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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 | |
0.079 | -0.168 | 0.005 | 0.878 | 106.45% | 0.00 | 1.42 | 41.79% | 40.00 | 112PCR: 2.48 | 0.08 | 1.11% | 3.51 | 0.00 | 46.88% | -0.008 | 0.001 | -0.008 | 0.009 | Login To Trade |
0.015 | -0.011 | 0.002 | 0.985 | 39.06% | 33.75 | 5.94 | 47.73% | 29.24 | 120PCR: 1.74 | 0.04 | 0.44% | 10.33 | 87.75 | 31.25% | -0.004 | 0.001 | -0.003 | 0.004 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.07 | 99.00% | 25.50 | 122PCR: 7.00 | 0.04 | 0.79% | 0.47 | 0.00 | 31.25% | -0.006 | 0.002 | -0.004 | 0.007 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.34 | 99.00% | 24.20 | 124PCR: 1.60 | 0.09 | 1.32% | 0.54 | 0.00 | 31.25% | -0.011 | 0.002 | -0.007 | 0.011 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.34 | 99.00% | 23.12 | 125PCR: 58.60 | 0.06 | 1.68% | 19.78 | 6.75 | 31.25% | -0.014 | 0.003 | -0.009 | 0.014 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.34 | 99.00% | 22.26 | 126PCR: 9.00 | 0.10 | 2.12% | 3.04 | 6.75 | 31.25% | -0.018 | 0.004 | -0.011 | 0.017 | Login To Trade |
0.090 | -0.109 | 0.010 | 0.852 | 60.55% | 0.00 | 0.20 | 43.68% | 23.05 | 128PCR: 8.67 | 0.12 | 3.33% | 1.76 | 0.00 | 31.25% | -0.028 | 0.005 | -0.016 | 0.025 | Login To Trade |
0.068 | -0.061 | 0.010 | 0.902 | 44.92% | 0.00 | 0.07 | 45.73% | 21.00 | 129PCR: 33.00 | 0.13 | 4.04% | 2.23 | 270.00 | 31.25% | -0.035 | 0.006 | -0.019 | 0.030 | Login To Trade |
0.061 | -0.049 | 0.010 | 0.914 | 40.04% | 6.75 | 16.47 | 46.26% | 19.80 | 130PCR: 2.53 | 0.14 | 2.87% | 41.65 | 1,329.75 | 27.34% | -0.025 | 0.005 | -0.013 | 0.023 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.07 | 99.00% | 13.75 | 131PCR: 32.00 | 0.18 | 3.62% | 2.16 | 357.75 | 27.34% | -0.032 | 0.007 | -0.015 | 0.028 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.54 | 99.00% | 16.43 | 132PCR: 12.25 | 0.21 | 4.52% | 6.62 | 452.25 | 27.34% | -0.041 | 0.008 | -0.019 | 0.034 | Login To Trade |
0.068 | -0.048 | 0.013 | 0.902 | 35.16% | 0.00 | 0.20 | 46.28% | 16.80 | 133PCR: 34.33 | 0.25 | 5.57% | 6.95 | 864.00 | 27.34% | -0.051 | 0.010 | -0.022 | 0.041 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.27 | 99.00% | 14.18 | 134PCR: 19.75 | 0.29 | 6.79% | 5.33 | 384.75 | 27.34% | -0.063 | 0.011 | -0.026 | 0.048 | Login To Trade |
0.064 | -0.037 | 0.014 | 0.910 | 29.30% | 33.75 | 3.17 | 46.91% | 14.60 | 135PCR: 17.74 | 0.34 | 8.19% | 56.30 | 2,146.50 | 27.34% | -0.077 | 0.013 | -0.031 | 0.056 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 1.01 | 99.00% | 12.30 | 136PCR: 11.80 | 0.41 | 8.90% | 11.95 | 290.25 | 26.37% | -0.085 | 0.015 | -0.032 | 0.061 | Login To Trade |
