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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: -- | 3.10 | 3.16% | 1.06 | 43.40 | 34.18% | -0.027 | 0.000 | -0.430 | 0.503 | Login To Trade |
0.988 | -0.975 | 0.000 | 0.938 | 39.49% | 2.28 | 0.30 | 47.04% | 452.00 | 3,000PCR: 13.56 | 4.75 | 4.68% | 4.06 | 397.95 | 34.67% | -0.041 | 0.000 | -0.615 | 0.710 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,040PCR: -- | 6.00 | 5.75% | 0.39 | 17.50 | 33.33% | -0.052 | 0.000 | -0.710 | 0.852 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,080PCR: -- | 7.75 | 7.19% | 0.25 | 64.58 | 32.35% | -0.066 | 0.001 | -0.839 | 1.037 | Login To Trade |
1.141 | -0.912 | 0.001 | 0.925 | 31.98% | 1.93 | 0.22 | 47.13% | 352.00 | 3,100PCR: 12.05 | 9.05 | 8.07% | 2.66 | 183.58 | 32.04% | -0.075 | 0.001 | -0.917 | 1.145 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,120PCR: -- | 10.10 | 8.87% | 0.24 | 32.38 | 31.37% | -0.084 | 0.001 | -0.975 | 1.243 | Login To Trade |
1.583 | -1.348 | 0.001 | 0.883 | 34.06% | 0.00 | 0.01 | 46.06% | 317.75 | 3,140PCR: 30.43 | 11.50 | 9.96% | 0.37 | 31.33 | 30.88% | -0.096 | 0.001 | -1.059 | 1.371 | Login To Trade |
1.868 | -1.705 | 0.001 | 0.851 | 36.50% | 0.00 | 0.00 | 45.13% | 305.00 | 3,160PCR: 180.00 | 12.55 | 10.78% | 0.32 | 38.50 | 29.97% | -0.105 | 0.001 | -1.100 | 1.469 | Login To Trade |
1.980 | -1.774 | 0.001 | 0.838 | 35.83% | 0.00 | 0.05 | 44.80% | 287.25 | 3,180PCR: 6.96 | 14.70 | 12.07% | 0.32 | 17.50 | 29.79% | -0.120 | 0.001 | -1.201 | 1.612 | Login To Trade |
1.661 | -1.163 | 0.001 | 0.875 | 28.02% | 10.85 | 0.40 | 46.16% | 257.50 | 3,200PCR: 5.80 | 16.55 | 13.32% | 2.30 | 229.60 | 29.24% | -0.135 | 0.001 | -1.278 | 1.748 | Login To Trade |
0.734 | -0.307 | 0.001 | 0.957 | 16.72% | 0.53 | 0.12 | 48.51% | 223.90 | 3,220PCR: 1.43 | 18.90 | 14.75% | 0.17 | 28.00 | 28.81% | -0.152 | 0.001 | -1.367 | 1.897 | Login To Trade |
2.313 | -1.931 | 0.001 | 0.791 | 33.39% | 0.00 | 0.11 | 43.61% | 234.40 | 3,240PCR: 5.97 | 21.40 | 16.24% | 0.63 | 21.70 | 28.14% | -0.171 | 0.001 | -1.440 | 2.047 | Login To Trade |
2.469 | -2.079 | 0.001 | 0.766 | 33.69% | 0.00 | 0.21 | 42.82% | 220.10 | 3,260PCR: 1.73 | 24.15 | 17.78% | 0.36 | 28.00 | 27.56% | -0.191 | 0.001 | -1.512 | 2.196 | Login To Trade |
2.182 | -1.315 | 0.001 | 0.810 | 24.11% | 0.88 | 0.39 | 44.63% | 182.30 | 3,280PCR: 0.79 | 27.15 | 19.40% | 0.30 | 36.75 | 26.92% | -0.213 | 0.001 | -1.577 | 2.344 | Login To Trade |
2.485 | -1.640 | 0.001 | 0.764 | 26.40% | 47.95 | 1.64 | 43.13% | 173.50 | 3,300PCR: 1.56 | 31.15 | 21.20% | 2.57 | 362.95 | 26.70% | -0.239 | 0.001 | -1.668 | 2.498 | Login To Trade |
