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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 | |
1.358 | -1.308 | 0.000 | 0.912 | 52.00% | 0.00 | 0.00 | 45.46% | 535.00 | 2,600PCR: 274.00 | 1.20 | 1.57% | 0.48 | 5.08 | 30.52% | -0.013 | 0.000 | -0.159 | 0.281 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,640PCR: -- | 0.85 | 1.25% | 0.02 | 0.18 | 26.86% | -0.010 | 0.000 | -0.117 | 0.235 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,680PCR: -- | 1.35 | 1.87% | 0.06 | 0.70 | 26.37% | -0.016 | 0.000 | -0.165 | 0.338 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,720PCR: -- | 1.10 | 1.74% | 1.63 | 35.53 | 23.44% | -0.015 | 0.000 | -0.140 | 0.322 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,760PCR: -- | 2.00 | 2.96% | 0.81 | 16.10 | 23.44% | -0.026 | 0.000 | -0.224 | 0.515 | Login To Trade |
0.572 | -0.225 | 0.000 | 0.970 | 21.24% | 10.68 | 0.24 | 48.38% | 319.00 | 2,800PCR: 12.02 | 2.65 | 3.84% | 2.84 | 97.48 | 22.09% | -0.035 | 0.000 | -0.267 | 0.652 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,840PCR: -- | 3.60 | 5.13% | 0.68 | 65.10 | 20.87% | -0.048 | 0.001 | -0.326 | 0.843 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,860PCR: -- | 4.25 | 6.02% | 0.76 | 52.33 | 20.39% | -0.057 | 0.001 | -0.365 | 0.968 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,880PCR: -- | 5.10 | 7.00% | 1.28 | 95.90 | 19.78% | -0.067 | 0.001 | -0.404 | 1.104 | Login To Trade |
1.401 | -0.530 | 0.001 | 0.908 | 20.45% | 3.68 | 0.34 | 47.15% | 225.00 | 2,900PCR: 14.75 | 6.45 | 8.45% | 5.08 | 346.33 | 19.53% | -0.083 | 0.001 | -0.467 | 1.292 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,920PCR: -- | 7.80 | 10.00% | 0.72 | 65.98 | 19.10% | -0.100 | 0.001 | -0.526 | 1.487 | Login To Trade |
2.009 | -0.808 | 0.001 | 0.846 | 21.73% | 0.00 | 0.03 | 45.57% | 192.50 | 2,940PCR: 39.71 | 9.50 | 11.67% | 1.18 | 119.18 | 18.68% | -0.119 | 0.001 | -0.584 | 1.688 | Login To Trade |
1.917 | -0.648 | 0.002 | 0.857 | 18.25% | 0.53 | 0.01 | 46.03% | 168.50 | 2,960PCR: 288.33 | 11.80 | 13.77% | 1.51 | 154.35 | 18.34% | -0.144 | 0.002 | -0.655 | 1.928 | Login To Trade |
2.189 | -0.740 | 0.002 | 0.825 | 18.25% | 3.68 | 0.08 | 45.18% | 152.35 | 2,980PCR: 14.13 | 14.75 | 16.42% | 1.14 | 188.83 | 18.37% | -0.178 | 0.002 | -0.751 | 2.207 | Login To Trade |
2.481 | -0.850 | 0.002 | 0.784 | 18.49% | 180.60 | 3.64 | 44.00% | 137.50 | 3,000PCR: 1.72 | 18.25 | 18.83% | 6.26 | 715.23 | 17.94% | -0.210 | 0.002 | -0.812 | 2.443 | Login To Trade |
2.675 | -0.880 | 0.002 | 0.753 | 17.76% | 12.25 | 0.22 | 43.11% | 122.15 | 3,020PCR: 5.50 | 23.05 | 21.60% | 1.22 | 145.08 | 17.88% | -0.249 | 0.002 | -0.891 | 2.690 | Login To Trade |
2.953 | -1.013 | 0.002 | 0.699 | 18.52% | 27.65 | 0.67 | 41.27% | 107.75 | 3,040PCR: 2.97 | 28.15 | 24.45% | 2.00 | 293.83 | 17.61% | -0.293 | 0.002 | -0.950 | 2.914 | Login To Trade |
3.116 | -1.035 | 0.002 | 0.657 | 17.94% | 99.23 | 0.75 | 39.83% | 93.10 | 3,060PCR: 3.00 | 34.25 | 27.36% | 2.26 | 332.50 | 17.46% | -0.340 | 0.003 | -1.004 | 3.107 | Login To Trade |
3.261 | -1.085 | 0.003 | 0.606 | 17.97% | 242.73 | 1.28 | 37.87% | 81.05 | 3,080PCR: 1.39 | 41.50 | 30.19% | 1.77 | 411.60 | 17.36% | -0.391 | 0.003 | -1.046 | 3.254 | Login To Trade |
3.350 | -1.108 | 0.003 | 0.555 | 17.85% | 1,784.30 | 8.98 | 35.76% | 70.15 | 3,100PCR: 0.87 | 50.30 | 32.97% | 7.80 | 1,111.78 | 17.33% | -0.444 | 0.003 | -1.075 | 3.349 | Login To Trade |
3.383 | -1.111 | 0.003 | 0.504 | 17.73% | 852.43 | 3.24 | 33.51% | 59.00 | 3,120PCR: 0.75 | 60.00 | 35.57% | 2.43 | 375.55 | 17.30% | -0.498 | 0.003 | -1.084 | 3.382 | Login To Trade |
