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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: -- | 1.50 | 1.82% | 1.11 | 0.00 | 31.25% | -0.015 | 0.000 | -0.238 | 0.324 | Login To Trade |
1.005 | -0.954 | 0.000 | 0.939 | 40.28% | 1.40 | 0.32 | 46.98% | 480.00 | 3,000PCR: 12.48 | 1.90 | 2.35% | 4.02 | 54.95 | 30.03% | -0.020 | 0.000 | -0.289 | 0.408 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,040PCR: -- | 2.55 | 3.10% | 0.44 | 0.35 | 29.05% | -0.027 | 0.000 | -0.359 | 0.524 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,080PCR: -- | 4.15 | 4.56% | 0.31 | 1.58 | 29.05% | -0.041 | 0.000 | -0.503 | 0.735 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.23 | 99.00% | 370.30 | 3,100PCR: 8.91 | 4.85 | 5.24% | 2.01 | 19.08 | 28.69% | -0.048 | 0.000 | -0.561 | 0.830 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,120PCR: -- | 5.10 | 5.55% | 0.26 | 3.85 | 27.59% | -0.051 | 0.001 | -0.570 | 0.876 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 317.75 | 3,140PCR: 30.57 | 6.10 | 6.47% | 0.37 | 7.70 | 27.34% | -0.060 | 0.001 | -0.644 | 1.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,160PCR: -- | 7.50 | 7.59% | 0.40 | 15.58 | 27.22% | -0.072 | 0.001 | -0.735 | 1.145 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.05 | 99.00% | 287.25 | 3,180PCR: 5.65 | 8.75 | 8.66% | 0.26 | 10.15 | 26.86% | -0.083 | 0.001 | -0.810 | 1.280 | Login To Trade |
1.775 | -1.297 | 0.001 | 0.870 | 31.01% | 0.53 | 0.41 | 45.82% | 288.35 | 3,200PCR: 6.72 | 10.60 | 10.03% | 2.75 | 42.70 | 26.73% | -0.098 | 0.001 | -0.912 | 1.448 | Login To Trade |
1.472 | -0.864 | 0.001 | 0.900 | 24.90% | 0.00 | 0.12 | 46.86% | 261.10 | 3,220PCR: 2.33 | 12.30 | 11.28% | 0.27 | 6.48 | 26.31% | -0.112 | 0.001 | -0.990 | 1.596 | Login To Trade |
1.880 | -1.218 | 0.001 | 0.858 | 27.50% | 0.00 | 0.11 | 45.71% | 248.10 | 3,240PCR: 5.97 | 14.30 | 12.65% | 0.66 | 8.58 | 25.88% | -0.128 | 0.001 | -1.070 | 1.754 | Login To Trade |
2.284 | -1.679 | 0.001 | 0.808 | 31.19% | 0.70 | 0.20 | 44.17% | 239.50 | 3,260PCR: 1.97 | 15.50 | 13.71% | 0.40 | 5.08 | 24.90% | -0.141 | 0.001 | -1.100 | 1.875 | Login To Trade |
1.891 | -1.006 | 0.001 | 0.857 | 22.58% | 0.00 | 0.39 | 45.93% | 205.10 | 3,280PCR: 0.82 | 19.30 | 15.86% | 0.32 | 11.03 | 25.15% | -0.168 | 0.001 | -1.244 | 2.099 | Login To Trade |
2.326 | -1.400 | 0.001 | 0.802 | 25.54% | 5.08 | 1.73 | 44.29% | 195.00 | 3,300PCR: 1.67 | 22.30 | 17.60% | 2.89 | 68.08 | 24.72% | -0.190 | 0.001 | -1.324 | 2.273 | Login To Trade |
2.602 | -1.681 | 0.001 | 0.760 | 27.40% | 0.35 | 0.52 | 42.91% | 184.45 | 3,320PCR: 1.03 | 26.05 | 19.53% | 0.53 | 8.23 | 24.44% | -0.217 | 0.001 | -1.415 | 2.456 | Login To Trade |
