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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 | 2,960PCR: -- | 3.05 | 3.18% | 1.16 | 4.03 | 30.03% | -0.027 | 0.000 | -0.328 | 0.589 | Login To Trade |
0.276 | -0.117 | 0.000 | 0.989 | 22.95% | 7.70 | 0.33 | 48.60% | 453.85 | 3,000PCR: 12.57 | 3.65 | 3.86% | 4.14 | 277.90 | 28.81% | -0.034 | 0.000 | -0.374 | 0.702 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,040PCR: -- | 5.85 | 5.55% | 0.31 | 3.85 | 29.05% | -0.050 | 0.000 | -0.518 | 0.963 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,080PCR: -- | 7.30 | 6.77% | 0.41 | 28.00 | 27.95% | -0.062 | 0.001 | -0.594 | 1.148 | Login To Trade |
2.049 | -1.431 | 0.001 | 0.864 | 37.72% | 1.75 | 0.23 | 45.10% | 377.05 | 3,100PCR: 10.16 | 8.75 | 7.87% | 2.29 | 198.63 | 27.95% | -0.073 | 0.001 | -0.675 | 1.304 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,120PCR: -- | 10.15 | 8.79% | 0.39 | 38.33 | 27.59% | -0.083 | 0.001 | -0.733 | 1.435 | Login To Trade |
1.129 | -0.480 | 0.001 | 0.939 | 22.95% | 1.23 | 0.01 | 47.69% | 317.75 | 3,140PCR: 29.57 | 11.65 | 9.86% | 0.36 | 68.08 | 27.28% | -0.095 | 0.001 | -0.798 | 1.580 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,160PCR: -- | 13.80 | 11.15% | 0.29 | 52.33 | 27.16% | -0.109 | 0.001 | -0.880 | 1.751 | Login To Trade |
1.883 | -0.926 | 0.001 | 0.879 | 26.55% | 1.75 | 0.05 | 46.13% | 287.25 | 3,180PCR: 6.85 | 16.00 | 12.44% | 0.31 | 42.18 | 26.92% | -0.123 | 0.001 | -0.955 | 1.916 | Login To Trade |
2.153 | -1.093 | 0.001 | 0.854 | 27.40% | 27.48 | 0.43 | 45.43% | 271.50 | 3,200PCR: 6.56 | 18.50 | 13.86% | 2.82 | 213.33 | 26.67% | -0.140 | 0.001 | -1.033 | 2.092 | Login To Trade |
2.233 | -1.078 | 0.001 | 0.845 | 26.06% | 3.33 | 0.10 | 45.29% | 252.35 | 3,220PCR: 3.35 | 20.90 | 15.21% | 0.33 | 35.88 | 26.31% | -0.157 | 0.001 | -1.098 | 2.253 | Login To Trade |
2.375 | -1.114 | 0.001 | 0.830 | 25.33% | 3.85 | 0.12 | 44.91% | 234.30 | 3,240PCR: 4.98 | 24.10 | 16.75% | 0.58 | 36.40 | 26.06% | -0.176 | 0.001 | -1.173 | 2.432 | Login To Trade |
2.604 | -1.240 | 0.001 | 0.803 | 25.73% | 2.28 | 0.22 | 44.13% | 219.30 | 3,260PCR: 1.87 | 27.15 | 18.28% | 0.41 | 67.03 | 25.67% | -0.196 | 0.001 | -1.236 | 2.599 | Login To Trade |
2.793 | -1.329 | 0.001 | 0.778 | 25.70% | 2.98 | 0.35 | 43.39% | 203.85 | 3,280PCR: 0.62 | 31.90 | 20.18% | 0.22 | 47.43 | 25.73% | -0.222 | 0.001 | -1.331 | 2.794 | Login To Trade |
2.933 | -1.348 | 0.001 | 0.758 | 24.81% | 30.80 | 1.79 | 42.81% | 186.00 | 3,300PCR: 1.74 | 34.45 | 21.63% | 3.12 | 437.68 | 24.99% | -0.243 | 0.001 | -1.360 | 2.939 | Login To Trade |