0.087 | -0.054 | 0.018 | 0.860 | 31.25% | 6.75 | 0.47 | 45.44% | 13.05 | 137PCR: 34.00 | 0.48 | 9.71% | 16.07 | 283.50 | 25.39% | -0.095 | 0.017 | -0.033 | 0.066 | Login To Trade |
0.090 | -0.052 | 0.020 | 0.854 | 29.30% | 0.00 | 0.74 | 45.52% | 12.00 | 138PCR: 11.82 | 0.59 | 11.50% | 8.78 | 621.00 | 25.39% | -0.115 | 0.019 | -0.038 | 0.076 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 54.00 | 0.68 | 99.00% | 9.73 | 139PCR: 22.40 | 0.67 | 13.56% | 15.12 | 1,748.25 | 25.39% | -0.137 | 0.022 | -0.043 | 0.086 | Login To Trade |
0.080 | -0.034 | 0.024 | 0.876 | 21.48% | 1,323.00 | 40.97 | 46.27% | 9.93 | 140PCR: 2.29 | 0.81 | 14.69% | 93.76 | 8,025.75 | 24.41% | -0.153 | 0.025 | -0.045 | 0.092 | Login To Trade |
0.141 | -0.162 | 0.016 | 0.673 | 57.62% | 0.00 | 0.27 | 38.01% | 13.41 | 141PCR: 50.75 | 0.98 | 16.94% | 13.70 | 810.00 | 24.41% | -0.181 | 0.028 | -0.050 | 0.103 | Login To Trade |
0.118 | -0.062 | 0.029 | 0.772 | 26.37% | 47.25 | 1.82 | 43.07% | 8.60 | 142PCR: 11.78 | 1.18 | 19.28% | 21.47 | 1,147.50 | 24.41% | -0.212 | 0.030 | -0.055 | 0.113 | Login To Trade |
0.124 | -0.062 | 0.033 | 0.751 | 24.90% | 47.25 | 3.24 | 42.66% | 7.64 | 143PCR: 3.48 | 1.42 | 21.67% | 11.27 | 769.50 | 24.41% | -0.245 | 0.033 | -0.060 | 0.123 | Login To Trade |
0.131 | -0.063 | 0.036 | 0.723 | 23.93% | 74.25 | 3.17 | 41.80% | 6.80 | 144PCR: 3.66 | 1.64 | 23.80% | 11.61 | 1,424.25 | 23.93% | -0.277 | 0.036 | -0.063 | 0.131 | Login To Trade |
0.139 | -0.068 | 0.037 | 0.682 | 24.41% | 4,718.25 | 45.50 | 40.46% | 6.16 | 145PCR: 1.82 | 1.95 | 26.25% | 82.82 | 6,129.00 | 23.93% | -0.315 | 0.038 | -0.066 | 0.139 | Login To Trade |
0.145 | -0.070 | 0.040 | 0.646 | 23.93% | 1,336.50 | 7.90 | 39.10% | 5.43 | 146PCR: 2.56 | 2.31 | 28.63% | 20.18 | 2,274.75 | 23.93% | -0.355 | 0.040 | -0.070 | 0.145 | Login To Trade |
0.150 | -0.070 | 0.042 | 0.605 | 23.44% | 4,266.00 | 13.70 | 37.37% | 4.84 | 147PCR: 1.83 | 2.72 | 30.89% | 25.04 | 3,921.75 | 23.93% | -0.396 | 0.041 | -0.072 | 0.150 | Login To Trade |
0.154 | -0.072 | 0.043 | 0.562 | 23.44% | 11,063.25 | 28.08 | 35.60% | 4.28 | 148PCR: 1.05 | 3.14 | 33.19% | 29.43 | 3,611.25 | 23.93% | -0.438 | 0.042 | -0.074 | 0.154 | Login To Trade |
0.156 | -0.073 | 0.044 | 0.519 | 23.44% | 12,507.75 | 25.79 | 33.70% | 3.78 | 149PCR: 0.64 | 3.60 | 35.03% | 16.54 | 3,462.75 | 23.44% | -0.481 | 0.044 | -0.073 | 0.156 | Login To Trade |
0.155 | -0.073 | 0.043 | 0.475 | 23.44% | 23,820.75 | 191.03 | 31.63% | 3.31 | 150PCR: 0.41 | 4.12 | 37.04% | 77.69 | 2,355.75 | 23.44% | -0.525 | 0.043 | -0.073 | 0.155 | Login To Trade |
0.154 | -0.073 | 0.042 | 0.434 | 23.93% | 3,287.25 | 25.65 | 29.70% | 2.90 | 151PCR: 0.66 | 4.85 | 38.74% | 16.81 | 81.00 | 24.41% | -0.564 | 0.041 | -0.075 | 0.154 | Login To Trade |
