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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 | |
0.127 | -0.233 | 0.005 | 0.863 | 77.15% | 0.00 | 1.89 | 43.32% | 44.05 | 200PCR: 13.11 | 0.20 | 2.63% | 24.78 | 1,665.00 | 39.06% | -0.022 | 0.002 | -0.028 | 0.030 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 205PCR: -- | 0.30 | 3.86% | 22.71 | 675.00 | 37.11% | -0.033 | 0.003 | -0.037 | 0.042 | Login To Trade |
0.142 | -0.211 | 0.007 | 0.837 | 62.50% | 0.00 | 0.48 | 43.37% | 34.00 | 210PCR: 21.56 | 0.55 | 6.48% | 10.35 | 894.00 | 37.11% | -0.058 | 0.005 | -0.059 | 0.067 | 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 | 7.11% | 1.98 | 21.00 | 35.16% | -0.065 | 0.006 | -0.061 | 0.073 | Login To Trade |
0.157 | -0.220 | 0.008 | 0.808 | 58.59% | 0.00 | 0.78 | 42.74% | 29.50 | 215PCR: 11.73 | 0.90 | 10.17% | 9.15 | 288.00 | 37.11% | -0.095 | 0.008 | -0.086 | 0.098 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 217.50PCR: -- | 1.15 | 11.24% | 2.37 | 57.00 | 35.16% | -0.108 | 0.009 | -0.089 | 0.107 | Login To Trade |
0.121 | -0.098 | 0.011 | 0.872 | 34.18% | 57.00 | 5.76 | 45.77% | 21.95 | 220PCR: 3.57 | 1.50 | 13.01% | 20.58 | 921.00 | 34.18% | -0.129 | 0.011 | -0.099 | 0.121 | Login To Trade |
0.157 | -0.148 | 0.012 | 0.809 | 39.55% | 27.00 | 0.93 | 43.74% | 20.70 | 222.50PCR: 4.00 | 1.85 | 15.64% | 3.72 | 33.00 | 34.18% | -0.160 | 0.012 | -0.114 | 0.140 | Login To Trade |
0.172 | -0.160 | 0.013 | 0.778 | 39.06% | 54.00 | 3.33 | 42.91% | 18.65 | 225PCR: 2.29 | 2.10 | 17.81% | 7.62 | 1,002.00 | 33.20% | -0.188 | 0.014 | -0.123 | 0.156 | Login To Trade |
0.176 | -0.141 | 0.016 | 0.768 | 33.69% | 75.00 | 0.87 | 42.92% | 15.75 | 227.50PCR: 2.31 | 2.65 | 20.78% | 2.01 | 201.00 | 33.20% | -0.228 | 0.016 | -0.138 | 0.174 | Login To Trade |
0.198 | -0.175 | 0.016 | 0.710 | 37.11% | 207.00 | 8.67 | 40.76% | 13.85 | 230PCR: 3.02 | 3.35 | 23.97% | 26.19 | 2,199.00 | 33.20% | -0.272 | 0.017 | -0.151 | 0.192 | Login To Trade |
0.206 | -0.160 | 0.019 | 0.683 | 32.71% | 135.00 | 1.20 | 40.15% | 12.05 | 232.50PCR: 2.88 | 3.85 | 26.27% | 3.45 | 291.00 | 31.74% | -0.311 | 0.019 | -0.154 | 0.204 | Login To Trade |
0.216 | -0.162 | 0.021 | 0.638 | 31.49% | 597.00 | 11.22 | 38.47% | 10.40 | 235PCR: 1.78 | 4.75 | 29.36% | 19.92 | 3,435.00 | 31.74% | -0.363 | 0.021 | -0.164 | 0.217 | Login To Trade |
0.225 | -0.168 | 0.022 | 0.583 | 31.25% | 699.00 | 2.88 | 36.32% | 8.85 | 237.50PCR: 2.06 | 5.65 | 32.25% | 5.94 | 2,124.00 | 31.25% | -0.415 | 0.022 | -0.168 | 0.225 | Login To Trade |
0.230 | -0.168 | 0.022 | 0.529 | 30.76% | 3,582.00 | 39.57 | 33.94% | 7.40 | 240PCR: 0.86 | 6.80 | 34.94% | 33.87 | 4,716.00 | 30.76% | -0.470 | 0.022 | -0.168 | 0.230 | Login To Trade |
0.230 | -0.168 | 0.022 | 0.472 | 30.76% | 3,075.00 | 22.26 | 31.46% | 6.15 | 242.50PCR: 0.81 | 8.00 | 37.61% | 18.09 | 3,141.00 | 30.27% | -0.529 | 0.023 | -0.166 | 0.230 | Login To Trade |
0.225 | -0.162 | 0.022 | 0.417 | 30.27% | 8,889.00 | 66.09 | 28.56% | 5.10 | 245PCR: 0.27 | 9.45 | 39.90% | 18.09 | 4,164.00 | 30.27% | -0.584 | 0.022 | -0.162 | 0.225 | Login To Trade |