3.113 | -1.439 | 0.001 | 0.729 | 24.96% | 7.18 | 0.53 | 41.87% | 172.40 | 3,320PCR: 1.17 | 39.60 | 23.43% | 0.62 | 45.15 | 24.72% | -0.270 | 0.001 | -1.420 | 3.103 | Login To Trade |
3.268 | -1.501 | 0.002 | 0.699 | 24.81% | 19.25 | 0.52 | 40.88% | 158.15 | 3,340PCR: 1.73 | 44.35 | 25.20% | 0.89 | 79.80 | 24.32% | -0.297 | 0.002 | -1.465 | 3.252 | Login To Trade |
3.389 | -1.504 | 0.002 | 0.673 | 23.96% | 16.63 | 0.37 | 40.00% | 142.00 | 3,360PCR: 1.62 | 49.90 | 27.06% | 0.59 | 66.15 | 24.05% | -0.328 | 0.002 | -1.510 | 3.391 | Login To Trade |
3.540 | -1.686 | 0.002 | 0.632 | 25.73% | 18.90 | 0.59 | 38.37% | 135.60 | 3,380PCR: 1.59 | 57.20 | 28.96% | 0.94 | 86.28 | 23.90% | -0.361 | 0.002 | -1.555 | 3.514 | Login To Trade |
3.611 | -1.594 | 0.002 | 0.607 | 23.83% | 400.75 | 3.74 | 37.51% | 117.60 | 3,400PCR: 1.39 | 63.80 | 30.73% | 5.21 | 913.68 | 23.62% | -0.393 | 0.002 | -1.579 | 3.610 | Login To Trade |
3.685 | -1.610 | 0.002 | 0.572 | 23.59% | 194.43 | 1.85 | 36.11% | 105.40 | 3,420PCR: 0.61 | 71.90 | 32.56% | 1.13 | 296.28 | 23.44% | -0.428 | 0.002 | -1.599 | 3.685 | Login To Trade |
3.732 | -1.624 | 0.002 | 0.534 | 23.50% | 341.43 | 1.43 | 34.48% | 94.00 | 3,440PCR: 1.25 | 77.10 | 34.26% | 1.79 | 404.08 | 22.31% | -0.463 | 0.002 | -1.541 | 3.731 | Login To Trade |
3.747 | -1.597 | 0.002 | 0.500 | 23.01% | 609.00 | 2.07 | 32.94% | 82.80 | 3,460PCR: 0.58 | 89.70 | 36.15% | 1.20 | 379.93 | 22.84% | -0.502 | 0.002 | -1.584 | 3.745 | Login To Trade |
3.730 | -1.581 | 0.002 | 0.463 | 22.89% | 574.70 | 1.48 | 31.18% | 73.10 | 3,480PCR: 0.66 | 100.70 | 37.78% | 0.98 | 188.65 | 22.86% | -0.539 | 0.002 | -1.578 | 3.727 | Login To Trade |
3.681 | -1.546 | 0.002 | 0.425 | 22.67% | 2,191.88 | 9.05 | 29.32% | 64.00 | 3,500PCR: 0.36 | 111.70 | 39.36% | 3.22 | 395.33 | 22.67% | -0.578 | 0.002 | -1.543 | 3.674 | Login To Trade |
3.600 | -1.504 | 0.002 | 0.389 | 22.55% | 267.58 | 0.80 | 27.38% | 56.00 | 3,520PCR: 0.81 | 123.95 | 40.74% | 0.65 | 64.23 | 22.66% | -0.613 | 0.002 | -1.509 | 3.596 | Login To Trade |
3.479 | -1.439 | 0.002 | 0.350 | 22.34% | 241.15 | 0.92 | 25.27% | 47.90 | 3,540PCR: 0.68 | 134.05 | 42.21% | 0.62 | 53.73 | 21.82% | -0.653 | 0.002 | -1.400 | 3.465 | Login To Trade |
3.339 | -1.375 | 0.002 | 0.316 | 22.23% | 200.20 | 0.56 | 23.26% | 41.30 | 3,560PCR: 0.86 | 147.45 | 43.42% | 0.48 | 45.33 | 21.67% | -0.689 | 0.002 | -1.331 | 3.317 | Login To Trade |
3.173 | -1.298 | 0.002 | 0.282 | 22.09% | 104.13 | 0.36 | 21.21% | 35.30 | 3,580PCR: 0.82 | 167.85 | 44.06% | 0.30 | 30.98 | 23.53% | -0.704 | 0.002 | -1.413 | 3.243 | Login To Trade |
2.996 | -1.217 | 0.002 | 0.252 | 21.94% | 904.58 | 4.05 | 19.26% | 30.05 | 3,600PCR: 0.24 | 176.00 | 45.62% | 0.96 | 42.18 | 21.18% | -0.759 | 0.002 | -1.148 | 2.926 | Login To Trade |
