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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 | 0.15 | 99.00% | 27.30 | 110PCR: 72.67 | 0.05 | 0.01% | 10.63 | 263.25 | 31.25% | -0.000 | 0.000 | -0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 116PCR: -- | 0.20 | 3.01% | 2.97 | 0.00 | 50.78% | -0.023 | 0.003 | -0.022 | 0.021 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 118PCR: -- | 0.15 | 2.86% | 2.63 | 68.25 | 46.88% | -0.022 | 0.003 | -0.020 | 0.020 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 126.75 | 3.46 | 99.00% | 28.00 | 120PCR: 8.73 | 0.20 | 3.87% | 30.23 | 3,588.00 | 46.88% | -0.031 | 0.004 | -0.026 | 0.026 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.05 | 99.00% | 16.15 | 122PCR: 34.00 | 0.25 | 4.41% | 1.66 | 131.63 | 44.92% | -0.036 | 0.005 | -0.028 | 0.030 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 123PCR: -- | 0.25 | 4.31% | 2.49 | 131.63 | 42.97% | -0.035 | 0.005 | -0.027 | 0.030 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 124PCR: -- | 0.30 | 4.99% | 1.90 | 136.50 | 42.97% | -0.042 | 0.005 | -0.030 | 0.034 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 15.63% | 24.38 | 2.88 | 49.20% | 24.20 | 125PCR: 8.95 | 0.30 | 5.79% | 25.74 | 2,252.25 | 42.97% | -0.048 | 0.006 | -0.034 | 0.038 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 126PCR: -- | 0.35 | 5.70% | 2.58 | 219.38 | 41.02% | -0.049 | 0.006 | -0.033 | 0.039 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.05 | 99.00% | 9.95 | 127PCR: 92.00 | 0.35 | 5.65% | 4.49 | 399.75 | 39.06% | -0.049 | 0.007 | -0.031 | 0.039 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.39 | 99.00% | 10.75 | 128PCR: 10.13 | 0.40 | 6.55% | 3.95 | 165.75 | 39.06% | -0.057 | 0.008 | -0.036 | 0.044 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 2.19 | 99.00% | 15.75 | 129PCR: 1.71 | 0.50 | 7.49% | 3.75 | 238.88 | 39.06% | -0.067 | 0.009 | -0.040 | 0.049 | Login To Trade |
0.044 | -0.032 | 0.009 | 0.942 | 35.16% | 165.75 | 10.24 | 47.31% | 19.50 | 130PCR: 3.44 | 0.55 | 8.58% | 35.25 | 6,464.25 | 39.06% | -0.076 | 0.010 | -0.045 | 0.055 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.88 | 99.00% | 13.95 | 131PCR: 7.83 | 0.60 | 9.79% | 6.87 | 268.13 | 39.06% | -0.089 | 0.011 | -0.050 | 0.061 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 1.32 | 99.00% | 12.95 | 132PCR: 4.85 | 0.65 | 9.84% | 6.39 | 716.63 | 37.11% | -0.091 | 0.011 | -0.049 | 0.063 | Login To Trade |
