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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 | 1,200PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.460 | -0.344 | 0.001 | 0.940 | 38.82% | 0.00 | 0.01 | 46.86% | 213.05 | 1,240PCR: 14.33 | 1.35 | 3.27% | 0.18 | 0.00 | 31.49% | -0.028 | 0.001 | -0.150 | 0.247 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,260PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.779 | -0.623 | 0.001 | 0.879 | 41.63% | 0.00 | 0.03 | 45.30% | 178.70 | 1,280PCR: 35.67 | 1.25 | 3.54% | 0.91 | 16.58 | 25.39% | -0.032 | 0.001 | -0.134 | 0.274 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.07 | 99.00% | 121.85 | 1,300PCR: 30.19 | 1.85 | 4.98% | 2.05 | 134.30 | 24.66% | -0.045 | 0.001 | -0.175 | 0.369 | Login To Trade |
0.409 | -0.173 | 0.001 | 0.948 | 21.97% | 0.00 | 0.00 | 47.94% | 131.80 | 1,320PCR: 124.00 | 2.60 | 6.86% | 0.53 | 61.20 | 23.44% | -0.065 | 0.001 | -0.220 | 0.488 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,340PCR: -- | 4.05 | 9.71% | 0.81 | 74.80 | 23.07% | -0.095 | 0.002 | -0.290 | 0.654 | Login To Trade |
1.281 | -1.054 | 0.002 | 0.729 | 42.79% | 0.00 | 0.03 | 40.84% | 117.75 | 1,360PCR: 48.83 | 6.50 | 13.78% | 1.25 | 117.73 | 22.71% | -0.142 | 0.003 | -0.379 | 0.869 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.09 | 99.00% | 64.20 | 1,380PCR: 11.77 | 9.80 | 18.06% | 1.10 | 59.50 | 22.46% | -0.197 | 0.003 | -0.463 | 1.072 | Login To Trade |
1.266 | -0.532 | 0.004 | 0.736 | 21.85% | 187.85 | 0.61 | 42.31% | 63.90 | 1,400PCR: 3.52 | 14.35 | 22.99% | 2.15 | 280.93 | 22.09% | -0.267 | 0.004 | -0.540 | 1.271 | Login To Trade |
1.424 | -0.572 | 0.005 | 0.656 | 20.87% | 196.78 | 0.59 | 39.64% | 49.00 | 1,420PCR: 1.75 | 20.75 | 28.20% | 1.02 | 137.70 | 21.97% | -0.350 | 0.004 | -0.606 | 1.434 | Login To Trade |
1.527 | -0.634 | 0.005 | 0.559 | 21.61% | 915.03 | 1.98 | 35.68% | 38.45 | 1,440PCR: 0.74 | 29.10 | 33.16% | 1.46 | 198.90 | 21.97% | -0.442 | 0.005 | -0.645 | 1.527 | Login To Trade |
1.537 | -0.635 | 0.005 | 0.463 | 21.48% | 438.18 | 2.98 | 31.32% | 28.50 | 1,460PCR: 0.59 | 39.15 | 37.53% | 1.77 | 58.23 | 21.85% | -0.536 | 0.005 | -0.646 | 1.538 | Login To Trade |
1.463 | -0.606 | 0.004 | 0.371 | 21.55% | 158.95 | 2.10 | 26.53% | 20.65 | 1,480PCR: 0.26 | 51.55 | 41.17% | 0.54 | 13.60 | 22.09% | -0.625 | 0.004 | -0.623 | 1.467 | Login To Trade |
1.321 | -0.550 | 0.004 | 0.288 | 21.67% | 848.30 | 4.28 | 21.64% | 14.65 | 1,500PCR: 0.37 | 65.55 | 44.00% | 1.59 | 31.03 | 22.22% | -0.707 | 0.004 | -0.569 | 1.332 | Login To Trade |
1.119 | -0.468 | 0.003 | 0.212 | 21.73% | 147.48 | 2.32 | 16.60% | 10.25 | 1,520PCR: 0.12 | 77.25 | 47.14% | 0.27 | 6.38 | 19.04% | -0.817 | 0.004 | -0.376 | 1.026 | Login To Trade |
0.948 | -0.405 | 0.003 | 0.162 | 22.22% | 56.95 | 1.33 | 13.04% | 7.15 | 1,540PCR: 0.14 | 92.70 | 49.27% | 0.19 | 2.55 | 16.60% | -0.910 | 0.003 | -0.201 | 0.630 | Login To Trade |
0.782 | -0.349 | 0.002 | 0.122 | 23.19% | 66.73 | 1.42 | 9.99% | 5.00 | 1,560PCR: 0.18 | 128.50 | 46.60% | 0.26 | 0.00 | 35.89% | -0.763 | 0.002 | -0.824 | 1.194 | Login To Trade |
0.627 | -0.283 | 0.002 | 0.090 | 23.44% | 44.63 | 1.83 | 7.47% | 3.65 | 1,580PCR: 0.06 | 125.00 | 99.00% | 0.11 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.494 | -0.230 | 0.001 | 0.066 | 24.17% | 139.83 | 4.26 | 5.49% | 2.65 | 1,600PCR: 0.12 | 151.40 | 50.46% | 0.52 | 5.10 | 20.75% | -0.960 | 0.001 | -0.133 | 0.333 | Login To Trade |
0.352 | -0.162 | 0.001 | 0.043 | 23.93% | 0.00 | 1.08 | 3.61% | 1.60 | 1,620PCR: 0.00 | 169.90 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.329 | -0.164 | 0.001 | 0.039 | 25.88% | 1.70 | 0.51 | 3.28% | 1.50 | 1,640PCR: 0.08 | 191.05 | 50.80% | 0.04 | 0.00 | 15.63% | -0.998 | 0.000 | -0.006 | 0.020 | Login To Trade |
0.260 | -0.132 | 0.001 | 0.029 | 26.37% | 2.13 | 0.67 | 2.45% | 1.15 | 1,660PCR: 0.23 | 192.00 | 99.00% | 0.16 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.227 | -0.121 | 0.001 | 0.025 | 27.83% | 7.23 | 0.53 | 2.07% | 0.95 | 1,680PCR: 0.06 | 228.65 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.211 | -0.119 | 0.001 | 0.023 | 29.30% | 5.53 | 1.79 | 1.87% | 0.95 | 1,700PCR: 0.02 | 273.55 | 49.46% | 0.04 | 0.00 | 61.52% | -0.814 | 0.001 | -1.228 | 1.038 | Login To Trade |
0.129 | -0.075 | 0.000 | 0.013 | 30.27% | 0.00 | 0.17 | 1.04% | 0.50 | 1,740PCR: 0.08 | 271.80 | 99.00% | 0.01 | 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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