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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: -- | 2.75 | 3.05% | 1.12 | 8.75 | 33.20% | -0.026 | 0.000 | -0.396 | 0.501 | Login To Trade |
1.575 | -1.859 | 0.001 | 0.888 | 49.56% | 2.98 | 0.31 | 45.37% | 465.00 | 3,000PCR: 12.57 | 4.05 | 4.12% | 3.94 | 291.38 | 32.71% | -0.036 | 0.000 | -0.510 | 0.654 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,040PCR: -- | 6.05 | 5.75% | 0.41 | 9.45 | 32.71% | -0.052 | 0.000 | -0.681 | 0.874 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,080PCR: -- | 8.15 | 7.33% | 0.30 | 30.63 | 31.98% | -0.068 | 0.001 | -0.822 | 1.079 | Login To Trade |
1.844 | -1.865 | 0.001 | 0.859 | 42.48% | 0.18 | 0.22 | 44.99% | 368.00 | 3,100PCR: 12.43 | 9.65 | 8.35% | 2.76 | 209.13 | 31.80% | -0.078 | 0.001 | -0.913 | 1.206 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,120PCR: -- | 11.00 | 9.15% | 0.31 | 41.13 | 31.13% | -0.087 | 0.001 | -0.968 | 1.306 | Login To Trade |
1.509 | -1.143 | 0.001 | 0.894 | 31.80% | 0.00 | 0.01 | 46.40% | 317.75 | 3,140PCR: 35.43 | 12.40 | 10.27% | 0.43 | 33.43 | 30.82% | -0.099 | 0.001 | -1.057 | 1.440 | Login To Trade |
1.836 | -1.507 | 0.001 | 0.860 | 34.48% | 0.35 | 0.00 | 45.43% | 305.00 | 3,160PCR: 214.00 | 14.80 | 10.99% | 0.37 | 59.33 | 29.79% | -0.107 | 0.001 | -1.083 | 1.527 | Login To Trade |
1.956 | -1.579 | 0.001 | 0.846 | 33.91% | 0.00 | 0.05 | 45.09% | 287.25 | 3,180PCR: 6.46 | 16.15 | 12.67% | 0.29 | 60.03 | 30.03% | -0.127 | 0.001 | -1.226 | 1.714 | Login To Trade |
2.045 | -1.577 | 0.001 | 0.836 | 32.38% | 9.45 | 0.40 | 44.87% | 265.75 | 3,200PCR: 6.94 | 18.55 | 13.83% | 2.76 | 196.70 | 29.36% | -0.140 | 0.001 | -1.288 | 1.842 | Login To Trade |
2.059 | -1.472 | 0.001 | 0.834 | 30.03% | 0.53 | 0.12 | 44.95% | 246.60 | 3,220PCR: 1.77 | 20.70 | 15.35% | 0.21 | 41.13 | 29.08% | -0.159 | 0.001 | -1.386 | 2.001 | Login To Trade |
2.316 | -1.750 | 0.001 | 0.800 | 31.74% | 3.33 | 0.11 | 43.90% | 234.40 | 3,240PCR: 5.65 | 23.80 | 16.93% | 0.59 | 37.28 | 28.78% | -0.179 | 0.001 | -1.480 | 2.160 | Login To Trade |
2.486 | -1.902 | 0.001 | 0.774 | 32.14% | 1.93 | 0.21 | 43.10% | 220.10 | 3,260PCR: 1.75 | 26.60 | 18.49% | 0.36 | 35.35 | 28.32% | -0.200 | 0.001 | -1.559 | 2.312 | Login To Trade |
2.627 | -2.005 | 0.001 | 0.750 | 32.04% | 0.00 | 0.39 | 42.36% | 205.10 | 3,280PCR: 0.70 | 30.60 | 20.16% | 0.27 | 40.08 | 27.89% | -0.223 | 0.001 | -1.636 | 2.464 | Login To Trade |
2.675 | -1.827 | 0.001 | 0.741 | 28.69% | 12.95 | 1.73 | 42.24% | 180.05 | 3,300PCR: 1.60 | 34.00 | 21.77% | 2.77 | 225.58 | 27.22% | -0.246 | 0.001 | -1.687 | 2.603 | Login To Trade |
