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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 | 0.04 | 99.00% | 137.80 | 860PCR: 3.86 | 0.10 | 0.53% | 0.15 | 3.30 | 23.44% | -0.004 | 0.000 | -0.016 | 0.035 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 870PCR: -- | 0.15 | 0.90% | 0.50 | 24.20 | 23.44% | -0.008 | 0.000 | -0.026 | 0.056 | Login To Trade |
0.004 | -0.001 | 0.000 | 1.000 | 15.63% | 0.00 | 0.02 | 49.14% | 127.55 | 880PCR: 56.00 | 0.20 | 1.16% | 0.92 | 5.50 | 22.46% | -0.010 | 0.001 | -0.032 | 0.070 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 890PCR: -- | 0.35 | 1.87% | 1.06 | 6.60 | 22.46% | -0.016 | 0.001 | -0.049 | 0.108 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 31.35 | 3.61 | 99.00% | 105.50 | 900PCR: 2.76 | 0.40 | 2.35% | 9.98 | 131.45 | 21.48% | -0.021 | 0.001 | -0.057 | 0.133 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.04 | 99.00% | 96.90 | 910PCR: 166.43 | 0.35 | 1.88% | 6.41 | 179.30 | 18.55% | -0.017 | 0.001 | -0.041 | 0.111 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.04 | 99.00% | 86.00 | 920PCR: 127.00 | 0.55 | 2.85% | 5.59 | 67.10 | 18.07% | -0.026 | 0.001 | -0.058 | 0.161 | Login To Trade |
0.301 | -0.118 | 0.002 | 0.943 | 19.53% | 0.00 | 0.02 | 48.01% | 78.25 | 930PCR: 444.33 | 0.65 | 3.78% | 7.33 | 122.65 | 17.09% | -0.035 | 0.002 | -0.070 | 0.206 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 935PCR: -- | 0.80 | 4.60% | 2.24 | 29.15 | 16.85% | -0.044 | 0.002 | -0.082 | 0.244 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.25 | 99.00% | 63.95 | 940PCR: 29.15 | 1.00 | 5.57% | 7.38 | 207.90 | 16.60% | -0.054 | 0.003 | -0.095 | 0.287 | Login To Trade |
0.486 | -0.195 | 0.004 | 0.893 | 20.02% | 2.75 | 0.13 | 46.84% | 65.00 | 945PCR: 9.78 | 1.20 | 6.42% | 1.24 | 72.60 | 16.11% | -0.063 | 0.003 | -0.105 | 0.325 | Login To Trade |
0.475 | -0.172 | 0.004 | 0.896 | 18.07% | 99.55 | 2.30 | 47.05% | 59.60 | 950PCR: 5.60 | 1.50 | 7.71% | 12.88 | 561.00 | 15.87% | -0.077 | 0.003 | -0.120 | 0.379 | Login To Trade |
0.825 | -0.515 | 0.004 | 0.757 | 31.25% | 0.00 | 0.02 | 42.50% | 65.00 | 955PCR: 90.50 | 1.70 | 8.91% | 1.99 | 146.85 | 15.38% | -0.090 | 0.004 | -0.131 | 0.427 | Login To Trade |
0.568 | -0.191 | 0.005 | 0.867 | 16.85% | 44.55 | 1.91 | 46.39% | 50.25 | 960PCR: 4.05 | 2.20 | 10.76% | 7.72 | 876.70 | 15.26% | -0.111 | 0.005 | -0.152 | 0.498 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.20 | 99.00% | 42.10 | 965PCR: 17.81 | 2.70 | 12.70% | 3.53 | 301.40 | 15.01% | -0.134 | 0.005 | -0.171 | 0.569 | Login To Trade |
0.693 | -0.223 | 0.006 | 0.820 | 16.11% | 104.50 | 1.85 | 45.23% | 41.40 | 970PCR: 3.99 | 3.40 | 15.01% | 7.40 | 811.25 | 14.89% | -0.162 | 0.006 | -0.193 | 0.647 | Login To Trade |
0.758 | -0.239 | 0.007 | 0.791 | 15.75% | 69.85 | 0.65 | 44.40% | 37.20 | 975PCR: 7.10 | 4.10 | 17.34% | 4.65 | 854.70 | 14.65% | -0.193 | 0.007 | -0.212 | 0.722 | Login To Trade |
0.817 | -0.247 | 0.008 | 0.761 | 15.14% | 570.90 | 5.29 | 43.55% | 32.90 | 980PCR: 2.24 | 5.00 | 19.88% | 11.81 | 2,079.55 | 14.40% | -0.228 | 0.008 | -0.230 | 0.797 | Login To Trade |
0.878 | -0.257 | 0.009 | 0.726 | 14.65% | 328.90 | 1.96 | 42.43% | 28.85 | 985PCR: 2.43 | 6.25 | 22.52% | 4.77 | 974.60 | 14.16% | -0.268 | 0.009 | -0.246 | 0.868 | Login To Trade |
0.944 | -0.281 | 0.009 | 0.679 | 14.89% | 2,318.25 | 11.32 | 40.85% | 25.65 | 990PCR: 1.34 | 7.45 | 25.56% | 15.22 | 3,201.55 | 14.16% | -0.314 | 0.009 | -0.265 | 0.936 | Login To Trade |
0.991 | -0.285 | 0.010 | 0.635 | 14.40% | 1,965.15 | 7.29 | 39.24% | 22.00 | 995PCR: 1.28 | 9.20 | 28.34% | 9.35 | 2,176.90 | 13.92% | -0.362 | 0.010 | -0.275 | 0.988 | Login To Trade |
