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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 | |
0.390 | -1.077 | 0.001 | 0.859 | 132.57% | 0.00 | 0.16 | 40.01% | 200.10 | 500PCR: 13.00 | 0.50 | 1.94% | 2.08 | 2.00 | 56.64% | -0.014 | 0.000 | -0.072 | 0.061 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 61.00 | 520PCR: 52.00 | 0.70 | 2.77% | 0.52 | 0.00 | 52.73% | -0.021 | 0.001 | -0.095 | 0.086 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 132.00 | 530PCR: 50.50 | 0.80 | 3.02% | 1.01 | 2.00 | 50.78% | -0.023 | 0.001 | -0.100 | 0.095 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.20 | 99.00% | 61.55 | 545PCR: 0.60 | 1.00 | 3.75% | 0.12 | 13.00 | 47.85% | -0.029 | 0.001 | -0.117 | 0.117 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 106.00 | 550PCR: 299.00 | 0.90 | 3.58% | 2.99 | 64.00 | 45.41% | -0.028 | 0.001 | -0.108 | 0.114 | Login To Trade |
0.190 | -0.205 | 0.001 | 0.947 | 51.76% | 0.00 | 0.12 | 46.41% | 128.60 | 555PCR: 4.50 | 1.50 | 5.12% | 0.54 | 0.00 | 47.85% | -0.041 | 0.001 | -0.154 | 0.155 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.46 | 99.00% | 119.70 | 560PCR: 2.61 | 1.80 | 6.02% | 1.20 | 3.00 | 48.34% | -0.049 | 0.001 | -0.180 | 0.179 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 97.30 | 565PCR: 8.67 | 1.80 | 6.14% | 0.26 | 6.00 | 46.39% | -0.051 | 0.001 | -0.177 | 0.183 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.16 | 99.00% | 89.65 | 570PCR: 3.75 | 2.05 | 6.75% | 0.60 | 0.00 | 45.90% | -0.057 | 0.001 | -0.191 | 0.200 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.09 | 99.00% | 95.10 | 575PCR: 1.00 | 1.95 | 6.69% | 0.09 | 1.00 | 43.46% | -0.057 | 0.002 | -0.181 | 0.200 | Login To Trade |
0.485 | -0.859 | 0.002 | 0.803 | 84.96% | 0.00 | 0.57 | 40.94% | 120.00 | 580PCR: 6.18 | 2.15 | 7.39% | 3.52 | 117.00 | 42.97% | -0.064 | 0.002 | -0.196 | 0.218 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.17 | 99.00% | 96.00 | 585PCR: 1.29 | 2.70 | 8.66% | 0.22 | 0.00 | 43.46% | -0.076 | 0.002 | -0.227 | 0.250 | Login To Trade |
0.527 | -0.979 | 0.002 | 0.773 | 89.11% | 0.00 | 0.29 | 39.74% | 115.00 | 590PCR: 2.66 | 2.75 | 8.97% | 0.77 | 17.00 | 41.75% | -0.080 | 0.002 | -0.226 | 0.260 | Login To Trade |
0.489 | -0.722 | 0.002 | 0.800 | 70.80% | 0.00 | 0.05 | 41.64% | 102.00 | 595PCR: 5.60 | 3.35 | 10.29% | 0.28 | 4.00 | 41.99% | -0.093 | 0.002 | -0.255 | 0.292 | Login To Trade |
0.312 | -0.266 | 0.003 | 0.898 | 41.02% | 34.00 | 2.65 | 45.91% | 85.50 | 600PCR: 3.56 | 3.45 | 10.85% | 9.43 | 832.00 | 40.53% | -0.100 | 0.003 | -0.259 | 0.306 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.11 | 99.00% | 69.85 | 605PCR: 2.45 | 3.85 | 11.80% | 0.27 | 35.00 | 39.79% | -0.110 | 0.003 | -0.273 | 0.330 | Login To Trade |
