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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 | 0.00 | 99.00% | 0.00 | 1,160PCR: -- | 0.50 | 1.51% | 0.04 | 0.00 | 32.23% | -0.012 | 0.000 | -0.075 | 0.117 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,180PCR: -- | 0.25 | 1.00% | 0.06 | 0.00 | 27.34% | -0.008 | 0.000 | -0.045 | 0.083 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 180.00 | 1,200PCR: 150.00 | 0.40 | 1.48% | 1.05 | 7.70 | 26.37% | -0.013 | 0.000 | -0.063 | 0.119 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,220PCR: -- | 0.20 | 0.86% | 0.89 | 0.00 | 21.48% | -0.007 | 0.000 | -0.032 | 0.075 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 140.00 | 1,240PCR: 161.00 | 0.35 | 1.39% | 1.13 | 16.80 | 20.51% | -0.012 | 0.000 | -0.048 | 0.116 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 126.60 | 1,250PCR: 510.00 | 0.45 | 1.80% | 7.14 | 70.70 | 20.02% | -0.016 | 0.001 | -0.059 | 0.147 | Login To Trade |
0.571 | -0.337 | 0.001 | 0.915 | 29.54% | 0.00 | 0.25 | 46.84% | 141.00 | 1,260PCR: 23.43 | 0.55 | 2.26% | 5.74 | 36.40 | 19.53% | -0.020 | 0.001 | -0.070 | 0.180 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,270PCR: -- | 0.70 | 2.92% | 1.23 | 53.90 | 19.04% | -0.027 | 0.001 | -0.086 | 0.226 | Login To Trade |
0.783 | -0.488 | 0.002 | 0.868 | 31.13% | 0.00 | 0.06 | 45.62% | 125.00 | 1,280PCR: 216.50 | 0.80 | 3.34% | 12.12 | 84.00 | 18.07% | -0.031 | 0.001 | -0.092 | 0.255 | Login To Trade |
0.484 | -0.203 | 0.002 | 0.931 | 21.00% | 0.00 | 0.10 | 47.66% | 110.00 | 1,290PCR: 18.93 | 1.10 | 4.26% | 1.86 | 83.30 | 17.58% | -0.040 | 0.001 | -0.111 | 0.316 | Login To Trade |
0.513 | -0.198 | 0.002 | 0.926 | 19.29% | 4.90 | 2.74 | 47.64% | 99.00 | 1,300PCR: 5.25 | 1.35 | 5.44% | 14.38 | 398.30 | 17.09% | -0.052 | 0.002 | -0.133 | 0.390 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.04 | 99.00% | 75.40 | 1,310PCR: 94.20 | 1.65 | 6.63% | 3.30 | 105.70 | 16.36% | -0.065 | 0.002 | -0.151 | 0.462 | Login To Trade |
0.632 | -0.215 | 0.003 | 0.902 | 16.97% | 4.90 | 1.03 | 47.25% | 79.50 | 1,320PCR: 9.20 | 2.10 | 8.11% | 9.46 | 464.80 | 15.63% | -0.081 | 0.003 | -0.171 | 0.547 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 1.34 | 99.00% | 64.85 | 1,330PCR: 2.41 | 2.75 | 10.09% | 3.23 | 185.50 | 15.01% | -0.103 | 0.003 | -0.197 | 0.657 | Login To Trade |
0.863 | -0.272 | 0.004 | 0.847 | 15.75% | 33.60 | 2.10 | 45.93% | 61.30 | 1,340PCR: 2.41 | 3.55 | 12.53% | 5.05 | 658.00 | 14.40% | -0.132 | 0.004 | -0.225 | 0.782 | Login To Trade |
0.969 | -0.284 | 0.005 | 0.817 | 14.65% | 198.10 | 3.84 | 45.23% | 52.00 | 1,350PCR: 3.64 | 4.80 | 15.81% | 13.99 | 1,035.30 | 14.04% | -0.173 | 0.005 | -0.263 | 0.936 | Login To Trade |
1.127 | -0.328 | 0.006 | 0.763 | 14.53% | 1,647.10 | 21.67 | 43.65% | 44.10 | 1,360PCR: 0.74 | 6.55 | 19.43% | 15.97 | 1,903.30 | 13.61% | -0.223 | 0.006 | -0.297 | 1.090 | Login To Trade |
1.261 | -0.355 | 0.007 | 0.705 | 14.10% | 697.20 | 17.39 | 41.80% | 36.35 | 1,370PCR: 0.92 | 8.60 | 23.50% | 15.95 | 1,666.00 | 13.18% | -0.283 | 0.007 | -0.326 | 1.236 | Login To Trade |
1.368 | -0.369 | 0.008 | 0.640 | 13.49% | 3,272.50 | 24.62 | 39.51% | 29.00 | 1,380PCR: 0.88 | 11.40 | 27.89% | 21.60 | 2,923.90 | 12.88% | -0.355 | 0.008 | -0.350 | 1.361 | Login To Trade |
