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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 | 195PCR: -- | 0.20 | 2.96% | 5.88 | 144.00 | 70.31% | -0.023 | 0.002 | -0.081 | 0.021 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 197.50PCR: -- | 1.00 | 7.80% | 0.03 | 0.00 | 87.89% | -0.064 | 0.004 | -0.230 | 0.048 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 3.00 | 1.59 | 99.00% | 41.55 | 200PCR: 6.32 | 0.30 | 3.88% | 10.05 | 396.00 | 66.41% | -0.032 | 0.003 | -0.099 | 0.027 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 202.50PCR: -- | 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 | 0.03 | 99.00% | 29.70 | 205PCR: 255.00 | 0.40 | 5.08% | 7.65 | 201.00 | 62.50% | -0.043 | 0.004 | -0.119 | 0.035 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 207.50PCR: -- | 0.50 | 5.81% | 3.03 | 42.00 | 60.55% | -0.050 | 0.004 | -0.131 | 0.040 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 30.15 | 210PCR: 323.00 | 0.55 | 6.68% | 9.69 | 1,188.00 | 58.59% | -0.059 | 0.005 | -0.143 | 0.045 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 212.50PCR: -- | 0.70 | 7.59% | 2.40 | 45.00 | 56.64% | -0.069 | 0.006 | -0.156 | 0.051 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.45 | 99.00% | 21.95 | 215PCR: 55.73 | 0.80 | 8.76% | 25.08 | 369.00 | 54.69% | -0.081 | 0.007 | -0.171 | 0.058 | Login To Trade |
0.048 | -0.117 | 0.007 | 0.937 | 44.92% | 0.00 | 0.54 | 47.54% | 24.85 | 217.50PCR: 8.11 | 0.95 | 10.45% | 4.38 | 327.00 | 53.71% | -0.099 | 0.008 | -0.195 | 0.067 | Login To Trade |
0.045 | -0.097 | 0.008 | 0.940 | 39.06% | 30.00 | 1.89 | 47.70% | 22.25 | 220PCR: 11.73 | 1.20 | 12.41% | 22.17 | 1,176.00 | 52.73% | -0.120 | 0.010 | -0.221 | 0.077 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.57 | 99.00% | 18.70 | 222.50PCR: 8.16 | 1.50 | 14.48% | 4.65 | 306.00 | 51.76% | -0.145 | 0.011 | -0.246 | 0.087 | Login To Trade |
0.094 | -0.244 | 0.013 | 0.839 | 47.85% | 27.00 | 1.41 | 44.93% | 18.50 | 225PCR: 5.79 | 1.80 | 16.39% | 8.16 | 537.00 | 49.80% | -0.170 | 0.013 | -0.263 | 0.097 | Login To Trade |
0.081 | -0.155 | 0.016 | 0.870 | 35.16% | 0.00 | 0.36 | 46.38% | 15.25 | 227.50PCR: 9.50 | 2.25 | 18.97% | 3.42 | 435.00 | 48.83% | -0.204 | 0.015 | -0.289 | 0.109 | Login To Trade |
0.120 | -0.312 | 0.017 | 0.758 | 47.85% | 138.00 | 6.60 | 42.69% | 14.55 | 230PCR: 3.13 | 2.80 | 22.14% | 20.67 | 1,275.00 | 48.83% | -0.246 | 0.017 | -0.321 | 0.121 | Login To Trade |
0.126 | -0.292 | 0.020 | 0.733 | 42.48% | 36.00 | 2.85 | 42.02% | 12.15 | 232.50PCR: 1.34 | 3.55 | 25.10% | 3.81 | 453.00 | 48.83% | -0.291 | 0.018 | -0.350 | 0.132 | Login To Trade |
0.140 | -0.357 | 0.020 | 0.664 | 46.88% | 450.00 | 11.79 | 39.52% | 11.10 | 235PCR: 2.15 | 4.20 | 28.14% | 25.35 | 1,119.00 | 48.83% | -0.341 | 0.020 | -0.374 | 0.141 | Login To Trade |