2.700 | -1.858 | 0.002 | 0.722 | 27.53% | 23.63 | 0.50 | 41.74% | 160.85 | 3,320PCR: 1.13 | 35.15 | 23.09% | 0.57 | 44.80 | 25.97% | -0.267 | 0.002 | -1.720 | 2.649 | Login To Trade |
2.794 | -1.788 | 0.002 | 0.702 | 25.60% | 24.15 | 0.46 | 41.15% | 141.70 | 3,340PCR: 1.34 | 39.65 | 24.99% | 0.62 | 44.10 | 25.39% | -0.297 | 0.002 | -1.770 | 2.788 | Login To Trade |
2.931 | -1.881 | 0.002 | 0.666 | 25.67% | 26.08 | 0.37 | 39.88% | 128.65 | 3,360PCR: 1.48 | 45.45 | 27.06% | 0.55 | 77.70 | 25.12% | -0.331 | 0.002 | -1.833 | 2.920 | Login To Trade |
3.032 | -1.867 | 0.002 | 0.634 | 24.63% | 56.18 | 0.69 | 38.73% | 113.00 | 3,380PCR: 1.17 | 51.10 | 29.07% | 0.81 | 151.03 | 24.51% | -0.366 | 0.002 | -1.856 | 3.030 | Login To Trade |
3.115 | -1.873 | 0.002 | 0.599 | 24.05% | 409.33 | 3.79 | 37.42% | 100.30 | 3,400PCR: 1.33 | 57.80 | 30.99% | 5.03 | 757.75 | 24.23% | -0.401 | 0.002 | -1.888 | 3.116 | Login To Trade |
3.183 | -1.906 | 0.002 | 0.556 | 23.96% | 283.85 | 2.35 | 35.59% | 88.00 | 3,420PCR: 0.66 | 66.40 | 33.20% | 1.56 | 243.43 | 23.96% | -0.444 | 0.002 | -1.906 | 3.182 | Login To Trade |
3.212 | -1.882 | 0.002 | 0.517 | 23.44% | 325.50 | 1.80 | 33.94% | 77.10 | 3,440PCR: 0.99 | 73.80 | 35.04% | 1.78 | 250.60 | 23.56% | -0.482 | 0.002 | -1.892 | 3.212 | Login To Trade |
3.206 | -1.869 | 0.002 | 0.472 | 23.32% | 274.23 | 3.74 | 31.83% | 66.10 | 3,460PCR: 0.81 | 82.90 | 36.98% | 3.03 | 119.18 | 23.01% | -0.525 | 0.002 | -1.846 | 3.209 | Login To Trade |
3.162 | -1.800 | 0.002 | 0.428 | 22.77% | 207.38 | 2.62 | 29.67% | 56.20 | 3,480PCR: 0.73 | 94.20 | 38.96% | 1.91 | 102.73 | 22.71% | -0.573 | 0.002 | -1.794 | 3.161 | Login To Trade |
3.084 | -1.715 | 0.002 | 0.386 | 22.25% | 1,772.23 | 11.71 | 27.48% | 47.75 | 3,500PCR: 0.27 | 105.10 | 40.51% | 3.19 | 264.08 | 22.58% | -0.612 | 0.002 | -1.744 | 3.089 | Login To Trade |
2.969 | -1.647 | 0.002 | 0.345 | 22.19% | 153.83 | 1.49 | 25.16% | 39.80 | 3,520PCR: 0.57 | 116.10 | 42.35% | 0.85 | 13.30 | 21.51% | -0.664 | 0.002 | -1.581 | 2.939 | Login To Trade |
2.804 | -1.514 | 0.002 | 0.300 | 21.61% | 143.33 | 1.36 | 22.55% | 33.95 | 3,540PCR: 0.53 | 129.20 | 43.80% | 0.72 | 8.40 | 21.18% | -0.707 | 0.002 | -1.467 | 2.771 | Login To Trade |
2.633 | -1.428 | 0.002 | 0.264 | 21.70% | 158.38 | 1.08 | 20.24% | 27.40 | 3,560PCR: 0.45 | 144.25 | 44.99% | 0.48 | 3.50 | 21.27% | -0.744 | 0.002 | -1.379 | 2.593 | Login To Trade |
2.435 | -1.315 | 0.002 | 0.228 | 21.61% | 84.00 | 0.62 | 17.88% | 23.00 | 3,580PCR: 0.47 | 173.35 | 44.73% | 0.29 | 0.53 | 26.58% | -0.727 | 0.002 | -1.781 | 2.680 | Login To Trade |
