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Span Margin Calculator
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
Call | Put | ||||||||||||||||||
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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 | 6,600PCR: -- | 4.35 | 2.29% | 0.00 | 0.13 | 27.40% | -0.019 | 0.000 | -0.486 | 1.029 | Login To Trade |
5.449 | -5.326 | 0.000 | 0.833 | 56.78% | 0.00 | 0.00 | 43.05% | 1140.00 | 6,700PCR: 189.00 | 4.05 | 2.30% | 0.24 | 20.63 | 24.84% | -0.020 | 0.000 | -0.449 | 1.049 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 6,800PCR: -- | 5.95 | 3.26% | 0.02 | 0.75 | 24.11% | -0.029 | 0.000 | -0.594 | 1.432 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 6,900PCR: -- | 6.40 | 3.68% | 0.45 | 23.13 | 22.03% | -0.033 | 0.000 | -0.610 | 1.608 | Login To Trade |
3.156 | -1.358 | 0.000 | 0.923 | 24.99% | 0.25 | 0.01 | 47.17% | 739.00 | 7,000PCR: 24.40 | 8.70 | 4.91% | 0.31 | 41.50 | 20.87% | -0.045 | 0.000 | -0.747 | 2.079 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 7,050PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
6.971 | -6.019 | 0.000 | 0.747 | 50.16% | 0.00 | 0.00 | 40.82% | 800.00 | 7,100PCR: 45.00 | 11.75 | 6.54% | 0.06 | 5.00 | 19.65% | -0.062 | 0.000 | -0.902 | 2.667 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 7,150PCR: -- | 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 | 7,200PCR: -- | 17.70 | 9.19% | 0.25 | 19.38 | 18.86% | -0.091 | 0.000 | -1.155 | 3.558 | Login To Trade |
7.837 | -8.141 | 0.000 | 0.675 | 60.34% | 0.00 | 0.00 | 37.67% | 776.40 | 7,250PCR: 0.00 | 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% | 1.13 | 0.02 | 99.00% | 407.20 | 7,300PCR: 12.37 | 25.85 | 12.54% | 0.29 | 33.63 | 17.94% | -0.129 | 0.001 | -1.419 | 4.592 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 7,350PCR: -- | 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 | 7,400PCR: -- | 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 | 7,450PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
7.103 | -2.047 | 0.001 | 0.737 | 16.74% | 1.13 | 0.08 | 42.61% | 279.00 | 7,500PCR: 6.97 | 59.10 | 22.43% | 0.58 | 64.38 | 16.68% | -0.262 | 0.001 | -2.037 | 7.093 | Login To Trade |
8.447 | -6.637 | 0.000 | 0.594 | 45.64% | 0.00 | 0.00 | 35.46% | 482.45 | 7,550PCR: 0.00 | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
8.128 | -2.263 | 0.001 | 0.642 | 16.17% | 50.50 | 0.16 | 39.34% | 207.25 | 7,600PCR: 2.51 | 88.00 | 28.32% | 0.41 | 74.00 | 16.20% | -0.358 | 0.001 | -2.268 | 8.130 | Login To Trade |
8.482 | -2.395 | 0.001 | 0.587 | 16.40% | 40.63 | 0.09 | 37.13% | 179.30 | 7,650PCR: 1.20 | 107.00 | 31.30% | 0.11 | 14.00 | 16.08% | -0.412 | 0.001 | -2.345 | 8.476 | Login To Trade |
8.660 | -2.389 | 0.001 | 0.531 | 16.02% | 206.75 | 0.52 | 34.80% | 149.00 | 7,700PCR: 0.81 | 129.15 | 34.15% | 0.43 | 33.75 | 15.99% | -0.469 | 0.001 | -2.384 | 8.660 | Login To Trade |
8.669 | -2.385 | 0.001 | 0.474 | 15.98% | 29.25 | 0.17 | 32.16% | 124.40 | 7,750PCR: 0.73 | 156.35 | 36.77% | 0.12 | 1.25 | 16.15% | -0.525 | 0.001 | -2.411 | 8.669 | Login To Trade |
8.504 | -2.349 | 0.001 | 0.418 | 16.04% | 105.13 | 0.69 | 29.35% | 103.50 | 7,800PCR: 0.29 | 178.25 | 39.27% | 0.20 | 12.50 | 15.37% | -0.586 | 0.001 | -2.244 | 8.484 | Login To Trade |
8.181 | -2.267 | 0.001 | 0.364 | 16.10% | 18.38 | 0.26 | 26.44% | 85.30 | 7,850PCR: 0.12 | 233.15 | 40.71% | 0.03 | 0.00 | 18.20% | -0.618 | 0.001 | -2.602 | 8.303 | Login To Trade |
7.730 | -2.154 | 0.001 | 0.314 | 16.19% | 74.63 | 0.51 | 23.52% | 69.85 | 7,900PCR: 0.88 | 283.75 | 41.87% | 0.45 | 0.63 | 20.40% | -0.645 | 0.001 | -2.846 | 8.104 | Login To Trade |
7.178 | -2.012 | 0.001 | 0.268 | 16.28% | 7.38 | 0.22 | 20.65% | 56.75 | 7,950PCR: 0.16 | 356.20 | 42.26% | 0.03 | 0.00 | 25.21% | -0.647 | 0.001 | -3.510 | 8.088 | Login To Trade |
6.609 | -1.887 | 0.001 | 0.230 | 16.59% | 98.13 | 1.29 | 18.09% | 47.15 | 8,000PCR: 0.15 | 319.05 | 46.22% | 0.19 | 1.38 | 15.24% | -0.791 | 0.001 | -1.644 | 6.265 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 8,050PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
5.387 | -1.579 | 0.001 | 0.164 | 17.03% | 20.88 | 0.30 | 13.42% | 31.55 | 8,100PCR: 0.04 | 393.95 | 48.87% | 0.01 | 0.00 | 13.15% | -0.899 | 0.001 | -0.869 | 3.838 | Login To Trade |
4.703 | -1.376 | 0.001 | 0.134 | 17.00% | 2.63 | 0.05 | 11.16% | 24.45 | 8,150PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
4.214 | -1.265 | 0.001 | 0.115 | 17.44% | 51.38 | 0.57 | 9.62% | 20.75 | 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 |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 8,300PCR: -- | 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 | 8,400PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.996 | -0.673 | 0.000 | 0.043 | 19.59% | 35.00 | 0.45 | 3.70% | 7.40 | 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 |
1.571 | -0.551 | 0.000 | 0.032 | 20.39% | 129.00 | 0.34 | 2.75% | 5.45 | 8,600PCR: 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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