2.790 | -1.132 | 0.001 | 0.221 | 21.91% | 93.98 | 0.41 | 17.25% | 25.40 | 3,620PCR: 0.45 | 199.20 | 45.74% | 0.18 | 14.35 | 23.93% | -0.757 | 0.001 | -1.301 | 2.936 | Login To Trade |
2.591 | -1.053 | 0.001 | 0.195 | 21.94% | 115.85 | 0.58 | 15.43% | 21.70 | 3,640PCR: 0.27 | 207.15 | 47.24% | 0.16 | 12.60 | 20.94% | -0.817 | 0.001 | -0.966 | 2.492 | Login To Trade |
2.378 | -0.963 | 0.001 | 0.170 | 21.88% | 93.10 | 0.52 | 13.65% | 18.20 | 3,660PCR: 0.23 | 218.75 | 48.52% | 0.12 | 8.05 | 18.46% | -0.873 | 0.001 | -0.669 | 1.956 | Login To Trade |
2.180 | -0.887 | 0.001 | 0.149 | 21.97% | 66.15 | 0.34 | 12.09% | 15.50 | 3,680PCR: 0.16 | 245.95 | 47.94% | 0.05 | 6.30 | 23.07% | -0.838 | 0.001 | -0.982 | 2.299 | Login To Trade |
1.992 | -0.817 | 0.001 | 0.131 | 22.16% | 529.90 | 3.87 | 10.69% | 13.25 | 3,700PCR: 0.30 | 256.35 | 49.30% | 1.14 | 23.98 | 19.17% | -0.904 | 0.001 | -0.565 | 1.593 | Login To Trade |
1.777 | -0.723 | 0.001 | 0.111 | 21.97% | 62.48 | 0.33 | 9.18% | 10.85 | 3,720PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.602 | -0.655 | 0.001 | 0.096 | 22.09% | 61.43 | 0.47 | 8.01% | 9.15 | 3,740PCR: 0.25 | 278.10 | 99.00% | 0.12 | 9.28 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.421 | -0.582 | 0.001 | 0.082 | 22.09% | 45.50 | 0.54 | 6.87% | 7.60 | 3,760PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.167 | -0.491 | 0.001 | 0.063 | 22.71% | 290.85 | 3.72 | 5.34% | 5.75 | 3,800PCR: 0.20 | 310.45 | 99.00% | 0.75 | 1.75 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.928 | -0.395 | 0.001 | 0.047 | 23.01% | 29.58 | 1.16 | 4.00% | 4.15 | 3,840PCR: 0.00 | 402.00 | 49.82% | 0.00 | 0.00 | 29.54% | -0.902 | 0.001 | -0.890 | 1.626 | Login To Trade |
0.726 | -0.314 | 0.000 | 0.035 | 23.32% | 12.25 | 1.33 | 2.96% | 2.95 | 3,880PCR: 0.00 | 425.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.671 | -0.296 | 0.000 | 0.032 | 23.80% | 124.25 | 1.31 | 2.68% | 2.70 | 3,900PCR: 0.27 | 419.00 | 99.00% | 0.36 | 0.53 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.629 | -0.285 | 0.000 | 0.029 | 24.41% | 4.73 | 0.56 | 2.47% | 2.60 | 3,920PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.514 | -0.237 | 0.000 | 0.023 | 24.90% | 9.63 | 0.18 | 1.93% | 1.95 | 3,960PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.496 | -0.243 | 0.000 | 0.022 | 26.49% | 247.10 | 4.94 | 1.83% | 2.00 | 4,000PCR: 0.23 | 551.00 | 51.09% | 1.15 | 0.35 | 27.34% | -0.974 | 0.000 | -0.285 | 0.564 | Login To Trade |
0.317 | -0.186 | 0.000 | 0.013 | 31.74% | 9.63 | 0.74 | 1.04% | 1.30 | 4,200PCR: 0.92 | 710.00 | 99.00% | 0.68 | 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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