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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 | 0.16 | 99.00% | 555.00 | 2,600PCR: 1.81 | 0.45 | 0.62% | 0.30 | 0.18 | 33.69% | -0.005 | 0.000 | -0.081 | 0.120 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,640PCR: -- | 0.60 | 0.82% | 0.07 | 0.35 | 32.71% | -0.006 | 0.000 | -0.102 | 0.156 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,680PCR: -- | 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 | 2,720PCR: -- | 0.60 | 0.87% | 0.21 | 3.85 | 28.32% | -0.007 | 0.000 | -0.096 | 0.169 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,760PCR: -- | 0.70 | 1.02% | 0.40 | 2.45 | 26.86% | -0.009 | 0.000 | -0.106 | 0.197 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 450.00 | 2,800PCR: 265.25 | 0.80 | 1.31% | 1.86 | 20.30 | 25.39% | -0.011 | 0.000 | -0.127 | 0.249 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,840PCR: -- | 1.15 | 1.79% | 0.63 | 8.40 | 24.41% | -0.015 | 0.000 | -0.162 | 0.332 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,880PCR: -- | 1.05 | 1.81% | 1.58 | 83.83 | 21.97% | -0.016 | 0.000 | -0.149 | 0.340 | Login To Trade |
1.607 | -1.198 | 0.001 | 0.889 | 37.29% | 1.75 | 1.04 | 45.84% | 370.00 | 2,900PCR: 4.39 | 1.40 | 2.30% | 4.58 | 66.15 | 21.73% | -0.020 | 0.000 | -0.182 | 0.420 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 248.00 | 2,920PCR: 254.00 | 1.60 | 2.58% | 0.44 | 8.58 | 21.00% | -0.023 | 0.000 | -0.196 | 0.467 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,940PCR: -- | 1.85 | 3.00% | 1.24 | 40.25 | 20.39% | -0.027 | 0.000 | -0.218 | 0.535 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 282.00 | 2,960PCR: 50.93 | 2.20 | 3.51% | 1.34 | 41.13 | 19.78% | -0.032 | 0.000 | -0.243 | 0.615 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.06 | 99.00% | 248.25 | 2,980PCR: 16.77 | 2.50 | 4.05% | 1.03 | 37.10 | 19.04% | -0.038 | 0.001 | -0.266 | 0.700 | Login To Trade |
0.464 | -0.145 | 0.000 | 0.977 | 15.63% | 37.45 | 1.16 | 48.82% | 253.50 | 3,000PCR: 5.17 | 3.15 | 5.46% | 5.97 | 298.73 | 19.29% | -0.052 | 0.001 | -0.348 | 0.902 | Login To Trade |
2.073 | -1.230 | 0.001 | 0.840 | 29.66% | 1.40 | 0.09 | 44.99% | 254.35 | 3,020PCR: 16.26 | 3.70 | 5.78% | 1.54 | 148.40 | 18.07% | -0.055 | 0.001 | -0.344 | 0.952 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 2.63 | 0.25 | 99.00% | 211.70 | 3,040PCR: 7.71 | 4.50 | 6.87% | 1.92 | 216.48 | 17.58% | -0.067 | 0.001 | -0.388 | 1.103 | Login To Trade |
1.195 | -0.391 | 0.001 | 0.926 | 16.36% | 3.50 | 0.28 | 47.80% | 197.00 | 3,060PCR: 5.14 | 5.30 | 8.58% | 1.46 | 99.23 | 17.33% | -0.085 | 0.001 | -0.461 | 1.328 | Login To Trade |
0.790 | -0.195 | 0.001 | 0.956 | 12.33% | 3.68 | 0.23 | 48.62% | 174.75 | 3,080PCR: 5.95 | 7.20 | 10.17% | 1.34 | 140.18 | 16.78% | -0.103 | 0.001 | -0.514 | 1.530 | Login To Trade |
1.658 | -0.518 | 0.002 | 0.884 | 15.63% | 160.13 | 1.88 | 46.91% | 161.20 | 3,100PCR: 2.78 | 9.00 | 12.32% | 5.23 | 874.83 | 16.54% | -0.128 | 0.002 | -0.591 | 1.786 | Login To Trade |
2.022 | -0.647 | 0.002 | 0.846 | 15.99% | 12.08 | 0.85 | 45.90% | 144.20 | 3,120PCR: 2.76 | 11.40 | 14.54% | 2.35 | 217.00 | 16.17% | -0.156 | 0.002 | -0.658 | 2.035 | Login To Trade |
2.287 | -0.711 | 0.002 | 0.813 | 15.53% | 115.15 | 1.16 | 45.05% | 127.20 | 3,140PCR: 2.75 | 14.50 | 17.20% | 3.17 | 397.78 | 15.87% | -0.190 | 0.002 | -0.734 | 2.312 | Login To Trade |
2.503 | -0.733 | 0.002 | 0.783 | 14.65% | 175.70 | 2.45 | 44.21% | 109.15 | 3,160PCR: 1.38 | 18.15 | 20.16% | 3.38 | 534.80 | 15.50% | -0.231 | 0.002 | -0.804 | 2.594 | Login To Trade |
2.850 | -0.863 | 0.003 | 0.723 | 15.14% | 175.53 | 1.99 | 42.33% | 94.05 | 3,180PCR: 1.13 | 23.65 | 23.56% | 2.24 | 510.30 | 15.56% | -0.282 | 0.003 | -0.895 | 2.875 | Login To Trade |
