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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: -- | 0.90 | 7.96% | 4.62 | 969.00 | 64.45% | -0.066 | 0.004 | -0.132 | 0.061 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 197.50PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.060 | -0.109 | 0.005 | 0.935 | 54.69% | 108.00 | 1.77 | 46.65% | 36.00 | 200PCR: 5.37 | 1.20 | 9.88% | 9.51 | 2,463.00 | 61.52% | -0.086 | 0.005 | -0.154 | 0.075 | 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: 286.00 | 1.70 | 12.57% | 8.58 | 2,253.00 | 59.57% | -0.115 | 0.007 | -0.184 | 0.093 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 207.50PCR: -- | 1.90 | 13.99% | 2.13 | 300.00 | 58.59% | -0.131 | 0.008 | -0.198 | 0.102 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 210PCR: -- | 2.25 | 15.75% | 12.45 | 2,712.00 | 57.62% | -0.152 | 0.009 | -0.215 | 0.112 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 212.50PCR: -- | 2.35 | 16.63% | 2.22 | 285.00 | 54.69% | -0.164 | 0.009 | -0.215 | 0.118 | Login To Trade |
0.112 | -0.167 | 0.011 | 0.849 | 44.92% | 42.00 | 0.45 | 45.04% | 21.95 | 215PCR: 48.47 | 3.05 | 19.30% | 21.81 | 2,379.00 | 55.66% | -0.197 | 0.010 | -0.245 | 0.132 | Login To Trade |
0.152 | -0.326 | 0.010 | 0.749 | 64.45% | 102.00 | 0.54 | 41.18% | 22.85 | 217.50PCR: 4.44 | 3.20 | 20.44% | 2.40 | 435.00 | 52.73% | -0.213 | 0.011 | -0.244 | 0.139 | Login To Trade |
0.152 | -0.272 | 0.012 | 0.748 | 53.71% | 348.00 | 1.62 | 41.64% | 19.30 | 220PCR: 13.13 | 4.10 | 23.17% | 21.27 | 5,844.00 | 53.71% | -0.252 | 0.012 | -0.272 | 0.152 | Login To Trade |
0.166 | -0.329 | 0.012 | 0.701 | 59.57% | 102.00 | 0.48 | 39.74% | 18.70 | 222.50PCR: 5.56 | 4.65 | 25.06% | 2.67 | 825.00 | 52.73% | -0.280 | 0.013 | -0.282 | 0.161 | Login To Trade |
0.169 | -0.286 | 0.015 | 0.686 | 50.78% | 201.00 | 1.35 | 39.68% | 15.40 | 225PCR: 4.24 | 5.45 | 27.47% | 5.73 | 1,875.00 | 52.25% | -0.318 | 0.014 | -0.296 | 0.170 | Login To Trade |
0.179 | -0.337 | 0.014 | 0.639 | 56.64% | 39.00 | 0.36 | 37.53% | 15.10 | 227.50PCR: 3.75 | 6.35 | 29.53% | 1.35 | 528.00 | 52.25% | -0.353 | 0.015 | -0.309 | 0.177 | Login To Trade |
0.183 | -0.307 | 0.016 | 0.607 | 50.29% | 1,602.00 | 5.79 | 36.60% | 12.35 | 230PCR: 3.32 | 7.15 | 31.77% | 19.20 | 6,165.00 | 50.78% | -0.393 | 0.016 | -0.310 | 0.184 | Login To Trade |
0.188 | -0.308 | 0.017 | 0.570 | 49.32% | 579.00 | 3.03 | 35.13% | 10.90 | 232.50PCR: 1.25 | 8.15 | 33.64% | 3.78 | 1,167.00 | 50.29% | -0.431 | 0.016 | -0.314 | 0.188 | Login To Trade |
0.190 | -0.312 | 0.017 | 0.524 | 49.32% | 5,286.00 | 12.51 | 33.09% | 9.55 | 235PCR: 2.02 | 9.40 | 35.79% | 25.23 | 7,848.00 | 49.80% | -0.476 | 0.017 | -0.315 | 0.190 | Login To Trade |
236.30 | |||||||||||||||||||
