | 27.34% | -0.194 | 0.046 | -0.075 | 0.060 | Login To Trade |
0.071 | -0.094 | 0.051 | 0.741 | 29.30% | 225.60 | 1.08 | 42.82% | 4.92 | 122PCR: 14.96 | 0.80 | 21.53% | 16.17 | 2,143.20 | 27.34% | -0.245 | 0.053 | -0.085 | 0.069 | Login To Trade |
0.076 | -0.095 | 0.058 | 0.698 | 27.34% | 324.30 | 1.55 | 41.03% | 4.00 | 123PCR: 1.85 | 1.04 | 24.11% | 2.87 | 545.20 | 25.39% | -0.290 | 0.062 | -0.086 | 0.075 | Login To Trade |
0.083 | -0.110 | 0.059 | 0.628 | 29.30% | 883.60 | 1.74 | 38.92% | 3.57 | 124PCR: 3.62 | 1.36 | 28.27% | 6.30 | 3,839.90 | 25.39% | -0.355 | 0.067 | -0.094 | 0.081 | Login To Trade |
0.086 | -0.099 | 0.071 | 0.575 | 25.39% | 8,582.20 | 12.60 | 36.41% | 2.66 | 125PCR: 3.12 | 1.72 | 31.81% | 39.34 | 11,129.60 | 24.41% | -0.423 | 0.073 | -0.095 | 0.086 | Login To Trade |
0.087 | -0.101 | 0.072 | 0.503 | 25.39% | 5,235.80 | 7.76 | 33.46% | 2.15 | 126PCR: 0.76 | 2.20 | 35.22% | 5.88 | 1,898.80 | 24.41% | -0.497 | 0.075 | -0.097 | 0.087 | Login To Trade |
0.086 | -0.099 | 0.071 | 0.432 | 25.39% | 5,376.80 | 8.79 | 30.18% | 1.70 | 127PCR: 0.55 | 2.75 | 38.44% | 4.79 | 1,673.20 | 24.41% | -0.572 | 0.073 | -0.095 | 0.086 | Login To Trade |
0.082 | -0.095 | 0.068 | 0.363 | 25.39% | 5,076.00 | 14.10 | 26.26% | 1.33 | 128PCR: 0.47 | 3.30 | 41.33% | 6.67 | 1,250.20 | 23.44% | -0.649 | 0.072 | -0.086 | 0.081 | Login To Trade |
0.077 | -0.092 | 0.061 | 0.307 | 26.37% | 2,190.20 | 12.74 | 23.13% | 1.09 | 129PCR: 0.62 | 3.94 | 44.11% | 7.94 | 413.60 | 23.44% | -0.717 | 0.066 | -0.079 | 0.074 | Login To Trade |
0.068 | -0.079 | 0.056 | 0.241 | 25.39% | 13,484.30 | 53.96 | 18.72% | 0.82 | 130PCR: 0.74 | 4.70 | 45.98% | 40.09 | 3,698.90 | 23.44% | -0.777 | 0.058 | -0.069 | 0.065 | Login To Trade |
0.063 | -0.078 | 0.048 | 0.209 | 27.34% | 1,499.30 | 10.34 | 16.66% | 0.69 | 131PCR: 0.56 | 5.31 | 48.53% | 5.83 | 263.20 | 19.53% | -0.875 | 0.048 | -0.040 | 0.045 | Login To Trade |
0.054 | -0.068 | 0.042 | 0.166 | 27.34% | 2,679.00 | 23.41 | 13.53% | 0.53 | 132PCR: 0.43 | 6.13 | 49.96% | 9.96 | 197.40 | 15.63% | -0.958 | 0.026 | -0.014 | 0.020 | Login To Trade |
0.050 | -0.067 | 0.036 | 0.147 | 29.30% | 1,555.70 | 13.07 | 12.09% | 0.47 | 133PCR: 0.23 | 7.13 | 49.96% | 3.06 | 122.20 | 15.63% | -0.977 | 0.016 | -0.008 | 0.012 | Login To Trade |
0.043 | -0.057 | 0.030 | 0.116 | 29.30% | 827.20 | 7.10 | 9.61% | 0.38 | 134PCR: 0.50 | 4.83 | 99.00% | 3.53 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.040 | -0.056 | 0.026 | 0.104 | 31.25% | 5,668.20 | 89.58 | 8.83% | 0.30 | 135PCR: 0.24 | 8.86 | 99.00% | 21.71 | 216.20 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.033 | -0.047 | 0.022 | 0.082 | 31.25% | 686.20 | 10.58 | 6.96% | 0.25 | 136PCR: 0.36 | 9.89 | 99.00% | 3.81 | 79.90 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.027 | -0.039 | 0.018 | 0.063 | 31.25% | 1,898.80 | 17.11 | 5.37% | 0.21 | 137PCR: 0.45 | 11.26 | 50.03% | 7.76 | 32.90 | 31.25% | -0.937 | 0.018 | -0.039 | 0.027 | Login To Trade |