3.113 | -0.950 | 0.003 | 0.661 | 15.26% | 1,477.35 | 10.08 | 40.16% | 80.90 | 3,200PCR: 0.66 | 29.00 | 26.58% | 6.66 | 1,732.68 | 15.20% | -0.331 | 0.003 | -0.938 | 3.086 | Login To Trade |
3.263 | -0.960 | 0.003 | 0.612 | 14.71% | 730.28 | 2.14 | 38.33% | 67.95 | 3,220PCR: 0.80 | 36.00 | 29.99% | 1.72 | 786.10 | 15.05% | -0.390 | 0.003 | -0.983 | 3.267 | Login To Trade |
3.375 | -1.012 | 0.003 | 0.542 | 14.98% | 1,576.93 | 2.98 | 35.42% | 56.50 | 3,240PCR: 0.99 | 44.30 | 33.07% | 2.94 | 1,047.38 | 15.01% | -0.450 | 0.003 | -1.012 | 3.370 | Login To Trade |
3.390 | -1.012 | 0.003 | 0.480 | 14.92% | 1,768.03 | 6.32 | 32.57% | 46.50 | 3,260PCR: 0.23 | 54.90 | 36.11% | 1.46 | 694.93 | 15.08% | -0.514 | 0.003 | -1.023 | 3.394 | Login To Trade |
3.335 | -0.973 | 0.003 | 0.424 | 14.59% | 933.28 | 3.91 | 29.82% | 37.75 | 3,280PCR: 0.17 | 65.30 | 38.76% | 0.65 | 247.45 | 14.89% | -0.576 | 0.003 | -0.993 | 3.334 | Login To Trade |
3.170 | -0.930 | 0.003 | 0.356 | 14.68% | 2,845.68 | 8.31 | 26.10% | 29.95 | 3,300PCR: 0.35 | 76.95 | 41.23% | 2.88 | 630.88 | 14.50% | -0.640 | 0.003 | -0.923 | 3.184 | Login To Trade |
2.975 | -0.862 | 0.003 | 0.303 | 14.50% | 514.85 | 2.39 | 23.02% | 23.25 | 3,320PCR: 0.15 | 91.15 | 43.16% | 0.37 | 50.05 | 14.74% | -0.695 | 0.003 | -0.879 | 2.981 | Login To Trade |
2.711 | -0.792 | 0.003 | 0.251 | 14.62% | 515.20 | 2.19 | 19.69% | 18.40 | 3,340PCR: 0.08 | 113.35 | 43.95% | 0.18 | 13.48 | 17.30% | -0.714 | 0.002 | -1.002 | 2.895 | Login To Trade |
2.423 | -0.716 | 0.002 | 0.206 | 14.77% | 522.20 | 2.19 | 16.60% | 14.25 | 3,360PCR: 0.15 | 121.75 | 46.34% | 0.32 | 6.48 | 14.59% | -0.799 | 0.002 | -0.698 | 2.393 | Login To Trade |
2.132 | -0.634 | 0.002 | 0.167 | 14.86% | 276.15 | 1.84 | 13.83% | 10.90 | 3,380PCR: 0.11 | 136.55 | 47.73% | 0.21 | 5.60 | 13.85% | -0.852 | 0.002 | -0.546 | 1.969 | Login To Trade |
1.846 | -0.552 | 0.002 | 0.135 | 14.95% | 1,664.95 | 8.00 | 11.36% | 8.45 | 3,400PCR: 0.33 | 154.20 | 48.11% | 2.67 | 186.38 | 15.01% | -0.866 | 0.002 | -0.553 | 1.843 | Login To Trade |
1.556 | -0.471 | 0.001 | 0.106 | 15.14% | 161.18 | 0.59 | 9.07% | 6.45 | 3,420PCR: 0.20 | 170.70 | 49.62% | 0.12 | 2.28 | 12.33% | -0.939 | 0.001 | -0.254 | 1.030 | Login To Trade |
1.310 | -0.400 | 0.001 | 0.084 | 15.26% | 432.43 | 2.88 | 7.27% | 4.90 | 3,440PCR: 0.04 | 188.70 | 50.24% | 0.12 | 1.75 | 10.50% | -0.979 | 0.001 | -0.090 | 0.431 | Login To Trade |
1.109 | -0.348 | 0.001 | 0.067 | 15.69% | 44.80 | 0.24 | 5.89% | 3.90 | 3,460PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.900 | -0.281 | 0.001 | 0.052 | 15.63% | 394.10 | 7.37 | 4.54% | 2.85 | 3,480PCR: 0.04 | 233.00 | 49.47% | 0.28 | 0.88 | 18.31% | -0.917 | 0.001 | -0.477 | 1.302 | Login To Trade |
0.711 | -0.239 | 0.001 | 0.038 | 16.85% | 242.55 | 2.44 | 3.39% | 2.20 | 3,520PCR: 0.10 | 265.20 | 99.00% | 0.25 | 3.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.575 | -0.208 | 0.000 | 0.030 | 18.07% | 150.68 | 0.99 | 2.60% | 1.75 | 3,560PCR: 0.15 | 310.30 | 50.39% | 0.15 | 2.98 | 19.41% | -0.960 | 0.001 | -0.283 | 0.729 | Login To Trade |
0.422 | -0.159 | 0.000 | 0.021 | 18.80% | 116.90 | 1.32 | 1.80% | 1.20 | 3,600PCR: 1.99 | 347.00 | 99.00% | 2.62 | 58.98 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.357 | -0.143 | 0.000 | 0.017 | 20.02% | 31.50 | 0.50 | 1.46% | 1.00 | 3,640PCR: 1.19 | 385.00 | 99.00% | 0.59 | 5.25 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.288 | -0.121 | 0.000 | 0.013 | 21.00% | 8.93 | 0.03 | 1.13% | 0.80 | 3,680PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.298 | -0.137 | 0.000 | 0.014 | 22.95% | 1.58 | 0.01 | 1.16% | 0.90 | 3,720PCR: 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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