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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 | 1.86 | 99.00% | 41.70 | 200PCR: 13.90 | 0.20 | 2.33% | 25.86 | 810.00 | 35.16% | -0.019 | 0.002 | -0.020 | 0.031 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 205PCR: -- | 0.30 | 4.07% | 14.91 | 1,914.00 | 35.16% | -0.034 | 0.003 | -0.033 | 0.050 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.48 | 99.00% | 32.35 | 210PCR: 24.00 | 0.50 | 5.55% | 11.52 | 1,413.00 | 33.20% | -0.049 | 0.005 | -0.041 | 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: -- | 0.75 | 8.17% | 2.13 | 108.00 | 35.16% | -0.073 | 0.006 | -0.060 | 0.092 | Login To Trade |
0.170 | -0.163 | 0.007 | 0.826 | 51.76% | 96.00 | 0.66 | 43.25% | 31.35 | 215PCR: 11.23 | 0.90 | 9.48% | 7.41 | 1,299.00 | 34.18% | -0.087 | 0.007 | -0.066 | 0.105 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 217.50PCR: -- | 1.10 | 10.74% | 2.76 | 240.00 | 33.20% | -0.101 | 0.008 | -0.072 | 0.117 | Login To Trade |
0.135 | -0.082 | 0.009 | 0.877 | 32.71% | 156.00 | 5.88 | 45.69% | 24.30 | 220PCR: 3.42 | 1.40 | 13.07% | 20.10 | 2,025.00 | 33.20% | -0.127 | 0.009 | -0.084 | 0.137 | Login To Trade |
0.097 | -0.042 | 0.009 | 0.922 | 23.44% | 0.00 | 0.60 | 47.16% | 21.15 | 222.50PCR: 5.10 | 1.65 | 14.72% | 3.06 | 285.00 | 32.23% | -0.147 | 0.011 | -0.091 | 0.152 | Login To Trade |
0.180 | -0.114 | 0.012 | 0.808 | 34.18% | 48.00 | 2.85 | 43.81% | 20.40 | 225PCR: 2.09 | 2.10 | 17.54% | 5.97 | 573.00 | 32.23% | -0.181 | 0.012 | -0.104 | 0.174 | Login To Trade |
0.188 | -0.109 | 0.014 | 0.794 | 31.25% | 81.00 | 0.69 | 43.51% | 18.05 | 227.50PCR: 2.70 | 2.50 | 19.35% | 1.86 | 225.00 | 31.25% | -0.206 | 0.014 | -0.109 | 0.188 | Login To Trade |
0.210 | -0.123 | 0.015 | 0.751 | 31.74% | 753.00 | 9.09 | 42.22% | 16.15 | 230PCR: 3.01 | 3.10 | 21.96% | 27.39 | 2,742.00 | 30.76% | -0.243 | 0.015 | -0.118 | 0.207 | Login To Trade |
0.224 | -0.128 | 0.017 | 0.716 | 30.76% | 78.00 | 1.77 | 41.18% | 14.25 | 232.50PCR: 2.03 | 3.75 | 24.75% | 3.60 | 1,443.00 | 30.76% | -0.284 | 0.017 | -0.128 | 0.224 | Login To Trade |
0.239 | -0.134 | 0.018 | 0.671 | 30.27% | 570.00 | 13.89 | 39.53% | 12.45 | 235PCR: 1.43 | 4.45 | 27.62% | 19.92 | 3,600.00 | 30.03% | -0.330 | 0.018 | -0.133 | 0.239 | Login To Trade |
0.250 | -0.138 | 0.019 | 0.627 | 29.79% | 747.00 | 4.68 | 38.03% | 10.80 | 237.50PCR: 1.24 | 5.30 | 30.29% | 5.79 | 1,347.00 | 29.30% | -0.376 | 0.020 | -0.136 | 0.251 | Login To Trade |
0.259 | -0.143 | 0.020 | 0.572 | 29.79% | 6,573.00 | 37.65 | 35.73% | 9.25 | 240PCR: 0.88 | 6.30 | 32.79% | 33.18 | 3,879.00 | 29.30% | -0.424 | 0.020 | -0.140 | 0.259 | Login To Trade |
0.263 | -0.143 | 0.021 | 0.521 | 29.30% | 3,951.00 | 13.92 | 33.61% | 7.90 | 242.50PCR: 1.19 | 7.35 | 35.55% | 16.50 | 2,877.00 | 28.81% | -0.479 | 0.021 | -0.140 | 0.263 | Login To Trade |
242.87 | |||||||||||||||||||
0.263 | -0.142 | 0.021 | 0.470 | 29.30% | 9,027.00 | 45.96 | 31.18% | 6.75 | 245PCR: 0.42 | 8.60 | 37.75% | 19.29 | 3,012.00 | 28.32% | -0.532 | 0.021 | -0.138 | 0.263 | Login To Trade |
0.259 | -0.141 | 0.020 | 0.425 | 29.30% | 3,297.00 | 7.62 | 28.82% | 5.80 | 247.50PCR: 0.75 | 10.05 | 39.72% | 5.70 | 1,005.00 | 28.56% | -0.577 | 0.021 | -0.137 | 0.259 | Login To Trade |
