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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% | 7.50 | 0.51 | 99.00% | 163.45 | 810PCR: 0.31 | 0.20 | 0.86% | 0.16 | 2.25 | 29.30% | -0.007 | 0.000 | -0.029 | 0.050 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 1.50 | 0.35 | 99.00% | 143.00 | 820PCR: 2.13 | 0.15 | 0.86% | 0.74 | 30.00 | 27.34% | -0.007 | 0.000 | -0.028 | 0.050 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.75 | 0.05 | 99.00% | 123.50 | 830PCR: 4.50 | 0.25 | 1.34% | 0.20 | 8.25 | 27.34% | -0.011 | 0.000 | -0.041 | 0.075 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.75 | 0.35 | 99.00% | 123.75 | 840PCR: 2.53 | 0.25 | 1.35% | 0.89 | 66.75 | 25.39% | -0.011 | 0.001 | -0.039 | 0.077 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 4.50 | 1.16 | 99.00% | 106.60 | 850PCR: 5.49 | 0.25 | 1.36% | 6.35 | 281.25 | 23.44% | -0.012 | 0.001 | -0.037 | 0.078 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 21.00 | 0.32 | 99.00% | 114.00 | 860PCR: 6.36 | 0.25 | 1.37% | 2.00 | 49.50 | 21.48% | -0.012 | 0.001 | -0.034 | 0.080 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 4.50 | 0.11 | 99.00% | 96.60 | 870PCR: 15.57 | 0.30 | 1.79% | 1.64 | 210.00 | 20.51% | -0.016 | 0.001 | -0.042 | 0.102 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 4.50 | 0.65 | 99.00% | 92.00 | 880PCR: 8.55 | 0.40 | 2.36% | 5.58 | 256.50 | 19.53% | -0.021 | 0.001 | -0.051 | 0.130 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.23 | 99.00% | 66.00 | 890PCR: 33.94 | 0.50 | 3.13% | 7.89 | 1,041.00 | 18.55% | -0.029 | 0.001 | -0.062 | 0.168 | Login To Trade |
0.791 | -0.798 | 0.002 | 0.761 | 50.42% | 0.00 | 0.01 | 41.50% | 98.55 | 895PCR: 492.00 | 0.60 | 3.62% | 3.69 | 120.00 | 18.07% | -0.034 | 0.002 | -0.069 | 0.191 | Login To Trade |
0.112 | -0.033 | 0.001 | 0.982 | 14.65% | 147.00 | 5.43 | 49.02% | 75.00 | 900PCR: 3.77 | 0.70 | 4.20% | 20.46 | 2,860.50 | 17.58% | -0.040 | 0.002 | -0.076 | 0.218 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 1.50 | 0.12 | 99.00% | 58.55 | 905PCR: 11.75 | 0.85 | 4.85% | 1.41 | 234.00 | 17.09% | -0.046 | 0.002 | -0.084 | 0.247 | Login To Trade |
0.135 | -0.035 | 0.002 | 0.978 | 13.18% | 5.25 | 1.20 | 48.96% | 65.10 | 910PCR: 5.81 | 1.10 | 5.91% | 6.97 | 1,182.75 | 16.85% | -0.057 | 0.003 | -0.098 | 0.292 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 1.50 | 0.01 | 99.00% | 46.25 | 915PCR: 247.00 | 1.30 | 7.10% | 1.85 | 373.50 | 16.60% | -0.070 | 0.003 | -0.113 | 0.341 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 101.25 | 2.17 | 99.00% | 54.70 | 920PCR: 4.38 | 1.55 | 8.25% | 9.50 | 1,956.75 | 16.11% | -0.082 | 0.004 | -0.125 | 0.387 | Login To Trade |
