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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 | 2,960PCR: -- | 1.70 | 2.03% | 1.15 | 8.93 | 29.54% | -0.017 | 0.000 | -0.233 | 0.378 | Login To Trade |
1.624 | -1.599 | 0.000 | 0.894 | 47.24% | 2.10 | 0.33 | 45.47% | 487.00 | 3,000PCR: 13.13 | 2.45 | 2.83% | 4.30 | 205.80 | 29.05% | -0.024 | 0.000 | -0.308 | 0.509 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,040PCR: -- | 4.05 | 4.27% | 0.41 | 19.43 | 29.30% | -0.038 | 0.000 | -0.446 | 0.730 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,080PCR: -- | 5.55 | 5.63% | 0.39 | 11.20 | 28.69% | -0.051 | 0.000 | -0.556 | 0.930 | Login To Trade |
0.969 | -0.556 | 0.000 | 0.946 | 27.53% | 0.35 | 0.23 | 47.66% | 370.30 | 3,100PCR: 9.98 | 6.45 | 6.38% | 2.25 | 96.95 | 28.32% | -0.059 | 0.001 | -0.612 | 1.038 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,120PCR: -- | 7.70 | 7.31% | 0.32 | 33.95 | 28.08% | -0.068 | 0.001 | -0.682 | 1.167 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 317.75 | 3,140PCR: 32.14 | 9.00 | 8.29% | 0.39 | 39.20 | 27.77% | -0.078 | 0.001 | -0.752 | 1.299 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,160PCR: -- | 10.50 | 9.37% | 0.33 | 52.15 | 27.47% | -0.090 | 0.001 | -0.825 | 1.441 | Login To Trade |
0.757 | -0.304 | 0.001 | 0.961 | 19.29% | 0.00 | 0.05 | 48.37% | 287.25 | 3,180PCR: 6.31 | 12.40 | 10.64% | 0.29 | 45.15 | 27.28% | -0.104 | 0.001 | -0.911 | 1.603 | Login To Trade |
1.857 | -1.088 | 0.001 | 0.872 | 28.14% | 3.15 | 0.43 | 45.96% | 281.00 | 3,200PCR: 6.68 | 14.65 | 12.06% | 2.84 | 137.38 | 27.16% | -0.120 | 0.001 | -1.005 | 1.776 | Login To Trade |
2.112 | -1.281 | 0.001 | 0.846 | 29.11% | 2.98 | 0.11 | 45.21% | 266.05 | 3,220PCR: 2.82 | 17.00 | 13.45% | 0.32 | 24.15 | 26.86% | -0.136 | 0.001 | -1.086 | 1.941 | Login To Trade |
2.170 | -1.236 | 0.001 | 0.839 | 27.34% | 1.58 | 0.11 | 45.13% | 245.80 | 3,240PCR: 5.77 | 19.35 | 14.85% | 0.63 | 38.33 | 26.43% | -0.153 | 0.001 | -1.157 | 2.101 | Login To Trade |
2.346 | -1.327 | 0.001 | 0.818 | 27.16% | 1.58 | 0.22 | 44.57% | 229.15 | 3,260PCR: 1.54 | 22.55 | 16.51% | 0.34 | 56.18 | 26.25% | -0.174 | 0.001 | -1.248 | 2.283 | Login To Trade |
2.780 | -1.886 | 0.001 | 0.757 | 32.56% | 7.70 | 0.38 | 42.45% | 227.80 | 3,280PCR: 0.63 | 26.40 | 18.33% | 0.24 | 34.83 | 26.15% | -0.198 | 0.001 | -1.346 | 2.471 | Login To Trade |
2.645 | -1.429 | 0.001 | 0.778 | 25.94% | 14.53 | 1.79 | 43.46% | 195.00 | 3,300PCR: 1.55 | 29.00 | 19.75% | 2.77 | 284.73 | 25.39% | -0.218 | 0.001 | -1.383 | 2.614 | Login To Trade |
2.864 | -1.602 | 0.001 | 0.743 | 26.86% | 3.15 | 0.53 | 42.32% | 182.70 | 3,320PCR: 1.04 | 33.20 | 21.61% | 0.55 | 28.35 | 25.12% | -0.244 | 0.001 | -1.458 | 2.786 | Login To Trade |
