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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 | 0.04 | 99.00% | 207.60 | 660PCR: 6.50 | 0.15 | 0.61% | 0.26 | 0.00 | 101.56% | -0.004 | 0.000 | -0.123 | 0.015 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 91.60 | 680PCR: 8.67 | 0.05 | 0.01% | 0.26 | 1.00 | 62.50% | -0.000 | 0.000 | -0.001 | 0.000 | Login To Trade |
0.038 | -0.318 | 0.000 | 0.988 | 99.61% | 0.00 | 0.05 | 47.27% | 225.00 | 700PCR: 16.40 | 0.15 | 0.67% | 0.82 | 5.00 | 85.94% | -0.005 | 0.000 | -0.120 | 0.017 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 160.00 | 720PCR: 28.00 | 0.10 | 0.31% | 0.28 | 0.00 | 70.31% | -0.002 | 0.000 | -0.051 | 0.009 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 2.00 | 0.10 | 99.00% | 176.00 | 740PCR: 2.80 | 0.30 | 1.24% | 0.28 | 0.00 | 76.17% | -0.010 | 0.000 | -0.195 | 0.031 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.43 | 99.00% | 170.00 | 750PCR: 2.47 | 0.10 | 0.50% | 1.06 | 10.00 | 62.50% | -0.004 | 0.000 | -0.073 | 0.014 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.31 | 99.00% | 155.25 | 760PCR: 2.23 | 0.15 | 0.84% | 0.69 | 0.00 | 62.50% | -0.007 | 0.000 | -0.116 | 0.023 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.17 | 99.00% | 115.00 | 770PCR: 6.53 | 0.10 | 0.49% | 1.11 | 2.00 | 54.69% | -0.004 | 0.000 | -0.065 | 0.014 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 1.00 | 0.12 | 99.00% | 135.00 | 780PCR: 5.00 | 0.20 | 0.84% | 0.60 | 11.00 | 54.69% | -0.007 | 0.000 | -0.105 | 0.023 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.12 | 99.00% | 94.60 | 790PCR: 6.33 | 0.20 | 1.07% | 0.76 | 0.00 | 52.73% | -0.009 | 0.000 | -0.127 | 0.029 | Login To Trade |
0.074 | -0.366 | 0.001 | 0.973 | 59.57% | 20.00 | 1.01 | 48.05% | 125.00 | 800PCR: 5.29 | 0.20 | 1.13% | 5.34 | 68.00 | 48.83% | -0.010 | 0.000 | -0.125 | 0.031 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 7.81% | 10.00 | 0.20 | 50.02% | 114.75 | 810PCR: 3.95 | 0.15 | 0.86% | 0.79 | 25.00 | 42.97% | -0.007 | 0.000 | -0.088 | 0.025 | Login To Trade |
0.026 | -0.083 | 0.001 | 0.992 | 39.06% | 2.00 | 0.29 | 48.87% | 104.40 | 820PCR: 3.62 | 0.20 | 1.53% | 1.05 | 16.00 | 42.97% | -0.013 | 0.001 | -0.146 | 0.041 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 1.00 | 0.36 | 99.00% | 83.75 | 830PCR: 4.00 | 0.30 | 2.08% | 1.44 | 2.00 | 41.02% | -0.019 | 0.001 | -0.185 | 0.054 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 2.00 | 0.60 | 99.00% | 83.95 | 840PCR: 3.83 | 0.35 | 2.31% | 2.30 | 90.00 | 37.11% | -0.021 | 0.001 | -0.185 | 0.060 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 9.00 | 0.67 | 99.00% | 74.55 | 850PCR: 7.36 | 0.45 | 3.14% | 4.93 | 125.00 | 35.16% | -0.029 | 0.002 | -0.231 | 0.079 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 117.00 | 1.77 | 99.00% | 64.05 | 860PCR: 2.01 | 0.65 | 4.08% | 3.55 | 282.00 | 32.23% | -0.039 | 0.002 | -0.268 | 0.100 | Login To Trade |
