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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 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 1,160PCR: -- | 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 | 1,200PCR: -- | 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 | 1,240PCR: -- | 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 | 1,280PCR: -- | 1.10 | 3.14% | 0.00 | 0.00 | 51.76% | -0.028 | 0.001 | -0.513 | 0.119 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,300PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.619 | -7.270 | 0.001 | 0.725 | 140.99% | 0.00 | 0.00 | 39.22% | 175.70 | 1,320PCR: 6.00 | 0.50 | 2.15% | 0.02 | 1.00 | 35.16% | -0.020 | 0.001 | -0.260 | 0.089 | Login To Trade |
0.633 | -6.577 | 0.002 | 0.712 | 124.76% | 0.00 | 0.00 | 39.25% | 152.35 | 1,340PCR: 50.00 | 1.15 | 4.45% | 0.13 | 8.25 | 35.16% | -0.042 | 0.001 | -0.488 | 0.167 | Login To Trade |
0.654 | -6.230 | 0.002 | 0.690 | 114.26% | 0.00 | 0.00 | 38.76% | 132.70 | 1,360PCR: 138.00 | 1.90 | 6.82% | 0.35 | 17.75 | 32.23% | -0.067 | 0.002 | -0.646 | 0.240 | Login To Trade |
0.680 | -6.083 | 0.002 | 0.660 | 107.42% | 0.00 | 0.00 | 37.86% | 115.70 | 1,380PCR: 74.00 | 2.40 | 9.28% | 0.19 | 2.75 | 28.56% | -0.095 | 0.003 | -0.744 | 0.313 | Login To Trade |
0.538 | -1.482 | 0.005 | 0.788 | 33.08% | 8.25 | 0.05 | 44.28% | 54.55 | 1,400PCR: 12.67 | 6.20 | 17.29% | 0.67 | 60.25 | 30.27% | -0.192 | 0.005 | -1.279 | 0.507 | Login To Trade |
0.724 | -6.158 | 0.002 | 0.583 | 102.05% | 0.00 | 0.02 | 34.97% | 89.00 | 1,420PCR: 15.17 | 9.50 | 25.08% | 0.23 | 82.75 | 28.81% | -0.307 | 0.007 | -1.564 | 0.651 | Login To Trade |
0.734 | -1.852 | 0.007 | 0.548 | 30.27% | 42.25 | 0.05 | 35.70% | 24.85 | 1,440PCR: 8.81 | 18.00 | 32.51% | 0.46 | 132.50 | 28.81% | -0.441 | 0.007 | -1.757 | 0.732 | Login To Trade |
0.719 | -1.815 | 0.007 | 0.407 | 30.27% | 182.00 | 0.31 | 28.93% | 16.00 | 1,460PCR: 1.30 | 28.90 | 39.15% | 0.40 | 300.25 | 29.30% | -0.587 | 0.007 | -1.764 | 0.723 | Login To Trade |
0.632 | -1.595 | 0.006 | 0.287 | 30.27% | 283.25 | 0.53 | 22.00% | 9.65 | 1,480PCR: 1.17 | 41.50 | 44.21% | 0.62 | 175.50 | 28.08% | -0.729 | 0.006 | -1.439 | 0.615 | Login To Trade |
0.501 | -1.329 | 0.005 | 0.189 | 31.86% | 292.00 | 1.32 | 15.35% | 6.05 | 1,500PCR: 0.64 | 50.20 | 99.00% | 0.85 | 111.25 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.367 | -0.993 | 0.003 | 0.118 | 32.47% | 115.75 | 0.79 | 10.03% | 3.35 | 1,520PCR: 0.36 | 66.55 | 99.00% | 0.28 | 15.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.270 | -0.758 | 0.002 | 0.078 | 33.69% | 82.00 | 0.60 | 6.72% | 2.20 | 1,540PCR: 0.62 | 85.90 | 99.00% | 0.37 | 6.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.192 | -0.570 | 0.002 | 0.050 | 35.64% | 121.75 | 0.90 | 4.38% | 1.40 | 1,560PCR: 0.41 | 113.45 | 50.42% | 0.37 | 13.75 | 29.30% | -0.976 | 0.001 | -0.253 | 0.104 | Login To Trade |
