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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% | 15.00 | 1.89 | 99.00% | 44.05 | 200PCR: 13.71 | 0.15 | 2.07% | 25.92 | 678.00 | 39.06% | -0.017 | 0.002 | -0.022 | 0.025 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 205PCR: -- | 0.20 | 2.33% | 22.29 | 558.00 | 35.16% | -0.019 | 0.002 | -0.023 | 0.028 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 3.00 | 0.48 | 99.00% | 34.00 | 210PCR: 21.44 | 0.35 | 4.25% | 10.29 | 564.00 | 35.16% | -0.037 | 0.004 | -0.039 | 0.048 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 212.50PCR: -- | 0.40 | 5.58% | 1.98 | 39.00 | 35.16% | -0.049 | 0.005 | -0.049 | 0.061 | Login To Trade |
0.057 | -0.040 | 0.005 | 0.955 | 31.25% | 96.00 | 0.78 | 47.73% | 29.50 | 215PCR: 11.73 | 0.55 | 6.63% | 9.15 | 468.00 | 34.18% | -0.060 | 0.006 | -0.055 | 0.071 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 217.50PCR: -- | 0.70 | 7.77% | 2.64 | 63.00 | 33.20% | -0.072 | 0.007 | -0.062 | 0.082 | Login To Trade |
0.095 | -0.070 | 0.008 | 0.912 | 32.23% | 24.00 | 5.88 | 46.78% | 24.95 | 220PCR: 3.33 | 0.90 | 9.90% | 19.59 | 915.00 | 33.20% | -0.094 | 0.008 | -0.076 | 0.100 | Login To Trade |
0.109 | -0.077 | 0.010 | 0.895 | 31.25% | 18.00 | 0.93 | 46.41% | 22.70 | 222.50PCR: 3.84 | 1.15 | 11.89% | 3.57 | 117.00 | 32.71% | -0.116 | 0.010 | -0.087 | 0.117 | Login To Trade |
0.135 | -0.099 | 0.012 | 0.858 | 32.23% | 18.00 | 3.15 | 45.45% | 20.60 | 225PCR: 2.39 | 1.40 | 13.80% | 7.53 | 918.00 | 31.74% | -0.139 | 0.012 | -0.096 | 0.132 | Login To Trade |
0.152 | -0.110 | 0.013 | 0.829 | 31.74% | 9.00 | 0.69 | 44.66% | 18.55 | 227.50PCR: 2.70 | 1.75 | 16.18% | 1.86 | 276.00 | 31.25% | -0.168 | 0.013 | -0.107 | 0.150 | Login To Trade |
0.171 | -0.122 | 0.015 | 0.793 | 31.25% | 549.00 | 8.58 | 43.73% | 16.40 | 230PCR: 3.35 | 2.25 | 19.27% | 28.77 | 1,992.00 | 31.25% | -0.207 | 0.015 | -0.122 | 0.171 | Login To Trade |
0.189 | -0.132 | 0.017 | 0.755 | 30.76% | 111.00 | 1.26 | 42.58% | 14.50 | 232.50PCR: 2.57 | 2.65 | 21.79% | 3.24 | 495.00 | 30.27% | -0.242 | 0.017 | -0.129 | 0.187 | Login To Trade |
0.204 | -0.139 | 0.019 | 0.712 | 29.79% | 477.00 | 12.12 | 41.29% | 12.45 | 235PCR: 1.60 | 3.30 | 24.85% | 19.41 | 3,345.00 | 29.79% | -0.288 | 0.019 | -0.139 | 0.204 | Login To Trade |
0.219 | -0.146 | 0.021 | 0.664 | 29.30% | 510.00 | 2.46 | 39.52% | 10.80 | 237.50PCR: 2.29 | 4.10 | 27.69% | 5.64 | 1,470.00 | 29.30% | -0.335 | 0.021 | -0.145 | 0.219 | Login To Trade |
0.230 | -0.151 | 0.022 | 0.609 | 28.81% | 4,278.00 | 35.76 | 37.48% | 9.10 | 240PCR: 1.00 | 4.95 | 30.79% | 35.76 | 5,556.00 | 28.81% | -0.391 | 0.022 | -0.151 | 0.230 | Login To Trade |
0.237 | -0.153 | 0.023 | 0.551 | 28.32% | 3,681.00 | 20.16 | 35.05% | 7.55 | 242.50PCR: 0.83 | 5.95 | 33.68% | 16.68 | 3,537.00 | 28.08% | -0.447 | 0.024 | -0.151 | 0.237 | Login To Trade |
0.239 | -0.154 | 0.024 | 0.493 | 28.32% | 6,342.00 | 62.19 | 32.43% | 6.25 | 245PCR: 0.27 | 7.20 | 36.49% | 16.65 | 2,547.00 | 27.83% | -0.508 | 0.024 | -0.151 | 0.239 | Login To Trade |
0.236 | -0.152 | 0.023 | 0.436 | 28.32% | 2,115.00 | 12.69 | 29.71% | 5.20 | 247.50PCR: 0.32 | 8.55 | 39.05% | 4.02 | 474.00 | 27.83% | -0.567 | 0.024 | -0.149 | 0.236 | Login To Trade |
