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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% | 6.00 | 1.83 | 99.00% | 39.80 | 200PCR: 13.39 | 0.25 | 3.00% | 24.51 | 474.00 | 42.97% | -0.024 | 0.002 | -0.035 | 0.033 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 205PCR: -- | 0.30 | 3.50% | 22.32 | 492.00 | 39.06% | -0.030 | 0.003 | -0.037 | 0.038 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 24.00 | 0.51 | 99.00% | 30.70 | 210PCR: 18.94 | 0.55 | 5.93% | 9.66 | 963.00 | 39.06% | -0.052 | 0.005 | -0.059 | 0.061 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 212.50PCR: -- | 0.60 | 6.62% | 1.68 | 78.00 | 37.11% | -0.059 | 0.006 | -0.062 | 0.067 | Login To Trade |
0.122 | -0.149 | 0.008 | 0.867 | 48.83% | 0.00 | 0.78 | 45.00% | 29.50 | 215PCR: 10.92 | 0.80 | 8.83% | 8.52 | 726.00 | 38.09% | -0.081 | 0.007 | -0.081 | 0.085 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 217.50PCR: -- | 1.00 | 10.43% | 2.49 | 150.00 | 37.11% | -0.098 | 0.008 | -0.091 | 0.098 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 27.00 | 5.73 | 99.00% | 22.35 | 220PCR: 3.60 | 1.25 | 12.22% | 20.64 | 1,527.00 | 36.62% | -0.118 | 0.009 | -0.103 | 0.113 | Login To Trade |
0.088 | -0.060 | 0.010 | 0.915 | 27.34% | 75.00 | 1.08 | 47.06% | 20.55 | 222.50PCR: 3.61 | 1.60 | 14.55% | 3.90 | 147.00 | 36.13% | -0.146 | 0.011 | -0.117 | 0.130 | Login To Trade |
0.140 | -0.120 | 0.013 | 0.837 | 34.18% | 57.00 | 3.15 | 44.92% | 19.30 | 225PCR: 2.33 | 1.90 | 16.51% | 7.35 | 822.00 | 35.16% | -0.170 | 0.013 | -0.126 | 0.143 | Login To Trade |
0.143 | -0.105 | 0.015 | 0.831 | 29.30% | 75.00 | 0.84 | 45.06% | 16.40 | 227.50PCR: 2.89 | 2.25 | 18.88% | 2.43 | 354.00 | 34.18% | -0.201 | 0.015 | -0.136 | 0.159 | Login To Trade |
0.173 | -0.142 | 0.016 | 0.768 | 32.71% | 459.00 | 8.16 | 42.93% | 15.15 | 230PCR: 3.31 | 2.75 | 21.43% | 27.00 | 3,318.00 | 33.20% | -0.237 | 0.016 | -0.146 | 0.175 | Login To Trade |
0.191 | -0.156 | 0.018 | 0.720 | 32.71% | 141.00 | 1.41 | 41.39% | 13.25 | 232.50PCR: 2.00 | 3.25 | 24.14% | 2.82 | 1,014.00 | 32.23% | -0.277 | 0.018 | -0.153 | 0.190 | Login To Trade |
0.203 | -0.159 | 0.020 | 0.680 | 31.25% | 606.00 | 11.16 | 40.14% | 11.35 | 235PCR: 1.56 | 3.95 | 26.89% | 17.37 | 3,879.00 | 31.74% | -0.322 | 0.020 | -0.162 | 0.204 | Login To Trade |
0.215 | -0.165 | 0.022 | 0.625 | 30.76% | 933.00 | 1.83 | 38.11% | 9.60 | 237.50PCR: 2.77 | 4.65 | 29.74% | 5.07 | 1,701.00 | 30.27% | -0.373 | 0.022 | -0.163 | 0.215 | Login To Trade |
0.223 | -0.169 | 0.023 | 0.572 | 30.27% | 6,921.00 | 39.39 | 36.03% | 8.10 | 240PCR: 0.78 | 5.65 | 32.66% | 30.87 | 6,549.00 | 30.27% | -0.426 | 0.023 | -0.169 | 0.223 | Login To Trade |
0.226 | -0.166 | 0.024 | 0.515 | 29.30% | 5,004.00 | 21.66 | 33.51% | 6.65 | 242.50PCR: 0.67 | 6.70 | 35.63% | 14.46 | 2,181.00 | 29.30% | -0.489 | 0.024 | -0.166 | 0.226 | Login To Trade |
0.225 | -0.165 | 0.024 | 0.452 | 29.30% | 6,747.00 | 64.17 | 30.58% | 5.40 | 245PCR: 0.24 | 7.95 | 38.43% | 15.48 | 2,097.00 | 28.81% | -0.549 | 0.024 | -0.162 | 0.225 | Login To Trade |
0.218 | -0.160 | 0.023 | 0.394 | 29.30% | 1,551.00 | 14.94 | 27.50% | 4.45 | 247.50PCR: 0.19 | 9.35 | 40.59% | 2.82 | 240.00 | 29.30% | -0.602 | 0.023 | -0.161 | 0.219 | Login To Trade |