0.526 | -0.711 | 0.003 | 0.774 | 64.94% | 0.00 | 0.44 | 41.16% | 88.00 | 610PCR: 4.64 | 4.15 | 12.59% | 2.04 | 70.00 | 38.57% | -0.120 | 0.003 | -0.281 | 0.349 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 11.00 | 0.54 | 99.00% | 64.95 | 615PCR: 2.07 | 4.90 | 14.09% | 1.12 | 85.00 | 38.57% | -0.137 | 0.003 | -0.308 | 0.383 | Login To Trade |
0.441 | -0.377 | 0.004 | 0.831 | 41.02% | 54.00 | 1.60 | 44.16% | 68.70 | 620PCR: 2.42 | 5.25 | 15.05% | 3.87 | 620.00 | 37.35% | -0.149 | 0.004 | -0.316 | 0.406 | Login To Trade |
0.392 | -0.269 | 0.004 | 0.859 | 32.96% | 0.00 | 0.52 | 45.32% | 61.30 | 625PCR: 2.13 | 6.30 | 16.82% | 1.11 | 71.00 | 37.60% | -0.170 | 0.004 | -0.347 | 0.443 | Login To Trade |
0.472 | -0.362 | 0.004 | 0.812 | 36.87% | 61.00 | 2.68 | 43.83% | 58.90 | 630PCR: 2.53 | 6.70 | 17.97% | 6.77 | 273.00 | 36.38% | -0.185 | 0.004 | -0.354 | 0.467 | Login To Trade |
0.466 | -0.315 | 0.005 | 0.816 | 32.47% | 0.00 | 0.67 | 44.20% | 52.90 | 635PCR: 0.88 | 7.65 | 19.56% | 0.59 | 37.00 | 36.01% | -0.206 | 0.004 | -0.374 | 0.499 | Login To Trade |
0.554 | -0.454 | 0.005 | 0.752 | 39.31% | 27.00 | 2.66 | 41.86% | 52.65 | 640PCR: 1.36 | 9.00 | 21.45% | 3.61 | 619.00 | 36.13% | -0.233 | 0.005 | -0.402 | 0.534 | Login To Trade |
0.545 | -0.375 | 0.005 | 0.758 | 32.96% | 41.00 | 0.79 | 42.48% | 45.50 | 645PCR: 1.67 | 10.45 | 23.40% | 1.32 | 76.00 | 36.38% | -0.260 | 0.005 | -0.430 | 0.567 | Login To Trade |
0.579 | -0.396 | 0.006 | 0.729 | 32.84% | 194.00 | 3.67 | 41.52% | 41.85 | 650PCR: 2.35 | 11.00 | 24.62% | 8.61 | 1,244.00 | 34.67% | -0.280 | 0.006 | -0.425 | 0.588 | Login To Trade |
0.611 | -0.422 | 0.006 | 0.697 | 33.20% | 0.00 | 0.80 | 40.39% | 38.70 | 655PCR: 1.43 | 12.60 | 26.51% | 1.14 | 184.00 | 34.67% | -0.309 | 0.006 | -0.445 | 0.616 | Login To Trade |
0.640 | -0.456 | 0.006 | 0.661 | 34.18% | 295.00 | 4.09 | 39.04% | 36.05 | 660PCR: 0.94 | 14.00 | 28.33% | 3.83 | 944.00 | 34.42% | -0.340 | 0.006 | -0.459 | 0.640 | Login To Trade |
0.659 | -0.459 | 0.006 | 0.632 | 33.45% | 272.00 | 1.00 | 37.99% | 32.50 | 665PCR: 1.19 | 16.20 | 30.14% | 1.19 | 429.00 | 34.42% | -0.371 | 0.006 | -0.474 | 0.661 | Login To Trade |
0.676 | -0.471 | 0.007 | 0.598 | 33.45% | 919.00 | 4.54 | 36.63% | 29.60 | 670PCR: 0.78 | 18.00 | 31.90% | 3.53 | 1,507.00 | 34.06% | -0.403 | 0.006 | -0.480 | 0.677 | Login To Trade |
0.689 | -0.485 | 0.007 | 0.564 | 33.81% | 917.00 | 2.70 | 35.23% | 27.35 | 675PCR: 0.37 | 20.15 | 33.60% | 1.01 | 973.00 | 33.94% | -0.436 | 0.007 | -0.487 | 0.689 | Login To Trade |
0.696 | -0.488 | 0.007 | 0.530 | 33.69% | 2,440.00 | 7.05 | 33.76% | 24.40 | 680PCR: 0.41 | 22.45 | 35.27% | 2.91 | 1,594.00 | 34.18% | -0.470 | 0.007 | -0.495 | 0.696 | Login To Trade |
0.698 | -0.486 | 0.007 | 0.496 | 33.45% | 1,096.00 | 2.19 | 32.24% | 21.85 | 685PCR: 0.52 | 25.15 | 36.76% | 1.13 | 477.00 | 33.69% | -0.503 | 0.007 | -0.490 | 0.698 | Login To Trade |
0.695 | -0.486 | 0.007 | 0.463 | 33.57% | 1,156.00 | 3.14 | 30.60% | 19.70 | 690PCR: 0.35 | 28.00 | 38.28% | 1.11 | 379.00 | 33.81% | -0.537 | 0.007 | -0.489 | 0.695 | Login To Trade |