2.735 | -1.716 | 0.002 | 0.736 | 26.61% | 1.40 | 0.48 | 42.19% | 167.80 | 3,340PCR: 1.29 | 30.00 | 21.48% | 0.63 | 13.65 | 24.05% | -0.244 | 0.002 | -1.489 | 2.627 | Login To Trade |
2.894 | -1.830 | 0.002 | 0.704 | 26.82% | 2.10 | 0.33 | 41.10% | 154.40 | 3,360PCR: 1.67 | 34.45 | 23.51% | 0.55 | 19.60 | 23.62% | -0.275 | 0.002 | -1.554 | 2.791 | Login To Trade |
2.972 | -1.701 | 0.002 | 0.685 | 24.29% | 5.78 | 0.60 | 40.61% | 133.50 | 3,380PCR: 1.37 | 39.05 | 25.52% | 0.82 | 30.45 | 23.07% | -0.307 | 0.002 | -1.598 | 2.939 | Login To Trade |
3.098 | -1.745 | 0.002 | 0.650 | 23.90% | 90.48 | 3.75 | 39.36% | 119.35 | 3,400PCR: 1.38 | 46.15 | 27.85% | 5.17 | 171.33 | 23.13% | -0.345 | 0.002 | -1.681 | 3.084 | Login To Trade |
3.203 | -1.788 | 0.002 | 0.613 | 23.68% | 34.30 | 2.15 | 37.95% | 106.50 | 3,420PCR: 0.65 | 53.30 | 30.04% | 1.40 | 39.38 | 22.95% | -0.384 | 0.002 | -1.729 | 3.196 | Login To Trade |
3.280 | -1.800 | 0.002 | 0.574 | 23.28% | 70.53 | 1.69 | 36.39% | 93.80 | 3,440PCR: 1.13 | 60.40 | 32.14% | 1.91 | 58.28 | 22.52% | -0.424 | 0.002 | -1.740 | 3.277 | Login To Trade |
3.326 | -1.797 | 0.002 | 0.534 | 22.92% | 258.13 | 3.44 | 34.66% | 82.00 | 3,460PCR: 0.80 | 69.20 | 34.24% | 2.77 | 106.40 | 22.37% | -0.466 | 0.002 | -1.754 | 3.326 | Login To Trade |
3.338 | -1.784 | 0.002 | 0.492 | 22.67% | 224.53 | 2.48 | 32.76% | 71.35 | 3,480PCR: 0.65 | 78.70 | 36.22% | 1.62 | 94.33 | 22.16% | -0.509 | 0.002 | -1.743 | 3.337 | Login To Trade |
3.311 | -1.753 | 0.002 | 0.449 | 22.46% | 538.13 | 10.21 | 30.73% | 61.70 | 3,500PCR: 0.34 | 88.30 | 38.12% | 3.51 | 109.73 | 21.67% | -0.553 | 0.002 | -1.690 | 3.309 | Login To Trade |
3.248 | -1.713 | 0.002 | 0.408 | 22.37% | 39.55 | 1.18 | 28.58% | 53.20 | 3,520PCR: 0.73 | 97.75 | 39.97% | 0.86 | 23.10 | 20.97% | -0.600 | 0.002 | -1.598 | 3.233 | Login To Trade |
3.146 | -1.634 | 0.002 | 0.365 | 22.03% | 42.53 | 1.16 | 26.29% | 44.80 | 3,540PCR: 0.71 | 110.85 | 41.57% | 0.82 | 12.60 | 21.06% | -0.642 | 0.002 | -1.551 | 3.126 | Login To Trade |
3.008 | -1.545 | 0.002 | 0.324 | 21.79% | 32.20 | 0.66 | 23.94% | 37.50 | 3,560PCR: 0.80 | 122.10 | 43.21% | 0.53 | 3.85 | 20.26% | -0.690 | 0.002 | -1.411 | 2.954 | Login To Trade |
2.845 | -1.455 | 0.002 | 0.286 | 21.70% | 14.35 | 0.42 | 21.62% | 31.50 | 3,580PCR: 0.79 | 131.10 | 45.12% | 0.33 | 4.20 | 18.25% | -0.752 | 0.002 | -1.138 | 2.647 | Login To Trade |
2.656 | -1.351 | 0.002 | 0.249 | 21.58% | 204.93 | 3.99 | 19.29% | 26.15 | 3,600PCR: 0.24 | 141.25 | 47.11% | 0.96 | 2.80 | 15.78% | -0.827 | 0.002 | -0.797 | 2.142 | Login To Trade |