2.742 | -1.737 | 0.002 | 0.728 | 26.61% | 8.58 | 0.54 | 41.94% | 161.90 | 3,320PCR: 1.00 | 38.40 | 23.59% | 0.54 | 42.18 | 26.79% | -0.273 | 0.002 | -1.753 | 2.748 | Login To Trade |
2.884 | -1.811 | 0.002 | 0.697 | 26.37% | 12.95 | 0.47 | 40.91% | 147.45 | 3,340PCR: 1.30 | 43.50 | 25.46% | 0.61 | 54.25 | 26.37% | -0.303 | 0.002 | -1.811 | 2.884 | Login To Trade |
3.048 | -2.068 | 0.002 | 0.654 | 28.50% | 16.63 | 0.36 | 39.23% | 140.75 | 3,360PCR: 1.56 | 49.60 | 27.45% | 0.56 | 79.10 | 26.15% | -0.335 | 0.002 | -1.875 | 3.011 | Login To Trade |
3.121 | -1.948 | 0.002 | 0.629 | 26.21% | 23.45 | 0.60 | 38.43% | 121.35 | 3,380PCR: 1.31 | 55.40 | 29.30% | 0.78 | 111.30 | 25.57% | -0.368 | 0.002 | -1.896 | 3.114 | Login To Trade |
3.199 | -1.941 | 0.002 | 0.597 | 25.48% | 325.15 | 3.85 | 37.21% | 107.85 | 3,400PCR: 1.38 | 63.45 | 31.26% | 5.30 | 669.55 | 25.24% | -0.404 | 0.002 | -1.923 | 3.200 | Login To Trade |
3.260 | -1.926 | 0.002 | 0.558 | 24.81% | 133.70 | 2.15 | 35.64% | 94.05 | 3,420PCR: 0.68 | 68.90 | 33.13% | 1.45 | 172.73 | 24.48% | -0.441 | 0.002 | -1.899 | 3.260 | Login To Trade |
3.292 | -1.944 | 0.002 | 0.520 | 24.81% | 324.98 | 1.88 | 33.93% | 83.75 | 3,440PCR: 1.00 | 78.80 | 35.05% | 1.87 | 322.18 | 24.69% | -0.480 | 0.002 | -1.935 | 3.292 | Login To Trade |
3,448.90 | |||||||||||||||||||
3.292 | -1.935 | 0.002 | 0.481 | 24.69% | 749.70 | 4.01 | 32.12% | 73.80 | 3,460PCR: 0.78 | 89.15 | 36.86% | 3.11 | 484.58 | 23.96% | -0.521 | 0.002 | -1.877 | 3.291 | Login To Trade |
3.259 | -1.875 | 0.002 | 0.440 | 24.17% | 494.55 | 2.75 | 30.17% | 63.75 | 3,480PCR: 0.73 | 98.40 | 38.61% | 2.00 | 285.78 | 23.47% | -0.562 | 0.002 | -1.819 | 3.256 | Login To Trade |
3.195 | -1.836 | 0.002 | 0.401 | 24.14% | 1,646.93 | 10.03 | 28.16% | 54.85 | 3,500PCR: 0.35 | 110.25 | 40.33% | 3.46 | 314.48 | 23.93% | -0.604 | 0.002 | -1.812 | 3.180 | Login To Trade |
3.096 | -1.754 | 0.002 | 0.362 | 23.80% | 162.23 | 1.27 | 26.01% | 47.00 | 3,520PCR: 0.67 | 121.60 | 41.68% | 0.85 | 78.40 | 23.35% | -0.641 | 0.002 | -1.716 | 3.087 | Login To Trade |
2.967 | -1.664 | 0.002 | 0.323 | 23.56% | 193.38 | 1.27 | 23.80% | 39.80 | 3,540PCR: 0.59 | 135.10 | 43.01% | 0.75 | 67.03 | 23.32% | -0.678 | 0.002 | -1.643 | 2.960 | Login To Trade |
2.800 | -1.538 | 0.002 | 0.284 | 23.07% | 154.70 | 0.68 | 21.42% | 33.85 | 3,560PCR: 0.72 | 136.60 | 45.52% | 0.49 | 19.78 | 18.55% | -0.765 | 0.002 | -1.122 | 2.539 | Login To Trade |
2.629 | -1.444 | 0.002 | 0.251 | 23.07% | 55.48 | 0.46 | 19.30% | 27.75 | 3,580PCR: 0.64 | 165.30 | 45.14% | 0.29 | 11.38 | 23.65% | -0.744 | 0.002 | -1.498 | 2.660 | Login To Trade |
