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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 | 900PCR: -- | 0.10 | 0.40% | 0.02 | 0.00 | 78.13% | -0.003 | 0.000 | -0.109 | 0.011 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 920PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 940PCR: -- | 0.05 | 0.39% | 1.34 | 0.00 | 62.50% | -0.003 | 0.000 | -0.090 | 0.011 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 140.80 | 950PCR: 9.50 | 0.20 | 0.92% | 0.10 | 0.00 | 66.41% | -0.008 | 0.000 | -0.205 | 0.025 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 960PCR: -- | 0.10 | 0.37% | 0.06 | 0.55 | 54.69% | -0.003 | 0.000 | -0.076 | 0.011 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 970PCR: -- | 0.05 | 0.00% | 3.98 | 0.55 | 31.25% | 0.000 | 0.000 | -0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 980PCR: -- | 0.05 | 0.00% | 1.77 | 0.55 | 31.25% | 0.000 | 0.000 | -0.000 | 0.000 | Login To Trade |
0.279 | -4.337 | 0.002 | 0.846 | 124.51% | 0.55 | 0.02 | 44.03% | 143.50 | 990PCR: 49.75 | 0.05 | 0.01% | 1.09 | 0.00 | 31.25% | -0.000 | 0.000 | -0.001 | 0.000 | Login To Trade |
0.201 | -2.185 | 0.002 | 0.903 | 86.91% | 2.75 | 0.12 | 46.32% | 125.70 | 1,000PCR: 13.43 | 0.10 | 0.59% | 1.55 | 25.85 | 42.97% | -0.005 | 0.000 | -0.095 | 0.018 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.10 | 99.00% | 86.55 | 1,010PCR: 4.39 | 0.10 | 0.57% | 0.43 | 4.40 | 39.06% | -0.005 | 0.000 | -0.084 | 0.017 | Login To Trade |
0.294 | -3.622 | 0.002 | 0.833 | 98.63% | 0.00 | 0.09 | 44.24% | 111.75 | 1,020PCR: 4.75 | 0.40 | 2.33% | 0.42 | 1.10 | 44.92% | -0.021 | 0.001 | -0.335 | 0.060 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 76.45 | 1,030PCR: 27.60 | 0.20 | 1.52% | 0.76 | 12.65 | 37.11% | -0.014 | 0.001 | -0.194 | 0.042 | Login To Trade |
0.368 | -5.205 | 0.002 | 0.756 | 113.04% | 0.00 | 0.09 | 41.62% | 101.30 | 1,040PCR: 5.69 | 0.25 | 1.60% | 0.50 | 23.65 | 33.20% | -0.015 | 0.001 | -0.183 | 0.044 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.55 | 0.24 | 99.00% | 70.00 | 1,050PCR: 2.02 | 0.25 | 1.99% | 0.49 | 18.15 | 30.27% | -0.019 | 0.001 | -0.203 | 0.054 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 3.85 | 0.19 | 99.00% | 60.30 | 1,060PCR: 3.34 | 0.30 | 2.58% | 0.64 | 34.65 | 27.34% | -0.025 | 0.002 | -0.232 | 0.068 | Login To Trade |
0.367 | -3.080 | 0.004 | 0.757 | 67.14% | 0.00 | 0.50 | 42.74% | 62.70 | 1,070PCR: 3.40 | 0.30 | 2.89% | 1.70 | 85.25 | 23.44% | -0.028 | 0.002 | -0.221 | 0.075 | Login To Trade |
0.304 | -1.484 | 0.006 | 0.824 | 39.06% | 7.70 | 1.19 | 45.37% | 45.30 | 1,080PCR: 1.26 | 0.65 | 5.54% | 1.51 | 33.55 | 22.46% | -0.056 | 0.004 | -0.370 | 0.132 | Login To Trade |
0.172 | -0.408 | 0.006 | 0.922 | 19.04% | 22.00 | 0.63 | 48.18% | 31.80 | 1,090PCR: 2.11 | 0.95 | 8.55% | 1.34 | 128.70 | 20.02% | -0.089 | 0.007 | -0.472 | 0.189 | Login To Trade |
