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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 | 1,960PCR: -- | 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% | 376.00 | 2,000PCR: 3.00 | 0.35 | 0.00% | 0.01 | 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 | 2,040PCR: -- | 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% | 290.00 | 2,080PCR: 52.00 | 0.05 | 0.00% | 0.13 | 0.50 | 500.00% | 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 | 2,100PCR: -- | 0.10 | 0.00% | 0.01 | 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 | 2,120PCR: -- | 0.05 | 0.00% | 0.93 | 0.25 | 500.00% | 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% | 364.10 | 2,140PCR: 182.00 | 0.05 | 0.00% | 0.46 | 6.25 | 500.00% | 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% | 342.00 | 2,160PCR: 195.00 | 0.05 | 0.00% | 0.49 | 2.25 | 500.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 300.00 | 2,180PCR: 64.50 | 0.05 | 0.00% | 0.32 | 10.50 | 500.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 2.25 | 0.11 | 99.00% | 309.00 | 2,200PCR: 7.58 | 0.10 | 0.00% | 0.85 | 23.75 | 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 | 0.01 | 99.00% | 288.40 | 2,220PCR: 32.50 | 0.05 | 0.00% | 0.33 | 0.25 | 500.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.04 | 99.00% | 178.00 | 2,240PCR: 12.93 | 0.10 | 0.00% | 0.45 | 26.25 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 1.25 | 0.04 | 99.00% | 241.30 | 2,260PCR: 12.56 | 0.05 | 0.00% | 0.50 | 6.25 | 500.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.25 | 0.05 | 99.00% | 217.90 | 2,280PCR: 4.00 | 0.05 | 0.00% | 0.21 | 4.75 | 500.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 7.50 | 0.76 | 99.00% | 200.65 | 2,300PCR: 3.27 | 0.05 | 0.00% | 2.49 | 91.75 | 500.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 6.50 | 0.45 | 99.00% | 182.15 | 2,320PCR: 2.12 | 0.05 | 0.00% | 0.95 | 22.50 | 500.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 9.50 | 1.37 | 99.00% | 171.00 | 2,340PCR: 0.80 | 0.05 | 0.00% | 1.09 | 50.00 | 500.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 14.50 | 1.11 | 99.00% | 142.75 | 2,360PCR: 1.93 | 0.05 | 0.00% | 2.14 | 57.25 | 500.00% | 0.000 | 0.000 | -0.002 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 14.75 | 0.55 | 99.00% | 125.45 | 2,380PCR: 1.03 | 0.05 | 0.00% | 0.57 | 46.25 | 500.00% | 0.000 | 0.000 | -0.098 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 29.75 | 3.00 | 99.00% | 101.00 | 2,400PCR: 0.91 | 0.05 | 0.00% | 2.74 | 46.75 | 500.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 15.50 | 2.36 | 99.00% | 92.00 | 2,420PCR: 0.43 | 0.05 | 0.09% | 1.03 | 34.00 | 500.00% | -0.001 | 0.000 | -22.542 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 28.50 | 0.45 | 99.00% | 70.30 | 2,440PCR: 4.61 | 0.05 | 0.00% | 2.09 | 45.50 | 500.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 51.00 | 1.00 | 99.00% | 47.80 | 2,460PCR: 0.65 | 0.05 | 0.03% | 0.65 | 127.25 | 250.00% | -0.000 | 0.000 | -4.016 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 72.75 | 1.11 | 0.00% | 35.00 | 2,480PCR: 1.23 | 0.05 | 0.73% | 1.37 | 402.50 | 500.00% | -0.007 | 0.002 | -413.983 | 0.000 | Login To Trade |
0.009 | -5781.736 | 0.020 | 0.749 | 578.13% | 343.50 | 0.81 | 43.88% | 13.00 | 2,500PCR: 0.90 | 0.30 | 10.24% | 0.74 | 692.75 | 218.75% | -0.114 | 0.042 | -1737.507 | 0.004 | Login To Trade |
0.001 | -86.321 | 0.025 | 0.015 | 62.50% | 437.75 | 2.28 | 1.36% | 0.05 | 2,520PCR: 0.24 | 13.00 | 0.00% | 0.56 | 127.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | -4.893 | 0.000 | 0.000 | 250.00% | 437.25 | 0.92 | 0.01% | 0.15 | 2,540PCR: 0.63 | 29.80 | 99.00% | 0.58 | 38.75 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | -90.328 | 0.000 | 0.002 | 500.00% | 376.25 | 4.56 | 0.22% | 0.05 | 2,560PCR: 0.14 | 47.30 | 0.00% | 0.63 | 31.25 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | -3.363 | 0.000 | 0.000 | 500.00% | 86.00 | 1.27 | 0.01% | 0.05 | 2,580PCR: 0.16 | 69.65 | 0.00% | 0.21 | 2.75 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.001 | -67.562 | 0.000 | 0.003 | 500.00% | 303.25 | 5.93 | 0.32% | 0.05 | 2,600PCR: 0.07 | 95.50 | 0.00% | 0.43 | 11.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | -0.000 | 0.000 | 0.000 | 500.00% | 56.25 | 0.71 | 0.00% | 0.05 | 2,620PCR: 0.04 | 103.80 | 0.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | -0.218 | 0.000 | 0.000 | 500.00% | 22.75 | 1.01 | 0.00% | 0.05 | 2,640PCR: 0.03 | 122.90 | 99.00% | 0.03 | 1.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 500.00% | 14.50 | 0.49 | 0.00% | 0.05 | 2,660PCR: 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 | 500.00% | 0.00 | 0.86 | 0.00% | 0.05 | 2,680PCR: 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 | 500.00% | 3.00 | 4.05 | 0.00% | 0.05 | 2,700PCR: 0.02 | 202.50 | 0.00% | 0.09 | 2.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 500.00% | 8.00 | 0.31 | 0.00% | 0.05 | 2,720PCR: 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 | 500.00% | 7.25 | 0.44 | 0.00% | 0.05 | 2,740PCR: 0.01 | 227.40 | 0.00% | 0.01 | 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% | 1.50 | 0.17 | 0.00% | 0.10 | 2,760PCR: 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 | 0.08 | 0.00% | 0.10 | 2,780PCR: 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 | 500.00% | 29.25 | 0.47 | 0.00% | 0.05 | 2,800PCR: 0.04 | 275.00 | 99.00% | 0.02 | 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 | 0.02 | 0.00% | 0.45 | 2,820PCR: 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 | 500.00% | 7.50 | 0.09 | 0.00% | 0.05 | 2,840PCR: 0.03 | 310.00 | 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 | 0.07 | 0.00% | 0.10 | 2,860PCR: 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 | 500.00% | 6.00 | 0.40 | 0.00% | 0.05 | 2,880PCR: 0.01 | 525.00 | 0.00% | 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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0
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