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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 | 0.20 | 99.00% | 308.50 | 1,100PCR: 6.32 | 0.50 | 1.20% | 1.24 | 4.90 | 44.92% | -0.009 | 0.000 | -0.083 | 0.089 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 265.00 | 1,150PCR: 28.00 | 0.65 | 1.52% | 0.78 | 14.70 | 39.06% | -0.012 | 0.000 | -0.093 | 0.114 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 4.20 | 0.31 | 99.00% | 232.50 | 1,200PCR: 32.30 | 0.80 | 2.09% | 9.95 | 219.10 | 33.69% | -0.017 | 0.000 | -0.110 | 0.157 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 197.00 | 1,220PCR: 23.00 | 0.90 | 2.47% | 0.48 | 30.10 | 31.74% | -0.021 | 0.000 | -0.122 | 0.184 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 193.00 | 1,230PCR: 419.00 | 0.90 | 2.52% | 2.93 | 131.60 | 30.27% | -0.021 | 0.001 | -0.119 | 0.189 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 183.00 | 1,240PCR: 173.00 | 1.10 | 2.95% | 2.42 | 54.60 | 29.79% | -0.025 | 0.001 | -0.136 | 0.218 | Login To Trade |
0.059 | -0.027 | 0.000 | 0.994 | 21.48% | 0.00 | 1.15 | 48.83% | 185.15 | 1,250PCR: 5.64 | 1.15 | 3.26% | 6.48 | 325.50 | 28.81% | -0.028 | 0.001 | -0.143 | 0.239 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.15 | 99.00% | 152.00 | 1,260PCR: 12.23 | 1.50 | 3.95% | 1.88 | 93.10 | 28.56% | -0.035 | 0.001 | -0.169 | 0.283 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 135.00 | 1,280PCR: 73.33 | 2.25 | 5.56% | 1.54 | 124.60 | 27.83% | -0.051 | 0.001 | -0.222 | 0.383 | Login To Trade |
0.534 | -0.334 | 0.001 | 0.922 | 30.03% | 0.00 | 0.08 | 47.04% | 148.95 | 1,290PCR: 14.50 | 2.65 | 6.51% | 1.22 | 128.10 | 27.34% | -0.060 | 0.001 | -0.250 | 0.439 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 6.30 | 2.13 | 99.00% | 135.05 | 1,300PCR: 8.91 | 3.25 | 7.73% | 18.97 | 839.30 | 27.10% | -0.073 | 0.001 | -0.287 | 0.508 | Login To Trade |
0.105 | -0.034 | 0.001 | 0.989 | 15.63% | 0.00 | 0.02 | 49.03% | 125.25 | 1,310PCR: 119.67 | 3.80 | 8.74% | 2.51 | 280.00 | 26.37% | -0.084 | 0.002 | -0.310 | 0.565 | Login To Trade |
0.958 | -0.743 | 0.002 | 0.822 | 37.23% | 0.00 | 0.41 | 44.12% | 129.00 | 1,320PCR: 7.93 | 4.40 | 9.84% | 3.22 | 169.40 | 25.63% | -0.096 | 0.002 | -0.334 | 0.626 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.67 | 99.00% | 89.00 | 1,330PCR: 4.95 | 5.25 | 11.37% | 3.33 | 338.10 | 25.15% | -0.113 | 0.002 | -0.370 | 0.705 | Login To Trade |
0.708 | -0.335 | 0.002 | 0.886 | 22.71% | 44.10 | 1.27 | 46.58% | 99.95 | 1,340PCR: 5.82 | 6.00 | 12.78% | 7.42 | 795.20 | 24.41% | -0.130 | 0.002 | -0.395 | 0.777 | Login To Trade |
0.859 | -0.423 | 0.003 | 0.850 | 23.68% | 6.30 | 1.69 | 45.60% | 92.00 | 1,350PCR: 9.43 | 7.35 | 14.75% | 15.91 | 1,228.50 | 24.05% | -0.154 | 0.003 | -0.437 | 0.872 | Login To Trade |
0.972 | -0.485 | 0.003 | 0.818 | 23.93% | 69.30 | 1.46 | 44.73% | 84.20 | 1,360PCR: 2.56 | 8.55 | 16.59% | 3.75 | 429.10 | 23.44% | -0.177 | 0.003 | -0.467 | 0.957 | Login To Trade |
1.018 | -0.464 | 0.003 | 0.804 | 21.85% | 11.20 | 1.32 | 44.45% | 74.00 | 1,370PCR: 2.76 | 10.00 | 18.73% | 3.63 | 485.80 | 22.83% | -0.206 | 0.003 | -0.498 | 1.048 | Login To Trade |
1.128 | -0.515 | 0.004 | 0.766 | 21.91% | 59.50 | 1.58 | 43.32% | 66.55 | 1,380PCR: 4.99 | 11.70 | 20.91% | 7.89 | 842.10 | 22.22% | -0.237 | 0.004 | -0.525 | 1.135 | Login To Trade |
1.216 | -0.536 | 0.004 | 0.730 | 21.18% | 13.30 | 1.44 | 42.24% | 58.20 | 1,390PCR: 3.80 | 13.95 | 23.42% | 5.47 | 717.50 | 21.67% | -0.274 | 0.004 | -0.553 | 1.225 | Login To Trade |
