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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% | 0.55 | 0.00 | 99.00% | 153.00 | 470PCR: -- | 0.35 | 1.62% | 19.72 | 1,147.85 | 82.03% | -0.012 | 0.000 | -0.138 | 0.030 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 480PCR: -- | 0.30 | 1.42% | 4.43 | 540.10 | 74.22% | -0.011 | 0.000 | -0.113 | 0.028 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 490PCR: -- | 0.40 | 1.89% | 1.77 | 226.05 | 72.27% | -0.015 | 0.001 | -0.144 | 0.036 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 30.80 | 0.96 | 99.00% | 122.65 | 500PCR: 31.36 | 0.45 | 1.89% | 30.18 | 4,418.15 | 66.41% | -0.015 | 0.001 | -0.136 | 0.037 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.56 | 99.00% | 80.00 | 510PCR: 5.44 | 0.45 | 2.56% | 3.02 | 753.50 | 64.45% | -0.021 | 0.001 | -0.174 | 0.049 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 4.95 | 2.18 | 99.00% | 102.90 | 520PCR: 5.52 | 0.50 | 2.63% | 12.03 | 1,367.85 | 58.59% | -0.022 | 0.001 | -0.165 | 0.051 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 14.85 | 2.33 | 99.00% | 93.00 | 530PCR: 3.92 | 0.60 | 3.34% | 9.13 | 886.05 | 55.66% | -0.028 | 0.001 | -0.196 | 0.063 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 11.55 | 2.83 | 99.00% | 81.40 | 540PCR: 7.03 | 0.70 | 4.00% | 19.87 | 1,603.25 | 51.76% | -0.035 | 0.002 | -0.216 | 0.075 | Login To Trade |
0.095 | -0.258 | 0.002 | 0.954 | 48.83% | 164.45 | 7.41 | 47.68% | 74.75 | 550PCR: 3.60 | 0.90 | 5.19% | 26.68 | 3,155.90 | 48.83% | -0.046 | 0.002 | -0.258 | 0.095 | Login To Trade |
0.104 | -0.247 | 0.003 | 0.948 | 42.97% | 180.40 | 10.30 | 47.80% | 65.00 | 560PCR: 1.92 | 1.15 | 6.41% | 19.78 | 2,745.60 | 44.92% | -0.059 | 0.003 | -0.288 | 0.116 | Login To Trade |
0.127 | -0.275 | 0.003 | 0.933 | 39.06% | 200.20 | 9.71 | 47.58% | 54.95 | 570PCR: 1.30 | 1.60 | 8.68% | 12.64 | 2,219.80 | 42.48% | -0.083 | 0.004 | -0.353 | 0.150 | Login To Trade |
0.177 | -0.370 | 0.005 | 0.896 | 37.60% | 684.20 | 5.30 | 46.77% | 45.50 | 580PCR: 3.07 | 2.15 | 11.54% | 16.27 | 4,303.75 | 39.55% | -0.115 | 0.005 | -0.418 | 0.190 | Login To Trade |
0.230 | -0.452 | 0.007 | 0.849 | 35.40% | 1,623.05 | 13.06 | 45.69% | 37.00 | 590PCR: 1.28 | 3.00 | 15.15% | 16.68 | 4,282.85 | 36.62% | -0.159 | 0.007 | -0.483 | 0.238 | Login To Trade |
0.295 | -0.559 | 0.009 | 0.774 | 34.18% | 9,218.00 | 27.88 | 43.61% | 28.50 | 600PCR: 1.31 | 4.45 | 20.23% | 36.45 | 9,378.60 | 34.42% | -0.228 | 0.009 | -0.566 | 0.296 | Login To Trade |
0.351 | -0.639 | 0.011 | 0.678 | 32.71% | 5,863.00 | 10.23 | 40.52% | 20.80 | 610PCR: 2.06 | 6.80 | 26.34% | 21.05 | 6,565.90 | 32.71% | -0.322 | 0.011 | -0.639 | 0.351 | Login To Trade |
0.387 | -0.698 | 0.012 | 0.558 | 32.47% | 16,388.90 | 34.97 | 35.86% | 14.70 | 620PCR: 0.83 | 10.65 | 32.96% | 29.12 | 11,922.35 | 32.23% | -0.442 | 0.013 | -0.692 | 0.387 | Login To Trade |
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0.385 | -0.700 | 0.012 | 0.434 | 32.71% | 20,363.75 | 46.03 | 29.99% | 10.10 | 630PCR: 0.42 | 15.90 | 38.63% | 19.35 | 5,346.00 | 32.71% | -0.566 | 0.012 | -0.700 | 0.385 | Login To Trade |
0.353 | -0.670 | 0.011 | 0.326 | 34.18% | 9,224.60 | 26.08 | 24.06% | 6.95 | 640PCR: 0.38 | 22.65 | 42.89% | 9.91 | 932.25 | 33.69% | -0.677 | 0.011 | -0.659 | 0.352 | Login To Trade |