0.147 | -0.367 | 0.022 | 0.614 | 45.90% | 357.00 | 10.23 | 37.55% | 9.40 | 237.50PCR: 0.81 | 5.20 | 30.81% | 8.28 | 621.00 | 47.36% | -0.389 | 0.021 | -0.379 | 0.147 | Login To Trade |
0.152 | -0.378 | 0.022 | 0.556 | 45.90% | 3,198.00 | 26.40 | 35.15% | 8.10 | 240PCR: 1.34 | 6.20 | 33.70% | 35.37 | 2,970.00 | 46.88% | -0.444 | 0.022 | -0.387 | 0.152 | Login To Trade |
0.153 | -0.382 | 0.023 | 0.500 | 45.90% | 1,353.00 | 8.40 | 32.73% | 6.80 | 242.50PCR: 0.86 | 7.50 | 36.25% | 7.23 | 762.00 | 46.88% | -0.498 | 0.022 | -0.391 | 0.153 | Login To Trade |
243.20 | |||||||||||||||||||
0.152 | -0.379 | 0.022 | 0.444 | 45.90% | 2,820.00 | 19.02 | 29.91% | 5.65 | 245PCR: 0.67 | 8.90 | 38.73% | 12.75 | 444.00 | 46.88% | -0.554 | 0.022 | -0.387 | 0.152 | Login To Trade |
0.147 | -0.368 | 0.022 | 0.391 | 45.90% | 495.00 | 6.96 | 27.13% | 4.70 | 247.50PCR: 1.21 | 10.30 | 40.74% | 8.40 | 165.00 | 47.85% | -0.605 | 0.021 | -0.385 | 0.148 | Login To Trade |
0.141 | -0.359 | 0.020 | 0.342 | 46.88% | 4,062.00 | 57.36 | 24.48% | 3.90 | 250PCR: 0.30 | 12.00 | 42.57% | 16.92 | 396.00 | 48.83% | -0.651 | 0.020 | -0.377 | 0.142 | Login To Trade |
0.132 | -0.333 | 0.019 | 0.293 | 46.39% | 384.00 | 7.32 | 21.54% | 3.15 | 252.50PCR: 0.37 | 17.65 | 42.38% | 2.70 | 0.00 | 74.22% | -0.620 | 0.013 | -0.590 | 0.146 | Login To Trade |
0.122 | -0.311 | 0.018 | 0.250 | 46.88% | 1,044.00 | 17.22 | 18.80% | 2.60 | 255PCR: 0.48 | 16.35 | 45.18% | 8.25 | 33.00 | 51.76% | -0.727 | 0.017 | -0.359 | 0.128 | Login To Trade |
0.111 | -0.282 | 0.016 | 0.210 | 46.88% | 261.00 | 9.39 | 16.13% | 2.15 | 257.50PCR: 0.40 | 18.25 | 46.29% | 3.72 | 6.00 | 51.76% | -0.764 | 0.015 | -0.333 | 0.118 | Login To Trade |
0.101 | -0.262 | 0.014 | 0.180 | 47.85% | 1,869.00 | 43.59 | 14.03% | 1.75 | 260PCR: 0.24 | 20.25 | 47.40% | 10.38 | 39.00 | 51.76% | -0.799 | 0.014 | -0.303 | 0.108 | Login To Trade |
0.089 | -0.233 | 0.013 | 0.150 | 47.85% | 210.00 | 8.97 | 11.87% | 1.35 | 262.50PCR: 0.40 | 23.85 | 46.88% | 3.57 | 0.00 | 65.43% | -0.769 | 0.012 | -0.416 | 0.117 | Login To Trade |
0.080 | -0.212 | 0.011 | 0.127 | 48.83% | 585.00 | 24.42 | 10.13% | 1.15 | 265PCR: 0.21 | 24.25 | 49.20% | 5.19 | 12.00 | 48.83% | -0.873 | 0.011 | -0.212 | 0.080 | Login To Trade |
0.074 | -0.204 | 0.010 | 0.114 | 50.78% | 207.00 | 17.34 | 9.10% | 1.00 | 267.50PCR: 0.67 | 26.55 | 49.73% | 11.61 | 9.00 | 48.83% | -0.896 | 0.010 | -0.183 | 0.069 | Login To Trade |
0.064 | -0.176 | 0.009 | 0.092 | 50.78% | 1,482.00 | 64.11 | 7.42% | 0.85 | 270PCR: 0.19 | 29.05 | 49.89% | 12.09 | 15.00 | 52.73% | -0.899 | 0.009 | -0.195 | 0.068 | Login To Trade |
0.054 | -0.150 | 0.007 | 0.075 | 50.78% | 177.00 | 10.44 | 6.08% | 0.70 | 272.50PCR: 0.21 | 34.85 | 47.91% | 2.16 | 0.00 | 90.82% | -0.774 | 0.009 | -0.570 | 0.115 | Login To Trade |
0.050 | -0.144 | 0.006 | 0.068 | 52.73% | 642.00 | 33.93 | 5.45% | 0.60 | 275PCR: 0.10 | 37.65 | 48.22% | 3.42 | 0.00 | 97.17% | -0.775 | 0.008 | -0.608 | 0.115 | Login To Trade |
