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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 | 1.86 | 99.00% | 41.70 | 200PCR: 14.34 | 0.20 | 2.71% | 26.67 | 93.00 | 39.06% | -0.022 | 0.002 | -0.026 | 0.033 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 205PCR: -- | 0.25 | 3.00% | 14.85 | 144.00 | 35.16% | -0.025 | 0.003 | -0.027 | 0.037 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.48 | 99.00% | 32.35 | 210PCR: 24.00 | 0.40 | 5.26% | 11.52 | 150.00 | 35.16% | -0.045 | 0.004 | -0.044 | 0.060 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 212.50PCR: -- | 0.55 | 6.75% | 2.07 | 27.00 | 35.16% | -0.060 | 0.005 | -0.054 | 0.074 | Login To Trade |
0.146 | -0.152 | 0.007 | 0.850 | 50.29% | 0.00 | 0.66 | 44.17% | 31.35 | 215PCR: 10.86 | 0.70 | 7.77% | 7.17 | 504.00 | 34.18% | -0.071 | 0.006 | -0.060 | 0.085 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 217.50PCR: -- | 0.95 | 9.75% | 2.67 | 102.00 | 34.18% | -0.091 | 0.008 | -0.073 | 0.103 | Login To Trade |
0.105 | -0.068 | 0.009 | 0.906 | 31.25% | 30.00 | 5.85 | 46.57% | 24.65 | 220PCR: 3.38 | 1.15 | 11.15% | 19.80 | 783.00 | 33.20% | -0.107 | 0.009 | -0.079 | 0.116 | Login To Trade |
0.147 | -0.110 | 0.010 | 0.848 | 36.13% | 81.00 | 0.84 | 44.90% | 23.15 | 222.50PCR: 3.96 | 1.50 | 13.81% | 3.33 | 117.00 | 33.69% | -0.136 | 0.010 | -0.096 | 0.137 | Login To Trade |
0.164 | -0.121 | 0.012 | 0.821 | 35.64% | 24.00 | 2.79 | 44.19% | 21.00 | 225PCR: 2.34 | 1.85 | 16.08% | 6.54 | 669.00 | 33.20% | -0.164 | 0.012 | -0.106 | 0.155 | Login To Trade |
0.183 | -0.137 | 0.013 | 0.785 | 36.13% | 15.00 | 0.66 | 43.17% | 19.15 | 227.50PCR: 2.73 | 2.15 | 18.03% | 1.80 | 15.00 | 31.74% | -0.190 | 0.014 | -0.112 | 0.170 | Login To Trade |
0.187 | -0.121 | 0.015 | 0.777 | 31.25% | 246.00 | 9.21 | 43.07% | 16.40 | 230PCR: 3.06 | 2.75 | 20.79% | 28.20 | 1,317.00 | 31.74% | -0.227 | 0.015 | -0.124 | 0.189 | Login To Trade |
0.205 | -0.133 | 0.017 | 0.736 | 31.25% | 57.00 | 1.59 | 41.86% | 14.55 | 232.50PCR: 2.13 | 3.35 | 23.41% | 3.39 | 294.00 | 31.25% | -0.265 | 0.017 | -0.133 | 0.205 | Login To Trade |
0.225 | -0.157 | 0.017 | 0.679 | 33.69% | 282.00 | 13.53 | 39.78% | 13.35 | 235PCR: 1.41 | 4.05 | 26.13% | 19.14 | 1,887.00 | 30.76% | -0.308 | 0.018 | -0.141 | 0.221 | Login To Trade |
0.233 | -0.146 | 0.020 | 0.646 | 30.27% | 366.00 | 3.84 | 38.70% | 11.05 | 237.50PCR: 1.52 | 4.85 | 29.07% | 5.85 | 1,311.00 | 30.76% | -0.356 | 0.019 | -0.149 | 0.234 | Login To Trade |
0.243 | -0.152 | 0.020 | 0.594 | 30.27% | 3,468.00 | 34.80 | 36.66% | 9.50 | 240PCR: 0.94 | 5.75 | 31.86% | 32.82 | 2,262.00 | 30.27% | -0.406 | 0.020 | -0.152 | 0.243 | Login To Trade |
0.249 | -0.153 | 0.021 | 0.543 | 29.79% | 1,998.00 | 13.86 | 34.54% | 8.10 | 242.50PCR: 1.13 | 6.85 | 34.46% | 15.72 | 1,377.00 | 29.79% | -0.458 | 0.021 | -0.153 | 0.249 | Login To Trade |
0.250 | -0.154 | 0.021 | 0.489 | 29.79% | 6,267.00 | 49.08 | 32.10% | 6.80 | 245PCR: 0.40 | 8.00 | 36.88% | 19.65 | 2,901.00 | 29.30% | -0.512 | 0.022 | -0.152 | 0.250 | Login To Trade |
0.247 | -0.152 | 0.021 | 0.436 | 29.79% | 2,160.00 | 8.67 | 29.55% | 5.70 | 247.50PCR: 0.56 | 9.40 | 39.14% | 4.89 | 951.00 | 29.30% | -0.565 | 0.021 | -0.150 | 0.247 | Login To Trade |