1.301 | -0.559 | 0.005 | 0.689 | 20.63% | 490.70 | 12.12 | 40.87% | 50.60 | 1,400PCR: 1.92 | 16.35 | 26.05% | 23.30 | 2,666.30 | 21.24% | -0.316 | 0.005 | -0.579 | 1.309 | Login To Trade |
1.374 | -0.580 | 0.005 | 0.642 | 20.26% | 217.00 | 5.47 | 39.16% | 43.70 | 1,410PCR: 1.30 | 19.40 | 28.70% | 7.11 | 1,442.70 | 20.81% | -0.361 | 0.005 | -0.597 | 1.378 | Login To Trade |
1.429 | -0.591 | 0.005 | 0.591 | 19.84% | 711.90 | 10.14 | 37.22% | 36.50 | 1,420PCR: 1.53 | 22.75 | 31.37% | 15.47 | 2,099.30 | 20.32% | -0.410 | 0.005 | -0.606 | 1.431 | Login To Trade |
1.461 | -0.595 | 0.005 | 0.538 | 19.53% | 1,911.70 | 8.39 | 34.99% | 31.20 | 1,430PCR: 1.48 | 26.90 | 34.01% | 12.37 | 2,217.60 | 20.02% | -0.463 | 0.005 | -0.610 | 1.462 | Login To Trade |
1.466 | -0.584 | 0.006 | 0.481 | 19.10% | 3,821.30 | 12.93 | 32.37% | 25.75 | 1,440PCR: 0.44 | 31.30 | 36.55% | 5.73 | 2,770.60 | 19.59% | -0.518 | 0.005 | -0.599 | 1.466 | Login To Trade |
1.442 | -0.566 | 0.006 | 0.424 | 18.86% | 3,157.00 | 24.56 | 29.58% | 21.00 | 1,450PCR: 0.38 | 36.75 | 38.90% | 9.34 | 1,327.90 | 19.17% | -0.574 | 0.006 | -0.576 | 1.442 | Login To Trade |
1.388 | -0.538 | 0.005 | 0.369 | 18.62% | 2,998.10 | 21.21 | 26.64% | 16.80 | 1,460PCR: 0.07 | 42.25 | 41.02% | 1.46 | 721.70 | 18.98% | -0.628 | 0.005 | -0.550 | 1.391 | Login To Trade |
1.307 | -0.505 | 0.005 | 0.315 | 18.55% | 1,830.50 | 7.11 | 23.48% | 13.50 | 1,470PCR: 0.11 | 48.70 | 43.00% | 0.81 | 82.60 | 18.68% | -0.684 | 0.005 | -0.509 | 1.309 | Login To Trade |
1.207 | -0.467 | 0.005 | 0.266 | 18.55% | 2,020.90 | 9.60 | 20.47% | 10.70 | 1,480PCR: 0.21 | 55.80 | 44.56% | 2.00 | 32.20 | 18.68% | -0.732 | 0.005 | -0.472 | 1.213 | Login To Trade |
1.094 | -0.423 | 0.004 | 0.222 | 18.55% | 855.40 | 4.40 | 17.50% | 8.55 | 1,490PCR: 0.28 | 60.50 | 46.98% | 1.21 | 9.80 | 15.63% | -0.821 | 0.004 | -0.313 | 0.963 | Login To Trade |
0.982 | -0.385 | 0.004 | 0.185 | 18.80% | 2,305.10 | 27.40 | 14.94% | 6.80 | 1,500PCR: 0.05 | 71.05 | 47.18% | 1.42 | 56.00 | 18.13% | -0.823 | 0.004 | -0.361 | 0.956 | Login To Trade |
0.867 | -0.342 | 0.003 | 0.152 | 18.92% | 454.30 | 2.11 | 12.55% | 5.35 | 1,510PCR: 0.03 | 79.70 | 48.10% | 0.07 | 9.80 | 18.07% | -0.859 | 0.003 | -0.309 | 0.822 | Login To Trade |
0.743 | -0.291 | 0.003 | 0.122 | 18.80% | 641.20 | 3.78 | 10.19% | 4.10 | 1,520PCR: 0.20 | 88.35 | 48.79% | 0.76 | 19.60 | 18.07% | -0.888 | 0.003 | -0.264 | 0.701 | Login To Trade |
0.640 | -0.254 | 0.003 | 0.099 | 19.04% | 561.40 | 3.52 | 8.37% | 3.25 | 1,530PCR: 0.11 | 95.05 | 50.33% | 0.37 | 0.00 | 7.81% | -0.999 | 0.000 | -0.002 | 0.009 | Login To Trade |
0.563 | -0.229 | 0.002 | 0.083 | 19.53% | 520.10 | 5.92 | 7.08% | 2.65 | 1,540PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.480 | -0.198 | 0.002 | 0.068 | 19.78% | 282.10 | 1.56 | 5.79% | 2.10 | 1,550PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.422 | -0.178 | 0.002 | 0.057 | 20.26% | 683.20 | 7.12 | 4.92% | 1.80 | 1,560PCR: 0.01 | 127.55 | 49.79% | 0.06 | 0.00 | 22.22% | -0.924 | 0.002 | -0.243 | 0.524 | Login To Trade |
0.278 | -0.117 | 0.001 | 0.034 | 20.26% | 254.10 | 6.01 | 2.95% | 1.00 | 1,580PCR: 0.00 | 137.35 | 99.00% | 0.01 | 1.40 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.221 | -0.099 | 0.001 | 0.026 | 21.48% | 482.30 | 11.24 | 2.22% | 0.80 | 1,600PCR: 0.01 | 160.00 | 99.00% | 0.11 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.205 | -0.100 | 0.001 | 0.024 | 23.44% | 25.20 | 0.11 | 2.00% | 0.75 | 1,620PCR: 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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