0.047 | -0.140 | 0.006 | 0.062 | 54.69% | 201.00 | 5.88 | 4.99% | 0.50 | 277.50PCR: 0.18 | 40.60 | 48.31% | 1.08 | 0.00 | 105.47% | -0.769 | 0.007 | -0.671 | 0.117 | Login To Trade |
0.040 | -0.118 | 0.005 | 0.050 | 54.69% | 2,172.00 | 52.77 | 4.01% | 0.45 | 280PCR: 0.19 | 38.75 | 50.79% | 10.11 | 57.00 | 58.59% | -0.937 | 0.005 | -0.152 | 0.048 | Login To Trade |
0.037 | -0.115 | 0.004 | 0.046 | 56.64% | 153.00 | 5.04 | 3.70% | 0.40 | 282.50PCR: 0.17 | 20.80 | 99.00% | 0.84 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.035 | -0.111 | 0.004 | 0.043 | 58.59% | 246.00 | 9.45 | 3.40% | 0.35 | 285PCR: 0.50 | 23.95 | 99.00% | 4.68 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.030 | -0.095 | 0.003 | 0.035 | 58.59% | 51.00 | 2.34 | 2.78% | 0.30 | 287.50PCR: 0.21 | 50.65 | 49.43% | 0.48 | 0.00 | 120.12% | -0.791 | 0.006 | -0.720 | 0.110 | Login To Trade |
0.031 | -0.107 | 0.003 | 0.037 | 62.50% | 1,185.00 | 22.50 | 2.93% | 0.30 | 290PCR: 0.14 | 44.45 | 99.00% | 3.06 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.033 | -0.120 | 0.003 | 0.040 | 66.41% | 0.00 | 6.39 | 3.09% | 0.40 | 292.50PCR: 0.02 | 25.20 | 99.00% | 0.15 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.023 | -0.077 | 0.003 | 0.025 | 62.50% | 114.00 | 7.77 | 1.97% | 0.25 | 295PCR: 0.14 | 57.95 | 50.17% | 1.11 | 0.00 | 128.91% | -0.807 | 0.005 | -0.736 | 0.105 | Login To Trade |
0.021 | -0.077 | 0.002 | 0.023 | 66.41% | 705.00 | 44.82 | 1.79% | 0.20 | 300PCR: 0.13 | 59.00 | 51.69% | 5.85 | 15.00 | 85.94% | -0.935 | 0.004 | -0.228 | 0.049 | Login To Trade |
0.022 | -0.084 | 0.002 | 0.024 | 70.31% | 30.00 | 0.69 | 1.83% | 0.20 | 302.50PCR: 0.04 | 32.00 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.015 | -0.056 | 0.002 | 0.016 | 66.41% | 6.00 | 5.58 | 1.21% | 0.15 | 305PCR: 0.10 | 60.00 | 99.00% | 0.54 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.015 | -0.056 | 0.001 | 0.015 | 70.31% | 33.00 | 9.30 | 1.13% | 0.15 | 310PCR: 0.42 | 70.20 | 51.79% | 3.93 | 0.00 | 115.23% | -0.897 | 0.004 | -0.431 | 0.069 | Login To Trade |
0.011 | -0.040 | 0.001 | 0.010 | 70.31% | 6.00 | 6.48 | 0.76% | 0.10 | 315PCR: 0.03 | 81.45 | 51.26% | 0.21 | 0.00 | 185.55% | -0.774 | 0.004 | -1.163 | 0.115 | Login To Trade |
0.014 | -0.058 | 0.001 | 0.014 | 78.13% | 48.00 | 13.35 | 1.01% | 0.15 | 320PCR: 0.09 | 79.05 | 52.45% | 1.14 | 0.00 | 105.47% | -0.944 | 0.003 | -0.248 | 0.043 | Login To Trade |
0.013 | -0.060 | 0.001 | 0.014 | 82.03% | 0.00 | 6.30 | 0.97% | 0.15 | 325PCR: 0.00 | 59.40 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.013 | -0.062 | 0.001 | 0.013 | 85.94% | 6.00 | 5.16 | 0.94% | 0.15 | 330PCR: 0.21 | 58.20 | 99.00% | 1.08 | 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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