0.208 | -0.150 | 0.022 | 0.339 | 28.81% | 9,495.00 | 95.97 | 24.46% | 3.50 | 250PCR: 0.15 | 10.95 | 42.77% | 14.46 | 612.00 | 28.32% | -0.663 | 0.023 | -0.147 | 0.207 | Login To Trade |
0.192 | -0.139 | 0.021 | 0.284 | 28.81% | 825.00 | 7.23 | 21.19% | 2.75 | 252.50PCR: 0.17 | 12.70 | 44.41% | 1.20 | 90.00 | 29.30% | -0.709 | 0.021 | -0.143 | 0.195 | Login To Trade |
0.174 | -0.123 | 0.019 | 0.235 | 28.32% | 2,160.00 | 26.22 | 18.07% | 2.10 | 255PCR: 0.17 | 14.70 | 45.86% | 4.56 | 117.00 | 28.81% | -0.761 | 0.019 | -0.127 | 0.176 | Login To Trade |
0.156 | -0.112 | 0.017 | 0.194 | 28.81% | 681.00 | 5.25 | 15.21% | 1.70 | 257.50PCR: 0.22 | 16.70 | 47.34% | 1.17 | 42.00 | 28.32% | -0.810 | 0.017 | -0.109 | 0.154 | Login To Trade |
0.136 | -0.096 | 0.015 | 0.156 | 28.32% | 3,648.00 | 66.54 | 12.43% | 1.35 | 260PCR: 0.08 | 18.85 | 48.03% | 5.31 | 174.00 | 29.30% | -0.836 | 0.015 | -0.103 | 0.140 | Login To Trade |
0.120 | -0.088 | 0.013 | 0.130 | 29.30% | 327.00 | 6.63 | 10.54% | 1.00 | 262.50PCR: 0.20 | 20.90 | 49.22% | 1.32 | 24.00 | 27.34% | -0.887 | 0.012 | -0.074 | 0.108 | Login To Trade |
0.097 | -0.069 | 0.011 | 0.096 | 28.32% | 1,089.00 | 18.51 | 7.90% | 0.75 | 265PCR: 0.07 | 23.20 | 49.48% | 1.38 | 27.00 | 28.32% | -0.904 | 0.011 | -0.069 | 0.097 | Login To Trade |
0.085 | -0.062 | 0.009 | 0.080 | 29.30% | 111.00 | 4.05 | 6.63% | 0.60 | 267.50PCR: 0.19 | 23.55 | 99.00% | 0.78 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.070 | -0.051 | 0.007 | 0.063 | 29.30% | 1,755.00 | 54.99 | 5.21% | 0.45 | 270PCR: 0.18 | 31.30 | 47.71% | 9.72 | 3.00 | 55.66% | -0.776 | 0.009 | -0.236 | 0.170 | Login To Trade |
0.067 | -0.052 | 0.007 | 0.059 | 31.25% | 75.00 | 3.63 | 4.88% | 0.40 | 272.50PCR: 0.01 | 35.00 | 47.61% | 0.03 | 0.00 | 64.45% | -0.758 | 0.009 | -0.285 | 0.177 | Login To Trade |
0.055 | -0.043 | 0.005 | 0.046 | 31.25% | 843.00 | 16.89 | 3.85% | 0.30 | 275PCR: 0.01 | 32.45 | 50.77% | 0.09 | 0.00 | 15.63% | -1.000 | 0.000 | -0.000 | 0.001 | Login To Trade |
0.036 | -0.028 | 0.004 | 0.027 | 31.25% | 390.00 | 42.51 | 2.24% | 0.20 | 280PCR: 0.08 | 38.00 | 50.78% | 3.57 | 12.00 | 38.09% | -0.941 | 0.005 | -0.063 | 0.066 | Login To Trade |
0.028 | -0.023 | 0.003 | 0.021 | 33.20% | 252.00 | 13.50 | 1.68% | 0.15 | 285PCR: 0.06 | 42.85 | 51.12% | 0.81 | 0.00 | 39.06% | -0.957 | 0.004 | -0.051 | 0.052 | Login To Trade |
0.023 | -0.021 | 0.002 | 0.017 | 35.16% | 12.00 | 16.89 | 1.33% | 0.10 | 290PCR: 0.39 | 48.50 | 51.07% | 6.51 | 0.00 | 52.73% | -0.917 | 0.005 | -0.114 | 0.087 | Login To Trade |
0.025 | -0.025 | 0.002 | 0.018 | 39.06% | 0.00 | 1.89 | 1.42% | 0.10 | 295PCR: 0.03 | 50.90 | 99.00% | 0.06 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.017 | -0.017 | 0.001 | 0.011 | 39.06% | 666.00 | 93.78 | 0.88% | 0.15 | 300PCR: 0.07 | 57.00 | 99.00% | 6.90 | 18.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.019 | -0.020 | 0.001 | 0.013 | 42.97% | 3.00 | 2.88 | 0.98% | 0.10 | 305PCR: 0.20 | 62.50 | 51.37% | 0.57 | 0.00 | 31.25% | -0.999 | 0.000 | -0.002 | 0.002 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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