2.234 | -1.210 | 0.002 | 0.197 | 21.67% | 665.88 | 4.39 | 15.73% | 18.65 | 3,600PCR: 0.20 | 174.55 | 46.87% | 0.88 | 6.83 | 21.24% | -0.808 | 0.002 | -1.168 | 2.200 | Login To Trade |
2.013 | -1.093 | 0.001 | 0.167 | 21.73% | 96.78 | 0.58 | 13.55% | 15.25 | 3,620PCR: 0.24 | 189.75 | 48.09% | 0.14 | 0.70 | 19.71% | -0.858 | 0.001 | -0.891 | 1.808 | Login To Trade |
1.799 | -0.975 | 0.001 | 0.141 | 21.67% | 69.13 | 0.55 | 11.61% | 12.50 | 3,640PCR: 0.35 | 217.90 | 47.38% | 0.19 | 0.35 | 25.33% | -0.820 | 0.001 | -1.338 | 2.112 | Login To Trade |
1.599 | -0.871 | 0.001 | 0.119 | 21.79% | 36.58 | 0.52 | 9.93% | 10.00 | 3,660PCR: 0.20 | 238.35 | 47.63% | 0.11 | 0.35 | 27.10% | -0.826 | 0.001 | -1.401 | 2.069 | Login To Trade |
1.449 | -0.805 | 0.001 | 0.103 | 22.22% | 33.60 | 0.46 | 8.70% | 8.65 | 3,680PCR: 0.10 | 233.00 | 99.00% | 0.05 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.272 | -0.705 | 0.001 | 0.087 | 22.16% | 385.00 | 4.34 | 7.35% | 7.00 | 3,700PCR: 0.24 | 260.15 | 50.01% | 1.03 | 3.15 | 18.68% | -0.948 | 0.001 | -0.402 | 0.860 | Login To Trade |
1.106 | -0.618 | 0.001 | 0.072 | 22.34% | 46.73 | 0.37 | 6.15% | 5.65 | 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 |
0.984 | -0.559 | 0.001 | 0.062 | 22.71% | 44.45 | 0.54 | 5.31% | 4.85 | 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 |
0.864 | -0.496 | 0.001 | 0.052 | 22.95% | 27.83 | 0.47 | 4.51% | 4.00 | 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 |
0.705 | -0.419 | 0.001 | 0.041 | 23.80% | 143.15 | 3.32 | 3.49% | 3.10 | 3,800PCR: 0.22 | 370.00 | 49.55% | 0.73 | 0.70 | 32.84% | -0.893 | 0.001 | -1.216 | 1.482 | Login To Trade |
0.510 | -0.307 | 0.000 | 0.028 | 24.05% | 22.40 | 0.93 | 2.36% | 2.00 | 3,840PCR: 0.00 | 402.00 | 50.58% | 0.00 | 0.00 | 26.49% | -0.959 | 0.000 | -0.472 | 0.712 | Login To Trade |
0.378 | -0.231 | 0.000 | 0.019 | 24.41% | 39.20 | 1.31 | 1.65% | 1.35 | 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 |
0.348 | -0.217 | 0.000 | 0.018 | 24.90% | 76.13 | 1.91 | 1.49% | 1.25 | 3,900PCR: 0.13 | 440.00 | 99.00% | 0.25 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.326 | -0.209 | 0.000 | 0.016 | 25.63% | 4.03 | 0.46 | 1.37% | 1.15 | 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 |
0.400 | -0.288 | 0.000 | 0.021 | 28.81% | 0.00 | 0.19 | 1.72% | 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 |
0.330 | -0.244 | 0.000 | 0.016 | 29.54% | 193.73 | 5.27 | 1.36% | 1.40 | 4,000PCR: 0.20 | 555.00 | 99.00% | 1.04 | 0.18 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.176 | -0.153 | 0.000 | 0.008 | 34.67% | 2.98 | 0.71 | 0.63% | 0.70 | 4,200PCR: 0.95 | 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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