0.004 | -0.006 | 0.000 | 0.999 | 15.63% | 35.00 | 1.26 | 49.49% | 54.85 | 870PCR: 3.26 | 0.80 | 5.43% | 4.11 | 338.00 | 29.79% | -0.053 | 0.003 | -0.317 | 0.128 | Login To Trade |
0.148 | -0.314 | 0.004 | 0.936 | 25.39% | 167.00 | 2.21 | 48.29% | 45.05 | 880PCR: 2.52 | 1.20 | 7.77% | 5.57 | 898.00 | 27.34% | -0.078 | 0.004 | -0.395 | 0.173 | Login To Trade |
0.184 | -0.336 | 0.006 | 0.915 | 21.97% | 103.00 | 1.62 | 47.91% | 35.80 | 890PCR: 1.92 | 1.80 | 11.50% | 3.11 | 599.00 | 25.88% | -0.120 | 0.006 | -0.513 | 0.238 | Login To Trade |
0.332 | -0.696 | 0.009 | 0.800 | 25.15% | 539.00 | 4.84 | 44.83% | 27.65 | 900PCR: 1.74 | 2.90 | 16.83% | 8.40 | 1,804.00 | 23.44% | -0.189 | 0.010 | -0.625 | 0.320 | Login To Trade |
0.400 | -0.740 | 0.013 | 0.719 | 22.22% | 443.00 | 2.49 | 42.38% | 19.35 | 910PCR: 1.65 | 4.85 | 24.21% | 4.12 | 1,698.00 | 22.46% | -0.296 | 0.013 | -0.766 | 0.409 | Login To Trade |
0.465 | -0.842 | 0.015 | 0.571 | 21.73% | 2,985.00 | 7.78 | 36.96% | 12.60 | 920PCR: 0.82 | 8.20 | 32.10% | 6.41 | 1,709.00 | 21.48% | -0.435 | 0.015 | -0.835 | 0.466 | Login To Trade |
0.461 | -0.839 | 0.015 | 0.411 | 21.85% | 3,965.00 | 7.56 | 29.41% | 7.55 | 930PCR: 0.19 | 13.70 | 38.24% | 1.42 | 369.00 | 22.95% | -0.570 | 0.014 | -0.891 | 0.466 | Login To Trade |
0.402 | -0.728 | 0.013 | 0.284 | 21.73% | 2,057.00 | 3.76 | 22.05% | 4.40 | 940PCR: 0.32 | 19.90 | 43.97% | 1.20 | 45.00 | 21.24% | -0.728 | 0.013 | -0.696 | 0.393 | Login To Trade |
0.310 | -0.580 | 0.010 | 0.179 | 22.46% | 2,233.00 | 3.88 | 14.94% | 2.50 | 950PCR: 0.11 | 28.70 | 46.01% | 0.43 | 48.00 | 25.39% | -0.791 | 0.009 | -0.721 | 0.341 | Login To Trade |
0.224 | -0.447 | 0.007 | 0.111 | 23.93% | 778.00 | 4.26 | 9.62% | 1.50 | 960PCR: 0.04 | 40.90 | 46.16% | 0.19 | 0.00 | 36.38% | -0.785 | 0.007 | -1.049 | 0.346 | Login To Trade |
0.165 | -0.350 | 0.005 | 0.074 | 25.39% | 402.00 | 1.10 | 6.52% | 0.90 | 970PCR: 0.04 | 51.10 | 46.60% | 0.04 | 0.00 | 43.95% | -0.793 | 0.005 | -1.239 | 0.338 | Login To Trade |
0.112 | -0.246 | 0.003 | 0.045 | 26.37% | 296.00 | 4.50 | 4.01% | 0.60 | 980PCR: 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 | 990PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.080 | -0.214 | 0.002 | 0.030 | 32.23% | 173.00 | 4.14 | 2.63% | 0.45 | 1,000PCR: 0.01 | 77.35 | 49.79% | 0.05 | 0.00 | 41.99% | -0.924 | 0.003 | -0.590 | 0.169 | Login To Trade |
0.060 | -0.184 | 0.001 | 0.021 | 37.11% | 25.00 | 0.52 | 1.83% | 0.30 | 1,020PCR: 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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