0.079 | -0.068 | 0.013 | 0.874 | 41.02% | 58.50 | 2.44 | 45.35% | 17.20 | 133PCR: 2.20 | 0.70 | 11.22% | 5.36 | 599.63 | 37.11% | -0.105 | 0.013 | -0.054 | 0.070 | Login To Trade |
0.052 | -0.032 | 0.012 | 0.929 | 29.30% | 82.88 | 3.22 | 47.05% | 15.60 | 134PCR: 1.15 | 0.85 | 12.55% | 3.71 | 653.25 | 37.11% | -0.120 | 0.014 | -0.059 | 0.076 | Login To Trade |
0.076 | -0.054 | 0.015 | 0.882 | 34.18% | 784.88 | 11.21 | 45.83% | 15.00 | 135PCR: 3.56 | 0.95 | 13.36% | 39.88 | 6,932.25 | 36.13% | -0.130 | 0.015 | -0.061 | 0.081 | Login To Trade |
0.081 | -0.056 | 0.017 | 0.871 | 33.20% | 151.13 | 3.46 | 45.49% | 14.10 | 136PCR: 1.92 | 0.95 | 13.74% | 6.63 | 1,750.13 | 34.18% | -0.136 | 0.017 | -0.059 | 0.083 | Login To Trade |
0.088 | -0.061 | 0.018 | 0.852 | 33.20% | 346.13 | 5.90 | 45.15% | 13.20 | 137PCR: 1.37 | 1.15 | 16.01% | 8.09 | 1,379.63 | 35.16% | -0.161 | 0.018 | -0.068 | 0.093 | Login To Trade |
0.094 | -0.063 | 0.020 | 0.838 | 32.23% | 492.38 | 13.26 | 44.79% | 12.30 | 138PCR: 0.59 | 1.30 | 17.01% | 7.85 | 1,369.88 | 34.18% | -0.175 | 0.020 | -0.070 | 0.099 | Login To Trade |
0.102 | -0.069 | 0.022 | 0.815 | 32.23% | 565.50 | 8.53 | 44.15% | 11.50 | 139PCR: 1.02 | 1.45 | 18.86% | 8.73 | 1,077.38 | 34.18% | -0.197 | 0.021 | -0.076 | 0.106 | Login To Trade |
0.110 | -0.074 | 0.023 | 0.791 | 32.23% | 5,825.63 | 40.27 | 43.39% | 10.75 | 140PCR: 1.19 | 1.60 | 19.93% | 47.97 | 12,523.88 | 33.20% | -0.215 | 0.023 | -0.077 | 0.112 | Login To Trade |
0.117 | -0.077 | 0.025 | 0.769 | 31.74% | 887.25 | 9.17 | 42.83% | 9.90 | 141PCR: 0.81 | 1.85 | 21.90% | 7.41 | 2,174.25 | 33.20% | -0.240 | 0.025 | -0.082 | 0.119 | Login To Trade |
0.123 | -0.080 | 0.027 | 0.744 | 31.25% | 1,555.13 | 9.41 | 41.96% | 9.15 | 142PCR: 0.95 | 2.05 | 23.20% | 8.92 | 3,237.00 | 32.23% | -0.261 | 0.026 | -0.084 | 0.124 | Login To Trade |
0.130 | -0.085 | 0.028 | 0.715 | 31.25% | 2,266.88 | 6.97 | 40.99% | 8.45 | 143PCR: 2.00 | 2.30 | 25.05% | 13.94 | 4,611.75 | 32.23% | -0.289 | 0.028 | -0.088 | 0.131 | Login To Trade |
0.136 | -0.088 | 0.030 | 0.685 | 31.25% | 2,252.25 | 7.51 | 40.04% | 7.75 | 144PCR: 1.07 | 2.60 | 26.82% | 8.04 | 2,057.25 | 31.74% | -0.317 | 0.029 | -0.090 | 0.136 | Login To Trade |
0.141 | -0.092 | 0.031 | 0.654 | 31.25% | 19,134.38 | 48.51 | 39.12% | 7.05 | 145PCR: 0.84 | 2.90 | 28.49% | 40.95 | 14,820.00 | 31.25% | -0.346 | 0.031 | -0.092 | 0.141 | Login To Trade |
0.145 | -0.093 | 0.032 | 0.623 | 30.76% | 3,617.25 | 6.24 | 37.89% | 6.50 | 146PCR: 0.55 | 3.30 | 30.33% | 3.46 | 1,365.00 | 31.25% | -0.378 | 0.032 | -0.095 | 0.145 | Login To Trade |