0.153 | -0.485 | 0.001 | 0.038 | 38.09% | 80.50 | 0.59 | 3.29% | 1.10 | 1,580PCR: 0.56 | 98.00 | 99.00% | 0.33 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.125 | -0.428 | 0.001 | 0.030 | 41.02% | 53.50 | 1.88 | 2.57% | 0.90 | 1,600PCR: 0.80 | 150.00 | 99.00% | 1.51 | 0.75 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.105 | -0.385 | 0.001 | 0.024 | 43.95% | 80.50 | 0.61 | 2.06% | 0.75 | 1,620PCR: 0.76 | 117.00 | 99.00% | 0.47 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.090 | -0.351 | 0.001 | 0.020 | 46.88% | 62.50 | 0.78 | 1.70% | 0.65 | 1,640PCR: 0.34 | 167.00 | 99.00% | 0.26 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.077 | -0.318 | 0.000 | 0.017 | 49.80% | 37.75 | 0.53 | 1.40% | 0.55 | 1,660PCR: 0.31 | 134.35 | 99.00% | 0.17 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.058 | -0.243 | 0.000 | 0.012 | 50.78% | 16.50 | 0.33 | 0.99% | 0.35 | 1,680PCR: 0.04 | 182.20 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.068 | -0.323 | 0.000 | 0.015 | 56.64% | 40.50 | 1.90 | 1.19% | 0.50 | 1,700PCR: 0.24 | 208.15 | 99.00% | 0.45 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.057 | -0.279 | 0.000 | 0.012 | 58.59% | 47.25 | 0.51 | 0.96% | 0.40 | 1,720PCR: 0.00 | 106.80 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.025 | -0.116 | 0.000 | 0.005 | 54.69% | 6.75 | 0.32 | 0.38% | 0.10 | 1,740PCR: 0.01 | 126.40 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.027 | -0.133 | 0.000 | 0.005 | 58.59% | 0.50 | 0.20 | 0.41% | 0.20 | 1,760PCR: 1.28 | 245.95 | 99.00% | 0.25 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.040 | -0.216 | 0.000 | 0.008 | 64.45% | 0.00 | 0.05 | 0.62% | 0.30 | 1,780PCR: 0.06 | 325.40 | 99.00% | 0.00 | 0.25 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.020 | -0.105 | 0.000 | 0.004 | 62.50% | 31.25 | 1.57 | 0.28% | 0.10 | 1,800PCR: 0.32 | 344.60 | 99.00% | 0.51 | 4.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.202 | -1.760 | 0.001 | 0.053 | 104.49% | 0.00 | 0.00 | 3.88% | 4.20 | 1,820PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.038 | -0.238 | 0.000 | 0.007 | 74.22% | 0.00 | 0.04 | 0.57% | 0.30 | 1,840PCR: 0.35 | 211.80 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.027 | -0.166 | 0.000 | 0.005 | 74.22% | 0.00 | 0.02 | 0.37% | 0.25 | 1,860PCR: 0.50 | 270.00 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.156 | -1.423 | 0.000 | 0.039 | 109.38% | 0.00 | 0.00 | 2.75% | 3.00 | 1,880PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.003 | -0.013 | 0.000 | 0.000 | 62.50% | 0.50 | 1.30 | 0.03% | 0.05 | 1,900PCR: 0.55 | 450.00 | 99.00% | 0.72 | 1.75 | 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 | 1,920PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.012 | -0.083 | 0.000 | 0.002 | 85.94% | 4.50 | 0.27 | 0.14% | 0.10 | 2,000PCR: 0.99 | 549.00 | 99.00% | 0.27 | 6.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.027 | -0.229 | 0.000 | 0.005 | 101.56% | 0.00 | 0.01 | 0.34% | 0.30 | 2,040PCR: 1.00 | 535.00 | 99.00% | 0.01 | 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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