0.228 | -0.145 | 0.023 | 0.378 | 28.08% | 9,273.00 | 102.93 | 26.58% | 4.25 | 250PCR: 0.19 | 10.05 | 41.30% | 19.44 | 537.00 | 27.83% | -0.623 | 0.023 | -0.144 | 0.228 | Login To Trade |
0.216 | -0.139 | 0.021 | 0.326 | 28.32% | 1,296.00 | 7.65 | 23.68% | 3.40 | 252.50PCR: 0.14 | 11.55 | 43.34% | 1.05 | 108.00 | 27.34% | -0.678 | 0.022 | -0.134 | 0.215 | Login To Trade |
0.200 | -0.126 | 0.020 | 0.274 | 27.83% | 2,085.00 | 24.69 | 20.40% | 2.75 | 255PCR: 0.20 | 13.40 | 44.98% | 4.98 | 72.00 | 26.86% | -0.735 | 0.020 | -0.120 | 0.197 | Login To Trade |
0.178 | -0.111 | 0.018 | 0.222 | 27.34% | 234.00 | 3.69 | 17.08% | 2.20 | 257.50PCR: 0.30 | 15.25 | 46.39% | 1.11 | 33.00 | 26.86% | -0.779 | 0.018 | -0.109 | 0.178 | Login To Trade |
0.163 | -0.105 | 0.016 | 0.191 | 28.32% | 3,294.00 | 64.59 | 15.01% | 1.75 | 260PCR: 0.09 | 17.15 | 47.83% | 6.00 | 171.00 | 25.39% | -0.836 | 0.016 | -0.086 | 0.148 | Login To Trade |
0.145 | -0.093 | 0.014 | 0.158 | 28.32% | 252.00 | 6.66 | 12.59% | 1.35 | 262.50PCR: 0.21 | 19.35 | 48.56% | 1.38 | 30.00 | 26.37% | -0.860 | 0.014 | -0.080 | 0.133 | Login To Trade |
0.124 | -0.080 | 0.012 | 0.126 | 28.32% | 2,250.00 | 20.61 | 10.20% | 1.00 | 265PCR: 0.07 | 21.55 | 49.41% | 1.38 | 24.00 | 25.39% | -0.900 | 0.011 | -0.061 | 0.105 | Login To Trade |
0.106 | -0.068 | 0.010 | 0.101 | 28.32% | 66.00 | 4.83 | 8.32% | 0.75 | 267.50PCR: 0.17 | 24.40 | 49.12% | 0.84 | 0.00 | 31.25% | -0.875 | 0.011 | -0.088 | 0.124 | Login To Trade |
0.082 | -0.051 | 0.008 | 0.071 | 27.34% | 5,064.00 | 54.90 | 5.90% | 0.55 | 270PCR: 0.18 | 27.40 | 49.03% | 9.75 | 15.00 | 37.11% | -0.855 | 0.010 | -0.115 | 0.137 | Login To Trade |
0.067 | -0.041 | 0.007 | 0.055 | 27.34% | 51.00 | 3.45 | 4.57% | 0.40 | 272.50PCR: 0.01 | 35.00 | 46.71% | 0.03 | 0.00 | 68.36% | -0.715 | 0.008 | -0.316 | 0.203 | Login To Trade |
0.065 | -0.043 | 0.006 | 0.053 | 29.30% | 561.00 | 14.19 | 4.36% | 0.40 | 275PCR: 0.01 | 32.45 | 49.51% | 0.09 | 0.00 | 41.99% | -0.865 | 0.009 | -0.124 | 0.130 | Login To Trade |
0.042 | -0.028 | 0.004 | 0.031 | 29.30% | 1,698.00 | 44.28 | 2.54% | 0.25 | 280PCR: 0.08 | 36.00 | 50.97% | 3.66 | 18.00 | 27.34% | -0.978 | 0.003 | -0.020 | 0.032 | Login To Trade |
0.034 | -0.024 | 0.003 | 0.024 | 31.25% | 600.00 | 14.34 | 1.96% | 0.15 | 285PCR: 0.06 | 42.85 | 50.10% | 0.81 | 0.00 | 53.22% | -0.868 | 0.007 | -0.155 | 0.128 | Login To Trade |
0.035 | -0.028 | 0.003 | 0.025 | 35.16% | 90.00 | 16.80 | 2.04% | 0.15 | 290PCR: 0.29 | 44.00 | 99.00% | 4.95 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.024 | -0.019 | 0.002 | 0.016 | 35.16% | 12.00 | 1.89 | 1.28% | 0.10 | 295PCR: 0.03 | 50.90 | 51.42% | 0.06 | 0.00 | 31.25% | -0.992 | 0.001 | -0.009 | 0.013 | Login To Trade |
0.026 | -0.023 | 0.002 | 0.018 | 39.06% | 2,532.00 | 92.07 | 1.39% | 0.15 | 300PCR: 0.07 | 56.55 | 51.57% | 6.84 | 9.00 | 50.78% | -0.944 | 0.004 | -0.078 | 0.068 | Login To Trade |
0.018 | -0.016 | 0.001 | 0.012 | 39.06% | 6.00 | 2.94 | 0.89% | 0.10 | 305PCR: 0.19 | 62.50 | 51.52% | 0.57 | 0.00 | 65.43% | -0.904 | 0.004 | -0.152 | 0.102 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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