0.250 | -0.135 | 0.019 | 0.371 | 29.30% | 15,087.00 | 82.62 | 26.05% | 4.75 | 250PCR: 0.25 | 11.65 | 41.76% | 20.37 | 1,671.00 | 28.32% | -0.631 | 0.020 | -0.131 | 0.249 | Login To Trade |
0.238 | -0.127 | 0.019 | 0.327 | 28.81% | 999.00 | 4.59 | 23.51% | 3.90 | 252.50PCR: 0.31 | 13.40 | 43.27% | 1.44 | 69.00 | 28.81% | -0.673 | 0.019 | -0.127 | 0.238 | Login To Trade |
0.224 | -0.122 | 0.018 | 0.285 | 29.30% | 2,994.00 | 20.88 | 20.96% | 3.25 | 255PCR: 0.26 | 15.10 | 45.00% | 5.34 | 126.00 | 28.08% | -0.725 | 0.018 | -0.115 | 0.221 | Login To Trade |
0.210 | -0.116 | 0.016 | 0.251 | 29.79% | 384.00 | 2.52 | 18.74% | 2.80 | 257.50PCR: 0.44 | 17.05 | 46.15% | 1.11 | 108.00 | 28.81% | -0.762 | 0.016 | -0.109 | 0.204 | Login To Trade |
0.190 | -0.105 | 0.015 | 0.210 | 29.79% | 4,383.00 | 59.64 | 16.03% | 2.25 | 260PCR: 0.11 | 19.00 | 47.56% | 6.45 | 195.00 | 27.34% | -0.812 | 0.015 | -0.090 | 0.178 | Login To Trade |
0.172 | -0.093 | 0.013 | 0.177 | 29.30% | 279.00 | 5.43 | 13.74% | 1.80 | 262.50PCR: 0.19 | 21.50 | 47.65% | 1.02 | 30.00 | 30.76% | -0.810 | 0.013 | -0.102 | 0.179 | Login To Trade |
0.152 | -0.082 | 0.012 | 0.146 | 29.30% | 1,047.00 | 14.25 | 11.55% | 1.40 | 265PCR: 0.09 | 23.15 | 49.05% | 1.26 | 63.00 | 26.86% | -0.876 | 0.011 | -0.067 | 0.135 | Login To Trade |
0.137 | -0.076 | 0.011 | 0.127 | 29.79% | 225.00 | 3.99 | 10.04% | 1.20 | 267.50PCR: 0.20 | 25.80 | 49.03% | 0.78 | 48.00 | 30.76% | -0.865 | 0.011 | -0.082 | 0.143 | Login To Trade |
0.115 | -0.063 | 0.009 | 0.099 | 29.30% | 4,722.00 | 46.11 | 7.96% | 0.90 | 270PCR: 0.21 | 27.60 | 50.14% | 9.81 | 51.00 | 25.39% | -0.933 | 0.008 | -0.041 | 0.086 | Login To Trade |
0.106 | -0.060 | 0.008 | 0.089 | 30.27% | 195.00 | 3.18 | 7.16% | 0.75 | 272.50PCR: 0.01 | 35.00 | 47.33% | 0.03 | 0.00 | 58.11% | -0.741 | 0.008 | -0.231 | 0.214 | Login To Trade |
0.090 | -0.051 | 0.007 | 0.071 | 30.27% | 1,146.00 | 15.84 | 5.77% | 0.60 | 275PCR: 0.01 | 32.45 | 50.67% | 0.09 | 0.00 | 27.34% | -0.949 | 0.006 | -0.035 | 0.070 | Login To Trade |
0.069 | -0.040 | 0.005 | 0.051 | 31.25% | 3,894.00 | 38.82 | 4.11% | 0.40 | 280PCR: 0.09 | 38.00 | 50.51% | 3.36 | 18.00 | 37.11% | -0.913 | 0.006 | -0.072 | 0.105 | Login To Trade |
0.049 | -0.028 | 0.004 | 0.033 | 31.25% | 633.00 | 14.01 | 2.67% | 0.25 | 285PCR: 0.06 | 42.85 | 50.74% | 0.81 | 0.00 | 40.04% | -0.920 | 0.006 | -0.073 | 0.098 | Login To Trade |
0.033 | -0.019 | 0.002 | 0.021 | 31.25% | 1,569.00 | 14.25 | 1.64% | 0.20 | 290PCR: 0.46 | 44.20 | 99.00% | 6.51 | 24.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.037 | -0.024 | 0.002 | 0.024 | 35.16% | 144.00 | 1.98 | 1.86% | 0.15 | 295PCR: 0.03 | 50.90 | 99.00% | 0.06 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.025 | -0.016 | 0.002 | 0.015 | 35.16% | 1,881.00 | 75.45 | 1.17% | 0.20 | 300PCR: 0.09 | 56.50 | 99.00% | 6.66 | 210.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.030 | -0.022 | 0.002 | 0.018 | 39.06% | 39.00 | 3.06 | 1.40% | 0.15 | 305PCR: 0.19 | 62.50 | 51.87% | 0.57 | 0.00 | 44.92% | -0.964 | 0.003 | -0.043 | 0.052 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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