0.030 | -0.047 | 0.018 | 0.071 | 35.16% | 1,673.20 | 14.15 | 6.01% | 0.19 | 138PCR: 0.29 | 10.98 | 99.00% | 4.09 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.025 | -0.040 | 0.015 | 0.057 | 35.16% | 0.00 | 9.96 | 4.76% | 0.23 | 139PCR: 0.19 | 12.24 | 99.00% | 1.88 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.020 | -0.033 | 0.012 | 0.044 | 35.16% | 2,382.90 | 90.43 | 3.71% | 0.16 | 140PCR: 0.27 | 13.79 | 99.00% | 24.82 | 98.70 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.023 | -0.041 | 0.012 | 0.051 | 39.06% | 145.70 | 10.48 | 4.29% | 0.15 | 141PCR: 0.74 | 12.57 | 99.00% | 7.80 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.019 | -0.034 | 0.010 | 0.041 | 39.06% | 2,335.90 | 8.18 | 3.44% | 0.13 | 142PCR: 0.25 | 10.20 | 99.00% | 2.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.016 | -0.029 | 0.009 | 0.033 | 39.06% | 23.50 | 4.28 | 2.77% | 0.13 | 143PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.013 | -0.023 | 0.007 | 0.026 | 39.06% | 122.20 | 3.90 | 2.15% | 0.12 | 144PCR: 0.55 | 8.81 | 99.00% | 2.16 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.011 | -0.019 | 0.006 | 0.020 | 39.06% | 404.20 | 23.45 | 1.68% | 0.11 | 145PCR: 0.26 | 19.83 | 50.10% | 6.06 | 32.90 | 64.45% | -0.886 | 0.014 | -0.124 | 0.042 | Login To Trade |
0.018 | -0.039 | 0.008 | 0.038 | 46.88% | 98.70 | 3.71 | 3.13% | 0.11 | 146PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.015 | -0.033 | 0.007 | 0.031 | 46.88% | 4.70 | 2.16 | 2.55% | 0.10 | 147PCR: 0.52 | 14.70 | 99.00% | 1.13 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.018 | -0.041 | 0.007 | 0.037 | 50.78% | 0.00 | 2.44 | 2.99% | 0.15 | 148PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.020 | -0.050 | 0.008 | 0.043 | 54.69% | 0.00 | 0.94 | 3.38% | 0.21 | 149PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.009 | -0.020 | 0.004 | 0.018 | 46.88% | 357.20 | 23.64 | 1.43% | 0.06 | 150PCR: 0.09 | 23.92 | 99.00% | 2.12 | 75.20 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | -0.000 | 0.000 | 0.000 | 31.25% | 108.10 | 3.95 | 0.02% | 0.05 | 152PCR: 0.04 | 16.81 | 99.00% | 0.14 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.029 | -0.097 | 0.008 | 0.068 | 74.22% | 0.00 | 2.02 | 4.99% | 0.50 | 154PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | -0.000 | 0.000 | 0.000 | 31.25% | 14.10 | 4.56 | 0.00% | 0.05 | 156PCR: 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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