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Span Margin Calculator
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
| Call | Put | ||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 5,800PCR: -- | 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 | 5,900PCR: -- | 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 | 6,000PCR: -- | 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 | 6,100PCR: -- | 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 | 6,200PCR: -- | 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 | 6,300PCR: -- | 1.70 | 1.39% | 0.02 | 1.00 | 24.66% | -0.012 | 0.000 | -0.344 | 0.503 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 6,400PCR: -- | 2.70 | 2.19% | 0.02 | 2.00 | 23.44% | -0.020 | 0.000 | -0.491 | 0.754 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 6,450PCR: -- | 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 | 6,500PCR: -- | 2.85 | 2.50% | 0.15 | 6.50 | 20.63% | -0.023 | 0.000 | -0.493 | 0.860 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 6,550PCR: -- | 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 | 6,600PCR: -- | 4.35 | 3.79% | 0.33 | 13.88 | 19.10% | -0.036 | 0.000 | -0.660 | 1.243 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 6,650PCR: -- | 5.75 | 4.91% | 0.02 | 0.25 | 18.43% | -0.047 | 0.000 | -0.796 | 1.555 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 6,700PCR: -- | 6.50 | 5.72% | 0.70 | 46.50 | 17.21% | -0.056 | 0.000 | -0.850 | 1.777 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 6,750PCR: -- | 8.40 | 7.18% | 0.45 | 4.75 | 16.42% | -0.071 | 0.001 | -0.984 | 2.157 | Login To Trade |
2.953 | -1.392 | 0.001 | 0.891 | 16.97% | 3.88 | 0.03 | 47.13% | 332.30 | 6,800PCR: 12.00 | 11.50 | 9.40% | 0.41 | 45.63 | 15.90% | -0.096 | 0.001 | -1.190 | 2.694 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 6,850PCR: -- | 15.00 | 11.86% | 0.50 | 38.38 | 15.11% | -0.125 | 0.001 | -1.365 | 3.253 | Login To Trade |
4.651 | -2.350 | 0.001 | 0.782 | 18.19% | 2.75 | 0.01 | 44.16% | 251.50 | 6,900PCR: 0.00 | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
5.023 | -2.287 | 0.001 | 0.750 | 16.39% | 6.50 | 0.03 | 43.26% | 207.40 | 6,950PCR: 4.70 | 30.00 | 19.37% | 0.12 | 36.38 | 14.40% | -0.223 | 0.001 | -1.886 | 4.715 | Login To Trade |
5.398 | -2.082 | 0.002 | 0.711 | 13.89% | 268.50 | 0.42 | 42.13% | 159.30 | 7,000PCR: 3.17 | 41.25 | 23.96% | 1.31 | 211.25 | 14.10% | -0.291 | 0.002 | -2.124 | 5.422 | Login To Trade |
5.982 | -2.323 | 0.002 | 0.627 | 13.98% | 237.63 | 0.26 | 39.11% | 125.90 | 7,050PCR: 0.60 | 57.55 | 28.72% | 0.16 | 54.13 | 13.82% | -0.371 | 0.002 | -2.295 | 5.976 | Login To Trade |
6.276 | -2.429 | 0.002 | 0.539 | 13.93% | 585.25 | 0.79 | 35.49% | 97.05 | 7,100PCR: 0.77 | 78.30 | 33.42% | 0.61 | 108.50 | 13.90% | -0.461 | 0.002 | -2.423 | 6.276 | Login To Trade |
6.257 | -2.498 | 0.002 | 0.450 | 14.37% | 156.63 | 0.40 | 31.33% | 73.25 | 7,150PCR: 0.47 | 104.65 | 37.55% | 0.19 | 11.75 | 13.89% | -0.552 | 0.002 | -2.412 | 6.253 | Login To Trade |
5.944 | -2.368 | 0.002 | 0.365 | 14.34% | 276.00 | 1.25 | 26.83% | 55.05 | 7,200PCR: 0.52 | 135.10 | 41.01% | 0.65 | 10.38 | 13.89% | -0.639 | 0.002 | -2.283 | 5.919 | Login To Trade |
