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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 | 0.01 | 99.00% | 322.10 | 1,240PCR: 10.00 | 0.25 | 0.70% | 0.13 | 0.00 | 46.88% | -0.005 | 0.000 | -0.080 | 0.048 | Login To Trade |
0.531 | -1.612 | 0.001 | 0.902 | 84.96% | 0.00 | 0.01 | 44.71% | 298.00 | 1,280PCR: 16.33 | 0.40 | 1.07% | 0.21 | 0.00 | 43.95% | -0.009 | 0.000 | -0.112 | 0.071 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 172.55 | 1,300PCR: 36.67 | 0.50 | 1.30% | 0.47 | 2.13 | 41.99% | -0.011 | 0.000 | -0.129 | 0.086 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 146.05 | 1,320PCR: 82.00 | 0.60 | 1.63% | 0.35 | 7.65 | 40.04% | -0.013 | 0.000 | -0.152 | 0.106 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 140.30 | 1,340PCR: 21.00 | 0.50 | 1.49% | 0.18 | 0.00 | 36.13% | -0.013 | 0.000 | -0.129 | 0.100 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.04 | 99.00% | 192.30 | 1,360PCR: 20.00 | 0.70 | 2.06% | 0.77 | 1.70 | 34.67% | -0.018 | 0.000 | -0.166 | 0.134 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.07 | 99.00% | 183.00 | 1,380PCR: 6.65 | 1.00 | 2.91% | 0.48 | 2.55 | 33.69% | -0.026 | 0.001 | -0.220 | 0.183 | Login To Trade |
0.624 | -1.143 | 0.001 | 0.877 | 51.27% | 0.00 | 0.46 | 45.48% | 175.00 | 1,400PCR: 7.30 | 1.40 | 3.89% | 3.38 | 25.50 | 31.98% | -0.035 | 0.001 | -0.271 | 0.238 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.43 | 0.22 | 99.00% | 143.00 | 1,420PCR: 4.02 | 1.75 | 4.89% | 0.89 | 14.88 | 30.03% | -0.045 | 0.001 | -0.313 | 0.292 | Login To Trade |
0.719 | -1.103 | 0.002 | 0.849 | 42.97% | 0.00 | 0.89 | 45.09% | 135.75 | 1,440PCR: 1.20 | 2.35 | 6.54% | 1.06 | 35.70 | 28.32% | -0.062 | 0.001 | -0.380 | 0.376 | Login To Trade |
0.377 | -0.319 | 0.002 | 0.938 | 23.68% | 10.63 | 1.38 | 47.98% | 108.00 | 1,460PCR: 1.15 | 3.50 | 9.02% | 1.59 | 143.23 | 27.10% | -0.089 | 0.002 | -0.478 | 0.494 | Login To Trade |
0.442 | -0.320 | 0.002 | 0.923 | 20.26% | 8.08 | 0.86 | 47.83% | 90.30 | 1,480PCR: 1.46 | 5.15 | 12.37% | 1.25 | 160.23 | 25.63% | -0.128 | 0.003 | -0.586 | 0.640 | Login To Trade |
0.785 | -0.671 | 0.004 | 0.827 | 23.93% | 33.15 | 2.01 | 45.28% | 73.00 | 1,500PCR: 1.14 | 7.90 | 16.93% | 2.28 | 242.68 | 25.15% | -0.184 | 0.004 | -0.734 | 0.817 | Login To Trade |
0.993 | -0.851 | 0.004 | 0.740 | 23.99% | 48.45 | 1.43 | 42.72% | 56.80 | 1,520PCR: 0.75 | 12.10 | 22.44% | 1.08 | 168.73 | 24.29% | -0.262 | 0.004 | -0.866 | 0.998 | Login To Trade |
1.139 | -0.965 | 0.005 | 0.648 | 23.74% | 144.50 | 1.83 | 39.52% | 43.45 | 1,540PCR: 1.15 | 18.20 | 27.52% | 2.11 | 302.18 | 22.58% | -0.344 | 0.005 | -0.911 | 1.129 | Login To Trade |
1.217 | -1.040 | 0.005 | 0.540 | 23.93% | 304.30 | 3.16 | 35.14% | 32.25 | 1,560PCR: 0.80 | 24.10 | 33.73% | 2.52 | 442.85 | 21.73% | -0.462 | 0.006 | -0.945 | 1.217 | Login To Trade |
1.206 | -1.007 | 0.005 | 0.432 | 23.38% | 316.63 | 2.90 | 30.06% | 22.25 | 1,580PCR: 0.24 | 37.45 | 38.60% | 0.70 | 138.55 | 24.11% | -0.567 | 0.005 | -1.038 | 1.206 | Login To Trade |
1.108 | -0.954 | 0.005 | 0.328 | 24.11% | 503.63 | 6.15 | 24.31% | 15.75 | 1,600PCR: 0.09 | 51.20 | 42.44% | 0.54 | 31.45 | 24.72% | -0.667 | 0.005 | -0.983 | 1.113 | Login To Trade |
0.957 | -0.822 | 0.004 | 0.242 | 24.05% | 155.55 | 0.88 | 18.89% | 10.35 | 1,620PCR: 0.15 | 66.20 | 44.87% | 0.14 | 34.00 | 25.88% | -0.740 | 0.004 | -0.919 | 0.995 | Login To Trade |
0.786 | -0.696 | 0.003 | 0.173 | 24.78% | 238.43 | 2.99 | 14.10% | 6.95 | 1,640PCR: 0.03 | 81.45 | 47.47% | 0.08 | 7.23 | 24.17% | -0.833 | 0.003 | -0.662 | 0.767 | Login To Trade |
0.625 | -0.561 | 0.003 | 0.123 | 25.15% | 98.60 | 1.12 | 10.30% | 4.60 | 1,660PCR: 0.03 | 102.65 | 47.54% | 0.03 | 8.08 | 30.76% | -0.826 | 0.003 | -0.866 | 0.788 | Login To Trade |
0.489 | -0.458 | 0.002 | 0.088 | 26.25% | 104.55 | 1.49 | 7.46% | 3.20 | 1,680PCR: 0.04 | 102.30 | 99.00% | 0.06 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.402 | -0.396 | 0.002 | 0.068 | 27.59% | 114.33 | 1.38 | 5.78% | 2.45 | 1,700PCR: 0.06 | 139.80 | 49.12% | 0.08 | 2.55 | 34.18% | -0.884 | 0.002 | -0.733 | 0.601 | Login To Trade |
0.293 | -0.294 | 0.001 | 0.045 | 28.08% | 51.85 | 0.48 | 3.90% | 1.60 | 1,720PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.239 | -0.250 | 0.001 | 0.035 | 29.30% | 9.78 | 0.53 | 3.02% | 1.25 | 1,740PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.194 | -0.213 | 0.001 | 0.028 | 30.76% | 10.20 | 0.20 | 2.34% | 1.00 | 1,760PCR: 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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