0.190 | -0.306 | 0.017 | 0.484 | 48.34% | 3,150.00 | 9.36 | 31.29% | 8.30 | 237.50PCR: 0.67 | 10.45 | 37.56% | 6.30 | 2,967.00 | 48.83% | -0.515 | 0.017 | -0.309 | 0.191 | Login To Trade |
0.189 | -0.306 | 0.017 | 0.443 | 48.83% | 8,751.00 | 27.57 | 29.35% | 7.25 | 240PCR: 0.95 | 12.00 | 39.50% | 26.10 | 4,941.00 | 48.83% | -0.560 | 0.017 | -0.306 | 0.188 | Login To Trade |
0.184 | -0.290 | 0.017 | 0.398 | 47.36% | 1,401.00 | 5.04 | 26.98% | 6.10 | 242.50PCR: 0.95 | 13.40 | 41.04% | 4.77 | 738.00 | 48.83% | -0.598 | 0.017 | -0.300 | 0.185 | Login To Trade |
0.178 | -0.287 | 0.016 | 0.358 | 48.34% | 4,269.00 | 15.78 | 24.78% | 5.35 | 245PCR: 0.81 | 15.05 | 42.73% | 12.81 | 1,593.00 | 48.34% | -0.642 | 0.016 | -0.287 | 0.178 | Login To Trade |
0.171 | -0.272 | 0.016 | 0.321 | 47.85% | 1,203.00 | 5.01 | 22.66% | 4.55 | 247.50PCR: 1.63 | 16.70 | 43.97% | 8.19 | 783.00 | 48.83% | -0.675 | 0.015 | -0.279 | 0.172 | Login To Trade |
0.162 | -0.258 | 0.015 | 0.285 | 47.85% | 8,949.00 | 44.16 | 20.45% | 3.90 | 250PCR: 0.42 | 18.50 | 45.26% | 18.63 | 1,086.00 | 47.36% | -0.721 | 0.015 | -0.253 | 0.161 | Login To Trade |
0.152 | -0.242 | 0.014 | 0.251 | 47.85% | 1,593.00 | 5.01 | 18.40% | 3.30 | 252.50PCR: 0.53 | 20.45 | 46.13% | 2.64 | 198.00 | 48.83% | -0.744 | 0.014 | -0.250 | 0.154 | Login To Trade |
0.142 | -0.231 | 0.013 | 0.222 | 48.83% | 2,118.00 | 13.20 | 16.52% | 2.80 | 255PCR: 0.69 | 21.90 | 47.67% | 9.06 | 192.00 | 43.95% | -0.805 | 0.013 | -0.193 | 0.132 | Login To Trade |
0.130 | -0.207 | 0.012 | 0.191 | 47.85% | 1,005.00 | 9.15 | 14.41% | 2.30 | 257.50PCR: 0.42 | 22.50 | 49.90% | 3.81 | 96.00 | 29.30% | -0.930 | 0.010 | -0.063 | 0.064 | Login To Trade |
0.120 | -0.195 | 0.011 | 0.169 | 48.83% | 4,356.00 | 40.50 | 12.79% | 2.00 | 260PCR: 0.26 | 26.85 | 48.48% | 10.62 | 114.00 | 49.80% | -0.826 | 0.011 | -0.203 | 0.122 | Login To Trade |
0.110 | -0.179 | 0.010 | 0.147 | 48.83% | 750.00 | 7.32 | 11.27% | 1.70 | 262.50PCR: 0.48 | 27.55 | 50.23% | 3.54 | 45.00 | 35.16% | -0.932 | 0.008 | -0.074 | 0.063 | Login To Trade |
0.101 | -0.167 | 0.009 | 0.130 | 49.80% | 1,989.00 | 26.40 | 9.94% | 1.45 | 265PCR: 0.22 | 30.95 | 49.75% | 5.70 | 12.00 | 46.88% | -0.886 | 0.009 | -0.144 | 0.092 | Login To Trade |
0.091 | -0.151 | 0.008 | 0.113 | 49.80% | 666.00 | 16.47 | 8.70% | 1.25 | 267.50PCR: 0.71 | 34.00 | 49.41% | 11.67 | 3.00 | 56.64% | -0.854 | 0.009 | -0.206 | 0.110 | Login To Trade |
0.083 | -0.141 | 0.007 | 0.099 | 50.78% | 3,642.00 | 58.50 | 7.66% | 1.10 | 270PCR: 0.22 | 36.00 | 50.15% | 12.63 | 24.00 | 52.73% | -0.891 | 0.007 | -0.156 | 0.089 | Login To Trade |
0.075 | -0.127 | 0.006 | 0.086 | 50.78% | 336.00 | 10.32 | 6.63% | 0.95 | 272.50PCR: 0.24 | 35.65 | 99.00% | 2.46 | 6.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.071 | -0.124 | 0.006 | 0.080 | 52.73% | 1,146.00 | 29.82 | 6.16% | 0.85 | 275PCR: 0.12 | 42.35 | 49.82% | 3.54 | 3.00 | 71.29% | -0.843 | 0.007 | -0.272 | 0.115 | Login To Trade |
