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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 | 1,220PCR: -- | 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 | 1,240PCR: -- | 1.45 | 3.39% | 0.02 | 0.00 | 33.45% | -0.029 | 0.001 | -0.167 | 0.250 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,260PCR: -- | 1.90 | 4.28% | 0.00 | 0.00 | 32.23% | -0.037 | 0.001 | -0.199 | 0.309 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,280PCR: -- | 1.00 | 2.93% | 2.27 | 0.40 | 26.12% | -0.026 | 0.001 | -0.119 | 0.229 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.59 | 99.00% | 142.00 | 1,300PCR: 3.41 | 0.95 | 3.18% | 2.00 | 25.20 | 23.44% | -0.029 | 0.001 | -0.117 | 0.248 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,310PCR: -- | 4.00 | 8.19% | 0.04 | 0.00 | 29.54% | -0.076 | 0.001 | -0.324 | 0.548 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 109.25 | 1,320PCR: 34.25 | 1.30 | 4.26% | 0.55 | 14.80 | 21.97% | -0.039 | 0.001 | -0.142 | 0.323 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,330PCR: -- | 3.70 | 8.50% | 0.06 | 0.00 | 25.88% | -0.081 | 0.002 | -0.296 | 0.573 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 101.80 | 1,340PCR: 147.00 | 1.90 | 5.98% | 0.59 | 24.80 | 20.75% | -0.057 | 0.001 | -0.180 | 0.434 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 101.50 | 1,350PCR: 140.00 | 2.25 | 6.96% | 0.56 | 9.60 | 20.02% | -0.067 | 0.002 | -0.198 | 0.495 | Login To Trade |
0.827 | -0.412 | 0.002 | 0.866 | 24.90% | 0.00 | 0.03 | 45.94% | 105.10 | 1,360PCR: 43.14 | 2.85 | 8.37% | 1.21 | 104.80 | 19.53% | -0.082 | 0.002 | -0.226 | 0.579 | Login To Trade |
0.767 | -0.322 | 0.003 | 0.879 | 21.00% | 0.00 | 0.04 | 46.50% | 93.75 | 1,370PCR: 15.67 | 3.45 | 9.90% | 0.56 | 22.00 | 18.92% | -0.099 | 0.002 | -0.252 | 0.666 | Login To Trade |
0.742 | -0.266 | 0.003 | 0.885 | 17.94% | 4.80 | 0.13 | 46.80% | 82.20 | 1,380PCR: 4.88 | 4.70 | 12.33% | 0.64 | 49.60 | 18.92% | -0.127 | 0.003 | -0.301 | 0.796 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 52.25 | 1,390PCR: 221.00 | 5.80 | 14.53% | 0.88 | 6.80 | 18.43% | -0.154 | 0.003 | -0.334 | 0.906 | Login To Trade |
1.062 | -0.402 | 0.004 | 0.802 | 18.92% | 13.60 | 2.26 | 44.51% | 66.70 | 1,400PCR: 1.48 | 7.60 | 17.50% | 3.33 | 110.80 | 18.43% | -0.192 | 0.004 | -0.385 | 1.043 | Login To Trade |
1.198 | -0.462 | 0.004 | 0.756 | 19.29% | 0.80 | 0.14 | 43.12% | 59.25 | 1,410PCR: 9.35 | 9.35 | 20.17% | 1.27 | 11.60 | 17.94% | -0.229 | 0.004 | -0.415 | 1.157 | Login To Trade |
1.279 | -0.459 | 0.005 | 0.723 | 17.94% | 32.40 | 0.63 | 42.15% | 50.30 | 1,420PCR: 1.67 | 12.10 | 23.36% | 1.06 | 25.60 | 17.70% | -0.277 | 0.005 | -0.452 | 1.277 | Login To Trade |
1.383 | -0.500 | 0.005 | 0.669 | 18.07% | 90.80 | 1.52 | 40.29% | 43.70 | 1,430PCR: 0.82 | 14.80 | 26.54% | 1.24 | 76.40 | 17.64% | -0.327 | 0.005 | -0.486 | 1.377 | Login To Trade |
1.459 | -0.524 | 0.006 | 0.615 | 17.94% | 199.60 | 1.92 | 38.27% | 37.25 | 1,440PCR: 0.74 | 18.35 | 29.73% | 1.42 | 73.20 | 17.52% | -0.383 | 0.006 | -0.510 | 1.456 | Login To Trade |
1.509 | -0.558 | 0.006 | 0.550 | 18.49% | 446.00 | 4.04 | 35.57% | 31.80 | 1,450PCR: 0.40 | 22.55 | 32.81% | 1.60 | 49.20 | 17.46% | -0.441 | 0.006 | -0.526 | 1.506 | Login To Trade |