2.461 | -1.366 | 0.002 | 0.222 | 23.32% | 698.43 | 4.22 | 17.39% | 24.00 | 3,600PCR: 0.21 | 178.55 | 46.60% | 0.88 | 16.45 | 21.91% | -0.797 | 0.002 | -1.218 | 2.334 | Login To Trade |
2.266 | -1.254 | 0.001 | 0.193 | 23.25% | 98.70 | 0.69 | 15.38% | 20.00 | 3,620PCR: 0.21 | 161.10 | 99.00% | 0.14 | 1.75 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
2.059 | -1.134 | 0.001 | 0.166 | 23.13% | 46.55 | 0.56 | 13.43% | 16.40 | 3,640PCR: 0.34 | 204.20 | 48.76% | 0.19 | 2.63 | 18.62% | -0.888 | 0.001 | -0.696 | 1.571 | Login To Trade |
1.859 | -1.023 | 0.001 | 0.142 | 23.10% | 44.98 | 0.46 | 11.66% | 13.55 | 3,660PCR: 0.23 | 212.15 | 99.00% | 0.11 | 0.18 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.687 | -0.937 | 0.001 | 0.124 | 23.32% | 47.60 | 0.40 | 10.22% | 11.55 | 3,680PCR: 0.12 | 233.00 | 99.00% | 0.05 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.496 | -0.837 | 0.001 | 0.104 | 23.50% | 344.23 | 4.31 | 8.72% | 9.60 | 3,700PCR: 0.24 | 252.20 | 99.00% | 1.02 | 8.05 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.350 | -0.757 | 0.001 | 0.091 | 23.56% | 19.60 | 0.41 | 7.63% | 8.05 | 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 |
1.171 | -0.653 | 0.001 | 0.075 | 23.44% | 52.85 | 0.50 | 6.36% | 6.40 | 3,740PCR: 0.23 | 259.85 | 99.00% | 0.12 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.056 | -0.598 | 0.001 | 0.066 | 23.80% | 52.33 | 0.55 | 5.57% | 5.50 | 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 |
0.815 | -0.471 | 0.001 | 0.047 | 24.29% | 138.95 | 3.43 | 4.03% | 3.90 | 3,800PCR: 0.21 | 333.00 | 99.00% | 0.73 | 3.85 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.618 | -0.359 | 0.000 | 0.034 | 24.41% | 28.18 | 0.94 | 2.88% | 2.60 | 3,840PCR: 0.00 | 402.00 | 50.53% | 0.00 | 0.00 | 26.61% | -0.954 | 0.000 | -0.507 | 0.801 | Login To Trade |
0.477 | -0.283 | 0.000 | 0.025 | 24.90% | 15.58 | 1.31 | 2.10% | 1.90 | 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 |
0.443 | -0.271 | 0.000 | 0.023 | 25.63% | 70.00 | 2.04 | 1.92% | 1.70 | 3,900PCR: 0.12 | 440.00 | 99.00% | 0.25 | 1.23 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.383 | -0.234 | 0.000 | 0.019 | 25.63% | 14.53 | 0.47 | 1.61% | 1.45 | 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 |
0.412 | -0.275 | 0.000 | 0.021 | 28.08% | 9.98 | 0.19 | 1.73% | 1.70 | 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 |
0.360 | -0.251 | 0.000 | 0.018 | 29.30% | 196.35 | 5.18 | 1.46% | 1.50 | 4,000PCR: 0.20 | 540.00 | 99.00% | 1.04 | 2.45 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.190 | -0.155 | 0.000 | 0.009 | 34.18% | 4.55 | 0.72 | 0.67% | 0.80 | 4,200PCR: 0.94 | 730.00 | 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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