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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 | 112PCR: -- | 0.20 | 4.76% | 3.15 | 0.00 | 39.06% | -0.040 | 0.006 | -0.023 | 0.030 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 114PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 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: -- | 0.37 | 6.78% | 4.84 | 0.00 | 35.16% | -0.061 | 0.010 | -0.029 | 0.042 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 118PCR: -- | 0.32 | 7.13% | 5.69 | 136.30 | 31.25% | -0.065 | 0.012 | -0.028 | 0.044 | Login To Trade |
0.064 | -0.042 | 0.016 | 0.894 | 33.20% | 18.80 | 1.32 | 46.11% | 13.87 | 120PCR: 16.43 | 0.39 | 8.55% | 21.62 | 540.50 | 29.30% | -0.080 | 0.015 | -0.030 | 0.052 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 121PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 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 | 122PCR: -- | 0.54 | 11.28% | 10.11 | 249.10 | 28.32% | -0.110 | 0.019 | -0.037 | 0.066 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 123PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 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 | 124PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.098 | -0.059 | 0.026 | 0.800 | 30.27% | 32.90 | 0.19 | 43.71% | 9.46 | 125PCR: 215.50 | 0.90 | 17.03% | 40.51 | 709.70 | 27.34% | -0.178 | 0.027 | -0.050 | 0.091 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 126PCR: -- | 1.09 | 18.38% | 3.67 | 75.20 | 26.37% | -0.199 | 0.030 | -0.051 | 0.097 | Login To Trade |
0.110 | -0.063 | 0.032 | 0.752 | 28.32% | 4.70 | 0.33 | 42.50% | 7.71 | 127PCR: 13.86 | 1.34 | 20.90% | 4.56 | 94.00 | 26.37% | -0.234 | 0.033 | -0.056 | 0.107 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 128PCR: -- | 1.59 | 23.33% | 4.04 | 197.40 | 26.37% | -0.269 | 0.036 | -0.061 | 0.115 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 129PCR: -- | 2.00 | 26.43% | 1.79 | 98.70 | 27.34% | -0.314 | 0.037 | -0.068 | 0.124 | Login To Trade |
0.129 | -0.068 | 0.040 | 0.652 | 26.37% | 2,420.50 | 19.88 | 38.96% | 5.62 | 130PCR: 1.99 | 2.28 | 28.67% | 39.57 | 2,077.40 | 27.34% | -0.352 | 0.039 | -0.071 | 0.129 | Login To Trade |
0.134 | -0.073 | 0.040 | 0.606 | 27.34% | 427.70 | 1.93 | 37.28% | 4.98 | 131PCR: 2.05 | 2.75 | 31.09% | 3.95 | 249.10 | 27.34% | -0.394 | 0.040 | -0.073 | 0.134 | Login To Trade |
0.137 | -0.074 | 0.042 | 0.567 | 26.86% | 1,212.60 | 5.92 | 35.70% | 4.38 | 132PCR: 1.66 | 3.16 | 33.23% | 9.82 | 432.40 | 27.34% | -0.434 | 0.041 | -0.075 | 0.137 | Login To Trade |
0.139 | -0.076 | 0.042 | 0.523 | 27.34% | 822.50 | 9.17 | 33.92% | 3.86 | 133PCR: 0.56 | 3.58 | 35.10% | 5.12 | 225.60 | 26.37% | -0.478 | 0.043 | -0.073 | 0.139 | Login To Trade |
0.139 | -0.076 | 0.042 | 0.483 | 27.34% | 846.00 | 7.33 | 32.05% | 3.43 | 134PCR: 0.66 | 4.17 | 37.20% | 4.84 | 98.70 | 27.34% | -0.517 | 0.042 | -0.076 | 0.139 | Login To Trade |
0.138 | -0.075 | 0.041 | 0.441 | 27.34% | 5,461.40 | 56.49 | 29.97% | 3.02 | 135PCR: 0.43 | 4.71 | 38.76% | 24.30 | 662.70 | 26.37% | -0.564 | 0.043 | -0.072 | 0.137 | Login To Trade |