1.522 | -0.559 | 0.006 | 0.498 | 18.37% | 465.20 | 2.32 | 33.23% | 26.50 | 1,460PCR: 0.41 | 27.50 | 35.65% | 0.94 | 22.80 | 17.46% | -0.501 | 0.006 | -0.532 | 1.523 | Login To Trade |
1.502 | -0.544 | 0.006 | 0.436 | 18.13% | 47.20 | 0.84 | 30.23% | 21.80 | 1,470PCR: 0.47 | 42.50 | 37.63% | 0.39 | 0.00 | 23.99% | -0.536 | 0.004 | -0.728 | 1.517 | Login To Trade |
1.462 | -0.517 | 0.006 | 0.387 | 17.70% | 87.20 | 1.02 | 27.67% | 18.00 | 1,480PCR: 0.35 | 39.35 | 40.53% | 0.36 | 7.20 | 17.70% | -0.616 | 0.006 | -0.516 | 1.458 | Login To Trade |
1.390 | -0.507 | 0.005 | 0.335 | 18.25% | 24.40 | 0.61 | 24.68% | 15.05 | 1,490PCR: 0.09 | 57.05 | 40.91% | 0.05 | 0.00 | 25.45% | -0.614 | 0.004 | -0.743 | 1.460 | Login To Trade |
1.287 | -0.473 | 0.005 | 0.282 | 18.37% | 301.60 | 5.68 | 21.44% | 12.00 | 1,500PCR: 0.35 | 52.20 | 44.41% | 2.00 | 6.40 | 16.97% | -0.730 | 0.005 | -0.428 | 1.262 | Login To Trade |
1.193 | -0.440 | 0.004 | 0.243 | 18.43% | 12.00 | 0.43 | 18.91% | 9.85 | 1,510PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.075 | -0.396 | 0.004 | 0.202 | 18.43% | 46.40 | 1.13 | 16.14% | 7.75 | 1,520PCR: 0.21 | 82.80 | 43.92% | 0.23 | 0.00 | 29.36% | -0.691 | 0.003 | -0.789 | 1.345 | Login To Trade |
0.969 | -0.364 | 0.004 | 0.171 | 18.80% | 33.20 | 0.36 | 13.90% | 6.40 | 1,530PCR: 0.01 | 91.85 | 44.68% | 0.00 | 0.00 | 30.58% | -0.712 | 0.003 | -0.796 | 1.302 | Login To Trade |
0.847 | -0.318 | 0.003 | 0.139 | 18.80% | 124.40 | 1.46 | 11.54% | 5.00 | 1,540PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.749 | -0.287 | 0.003 | 0.117 | 19.17% | 14.40 | 0.48 | 9.79% | 4.10 | 1,550PCR: 0.01 | 111.00 | 45.64% | 0.00 | 0.00 | 34.18% | -0.736 | 0.003 | -0.853 | 1.248 | Login To Trade |
0.645 | -0.249 | 0.002 | 0.095 | 19.29% | 23.60 | 0.40 | 8.05% | 3.20 | 1,560PCR: 0.01 | 122.00 | 46.04% | 0.00 | 0.00 | 36.44% | -0.745 | 0.002 | -0.893 | 1.225 | Login To Trade |
0.528 | -0.201 | 0.002 | 0.073 | 19.04% | 4.40 | 0.12 | 6.24% | 2.30 | 1,570PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.435 | -0.166 | 0.002 | 0.057 | 19.04% | 8.80 | 0.17 | 4.89% | 1.75 | 1,580PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.358 | -0.147 | 0.001 | 0.044 | 20.51% | 24.40 | 1.71 | 3.83% | 1.40 | 1,600PCR: 1.05 | 143.75 | 50.19% | 1.80 | 0.80 | 22.22% | -0.941 | 0.001 | -0.199 | 0.447 | Login To Trade |
0.308 | -0.128 | 0.001 | 0.037 | 20.75% | 0.40 | 1.20 | 3.17% | 1.15 | 1,610PCR: 0.00 | 168.00 | 47.81% | 0.00 | 0.00 | 42.60% | -0.794 | 0.002 | -0.926 | 1.087 | Login To Trade |
0.282 | -0.121 | 0.001 | 0.033 | 21.48% | 4.00 | 1.72 | 2.85% | 1.00 | 1,620PCR: 0.00 | 177.00 | 48.17% | 0.00 | 0.00 | 43.33% | -0.805 | 0.002 | -0.912 | 1.052 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 1,640PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.089 | -0.035 | 0.000 | 0.009 | 19.53% | 1.20 | 0.10 | 0.75% | 0.20 | 1,650PCR: 0.04 | 205.00 | 49.14% | 0.00 | 0.00 | 44.68% | -0.840 | 0.001 | -0.829 | 0.927 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 1,660PCR: -- | 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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