0.149 | -0.095 | 0.033 | 0.590 | 30.76% | 5,352.75 | 8.92 | 36.44% | 5.85 | 147PCR: 0.67 | 3.70 | 32.18% | 6.00 | 1,925.63 | 31.25% | -0.411 | 0.033 | -0.097 | 0.149 | Login To Trade |
0.151 | -0.098 | 0.033 | 0.556 | 31.25% | 10,081.50 | 10.38 | 35.11% | 5.30 | 148PCR: 0.85 | 4.10 | 33.60% | 8.82 | 4,431.38 | 30.76% | -0.442 | 0.034 | -0.097 | 0.151 | Login To Trade |
0.152 | -0.096 | 0.034 | 0.522 | 30.27% | 8,014.50 | 12.14 | 33.51% | 4.80 | 149PCR: 0.51 | 4.55 | 35.30% | 6.19 | 2,340.00 | 30.27% | -0.478 | 0.034 | -0.096 | 0.152 | Login To Trade |
0.153 | -0.096 | 0.034 | 0.490 | 30.27% | 54,863.25 | 99.69 | 32.01% | 4.25 | 150PCR: 0.59 | 5.05 | 36.94% | 58.45 | 9,413.63 | 30.27% | -0.510 | 0.034 | -0.096 | 0.153 | Login To Trade |
0.152 | -0.096 | 0.034 | 0.454 | 30.27% | 2,866.50 | 7.75 | 30.24% | 3.80 | 151PCR: 0.20 | 5.60 | 38.49% | 1.51 | 511.88 | 30.27% | -0.546 | 0.034 | -0.096 | 0.152 | Login To Trade |
0.150 | -0.095 | 0.034 | 0.422 | 30.27% | 4,884.75 | 12.68 | 28.67% | 3.45 | 152PCR: 0.22 | 6.20 | 39.85% | 2.73 | 526.50 | 30.27% | -0.580 | 0.034 | -0.094 | 0.150 | Login To Trade |
0.147 | -0.092 | 0.033 | 0.388 | 30.27% | 989.63 | 3.75 | 26.92% | 3.05 | 153PCR: 0.29 | 6.85 | 41.05% | 1.07 | 282.75 | 30.27% | -0.613 | 0.033 | -0.092 | 0.146 | Login To Trade |
0.143 | -0.092 | 0.032 | 0.360 | 30.76% | 4,723.88 | 18.33 | 25.43% | 2.75 | 154PCR: 0.16 | 7.50 | 42.25% | 3.02 | 672.75 | 30.27% | -0.644 | 0.032 | -0.090 | 0.142 | Login To Trade |
0.138 | -0.087 | 0.031 | 0.327 | 30.27% | 13,815.75 | 17.01 | 23.46% | 2.40 | 155PCR: 0.05 | 8.15 | 43.42% | 0.93 | 463.13 | 30.27% | -0.674 | 0.031 | -0.087 | 0.138 | Login To Trade |
0.132 | -0.083 | 0.030 | 0.296 | 30.27% | 7,536.75 | 27.20 | 21.62% | 2.10 | 156PCR: 0.10 | 8.80 | 44.39% | 2.63 | 594.75 | 29.30% | -0.711 | 0.030 | -0.080 | 0.131 | Login To Trade |
0.120 | -0.077 | 0.027 | 0.246 | 30.76% | 984.75 | 4.39 | 18.47% | 1.60 | 158PCR: 0.06 | 10.40 | 46.05% | 0.24 | 165.75 | 30.27% | -0.758 | 0.027 | -0.075 | 0.119 | Login To Trade |
0.106 | -0.067 | 0.024 | 0.196 | 30.27% | 12,509.25 | 29.93 | 15.13% | 1.25 | 160PCR: 0.15 | 12.30 | 46.97% | 4.63 | 853.13 | 33.20% | -0.782 | 0.023 | -0.078 | 0.113 | Login To Trade |
0.094 | -0.061 | 0.021 | 0.163 | 31.25% | 9,262.50 | 17.01 | 12.80% | 0.95 | 162PCR: 0.12 | 13.70 | 48.47% | 2.10 | 263.25 | 30.27% | -0.847 | 0.020 | -0.057 | 0.090 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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