0.135 | -0.074 | 0.041 | 0.401 | 27.34% | 423.00 | 8.41 | 27.86% | 2.60 | 136PCR: 0.73 | 6.11 | 39.95% | 6.11 | 0.00 | 32.71% | -0.578 | 0.034 | -0.089 | 0.136 | Login To Trade |
0.131 | -0.071 | 0.039 | 0.362 | 27.34% | 352.50 | 14.24 | 25.61% | 2.32 | 137PCR: 0.59 | 6.00 | 42.00% | 8.37 | 75.20 | 26.86% | -0.642 | 0.040 | -0.070 | 0.130 | Login To Trade |
0.127 | -0.072 | 0.037 | 0.331 | 28.32% | 277.30 | 17.06 | 23.78% | 2.09 | 138PCR: 0.33 | 6.48 | 43.55% | 5.64 | 126.90 | 25.39% | -0.690 | 0.040 | -0.063 | 0.123 | Login To Trade |
0.120 | -0.068 | 0.035 | 0.295 | 28.32% | 357.20 | 7.47 | 21.57% | 1.81 | 139PCR: 0.25 | 8.59 | 42.99% | 1.88 | 0.00 | 36.13% | -0.657 | 0.029 | -0.093 | 0.128 | Login To Trade |
0.113 | -0.063 | 0.033 | 0.260 | 27.83% | 4,850.40 | 96.44 | 19.51% | 1.47 | 140PCR: 0.26 | 7.96 | 45.90% | 25.43 | 145.70 | 25.39% | -0.762 | 0.035 | -0.055 | 0.108 | Login To Trade |
0.106 | -0.060 | 0.031 | 0.233 | 28.32% | 103.40 | 7.43 | 17.55% | 1.34 | 141PCR: 1.05 | 10.25 | 44.57% | 7.80 | 9.40 | 38.09% | -0.699 | 0.026 | -0.092 | 0.121 | Login To Trade |
0.099 | -0.056 | 0.029 | 0.205 | 28.32% | 296.10 | 9.31 | 15.88% | 1.09 | 142PCR: 0.22 | 11.27 | 45.09% | 2.07 | 0.00 | 41.02% | -0.705 | 0.024 | -0.099 | 0.120 | Login To Trade |
0.094 | -0.055 | 0.026 | 0.187 | 29.30% | 94.00 | 3.81 | 14.57% | 1.00 | 143PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.088 | -0.053 | 0.024 | 0.171 | 30.27% | 65.80 | 4.98 | 13.35% | 0.90 | 144PCR: 0.43 | 8.81 | 99.00% | 2.16 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.079 | -0.046 | 0.022 | 0.143 | 29.30% | 991.70 | 30.55 | 11.33% | 0.71 | 145PCR: 0.24 | 13.37 | 47.41% | 7.33 | 282.00 | 39.06% | -0.782 | 0.022 | -0.080 | 0.103 | Login To Trade |
0.071 | -0.042 | 0.020 | 0.124 | 29.30% | 84.60 | 3.34 | 9.90% | 0.63 | 146PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.070 | -0.043 | 0.018 | 0.120 | 31.25% | 0.00 | 2.49 | 9.50% | 0.63 | 147PCR: 0.45 | 14.70 | 48.90% | 1.13 | 0.00 | 35.16% | -0.847 | 0.019 | -0.058 | 0.082 | Login To Trade |
0.064 | -0.040 | 0.017 | 0.106 | 31.25% | 0.00 | 1.60 | 8.45% | 0.56 | 148PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.063 | -0.042 | 0.016 | 0.105 | 33.20% | 0.00 | 1.03 | 8.31% | 0.55 | 149PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.052 | -0.032 | 0.014 | 0.080 | 31.25% | 742.60 | 29.09 | 6.43% | 0.37 | 150PCR: 0.10 | 17.75 | 49.37% | 2.91 | 141.00 | 41.02% | -0.853 | 0.016 | -0.066 | 0.080 | Login To Trade |
0.040 | -0.025 | 0.010 | 0.056 | 31.25% | 122.20 | 3.85 | 4.55% | 0.28 | 152PCR: 0.04 | 16.81 | 99.00% | 0.14 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.055 | -0.043 | 0.011 | 0.086 | 39.06% | 0.00 | 2.02 | 6.66% | 0.50 | 154PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.034 | -0.024 | 0.008 | 0.047 | 35.16% | 4.70 | 6.02 | 3.74% | 0.20 | 156PCR: 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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