0.401 | -0.119 | 0.004 | 0.914 | 14.89% | 18.00 | 0.68 | 47.60% | 51.35 | 925PCR: 5.81 | 2.05 | 10.12% | 3.97 | 678.00 | 16.11% | -0.103 | 0.004 | -0.147 | 0.458 | Login To Trade |
0.468 | -0.137 | 0.005 | 0.894 | 14.65% | 384.00 | 1.31 | 47.16% | 46.75 | 930PCR: 10.25 | 2.45 | 11.64% | 13.46 | 2,955.75 | 15.63% | -0.121 | 0.005 | -0.160 | 0.513 | Login To Trade |
0.578 | -0.176 | 0.006 | 0.856 | 15.26% | 107.25 | 1.19 | 46.24% | 42.70 | 935PCR: 3.42 | 2.95 | 13.70% | 4.07 | 1,081.50 | 15.38% | -0.146 | 0.006 | -0.180 | 0.585 | Login To Trade |
0.633 | -0.184 | 0.007 | 0.835 | 14.53% | 1,831.50 | 5.96 | 45.70% | 38.10 | 940PCR: 3.34 | 3.65 | 16.10% | 19.91 | 5,038.50 | 15.26% | -0.176 | 0.007 | -0.202 | 0.660 | Login To Trade |
0.723 | -0.212 | 0.008 | 0.796 | 14.65% | 1,602.75 | 2.72 | 44.62% | 34.05 | 945PCR: 2.91 | 4.50 | 18.42% | 7.92 | 3,323.25 | 14.89% | -0.207 | 0.007 | -0.217 | 0.730 | Login To Trade |
0.797 | -0.230 | 0.009 | 0.758 | 14.40% | 10,290.00 | 12.18 | 43.43% | 30.10 | 950PCR: 2.73 | 5.60 | 21.25% | 33.26 | 9,609.75 | 14.77% | -0.247 | 0.008 | -0.238 | 0.806 | Login To Trade |
0.868 | -0.248 | 0.009 | 0.714 | 14.28% | 3,828.75 | 5.14 | 42.10% | 26.10 | 955PCR: 2.28 | 6.70 | 23.82% | 11.70 | 4,881.00 | 14.40% | -0.287 | 0.009 | -0.250 | 0.869 | Login To Trade |
0.926 | -0.258 | 0.010 | 0.668 | 13.92% | 12,603.00 | 15.23 | 40.47% | 22.65 | 960PCR: 1.62 | 8.20 | 26.71% | 24.74 | 8,502.00 | 14.16% | -0.334 | 0.010 | -0.263 | 0.928 | Login To Trade |
0.975 | -0.271 | 0.011 | 0.615 | 13.92% | 5,834.25 | 5.13 | 38.48% | 19.50 | 965PCR: 1.50 | 10.00 | 29.68% | 7.68 | 2,789.25 | 14.10% | -0.386 | 0.011 | -0.275 | 0.976 | Login To Trade |
1.006 | -0.285 | 0.011 | 0.559 | 14.16% | 10,415.25 | 19.16 | 36.26% | 16.65 | 970PCR: 0.91 | 12.00 | 32.56% | 17.44 | 4,106.25 | 14.04% | -0.440 | 0.011 | -0.282 | 1.006 | Login To Trade |
1.018 | -0.286 | 0.011 | 0.504 | 14.04% | 4,302.00 | 13.03 | 33.76% | 14.10 | 975PCR: 0.55 | 14.30 | 35.22% | 7.13 | 1,838.25 | 13.85% | -0.496 | 0.011 | -0.282 | 1.018 | Login To Trade |
1.009 | -0.283 | 0.011 | 0.449 | 14.04% | 14,614.50 | 55.80 | 31.14% | 11.70 | 980PCR: 0.49 | 16.95 | 37.70% | 27.25 | 2,305.50 | 13.85% | -0.552 | 0.011 | -0.280 | 1.009 | Login To Trade |
0.981 | -0.273 | 0.011 | 0.393 | 13.92% | 2,955.00 | 23.38 | 28.28% | 9.65 | 985PCR: 0.29 | 20.05 | 39.82% | 6.89 | 348.00 | 14.04% | -0.605 | 0.011 | -0.276 | 0.983 | Login To Trade |
0.939 | -0.264 | 0.010 | 0.344 | 14.04% | 8,930.25 | 37.76 | 25.42% | 8.10 | 990PCR: 0.36 | 23.35 | 41.76% | 13.70 | 463.50 | 14.16% | -0.655 | 0.010 | -0.266 | 0.940 | Login To Trade |
0.884 | -0.253 | 0.009 | 0.298 | 14.28% | 2,142.75 | 8.94 | 22.75% | 6.60 | 995PCR: 0.44 | 26.90 | 43.41% | 3.95 | 61.50 | 14.28% | -0.702 | 0.009 | -0.253 | 0.884 | Login To Trade |