2.446 | -1.235 | 0.002 | 0.215 | 21.42% | 23.63 | 0.66 | 16.99% | 21.45 | 3,620PCR: 0.21 | 161.10 | 47.51% | 0.14 | 1.75 | 17.24% | -0.839 | 0.002 | -0.830 | 2.043 | Login To Trade |
2.247 | -1.141 | 0.002 | 0.187 | 21.55% | 12.95 | 0.57 | 14.99% | 18.05 | 3,640PCR: 0.33 | 177.30 | 48.44% | 0.19 | 1.40 | 16.60% | -0.879 | 0.002 | -0.660 | 1.687 | Login To Trade |
2.052 | -1.051 | 0.001 | 0.162 | 21.73% | 6.30 | 0.50 | 13.18% | 15.20 | 3,660PCR: 0.22 | 212.15 | 46.86% | 0.11 | 0.00 | 25.30% | -0.799 | 0.001 | -1.400 | 2.347 | Login To Trade |
1.816 | -0.919 | 0.001 | 0.135 | 21.48% | 17.33 | 0.40 | 11.16% | 12.00 | 3,680PCR: 0.12 | 233.00 | 47.11% | 0.05 | 0.00 | 27.22% | -0.805 | 0.001 | -1.482 | 2.309 | Login To Trade |
1.629 | -0.832 | 0.001 | 0.115 | 21.67% | 107.45 | 4.05 | 9.65% | 9.95 | 3,700PCR: 0.25 | 232.75 | 49.80% | 1.02 | 3.15 | 16.85% | -0.940 | 0.001 | -0.396 | 0.998 | Login To Trade |
1.418 | -0.720 | 0.001 | 0.095 | 21.55% | 6.83 | 0.41 | 8.06% | 7.90 | 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 |
1.254 | -0.642 | 0.001 | 0.081 | 21.73% | 14.53 | 0.53 | 6.88% | 6.50 | 3,740PCR: 0.22 | 259.85 | 99.00% | 0.12 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.082 | -0.554 | 0.001 | 0.067 | 21.73% | 18.03 | 0.59 | 5.70% | 5.25 | 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 |
0.848 | -0.446 | 0.001 | 0.049 | 22.34% | 65.63 | 3.49 | 4.20% | 3.70 | 3,800PCR: 0.22 | 319.00 | 99.00% | 0.77 | 0.18 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.592 | -0.310 | 0.000 | 0.031 | 22.22% | 4.20 | 0.97 | 2.71% | 2.25 | 3,840PCR: 0.00 | 402.00 | 48.39% | 0.00 | 0.00 | 42.94% | -0.822 | 0.001 | -2.204 | 2.177 | Login To Trade |
0.505 | -0.279 | 0.000 | 0.026 | 23.44% | 0.35 | 1.33 | 2.23% | 1.90 | 3,880PCR: 0.00 | 425.00 | 49.54% | 0.00 | 0.00 | 37.66% | -0.880 | 0.001 | -1.486 | 1.674 | Login To Trade |
0.437 | -0.244 | 0.000 | 0.022 | 23.68% | 10.33 | 2.03 | 1.87% | 1.55 | 3,900PCR: 0.13 | 423.60 | 99.00% | 0.25 | 0.88 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.291 | -0.154 | 0.000 | 0.014 | 22.46% | 0.35 | 0.47 | 1.17% | 0.90 | 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 |
0.353 | -0.211 | 0.000 | 0.017 | 25.39% | 0.53 | 0.19 | 1.44% | 1.25 | 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 |
0.368 | -0.239 | 0.000 | 0.018 | 27.59% | 25.73 | 5.44 | 1.49% | 1.50 | 4,000PCR: 0.19 | 550.00 | 50.12% | 1.01 | 0.00 | 46.75% | -0.885 | 0.001 | -1.785 | 1.620 | Login To Trade |
0.236 | -0.188 | 0.000 | 0.011 | 33.69% | 0.00 | 0.72 | 0.85% | 1.00 | 4,200PCR: 0.94 | 730.00 | 51.46% | 0.68 | 0.00 | 32.71% | -0.991 | 0.000 | -0.152 | 0.197 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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