0.240 | -0.148 | 0.021 | 0.385 | 29.79% | 10,653.00 | 92.58 | 26.86% | 4.80 | 250PCR: 0.22 | 10.85 | 41.29% | 20.43 | 1,038.00 | 28.81% | -0.620 | 0.021 | -0.142 | 0.239 | Login To Trade |
0.229 | -0.140 | 0.020 | 0.336 | 29.54% | 729.00 | 4.86 | 24.07% | 3.95 | 252.50PCR: 0.27 | 12.60 | 43.03% | 1.29 | 90.00 | 29.30% | -0.666 | 0.020 | -0.138 | 0.228 | Login To Trade |
0.214 | -0.130 | 0.019 | 0.287 | 29.30% | 2,229.00 | 24.09 | 21.13% | 3.20 | 255PCR: 0.22 | 14.30 | 44.72% | 5.31 | 159.00 | 28.81% | -0.716 | 0.019 | -0.127 | 0.212 | Login To Trade |
0.197 | -0.120 | 0.017 | 0.246 | 29.30% | 276.00 | 2.94 | 18.49% | 2.60 | 257.50PCR: 0.43 | 16.25 | 45.97% | 1.26 | 57.00 | 29.30% | -0.754 | 0.017 | -0.120 | 0.197 | Login To Trade |
0.181 | -0.112 | 0.015 | 0.211 | 29.79% | 3,156.00 | 60.24 | 16.16% | 2.15 | 260PCR: 0.11 | 18.15 | 47.17% | 6.51 | 141.00 | 28.32% | -0.802 | 0.016 | -0.102 | 0.174 | Login To Trade |
0.163 | -0.100 | 0.014 | 0.177 | 29.79% | 231.00 | 5.91 | 13.84% | 1.70 | 262.50PCR: 0.22 | 19.40 | 49.20% | 1.32 | 81.00 | 22.46% | -0.894 | 0.013 | -0.053 | 0.114 | Login To Trade |
0.144 | -0.089 | 0.012 | 0.146 | 29.79% | 834.00 | 16.92 | 11.60% | 1.35 | 265PCR: 0.07 | 20.65 | 99.00% | 1.26 | 18.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.129 | -0.081 | 0.011 | 0.124 | 30.27% | 87.00 | 4.20 | 9.97% | 1.10 | 267.50PCR: 0.20 | 22.85 | 99.00% | 0.84 | 18.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.110 | -0.069 | 0.009 | 0.101 | 30.27% | 2,676.00 | 50.16 | 8.12% | 0.85 | 270PCR: 0.19 | 24.70 | 99.00% | 9.69 | 33.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.094 | -0.059 | 0.008 | 0.081 | 30.27% | 138.00 | 3.12 | 6.58% | 0.65 | 272.50PCR: 0.01 | 35.00 | 46.95% | 0.03 | 0.00 | 63.96% | -0.724 | 0.008 | -0.278 | 0.210 | Login To Trade |
0.080 | -0.050 | 0.007 | 0.066 | 30.27% | 786.00 | 15.03 | 5.33% | 0.55 | 275PCR: 0.01 | 32.45 | 49.84% | 0.09 | 0.00 | 37.11% | -0.888 | 0.008 | -0.092 | 0.119 | Login To Trade |
0.061 | -0.039 | 0.005 | 0.046 | 31.25% | 2,493.00 | 40.71 | 3.73% | 0.40 | 280PCR: 0.08 | 36.00 | 99.00% | 3.36 | 12.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.040 | -0.026 | 0.003 | 0.028 | 31.25% | 249.00 | 13.95 | 2.25% | 0.25 | 285PCR: 0.06 | 42.85 | 50.32% | 0.81 | 0.00 | 47.85% | -0.887 | 0.006 | -0.119 | 0.120 | Login To Trade |
0.035 | -0.024 | 0.003 | 0.023 | 33.20% | 1,041.00 | 15.63 | 1.85% | 0.20 | 290PCR: 0.32 | 44.00 | 99.00% | 4.95 | 159.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.033 | -0.024 | 0.002 | 0.022 | 35.16% | 15.00 | 1.98 | 1.71% | 0.15 | 295PCR: 0.03 | 50.90 | 99.00% | 0.06 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.033 | -0.026 | 0.002 | 0.022 | 39.06% | 765.00 | 75.33 | 1.69% | 0.15 | 300PCR: 0.09 | 53.35 | 99.00% | 6.72 | 27.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.025 | -0.020 | 0.002 | 0.016 | 39.06% | 0.00 | 3.06 | 1.20% | 0.15 | 305PCR: 0.19 | 62.50 | 51.65% | 0.57 | 0.00 | 58.59% | -0.921 | 0.004 | -0.112 | 0.092 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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