2.950 | -1.529 | 0.002 | 0.728 | 24.87% | 10.33 | 0.50 | 41.92% | 162.70 | 3,340PCR: 1.38 | 37.80 | 23.44% | 0.70 | 65.63 | 24.75% | -0.271 | 0.002 | -1.518 | 2.945 | Login To Trade |
3.106 | -1.603 | 0.002 | 0.696 | 24.78% | 5.08 | 0.36 | 40.87% | 148.60 | 3,360PCR: 1.56 | 43.25 | 25.39% | 0.56 | 50.05 | 24.51% | -0.302 | 0.002 | -1.581 | 3.098 | Login To Trade |
3.244 | -1.673 | 0.002 | 0.663 | 24.75% | 7.18 | 0.59 | 39.68% | 135.40 | 3,380PCR: 1.58 | 48.95 | 27.40% | 0.93 | 43.75 | 24.38% | -0.335 | 0.002 | -1.644 | 3.236 | Login To Trade |
3.354 | -1.704 | 0.002 | 0.630 | 24.38% | 224.53 | 3.69 | 38.49% | 121.50 | 3,400PCR: 1.45 | 55.30 | 29.26% | 5.34 | 543.20 | 23.83% | -0.367 | 0.002 | -1.662 | 3.347 | Login To Trade |
3.444 | -1.741 | 0.002 | 0.594 | 24.26% | 115.50 | 1.89 | 37.07% | 109.50 | 3,420PCR: 0.61 | 62.65 | 31.21% | 1.16 | 114.28 | 23.59% | -0.403 | 0.002 | -1.691 | 3.440 | Login To Trade |
3.506 | -1.750 | 0.002 | 0.558 | 23.96% | 161.00 | 1.49 | 35.59% | 97.75 | 3,440PCR: 1.18 | 70.65 | 33.13% | 1.76 | 194.08 | 23.32% | -0.441 | 0.002 | -1.702 | 3.505 | Login To Trade |
3.539 | -1.753 | 0.002 | 0.521 | 23.77% | 393.58 | 2.25 | 33.95% | 86.60 | 3,460PCR: 0.61 | 79.40 | 35.00% | 1.38 | 242.38 | 23.07% | -0.479 | 0.002 | -1.701 | 3.539 | Login To Trade |
3.541 | -1.736 | 0.002 | 0.482 | 23.53% | 397.25 | 1.59 | 32.20% | 76.00 | 3,480PCR: 0.64 | 88.65 | 36.79% | 1.01 | 222.43 | 22.86% | -0.519 | 0.002 | -1.686 | 3.540 | Login To Trade |
3.509 | -1.700 | 0.002 | 0.444 | 23.25% | 1,928.85 | 9.19 | 30.32% | 66.45 | 3,500PCR: 0.35 | 99.30 | 38.50% | 3.23 | 456.58 | 22.37% | -0.559 | 0.002 | -1.634 | 3.505 | Login To Trade |
3.446 | -1.650 | 0.002 | 0.406 | 22.98% | 244.13 | 0.94 | 28.38% | 57.50 | 3,520PCR: 0.71 | 111.15 | 40.05% | 0.67 | 65.28 | 22.49% | -0.597 | 0.002 | -1.611 | 3.438 | Login To Trade |
3.351 | -1.585 | 0.002 | 0.368 | 22.71% | 244.13 | 1.09 | 26.35% | 49.40 | 3,540PCR: 0.71 | 122.40 | 41.54% | 0.78 | 66.50 | 22.17% | -0.637 | 0.002 | -1.540 | 3.333 | Login To Trade |
3.215 | -1.511 | 0.002 | 0.330 | 22.55% | 181.30 | 0.57 | 24.13% | 42.40 | 3,560PCR: 0.90 | 134.70 | 42.97% | 0.52 | 36.40 | 21.67% | -0.678 | 0.002 | -1.438 | 3.186 | Login To Trade |
3.060 | -1.428 | 0.002 | 0.294 | 22.40% | 80.68 | 0.37 | 21.99% | 35.75 | 3,580PCR: 0.93 | 142.80 | 44.72% | 0.35 | 20.65 | 19.56% | -0.735 | 0.002 | -1.185 | 2.909 | Login To Trade |
2.887 | -1.343 | 0.002 | 0.261 | 22.34% | 807.10 | 3.96 | 19.91% | 30.40 | 3,600PCR: 0.25 | 163.50 | 45.22% | 0.98 | 30.10 | 21.51% | -0.748 | 0.002 | -1.272 | 2.837 | Login To Trade |