0.064 | -0.112 | 0.005 | 0.069 | 52.73% | 135.00 | 5.43 | 5.34% | 0.70 | 277.50PCR: 0.20 | 31.00 | 99.00% | 1.08 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.060 | -0.110 | 0.005 | 0.065 | 54.69% | 2,292.00 | 52.89 | 4.97% | 0.70 | 280PCR: 0.20 | 34.80 | 99.00% | 10.47 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.054 | -0.099 | 0.004 | 0.056 | 54.69% | 102.00 | 3.99 | 4.29% | 0.65 | 282.50PCR: 0.21 | 20.80 | 99.00% | 0.84 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.047 | -0.085 | 0.004 | 0.047 | 54.69% | 624.00 | 9.87 | 3.59% | 0.50 | 285PCR: 0.47 | 23.95 | 99.00% | 4.68 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.042 | -0.076 | 0.003 | 0.041 | 54.69% | 138.00 | 2.58 | 3.08% | 0.45 | 287.50PCR: 0.19 | 50.65 | 99.00% | 0.48 | 3.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.040 | -0.076 | 0.003 | 0.039 | 56.64% | 1,374.00 | 25.56 | 2.94% | 0.40 | 290PCR: 0.12 | 44.45 | 99.00% | 3.06 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.040 | -0.078 | 0.003 | 0.039 | 58.59% | 93.00 | 6.48 | 2.90% | 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 |
0.035 | -0.068 | 0.003 | 0.033 | 58.59% | 492.00 | 8.28 | 2.43% | 0.30 | 295PCR: 0.13 | 57.95 | 99.00% | 1.11 | 6.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.026 | -0.051 | 0.002 | 0.023 | 58.59% | 891.00 | 45.72 | 1.72% | 0.25 | 300PCR: 0.13 | 52.30 | 99.00% | 5.85 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.023 | -0.046 | 0.002 | 0.020 | 58.59% | 24.00 | 1.02 | 1.48% | 0.25 | 302.50PCR: 0.03 | 32.00 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.020 | -0.039 | 0.002 | 0.017 | 58.59% | 51.00 | 5.94 | 1.21% | 0.20 | 305PCR: 0.09 | 60.00 | 99.00% | 0.54 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.020 | -0.042 | 0.001 | 0.017 | 62.50% | 150.00 | 8.88 | 1.23% | 0.20 | 310PCR: 0.46 | 76.55 | 52.29% | 4.05 | 12.00 | 95.70% | -0.907 | 0.004 | -0.253 | 0.079 | Login To Trade |
0.015 | -0.032 | 0.001 | 0.013 | 62.50% | 15.00 | 6.42 | 0.89% | 0.15 | 315PCR: 0.03 | 81.45 | 52.51% | 0.21 | 0.00 | 95.70% | -0.921 | 0.003 | -0.225 | 0.070 | Login To Trade |
0.016 | -0.036 | 0.001 | 0.013 | 66.41% | 363.00 | 14.34 | 0.92% | 0.15 | 320PCR: 0.08 | 85.95 | 52.72% | 1.11 | 3.00 | 93.75% | -0.936 | 0.003 | -0.186 | 0.060 | Login To Trade |
0.017 | -0.040 | 0.001 | 0.014 | 70.31% | 3.00 | 6.30 | 0.96% | 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 | -0.032 | 0.001 | 0.011 | 70.31% | 54.00 | 5.10 | 0.72% | 0.10 | 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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0
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