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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 | 1.86% | 1.11 | 2.63 | 30.03% | -0.016 | 0.000 | -0.229 | 0.335 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.70 | 0.32 | 99.00% | 447.00 | 3,000PCR: 12.61 | 2.20 | 2.66% | 4.06 | 178.50 | 29.54% | -0.023 | 0.000 | -0.310 | 0.462 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,040PCR: -- | 3.55 | 3.94% | 0.43 | 2.10 | 29.54% | -0.035 | 0.000 | -0.438 | 0.653 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,080PCR: -- | 4.20 | 4.70% | 0.32 | 8.93 | 27.95% | -0.042 | 0.000 | -0.488 | 0.767 | Login To Trade |
1.349 | -1.039 | 0.001 | 0.913 | 33.87% | 0.00 | 0.23 | 46.68% | 370.30 | 3,100PCR: 8.92 | 5.50 | 5.81% | 2.01 | 72.63 | 28.20% | -0.053 | 0.001 | -0.590 | 0.920 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,120PCR: -- | 6.70 | 6.80% | 0.27 | 15.75 | 28.08% | -0.063 | 0.001 | -0.672 | 1.053 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 317.75 | 3,140PCR: 30.14 | 7.90 | 7.73% | 0.37 | 32.38 | 27.71% | -0.073 | 0.001 | -0.741 | 1.177 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,160PCR: -- | 9.00 | 8.69% | 0.41 | 68.25 | 27.22% | -0.083 | 0.001 | -0.804 | 1.300 | Login To Trade |
1.328 | -0.772 | 0.001 | 0.914 | 25.57% | 0.00 | 0.05 | 47.14% | 287.25 | 3,180PCR: 6.08 | 10.75 | 9.93% | 0.28 | 46.90 | 26.98% | -0.097 | 0.001 | -0.891 | 1.454 | Login To Trade |
1.396 | -0.771 | 0.001 | 0.908 | 24.29% | 1.75 | 0.41 | 47.08% | 267.25 | 3,200PCR: 6.60 | 12.65 | 11.31% | 2.74 | 170.28 | 26.73% | -0.112 | 0.001 | -0.983 | 1.618 | Login To Trade |
2.069 | -1.432 | 0.001 | 0.840 | 30.46% | 0.00 | 0.12 | 45.05% | 261.10 | 3,220PCR: 2.54 | 14.60 | 12.62% | 0.30 | 24.85 | 26.31% | -0.127 | 0.001 | -1.059 | 1.771 | Login To Trade |
2.313 | -1.675 | 0.001 | 0.809 | 31.86% | 1.23 | 0.11 | 44.11% | 248.10 | 3,240PCR: 6.10 | 16.65 | 14.02% | 0.67 | 32.03 | 25.82% | -0.144 | 0.001 | -1.132 | 1.929 | Login To Trade |
2.308 | -1.501 | 0.001 | 0.809 | 28.63% | 0.00 | 0.21 | 44.31% | 224.85 | 3,260PCR: 2.06 | 19.95 | 15.86% | 0.43 | 24.50 | 25.76% | -0.167 | 0.001 | -1.243 | 2.124 | Login To Trade |
2.389 | -1.460 | 0.001 | 0.798 | 26.89% | 0.35 | 0.39 | 44.07% | 205.10 | 3,280PCR: 0.82 | 23.00 | 17.54% | 0.32 | 18.90 | 25.36% | -0.189 | 0.001 | -1.323 | 2.295 | Login To Trade |
2.458 | -1.385 | 0.001 | 0.788 | 24.78% | 14.00 | 1.73 | 43.89% | 184.35 | 3,300PCR: 1.65 | 26.05 | 19.21% | 2.86 | 215.43 | 24.78% | -0.212 | 0.001 | -1.385 | 2.458 | Login To Trade |
2.656 | -1.507 | 0.002 | 0.757 | 24.96% | 3.15 | 0.52 | 42.94% | 169.85 | 3,320PCR: 1.01 | 30.20 | 21.18% | 0.52 | 26.95 | 24.54% | -0.239 | 0.002 | -1.470 | 2.635 | Login To Trade |