2.700 | -1.256 | 0.002 | 0.230 | 22.34% | 67.90 | 0.44 | 17.90% | 25.85 | 3,620PCR: 0.33 | 176.70 | 46.41% | 0.15 | 5.95 | 20.57% | -0.790 | 0.002 | -1.097 | 2.561 | Login To Trade |
2.490 | -1.151 | 0.001 | 0.200 | 22.19% | 95.38 | 0.74 | 15.85% | 21.50 | 3,640PCR: 0.21 | 189.95 | 47.60% | 0.15 | 2.98 | 19.20% | -0.836 | 0.001 | -0.877 | 2.194 | Login To Trade |
2.277 | -1.048 | 0.001 | 0.173 | 22.09% | 60.73 | 0.55 | 13.94% | 17.85 | 3,660PCR: 0.23 | 211.15 | 47.75% | 0.13 | 2.10 | 21.12% | -0.838 | 0.001 | -0.958 | 2.178 | Login To Trade |
2.093 | -0.973 | 0.001 | 0.152 | 22.31% | 28.88 | 0.34 | 12.38% | 15.30 | 3,680PCR: 0.17 | 227.45 | 48.45% | 0.06 | 1.58 | 20.63% | -0.867 | 0.001 | -0.819 | 1.905 | Login To Trade |
1.881 | -0.871 | 0.001 | 0.130 | 22.22% | 474.25 | 3.84 | 10.72% | 12.70 | 3,700PCR: 0.28 | 244.95 | 48.96% | 1.09 | 12.25 | 20.51% | -0.889 | 0.001 | -0.716 | 1.676 | Login To Trade |
1.676 | -0.773 | 0.001 | 0.111 | 22.16% | 26.08 | 0.36 | 9.19% | 10.25 | 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 |
1.494 | -0.691 | 0.001 | 0.094 | 22.22% | 42.35 | 0.46 | 7.90% | 8.55 | 3,740PCR: 0.25 | 259.85 | 99.00% | 0.12 | 0.35 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.345 | -0.630 | 0.001 | 0.082 | 22.46% | 42.00 | 0.59 | 6.91% | 7.25 | 3,760PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.074 | -0.512 | 0.001 | 0.061 | 22.89% | 360.50 | 3.53 | 5.18% | 5.25 | 3,800PCR: 0.24 | 334.25 | 99.00% | 0.85 | 13.48 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.795 | -0.378 | 0.000 | 0.042 | 22.83% | 75.08 | 1.06 | 3.57% | 3.40 | 3,840PCR: 0.00 | 402.00 | 48.76% | 0.00 | 0.00 | 38.21% | -0.841 | 0.001 | -1.712 | 2.151 | Login To Trade |
0.635 | -0.310 | 0.000 | 0.032 | 23.44% | 11.55 | 1.33 | 2.71% | 2.50 | 3,880PCR: 0.00 | 425.00 | 50.12% | 0.00 | 0.00 | 30.94% | -0.917 | 0.001 | -0.875 | 1.358 | Login To Trade |
0.607 | -0.305 | 0.000 | 0.030 | 24.17% | 141.23 | 1.44 | 2.55% | 2.45 | 3,900PCR: 0.18 | 406.00 | 99.00% | 0.26 | 10.15 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.580 | -0.301 | 0.000 | 0.029 | 24.90% | 5.95 | 0.51 | 2.41% | 2.35 | 3,920PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.479 | -0.256 | 0.000 | 0.023 | 25.63% | 9.28 | 0.18 | 1.91% | 1.90 | 3,960PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.449 | -0.253 | 0.000 | 0.021 | 27.10% | 257.08 | 5.72 | 1.75% | 1.85 | 4,000PCR: 0.20 | 527.00 | 99.00% | 1.17 | 3.33 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.238 | -0.157 | 0.000 | 0.010 | 31.74% | 2.98 | 0.75 | 0.80% | 0.95 | 4,200PCR: 0.90 | 710.00 | 99.00% | 0.68 | 0.18 | 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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