0.686 | -0.475 | 0.007 | 0.428 | 33.20% | 618.00 | 1.31 | 28.87% | 17.45 | 695PCR: 0.27 | 31.95 | 39.58% | 0.36 | 105.00 | 35.40% | -0.565 | 0.006 | -0.508 | 0.688 | Login To Trade |
0.674 | -0.468 | 0.007 | 0.396 | 33.33% | 2,138.00 | 7.51 | 27.19% | 15.60 | 700PCR: 0.36 | 34.05 | 40.92% | 2.71 | 267.00 | 33.81% | -0.602 | 0.006 | -0.475 | 0.675 | Login To Trade |
0.657 | -0.456 | 0.006 | 0.365 | 33.33% | 193.00 | 1.55 | 25.46% | 13.90 | 705PCR: 0.32 | 35.15 | 42.52% | 0.49 | 15.00 | 30.64% | -0.649 | 0.007 | -0.414 | 0.648 | Login To Trade |
0.634 | -0.436 | 0.006 | 0.332 | 32.96% | 374.00 | 2.10 | 23.63% | 12.00 | 710PCR: 0.39 | 40.10 | 43.30% | 0.81 | 56.00 | 32.96% | -0.668 | 0.006 | -0.436 | 0.634 | Login To Trade |
0.607 | -0.410 | 0.006 | 0.299 | 32.47% | 127.00 | 0.64 | 21.66% | 10.70 | 715PCR: 0.61 | 46.35 | 43.73% | 0.39 | 21.00 | 37.35% | -0.672 | 0.005 | -0.491 | 0.631 | Login To Trade |
0.583 | -0.402 | 0.006 | 0.275 | 33.08% | 1,385.00 | 3.20 | 20.17% | 9.35 | 720PCR: 0.06 | 50.75 | 44.44% | 0.19 | 10.00 | 38.57% | -0.692 | 0.005 | -0.495 | 0.616 | Login To Trade |
0.553 | -0.380 | 0.005 | 0.248 | 32.96% | 106.00 | 0.48 | 18.46% | 8.10 | 725PCR: 0.10 | 53.50 | 45.41% | 0.05 | 0.00 | 36.99% | -0.725 | 0.005 | -0.450 | 0.583 | Login To Trade |
0.526 | -0.366 | 0.005 | 0.226 | 33.45% | 302.00 | 2.25 | 17.01% | 7.30 | 730PCR: 0.05 | 62.65 | 45.08% | 0.12 | 6.00 | 46.02% | -0.698 | 0.004 | -0.585 | 0.610 | Login To Trade |
0.487 | -0.333 | 0.005 | 0.198 | 32.84% | 189.00 | 0.83 | 15.15% | 6.10 | 735PCR: 0.01 | 57.10 | 48.18% | 0.01 | 0.00 | 28.32% | -0.840 | 0.005 | -0.251 | 0.425 | Login To Trade |
0.452 | -0.308 | 0.004 | 0.175 | 32.71% | 747.00 | 5.04 | 13.56% | 5.20 | 740PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.428 | -0.298 | 0.004 | 0.162 | 33.45% | 106.00 | 0.50 | 12.55% | 4.75 | 745PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.395 | -0.275 | 0.004 | 0.143 | 33.45% | 667.00 | 3.83 | 11.19% | 4.15 | 750PCR: 0.02 | 73.10 | 48.58% | 0.09 | 0.00 | 35.64% | -0.840 | 0.004 | -0.316 | 0.425 | Login To Trade |
0.370 | -0.262 | 0.004 | 0.130 | 33.94% | 5.00 | 0.04 | 10.22% | 3.70 | 755PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.331 | -0.231 | 0.003 | 0.111 | 33.45% | 390.00 | 2.91 | 8.79% | 3.05 | 760PCR: 0.03 | 78.50 | 50.67% | 0.09 | 16.00 | 21.48% | -0.974 | 0.002 | -0.048 | 0.106 | Login To Trade |
0.276 | -0.194 | 0.003 | 0.086 | 33.69% | 780.00 | 2.71 | 6.90% | 2.30 | 770PCR: 0.00 | 84.90 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.234 | -0.168 | 0.002 | 0.070 | 34.42% | 143.00 | 0.91 | 5.57% | 1.80 | 780PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.191 | -0.138 | 0.002 | 0.054 | 34.67% | 173.00 | 1.91 | 4.30% | 1.30 | 790PCR: 0.00 | 0.00 | 99.00% | 0.00 | 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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