0.305 | -0.609 | 0.009 | 0.241 | 35.89% | 13,561.90 | 51.26 | 18.67% | 4.90 | 650PCR: 0.26 | 30.50 | 45.62% | 13.10 | 794.20 | 35.64% | -0.760 | 0.009 | -0.603 | 0.304 | Login To Trade |
0.257 | -0.543 | 0.007 | 0.179 | 38.09% | 7,459.65 | 34.53 | 14.33% | 3.50 | 660PCR: 0.30 | 39.55 | 47.54% | 10.48 | 391.60 | 37.60% | -0.824 | 0.007 | -0.529 | 0.253 | Login To Trade |
0.212 | -0.472 | 0.005 | 0.135 | 40.04% | 4,754.75 | 43.66 | 10.97% | 2.55 | 670PCR: 0.38 | 48.60 | 48.72% | 16.51 | 146.85 | 39.06% | -0.872 | 0.005 | -0.446 | 0.205 | Login To Trade |
0.173 | -0.404 | 0.004 | 0.101 | 41.99% | 4,415.95 | 51.84 | 8.33% | 1.95 | 680PCR: 0.27 | 58.05 | 49.53% | 14.21 | 127.05 | 41.50% | -0.902 | 0.004 | -0.389 | 0.169 | Login To Trade |
0.144 | -0.357 | 0.003 | 0.079 | 44.43% | 2,536.05 | 25.16 | 6.53% | 1.55 | 690PCR: 0.28 | 67.55 | 50.06% | 7.00 | 122.10 | 42.97% | -0.928 | 0.003 | -0.321 | 0.134 | Login To Trade |
0.121 | -0.316 | 0.003 | 0.063 | 46.88% | 11,992.20 | 117.21 | 5.19% | 1.30 | 700PCR: 0.10 | 77.15 | 50.54% | 11.96 | 139.70 | 43.95% | -0.950 | 0.002 | -0.248 | 0.102 | Login To Trade |
0.100 | -0.272 | 0.002 | 0.050 | 48.83% | 2,170.30 | 23.33 | 4.06% | 0.95 | 710PCR: 0.17 | 88.00 | 50.42% | 3.88 | 19.25 | 55.66% | -0.925 | 0.003 | -0.430 | 0.139 | Login To Trade |
0.083 | -0.235 | 0.002 | 0.039 | 50.78% | 2,668.05 | 45.69 | 3.20% | 0.80 | 720PCR: 0.20 | 96.05 | 99.00% | 9.34 | 11.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.070 | -0.204 | 0.001 | 0.032 | 52.73% | 1,003.75 | 21.21 | 2.56% | 0.60 | 730PCR: 0.08 | 141.00 | 47.62% | 1.71 | 0.00 | 181.15% | -0.659 | 0.002 | -3.615 | 0.359 | Login To Trade |
0.058 | -0.177 | 0.001 | 0.026 | 54.69% | 957.55 | 20.23 | 2.05% | 0.50 | 740PCR: 0.21 | 116.65 | 51.32% | 4.32 | 39.05 | 48.83% | -0.986 | 0.001 | -0.096 | 0.035 | Login To Trade |
0.050 | -0.158 | 0.001 | 0.021 | 56.64% | 2,365.00 | 47.72 | 1.69% | 0.40 | 750PCR: 0.06 | 128.50 | 51.20% | 3.08 | 22.55 | 77.15% | -0.928 | 0.002 | -0.577 | 0.135 | Login To Trade |
0.036 | -0.114 | 0.001 | 0.015 | 56.64% | 523.05 | 11.21 | 1.15% | 0.30 | 760PCR: 0.15 | 165.00 | 49.21% | 1.64 | 0.00 | 182.86% | -0.707 | 0.002 | -3.420 | 0.337 | Login To Trade |
0.032 | -0.103 | 0.001 | 0.013 | 58.59% | 199.65 | 5.85 | 0.97% | 0.25 | 770PCR: 0.14 | 164.30 | 50.05% | 0.82 | 0.00 | 155.27% | -0.771 | 0.002 | -2.560 | 0.297 | Login To Trade |
0.032 | -0.113 | 0.001 | 0.013 | 62.50% | 242.55 | 7.88 | 0.98% | 0.30 | 780PCR: 0.09 | 156.35 | 50.62% | 0.69 | 23.65 | 15.63% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.034 | -0.125 | 0.001 | 0.013 | 66.41% | 29.70 | 1.73 | 1.02% | 0.25 | 790PCR: 0.30 | 165.05 | 99.00% | 0.51 | 14.30 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.026 | -0.095 | 0.000 | 0.010 | 66.41% | 1,554.30 | 37.76 | 0.73% | 0.25 | 800PCR: 0.21 | 176.00 | 99.00% | 8.04 | 92.40 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.021 | -0.081 | 0.000 | 0.008 | 70.31% | 107.80 | 13.79 | 0.56% | 0.20 | 820PCR: 0.06 | 197.00 | 52.27% | 0.78 | 12.65 | 82.03% | -0.980 | 0.001 | -0.213 | 0.047 | Login To Trade |
0.024 | -0.103 | 0.000 | 0.009 | 78.13% | 118.25 | 15.62 | 0.64% | 0.20 | 840PCR: 0.81 | 216.25 | 99.00% | 12.63 | 61.05 | 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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