0.150 | -0.072 | 0.041 | 0.394 | 23.93% | 4,036.50 | 52.99 | 27.62% | 2.51 | 152PCR: 0.37 | 5.36 | 40.53% | 19.85 | 843.75 | 23.93% | -0.607 | 0.041 | -0.072 | 0.150 | Login To Trade |
0.145 | -0.070 | 0.040 | 0.354 | 23.93% | 2,517.75 | 31.12 | 25.46% | 2.16 | 153PCR: 0.30 | 5.98 | 41.92% | 9.18 | 216.00 | 23.44% | -0.650 | 0.041 | -0.068 | 0.145 | Login To Trade |
0.140 | -0.068 | 0.037 | 0.320 | 24.41% | 1,964.25 | 42.66 | 23.52% | 1.87 | 154PCR: 0.54 | 6.22 | 44.23% | 23.22 | 54.00 | 20.51% | -0.716 | 0.042 | -0.054 | 0.132 | Login To Trade |
0.132 | -0.065 | 0.036 | 0.284 | 24.41% | 12,231.00 | 121.64 | 21.31% | 1.63 | 155PCR: 0.21 | 7.40 | 44.45% | 25.72 | 492.75 | 23.44% | -0.725 | 0.036 | -0.061 | 0.130 | Login To Trade |
0.124 | -0.061 | 0.033 | 0.251 | 24.41% | 965.25 | 15.86 | 19.06% | 1.41 | 156PCR: 0.26 | 9.40 | 43.84% | 4.19 | 0.00 | 33.20% | -0.682 | 0.028 | -0.092 | 0.139 | Login To Trade |
0.116 | -0.057 | 0.031 | 0.221 | 24.41% | 1,147.50 | 32.00 | 17.09% | 1.20 | 157PCR: 0.07 | 10.19 | 44.62% | 2.23 | 0.00 | 33.69% | -0.705 | 0.026 | -0.091 | 0.135 | Login To Trade |
0.107 | -0.052 | 0.029 | 0.193 | 24.41% | 1,768.50 | 27.20 | 15.09% | 1.02 | 158PCR: 0.01 | 8.10 | 99.00% | 0.41 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.101 | -0.051 | 0.026 | 0.176 | 25.39% | 1,809.00 | 17.42 | 14.02% | 0.89 | 159PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.092 | -0.047 | 0.024 | 0.153 | 25.39% | 10,914.75 | 168.55 | 12.28% | 0.76 | 160PCR: 0.24 | 11.46 | 48.56% | 39.69 | 452.25 | 23.44% | -0.867 | 0.023 | -0.039 | 0.084 | Login To Trade |
0.083 | -0.042 | 0.022 | 0.132 | 25.39% | 1,984.50 | 20.72 | 10.67% | 0.65 | 161PCR: 0.18 | 12.96 | 47.82% | 3.71 | 6.75 | 30.27% | -0.823 | 0.022 | -0.061 | 0.102 | Login To Trade |
0.075 | -0.038 | 0.019 | 0.113 | 25.39% | 607.50 | 22.14 | 9.19% | 0.56 | 162PCR: 0.36 | 10.58 | 99.00% | 8.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.071 | -0.037 | 0.018 | 0.105 | 26.37% | 405.00 | 7.02 | 8.62% | 0.49 | 163PCR: 0.03 | 12.01 | 99.00% | 0.20 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.063 | -0.033 | 0.016 | 0.090 | 26.37% | 695.25 | 19.85 | 7.39% | 0.42 | 164PCR: 0.21 | 14.50 | 99.00% | 4.12 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.054 | -0.029 | 0.013 | 0.072 | 27.34% | 2,902.50 | 34.29 | 5.99% | 0.30 | 166PCR: 0.17 | 16.85 | 50.82% | 5.94 | 47.25 | 15.63% | -0.995 | 0.002 | -0.002 | 0.005 | Login To Trade |
0.041 | -0.022 | 0.010 | 0.051 | 27.34% | 1,431.00 | 17.35 | 4.26% | 0.22 | 168PCR: 0.26 | 18.94 | 50.83% | 4.52 | 236.25 | 23.44% | -0.972 | 0.007 | -0.012 | 0.025 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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