1.028 | -0.295 | 0.010 | 0.584 | 14.34% | 13,220.90 | 55.07 | 37.26% | 18.95 | 1,000PCR: 0.73 | 10.90 | 31.11% | 40.02 | 8,532.15 | 13.61% | -0.413 | 0.011 | -0.280 | 1.027 | Login To Trade |
1.048 | -0.301 | 0.011 | 0.532 | 14.34% | 3,987.50 | 13.11 | 35.01% | 16.30 | 1,005PCR: 0.65 | 12.95 | 33.87% | 8.48 | 2,333.10 | 13.49% | -0.468 | 0.011 | -0.283 | 1.048 | Login To Trade |
1.050 | -0.296 | 0.011 | 0.478 | 14.10% | 5,770.60 | 25.08 | 32.56% | 13.45 | 1,010PCR: 0.55 | 15.55 | 36.46% | 13.68 | 2,806.10 | 13.18% | -0.524 | 0.011 | -0.277 | 1.050 | Login To Trade |
1.033 | -0.287 | 0.011 | 0.424 | 13.92% | 2,341.35 | 11.55 | 29.85% | 11.20 | 1,015PCR: 0.34 | 17.10 | 38.89% | 3.90 | 441.65 | 13.31% | -0.581 | 0.011 | -0.274 | 1.030 | Login To Trade |
0.996 | -0.277 | 0.010 | 0.371 | 13.92% | 5,937.80 | 38.07 | 27.04% | 9.20 | 1,020PCR: 0.18 | 21.15 | 41.04% | 6.87 | 659.45 | 13.06% | -0.638 | 0.011 | -0.258 | 0.988 | Login To Trade |
0.945 | -0.263 | 0.010 | 0.322 | 13.92% | 1,554.30 | 6.06 | 24.22% | 7.50 | 1,025PCR: 0.22 | 24.10 | 43.08% | 1.35 | 171.05 | 12.57% | -0.697 | 0.011 | -0.232 | 0.921 | Login To Trade |
0.879 | -0.242 | 0.009 | 0.275 | 13.79% | 3,036.00 | 15.90 | 21.29% | 6.00 | 1,030PCR: 0.11 | 27.60 | 44.82% | 1.73 | 70.95 | 12.45% | -0.749 | 0.010 | -0.209 | 0.840 | Login To Trade |
0.806 | -0.224 | 0.008 | 0.233 | 13.92% | 1,145.65 | 5.86 | 18.56% | 4.85 | 1,035PCR: 0.12 | 35.85 | 43.98% | 0.68 | 0.00 | 17.58% | -0.715 | 0.007 | -0.315 | 0.894 | Login To Trade |
0.721 | -0.199 | 0.007 | 0.192 | 13.79% | 2,805.00 | 12.13 | 15.70% | 3.75 | 1,040PCR: 0.08 | 35.20 | 47.51% | 0.95 | 66.55 | 11.72% | -0.848 | 0.008 | -0.145 | 0.619 | Login To Trade |
0.642 | -0.179 | 0.007 | 0.160 | 13.92% | 330.55 | 4.72 | 13.35% | 3.05 | 1,045PCR: 0.08 | 43.95 | 45.82% | 0.40 | 0.00 | 18.19% | -0.773 | 0.006 | -0.289 | 0.794 | Login To Trade |
0.559 | -0.155 | 0.006 | 0.130 | 13.92% | 1,913.45 | 22.59 | 11.06% | 2.40 | 1,050PCR: 0.09 | 44.25 | 48.84% | 2.11 | 108.90 | 12.21% | -0.901 | 0.005 | -0.112 | 0.460 | Login To Trade |
0.492 | -0.139 | 0.005 | 0.109 | 14.16% | 227.15 | 2.94 | 9.37% | 1.90 | 1,055PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.430 | -0.124 | 0.004 | 0.091 | 14.40% | 624.80 | 8.57 | 7.88% | 1.55 | 1,060PCR: 0.07 | 47.90 | 99.00% | 0.61 | 4.95 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.361 | -0.104 | 0.004 | 0.072 | 14.40% | 102.85 | 1.89 | 6.31% | 1.20 | 1,065PCR: 0.05 | 61.00 | 48.38% | 0.09 | 0.00 | 18.68% | -0.868 | 0.004 | -0.210 | 0.563 | Login To Trade |
0.312 | -0.091 | 0.003 | 0.060 | 14.65% | 397.10 | 5.36 | 5.26% | 0.95 | 1,070PCR: 0.02 | 76.05 | 45.75% | 0.12 | 0.00 | 33.57% | -0.740 | 0.004 | -0.574 | 0.854 | Login To Trade |
0.254 | -0.079 | 0.002 | 0.046 | 15.63% | 278.85 | 11.32 | 4.06% | 0.75 | 1,080PCR: 0.01 | 70.40 | 99.00% | 0.10 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.169 | -0.053 | 0.002 | 0.028 | 15.63% | 106.15 | 19.92 | 2.49% | 0.40 | 1,090PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.158 | -0.054 | 0.001 | 0.026 | 17.09% | 381.70 | 16.08 | 2.26% | 0.45 | 1,100PCR: 0.11 | 90.70 | 99.00% | 1.83 | 5.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.124 | -0.044 | 0.001 | 0.019 | 17.58% | 40.70 | 1.57 | 1.70% | 0.30 | 1,110PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.102 | -0.038 | 0.001 | 0.015 | 18.55% | 85.80 | 3.98 | 1.34% | 0.25 | 1,120PCR: 0.13 | 99.55 | 99.00% | 0.51 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.112 | -0.046 | 0.001 | 0.017 | 20.51% | 30.80 | 2.61 | 1.48% | 0.30 | 1,130PCR: 0.10 | 120.30 | 99.00% | 0.26 | 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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