0.195 | -0.334 | 0.010 | 0.907 | 13.67% | 36.85 | 2.92 | 47.85% | 21.65 | 1,100PCR: 0.72 | 1.55 | 13.10% | 2.09 | 228.25 | 17.58% | -0.143 | 0.011 | -0.583 | 0.265 | Login To Trade |
0.386 | -0.743 | 0.018 | 0.733 | 15.38% | 50.60 | 0.59 | 43.09% | 14.00 | 1,110PCR: 1.39 | 3.45 | 23.03% | 0.82 | 350.35 | 16.60% | -0.282 | 0.017 | -0.823 | 0.397 | Login To Trade |
0.467 | -0.926 | 0.021 | 0.529 | 15.87% | 156.75 | 0.86 | 35.48% | 8.00 | 1,120PCR: 1.39 | 6.50 | 33.74% | 1.20 | 701.80 | 15.99% | -0.475 | 0.021 | -0.934 | 0.467 | Login To Trade |
0.423 | -0.877 | 0.018 | 0.326 | 16.60% | 623.15 | 1.56 | 24.91% | 4.10 | 1,130PCR: 0.63 | 13.60 | 41.64% | 0.98 | 267.85 | 17.82% | -0.662 | 0.018 | -0.955 | 0.429 | Login To Trade |
0.337 | -0.822 | 0.013 | 0.208 | 19.53% | 1,396.45 | 2.87 | 17.21% | 2.10 | 1,140PCR: 0.28 | 21.55 | 46.03% | 0.79 | 144.65 | 19.04% | -0.799 | 0.013 | -0.785 | 0.330 | Login To Trade |
0.209 | -0.497 | 0.008 | 0.102 | 19.04% | 1,106.05 | 2.91 | 9.03% | 1.10 | 1,150PCR: 0.08 | 30.65 | 47.84% | 0.24 | 60.50 | 21.48% | -0.870 | 0.008 | -0.668 | 0.249 | Login To Trade |
0.149 | -0.400 | 0.005 | 0.065 | 21.48% | 500.50 | 1.80 | 5.89% | 0.75 | 1,160PCR: 0.05 | 40.20 | 48.94% | 0.09 | 13.75 | 23.93% | -0.912 | 0.006 | -0.558 | 0.187 | Login To Trade |
0.105 | -0.306 | 0.003 | 0.042 | 23.44% | 201.85 | 2.15 | 3.82% | 0.45 | 1,170PCR: 0.06 | 45.50 | 99.00% | 0.13 | 15.95 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.074 | -0.235 | 0.002 | 0.027 | 25.39% | 377.85 | 1.91 | 2.51% | 0.35 | 1,180PCR: 0.06 | 44.65 | 99.00% | 0.11 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.055 | -0.187 | 0.002 | 0.019 | 27.34% | 45.10 | 0.68 | 1.76% | 0.20 | 1,190PCR: 0.13 | 54.05 | 99.00% | 0.09 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.041 | -0.150 | 0.001 | 0.014 | 29.30% | 209.55 | 6.12 | 1.25% | 0.15 | 1,200PCR: 0.02 | 59.40 | 99.00% | 0.14 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.032 | -0.124 | 0.001 | 0.010 | 31.25% | 36.30 | 0.43 | 0.92% | 0.15 | 1,210PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.017 | -0.067 | 0.000 | 0.005 | 31.25% | 15.95 | 2.26 | 0.46% | 0.05 | 1,220PCR: 0.00 | 97.55 | 99.00% | 0.01 | 0.55 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 1,230PCR: -- | 110.30 | 50.28% | 0.01 | 0.00 | 53.22% | -0.949 | 0.002 | -0.815 | 0.122 | Login To Trade |
0.004 | -0.016 | 0.000 | 0.001 | 31.25% | 9.35 | 2.50 | 0.10% | 0.05 | 1,240PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 1,250PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 1,260PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 1,280PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 1,300PCR: -- | 0.00 | 99.00% | 0.00 | 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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