2.814 | -1.569 | 0.002 | 0.729 | 24.54% | 8.93 | 0.49 | 42.04% | 154.25 | 3,340PCR: 1.30 | 34.75 | 23.12% | 0.64 | 54.60 | 24.11% | -0.268 | 0.002 | -1.533 | 2.797 | Login To Trade |
2.939 | -1.560 | 0.002 | 0.703 | 23.35% | 8.23 | 0.34 | 41.24% | 136.90 | 3,360PCR: 1.70 | 39.95 | 25.21% | 0.57 | 73.68 | 23.86% | -0.301 | 0.002 | -1.603 | 2.955 | Login To Trade |
3.094 | -1.659 | 0.002 | 0.665 | 23.59% | 7.88 | 0.60 | 39.88% | 124.35 | 3,380PCR: 1.44 | 46.55 | 27.39% | 0.86 | 67.73 | 23.80% | -0.337 | 0.002 | -1.676 | 3.099 | Login To Trade |
3.214 | -1.721 | 0.002 | 0.627 | 23.56% | 228.38 | 3.77 | 38.47% | 112.40 | 3,400PCR: 1.37 | 51.50 | 29.32% | 5.17 | 595.00 | 23.01% | -0.371 | 0.002 | -1.677 | 3.208 | Login To Trade |
3.301 | -1.720 | 0.002 | 0.590 | 22.92% | 97.48 | 2.08 | 37.02% | 99.70 | 3,420PCR: 0.64 | 58.65 | 31.42% | 1.33 | 153.30 | 22.67% | -0.409 | 0.002 | -1.700 | 3.300 | Login To Trade |
3.362 | -1.772 | 0.002 | 0.549 | 23.19% | 326.20 | 1.63 | 35.29% | 87.90 | 3,440PCR: 1.12 | 67.00 | 33.49% | 1.83 | 361.03 | 22.46% | -0.450 | 0.002 | -1.716 | 3.361 | Login To Trade |
3.387 | -1.762 | 0.002 | 0.508 | 22.89% | 463.23 | 3.07 | 33.50% | 76.75 | 3,460PCR: 0.81 | 76.00 | 35.50% | 2.49 | 310.28 | 22.28% | -0.492 | 0.002 | -1.715 | 3.387 | Login To Trade |
3.376 | -1.737 | 0.002 | 0.467 | 22.64% | 231.88 | 1.93 | 31.53% | 65.55 | 3,480PCR: 0.66 | 85.95 | 37.40% | 1.28 | 80.85 | 22.03% | -0.535 | 0.002 | -1.690 | 3.374 | Login To Trade |
3.326 | -1.684 | 0.002 | 0.424 | 22.28% | 1,383.20 | 9.60 | 29.43% | 57.00 | 3,500PCR: 0.35 | 96.65 | 39.20% | 3.39 | 262.68 | 21.70% | -0.579 | 0.002 | -1.638 | 3.321 | Login To Trade |
3.242 | -1.637 | 0.002 | 0.384 | 22.22% | 137.55 | 1.17 | 27.29% | 49.05 | 3,520PCR: 0.73 | 108.20 | 40.85% | 0.86 | 49.00 | 21.48% | -0.621 | 0.002 | -1.577 | 3.231 | Login To Trade |
3.122 | -1.561 | 0.002 | 0.343 | 22.00% | 172.20 | 1.08 | 25.01% | 41.55 | 3,540PCR: 0.78 | 120.95 | 42.35% | 0.85 | 43.93 | 21.33% | -0.662 | 0.002 | -1.504 | 3.103 | Login To Trade |
2.960 | -1.451 | 0.002 | 0.302 | 21.58% | 126.53 | 0.62 | 22.57% | 34.20 | 3,560PCR: 0.84 | 135.20 | 43.65% | 0.52 | 11.73 | 21.42% | -0.700 | 0.002 | -1.438 | 2.953 | Login To Trade |
2.782 | -1.361 | 0.002 | 0.265 | 21.51% | 74.73 | 0.40 | 20.29% | 28.70 | 3,580PCR: 0.83 | 149.50 | 44.85% | 0.33 | 6.13 | 21.27% | -0.737 | 0.002 | -1.339 | 2.769 | Login To Trade |
2.600 | -1.282 | 0.002 | 0.234 | 21.70% | 448.18 | 4.12 | 18.20% | 24.35 | 3,600PCR: 0.23 | 153.85 | 47.35% | 0.96 | 4.20 | 16.54% | -0.834 | 0.002 | -0.797 | 2.119 | Login To Trade |