0.217 | -0.157 | 0.021 | 0.363 | 30.52% | 2,130.00 | 14.88 | 25.70% | 4.20 | 247.50PCR: 0.18 | 11.00 | 42.01% | 2.70 | 1,260.00 | 29.30% | -0.644 | 0.022 | -0.150 | 0.215 | Login To Trade |
0.205 | -0.150 | 0.020 | 0.315 | 30.76% | 10,551.00 | 107.73 | 22.82% | 3.50 | 250PCR: 0.16 | 12.65 | 43.72% | 16.89 | 1,137.00 | 29.79% | -0.691 | 0.021 | -0.144 | 0.203 | Login To Trade |
0.189 | -0.137 | 0.019 | 0.266 | 30.27% | 1,269.00 | 8.16 | 19.93% | 2.80 | 252.50PCR: 0.14 | 13.80 | 46.08% | 1.14 | 105.00 | 26.37% | -0.766 | 0.020 | -0.111 | 0.177 | Login To Trade |
0.172 | -0.124 | 0.017 | 0.223 | 30.27% | 1,854.00 | 24.48 | 17.13% | 2.15 | 255PCR: 0.20 | 16.40 | 46.63% | 4.89 | 132.00 | 29.79% | -0.781 | 0.017 | -0.121 | 0.171 | Login To Trade |
0.154 | -0.111 | 0.015 | 0.185 | 30.27% | 351.00 | 4.29 | 14.45% | 1.75 | 257.50PCR: 0.29 | 18.55 | 47.62% | 1.23 | 60.00 | 29.30% | -0.824 | 0.015 | -0.104 | 0.149 | Login To Trade |
0.138 | -0.101 | 0.013 | 0.155 | 30.76% | 2,862.00 | 66.36 | 12.29% | 1.40 | 260PCR: 0.09 | 20.50 | 48.49% | 5.97 | 99.00 | 29.79% | -0.852 | 0.013 | -0.095 | 0.133 | Login To Trade |
0.118 | -0.085 | 0.012 | 0.123 | 30.27% | 150.00 | 6.36 | 9.91% | 1.05 | 262.50PCR: 0.22 | 22.80 | 49.35% | 1.38 | 63.00 | 28.32% | -0.894 | 0.011 | -0.071 | 0.105 | Login To Trade |
0.100 | -0.072 | 0.010 | 0.098 | 30.27% | 1,734.00 | 20.10 | 8.01% | 0.80 | 265PCR: 0.07 | 23.85 | 99.00% | 1.32 | 36.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.089 | -0.066 | 0.009 | 0.084 | 31.25% | 84.00 | 4.71 | 6.89% | 0.65 | 267.50PCR: 0.17 | 23.55 | 99.00% | 0.78 | 6.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.075 | -0.056 | 0.007 | 0.067 | 31.25% | 1,371.00 | 53.79 | 5.51% | 0.45 | 270PCR: 0.18 | 28.90 | 99.00% | 9.69 | 6.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.062 | -0.046 | 0.006 | 0.053 | 31.25% | 51.00 | 3.72 | 4.33% | 0.40 | 272.50PCR: 0.01 | 35.00 | 48.64% | 0.03 | 0.00 | 55.18% | -0.808 | 0.009 | -0.207 | 0.157 | Login To Trade |
0.060 | -0.048 | 0.005 | 0.051 | 33.20% | 315.00 | 14.28 | 4.18% | 0.35 | 275PCR: 0.01 | 32.45 | 99.00% | 0.09 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.032 | -0.024 | 0.003 | 0.024 | 31.25% | 396.00 | 43.32 | 1.94% | 0.20 | 280PCR: 0.08 | 35.50 | 99.00% | 3.60 | 6.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.034 | -0.028 | 0.003 | 0.025 | 35.16% | 189.00 | 14.22 | 1.99% | 0.20 | 285PCR: 0.06 | 42.85 | 99.00% | 0.81 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.022 | -0.018 | 0.002 | 0.015 | 35.16% | 174.00 | 16.89 | 1.17% | 0.15 | 290PCR: 0.39 | 48.50 | 99.00% | 6.51 | 183.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.024 | -0.023 | 0.002 | 0.017 | 39.06% | 0.00 | 1.89 | 1.32% | 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 |
0.026 | -0.027 | 0.002 | 0.018 | 42.97% | 426.00 | 90.45 | 1.41% | 0.15 | 300PCR: 0.08 | 58.00 | 99.00% | 6.84 | 27.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.018 | -0.018 | 0.001 | 0.012 | 42.97% | 15.00 | 2.88 | 0.91% | 0.10 | 305PCR: 0.20 | 62.50 | 99.00% | 0.57 | 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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