1.440 | -0.380 | 0.008 | 0.562 | 13.18% | 3,412.50 | 17.15 | 36.42% | 22.70 | 1,390PCR: 0.86 | 15.20 | 32.26% | 14.71 | 1,787.10 | 12.57% | -0.436 | 0.009 | -0.362 | 1.440 | Login To Trade |
1.456 | -0.379 | 0.008 | 0.479 | 13.00% | 8,501.50 | 67.98 | 32.66% | 17.30 | 1,400PCR: 0.55 | 19.60 | 36.35% | 37.46 | 2,552.90 | 12.21% | -0.524 | 0.009 | -0.355 | 1.456 | Login To Trade |
1.407 | -0.361 | 0.008 | 0.394 | 12.82% | 2,632.00 | 13.57 | 28.41% | 12.80 | 1,410PCR: 0.43 | 25.25 | 39.99% | 5.84 | 502.60 | 12.08% | -0.613 | 0.009 | -0.338 | 1.400 | Login To Trade |
1.297 | -0.329 | 0.008 | 0.314 | 12.70% | 2,905.00 | 17.17 | 23.82% | 9.25 | 1,420PCR: 0.29 | 31.55 | 43.12% | 4.99 | 453.60 | 11.84% | -0.699 | 0.008 | -0.301 | 1.273 | Login To Trade |
1.148 | -0.293 | 0.007 | 0.245 | 12.76% | 1,229.90 | 7.52 | 19.39% | 6.65 | 1,430PCR: 0.27 | 38.60 | 45.65% | 2.07 | 13.30 | 11.47% | -0.780 | 0.007 | -0.248 | 1.082 | Login To Trade |
0.969 | -0.246 | 0.006 | 0.183 | 12.70% | 856.80 | 7.56 | 15.06% | 4.60 | 1,440PCR: 0.14 | 47.70 | 46.88% | 1.09 | 28.70 | 12.45% | -0.822 | 0.006 | -0.237 | 0.953 | Login To Trade |
0.795 | -0.204 | 0.005 | 0.135 | 12.82% | 1,537.20 | 12.50 | 11.49% | 3.20 | 1,450PCR: 0.28 | 54.95 | 48.94% | 3.47 | 121.10 | 10.50% | -0.912 | 0.004 | -0.123 | 0.585 | Login To Trade |
0.631 | -0.163 | 0.004 | 0.098 | 12.94% | 476.70 | 5.10 | 8.50% | 2.20 | 1,460PCR: 0.10 | 63.75 | 50.02% | 0.51 | 16.80 | 8.79% | -0.973 | 0.002 | -0.041 | 0.232 | Login To Trade |
0.497 | -0.131 | 0.003 | 0.071 | 13.18% | 377.30 | 3.24 | 6.28% | 1.50 | 1,470PCR: 0.17 | 69.90 | 99.00% | 0.55 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.403 | -0.110 | 0.002 | 0.054 | 13.67% | 143.50 | 3.98 | 4.84% | 1.15 | 1,480PCR: 0.31 | 83.00 | 50.41% | 1.23 | 0.00 | 7.81% | -0.998 | 0.000 | -0.004 | 0.028 | Login To Trade |
0.310 | -0.086 | 0.002 | 0.039 | 13.92% | 138.60 | 6.30 | 3.51% | 0.80 | 1,490PCR: 0.00 | 95.85 | 49.41% | 0.03 | 0.00 | 17.70% | -0.915 | 0.002 | -0.201 | 0.567 | Login To Trade |
0.236 | -0.067 | 0.001 | 0.028 | 14.16% | 1,158.50 | 14.31 | 2.52% | 0.60 | 1,500PCR: 0.11 | 106.50 | 49.37% | 1.55 | 0.70 | 20.14% | -0.908 | 0.002 | -0.243 | 0.603 | Login To Trade |
0.191 | -0.056 | 0.001 | 0.022 | 14.65% | 44.10 | 2.41 | 1.96% | 0.40 | 1,510PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.136 | -0.040 | 0.001 | 0.015 | 14.65% | 43.40 | 2.44 | 1.31% | 0.30 | 1,520PCR: 0.01 | 137.00 | 47.67% | 0.01 | 0.00 | 35.95% | -0.803 | 0.002 | -0.730 | 1.015 | Login To Trade |
0.124 | -0.041 | 0.001 | 0.013 | 16.60% | 6.30 | 0.34 | 1.17% | 0.25 | 1,540PCR: 0.02 | 165.00 | 47.33% | 0.01 | 0.00 | 46.88% | -0.769 | 0.002 | -1.044 | 1.114 | Login To Trade |
0.086 | -0.030 | 0.000 | 0.009 | 17.58% | 0.00 | 0.22 | 0.76% | 0.20 | 1,560PCR: 0.03 | 184.00 | 47.96% | 0.01 | 0.00 | 49.44% | -0.785 | 0.002 | -1.056 | 1.068 | Login To Trade |
0.086 | -0.034 | 0.000 | 0.009 | 19.53% | 0.00 | 0.32 | 0.74% | 0.20 | 1,580PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.085 | -0.037 | 0.000 | 0.009 | 21.48% | 2.10 | 1.47 | 0.73% | 0.25 | 1,600PCR: 0.13 | 205.00 | 50.77% | 0.19 | 0.00 | 31.01% | -0.948 | 0.001 | -0.240 | 0.388 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 1,620PCR: -- | 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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