2.375 | -1.155 | 0.002 | 0.200 | 21.39% | 56.70 | 0.71 | 15.89% | 19.75 | 3,620PCR: 0.21 | 176.70 | 47.27% | 0.15 | 0.00 | 19.41% | -0.825 | 0.002 | -0.966 | 2.190 | Login To Trade |
2.177 | -1.066 | 0.001 | 0.173 | 21.55% | 41.83 | 0.57 | 14.02% | 16.60 | 3,640PCR: 0.33 | 195.80 | 47.71% | 0.19 | 7.88 | 20.45% | -0.840 | 0.001 | -0.961 | 2.067 | Login To Trade |
1.967 | -0.965 | 0.001 | 0.149 | 21.58% | 31.15 | 0.51 | 12.17% | 13.75 | 3,660PCR: 0.21 | 212.15 | 48.46% | 0.11 | 0.00 | 19.93% | -0.871 | 0.001 | -0.807 | 1.783 | Login To Trade |
1.761 | -0.865 | 0.001 | 0.126 | 21.61% | 45.33 | 0.41 | 10.48% | 11.30 | 3,680PCR: 0.11 | 233.00 | 48.57% | 0.05 | 0.18 | 21.73% | -0.872 | 0.001 | -0.876 | 1.775 | Login To Trade |
1.574 | -0.773 | 0.001 | 0.108 | 21.61% | 358.58 | 4.13 | 9.03% | 9.25 | 3,700PCR: 0.25 | 250.00 | 49.18% | 1.02 | 7.53 | 21.06% | -0.900 | 0.001 | -0.714 | 1.491 | Login To Trade |
1.381 | -0.682 | 0.001 | 0.090 | 21.73% | 17.33 | 0.39 | 7.62% | 7.55 | 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 |
1.194 | -0.588 | 0.001 | 0.074 | 21.67% | 31.68 | 0.49 | 6.33% | 6.00 | 3,740PCR: 0.24 | 259.85 | 99.00% | 0.12 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.042 | -0.516 | 0.001 | 0.062 | 21.79% | 15.58 | 0.59 | 5.33% | 4.90 | 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 |
0.811 | -0.412 | 0.001 | 0.045 | 22.34% | 119.88 | 3.58 | 3.90% | 3.50 | 3,800PCR: 0.21 | 345.00 | 50.38% | 0.77 | 1.05 | 22.09% | -0.956 | 0.001 | -0.394 | 0.785 | Login To Trade |
0.578 | -0.293 | 0.000 | 0.030 | 22.34% | 8.40 | 0.97 | 2.59% | 2.15 | 3,840PCR: 0.00 | 402.00 | 49.20% | 0.00 | 0.00 | 37.02% | -0.866 | 0.001 | -1.546 | 1.838 | Login To Trade |
0.447 | -0.233 | 0.000 | 0.022 | 22.95% | 7.88 | 1.33 | 1.89% | 1.60 | 3,880PCR: 0.00 | 425.00 | 50.66% | 0.00 | 0.00 | 26.25% | -0.960 | 0.000 | -0.435 | 0.729 | Login To Trade |
0.441 | -0.238 | 0.000 | 0.022 | 23.80% | 84.35 | 2.06 | 1.85% | 1.55 | 3,900PCR: 0.12 | 436.55 | 99.00% | 0.26 | 0.18 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.407 | -0.226 | 0.000 | 0.020 | 24.41% | 9.98 | 0.47 | 1.68% | 1.50 | 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 |
0.345 | -0.199 | 0.000 | 0.016 | 25.39% | 2.80 | 0.19 | 1.37% | 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 |
0.377 | -0.238 | 0.000 | 0.018 | 27.83% | 131.25 | 5.55 | 1.50% | 1.55 | 4,000PCR: 0.18 | 550.00 | 50.79% | 1.01 | 3.68 | 37.48% | -0.938 | 0.000 | -0.887 | 1.042 | Login To Trade |
0.239 | -0.183 | 0.000 | 0.011 | 33.69% | 4.38 | 0.72 | 0.85% | 1.00 | 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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