5.452 | -2.228 | 0.002 | 0.295 | 14.71% | 66.63 | 0.68 | 22.63% | 41.90 | 7,250PCR: 0.43 | 241.55 | 40.78% | 0.29 | 0.00 | 26.05% | -0.616 | 0.001 | -4.367 | 6.036 | Login To Trade |
4.827 | -2.038 | 0.001 | 0.232 | 15.20% | 150.75 | 1.25 | 18.55% | 31.45 | 7,300PCR: 0.62 | 210.45 | 45.67% | 0.77 | 4.13 | 14.45% | -0.780 | 0.001 | -1.881 | 4.686 | Login To Trade |
4.218 | -1.850 | 0.001 | 0.185 | 15.79% | 26.88 | 0.93 | 15.20% | 24.80 | 7,350PCR: 0.36 | 253.90 | 47.00% | 0.34 | 2.88 | 15.09% | -0.827 | 0.001 | -1.699 | 4.053 | Login To Trade |
3.663 | -1.678 | 0.001 | 0.149 | 16.49% | 91.88 | 2.07 | 12.47% | 19.65 | 7,400PCR: 0.37 | 297.65 | 48.10% | 0.76 | 2.00 | 15.35% | -0.869 | 0.001 | -1.432 | 3.358 | Login To Trade |
3.132 | -1.479 | 0.001 | 0.118 | 17.00% | 18.38 | 0.53 | 10.10% | 15.40 | 7,450PCR: 0.25 | 284.70 | 99.00% | 0.13 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
2.744 | -1.377 | 0.001 | 0.099 | 18.07% | 140.63 | 3.79 | 8.48% | 13.05 | 7,500PCR: 0.30 | 390.60 | 49.38% | 1.15 | 4.88 | 16.24% | -0.924 | 0.001 | -1.020 | 2.262 | Login To Trade |
2.408 | -1.268 | 0.001 | 0.083 | 18.95% | 3.88 | 0.29 | 7.16% | 11.10 | 7,550PCR: 0.02 | 371.70 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
2.065 | -1.124 | 0.000 | 0.068 | 19.59% | 60.25 | 0.93 | 5.88% | 9.00 | 7,600PCR: 0.13 | 568.00 | 46.37% | 0.12 | 0.00 | 39.23% | -0.762 | 0.001 | -5.326 | 4.888 | Login To Trade |
1.775 | -0.996 | 0.000 | 0.056 | 20.20% | 7.25 | 0.16 | 4.86% | 7.45 | 7,650PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.534 | -0.889 | 0.000 | 0.046 | 20.87% | 41.38 | 0.77 | 4.05% | 6.25 | 7,700PCR: 0.13 | 491.80 | 99.00% | 0.10 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.506 | -0.937 | 0.000 | 0.045 | 22.40% | 0.38 | 0.06 | 3.93% | 6.45 | 7,750PCR: 0.43 | 310.00 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.259 | -0.794 | 0.000 | 0.036 | 22.71% | 13.50 | 1.22 | 3.16% | 5.10 | 7,800PCR: 0.04 | 685.00 | 50.55% | 0.05 | 0.13 | 20.75% | -0.975 | 0.000 | -0.530 | 0.919 | Login To Trade |
1.409 | -0.984 | 0.000 | 0.042 | 25.15% | 0.00 | 0.07 | 3.58% | 6.55 | 7,850PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.157 | -0.810 | 0.000 | 0.033 | 25.21% | 1.13 | 0.19 | 2.81% | 5.00 | 7,900PCR: 0.03 | 551.95 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.927 | -0.648 | 0.000 | 0.025 | 25.15% | 0.88 | 0.02 | 2.16% | 3.75 | 7,950PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.834 | -0.600 | 0.000 | 0.022 | 25.88% | 6.00 | 1.87 | 1.89% | 3.35 | 8,000PCR: 0.02 | 610.00 | 99.00% | 0.04 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 8,100PCR: -- | 1052.00 | 49.31% | 0.01 | 0.00 | 54.60% | -0.844 | 0.000 | -5.747 | 3.790 | Login To Trade |
0.614 | -0.497 | 0.000 | 0.015 | 29.17% | 0.50 | 0.07 | 1.30% | 2.50 | 8,200PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.317 | -0.245 | 0.000 | 0.007 | 27.83% | 0.00 | 0.02 | 0.60% | 1.05 | 8,300PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.522 | -1.797 | 0.000 | 0.046 | 42.54% | 0.00 | 0.02 | 3.61% | 12.30 | 8,400PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.332 | -0.299 | 0.000 | 0.008 | 32.47% | 0.00 | 0.04 | 0.62% | 1.25 | 8,500PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 8,600PCR: -- | 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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