3.355 | -1.100 | 0.003 | 0.449 | 17.70% | 1,107.40 | 7.35 | 30.86% | 49.40 | 3,140PCR: 0.34 | 70.40 | 37.99% | 2.48 | 258.13 | 17.27% | -0.553 | 0.003 | -1.072 | 3.352 | Login To Trade |
3.273 | -1.084 | 0.003 | 0.399 | 17.88% | 539.88 | 4.16 | 28.26% | 41.85 | 3,160PCR: 0.63 | 82.90 | 40.13% | 2.63 | 87.33 | 17.27% | -0.606 | 0.003 | -1.043 | 3.262 | Login To Trade |
3.138 | -1.041 | 0.002 | 0.349 | 17.91% | 471.10 | 2.68 | 25.50% | 34.75 | 3,180PCR: 0.40 | 95.15 | 42.01% | 1.06 | 40.60 | 17.15% | -0.656 | 0.003 | -0.991 | 3.119 | Login To Trade |
2.969 | -0.990 | 0.002 | 0.305 | 18.01% | 1,792.35 | 15.31 | 22.86% | 28.75 | 3,200PCR: 0.36 | 109.35 | 43.57% | 5.44 | 127.75 | 17.27% | -0.702 | 0.002 | -0.941 | 2.941 | Login To Trade |
2.749 | -0.912 | 0.002 | 0.260 | 17.91% | 278.08 | 1.76 | 20.04% | 23.50 | 3,220PCR: 0.27 | 123.75 | 45.10% | 0.48 | 13.13 | 17.09% | -0.750 | 0.002 | -0.853 | 2.696 | Login To Trade |
2.528 | -0.839 | 0.002 | 0.223 | 17.91% | 263.38 | 1.62 | 17.56% | 19.10 | 3,240PCR: 0.31 | 144.75 | 45.67% | 0.50 | 3.33 | 19.04% | -0.765 | 0.002 | -0.919 | 2.606 | Login To Trade |
2.285 | -0.764 | 0.002 | 0.188 | 18.07% | 301.35 | 1.25 | 15.13% | 15.40 | 3,260PCR: 0.18 | 155.85 | 47.27% | 0.22 | 4.90 | 17.09% | -0.826 | 0.002 | -0.689 | 2.176 | Login To Trade |
2.038 | -0.687 | 0.002 | 0.157 | 18.19% | 194.60 | 1.06 | 12.88% | 12.45 | 3,280PCR: 0.16 | 160.10 | 99.00% | 0.17 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.819 | -0.617 | 0.001 | 0.133 | 18.31% | 806.05 | 9.45 | 11.02% | 10.15 | 3,300PCR: 0.33 | 191.00 | 48.66% | 3.09 | 16.63 | 17.33% | -0.882 | 0.001 | -0.539 | 1.679 | Login To Trade |
1.579 | -0.539 | 0.001 | 0.109 | 18.43% | 141.23 | 1.02 | 9.13% | 8.05 | 3,320PCR: 0.27 | 209.85 | 49.14% | 0.27 | 0.35 | 17.58% | -0.903 | 0.001 | -0.475 | 1.459 | Login To Trade |
1.369 | -0.470 | 0.001 | 0.089 | 18.55% | 92.40 | 1.08 | 7.59% | 6.50 | 3,340PCR: 0.18 | 227.60 | 49.60% | 0.19 | 0.18 | 17.46% | -0.923 | 0.001 | -0.394 | 1.218 | Login To Trade |
1.194 | -0.415 | 0.001 | 0.074 | 18.80% | 90.48 | 1.39 | 6.37% | 5.20 | 3,360PCR: 0.09 | 233.05 | 99.00% | 0.13 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.048 | -0.371 | 0.001 | 0.063 | 19.10% | 75.60 | 0.79 | 5.40% | 4.35 | 3,380PCR: 0.03 | 253.50 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.910 | -0.327 | 0.001 | 0.053 | 19.41% | 556.85 | 7.51 | 4.52% | 3.60 | 3,400PCR: 0.38 | 283.50 | 50.60% | 2.84 | 13.83 | 13.67% | -0.990 | 0.000 | -0.058 | 0.230 | Login To Trade |
0.675 | -0.249 | 0.001 | 0.036 | 19.90% | 117.78 | 1.48 | 3.13% | 2.40 | 3,440PCR: 0.07 | 325.20 | 50.55% | 0.10 | 0.35 | 19.53% | -0.966 | 0.001 | -0.229 | 0.634 | Login To Trade |
0.555 | -0.216 | 0.000 | 0.029 | 21.00% | 106.58 | 1.41 | 2.45% | 1.90 | 3,480PCR: 0.15 | 318.00 | 99.00% | 0.22 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.474 | -0.195 | 0.000 | 0.024 | 22.22% | 72.98 | 0.93 | 2.02% | 1.60 | 3,520PCR: 0.79 | 400.00 | 99.00% | 0.74 | 0.18 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.429 | -0.188 | 0.000 | 0.021 | 23.68% | 7.88 | 0.10 | 1.78% | 1.50 | 3,560PCR: 2.21 | 401.00 | 99.00% | 0.22 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.395 | -0.184 | 0.000 | 0.019 | 25.15% | 161.53 | 6.53 | 1.59% | 1.45 | 3,600PCR: 0.31 | 482.00 | 99.00% | 2.00 | 0.88 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.367 | -0.181 | 0.000 | 0.018 | 26.61% | 0.35 | 0.04 | 1.44% | 1.40 | 3,640PCR: 6.24 | 524.35 | 51.20% | 0.27 | 1.05 | 26.86% | -0.982 | 0.000 | -0.191 | 0.384 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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