0.821 | -0.239 | 0.009 | 0.256 | 14.53% | 10,923.75 | 81.37 | 20.05% | 5.50 | 1,000PCR: 0.16 | 30.50 | 44.88% | 13.28 | 537.75 | 14.16% | -0.749 | 0.009 | -0.230 | 0.813 | Login To Trade |
0.753 | -0.221 | 0.008 | 0.219 | 14.65% | 696.00 | 5.18 | 17.54% | 4.55 | 1,005PCR: 0.28 | 38.95 | 44.10% | 1.43 | 32.25 | 19.78% | -0.714 | 0.007 | -0.343 | 0.868 | Login To Trade |
0.675 | -0.198 | 0.007 | 0.182 | 14.65% | 2,973.00 | 14.87 | 14.95% | 3.65 | 1,010PCR: 0.09 | 39.65 | 46.44% | 1.34 | 25.50 | 15.87% | -0.798 | 0.007 | -0.228 | 0.719 | Login To Trade |
0.607 | -0.181 | 0.006 | 0.154 | 14.89% | 447.75 | 3.03 | 12.85% | 3.05 | 1,015PCR: 0.77 | 43.15 | 47.64% | 2.33 | 0.00 | 14.77% | -0.848 | 0.006 | -0.178 | 0.601 | Login To Trade |
0.539 | -0.163 | 0.005 | 0.130 | 15.14% | 2,422.50 | 20.51 | 10.97% | 2.50 | 1,020PCR: 0.05 | 48.00 | 48.01% | 1.05 | 15.75 | 15.63% | -0.862 | 0.005 | -0.176 | 0.563 | Login To Trade |
0.467 | -0.141 | 0.005 | 0.106 | 15.14% | 341.25 | 2.90 | 9.09% | 1.95 | 1,025PCR: 0.05 | 38.20 | 99.00% | 0.16 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.434 | -0.138 | 0.004 | 0.096 | 15.87% | 1,065.75 | 12.05 | 8.26% | 1.75 | 1,030PCR: 0.27 | 56.95 | 49.10% | 3.26 | 39.00 | 15.87% | -0.904 | 0.004 | -0.138 | 0.434 | Login To Trade |
0.370 | -0.117 | 0.004 | 0.077 | 15.87% | 257.25 | 2.57 | 6.73% | 1.40 | 1,035PCR: 0.23 | 48.65 | 99.00% | 0.59 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.346 | -0.115 | 0.003 | 0.071 | 16.60% | 2,989.50 | 12.94 | 6.17% | 1.30 | 1,040PCR: 0.08 | 49.15 | 99.00% | 0.99 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.293 | -0.097 | 0.003 | 0.057 | 16.60% | 79.50 | 1.59 | 4.99% | 1.05 | 1,045PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.265 | -0.090 | 0.002 | 0.050 | 17.09% | 1,930.50 | 22.55 | 4.40% | 0.95 | 1,050PCR: 0.24 | 75.90 | 50.21% | 5.50 | 2.25 | 15.63% | -0.964 | 0.002 | -0.063 | 0.202 | Login To Trade |
0.201 | -0.071 | 0.002 | 0.036 | 17.58% | 702.00 | 10.37 | 3.14% | 0.60 | 1,060PCR: 0.11 | 70.50 | 99.00% | 1.12 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.168 | -0.063 | 0.001 | 0.029 | 18.55% | 258.00 | 9.26 | 2.53% | 0.50 | 1,070PCR: 0.18 | 90.95 | 99.00% | 1.62 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.116 | -0.043 | 0.001 | 0.018 | 18.55% | 182.25 | 9.85 | 1.61% | 0.35 | 1,080PCR: 0.05 | 104.00 | 99.00% | 0.53 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.099 | -0.039 | 0.001 | 0.015 | 19.53% | 219.75 | 3.65 | 1.34% | 0.30 | 1,090PCR: 0.03 | 100.95 | 99.00% | 0.11 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.086 | -0.035 | 0.001 | 0.013 | 20.51% | 279.00 | 8.98 | 1.12% | 0.25 | 1,100PCR: 0.01 | 124.60 | 99.00% | 0.06 | 1.50 | 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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