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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 | 0.02 | 99.00% | 188.65 | 1,080PCR: 0.67 | 1.00 | 2.68% | 0.01 | 0.00 | 30.76% | -0.022 | 0.001 | -0.102 | 0.192 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.14 | 99.00% | 177.00 | 1,100PCR: 6.78 | 0.40 | 1.47% | 0.98 | 18.13 | 24.41% | -0.013 | 0.000 | -0.049 | 0.117 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.12 | 99.00% | 160.20 | 1,120PCR: 0.95 | 0.40 | 1.63% | 0.11 | 1.25 | 21.97% | -0.014 | 0.001 | -0.049 | 0.130 | Login To Trade |
0.605 | -0.364 | 0.001 | 0.906 | 34.91% | 0.00 | 0.02 | 46.21% | 156.00 | 1,130PCR: 17.00 | 0.60 | 2.33% | 0.32 | 20.00 | 21.97% | -0.021 | 0.001 | -0.068 | 0.178 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.06 | 99.00% | 134.05 | 1,140PCR: 11.30 | 0.70 | 2.59% | 0.71 | 10.00 | 21.00% | -0.023 | 0.001 | -0.071 | 0.198 | Login To Trade |
0.492 | -0.226 | 0.001 | 0.929 | 26.61% | 0.63 | 0.24 | 47.20% | 133.15 | 1,150PCR: 10.76 | 0.90 | 3.31% | 2.56 | 25.00 | 20.51% | -0.030 | 0.001 | -0.087 | 0.245 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.06 | 99.00% | 120.00 | 1,160PCR: 104.44 | 0.95 | 3.73% | 5.88 | 25.63 | 19.53% | -0.034 | 0.001 | -0.092 | 0.274 | Login To Trade |
0.452 | -0.166 | 0.002 | 0.936 | 21.36% | 1.25 | 0.03 | 47.66% | 112.20 | 1,170PCR: 197.50 | 1.35 | 4.98% | 4.94 | 105.00 | 19.29% | -0.046 | 0.001 | -0.117 | 0.351 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 2.50 | 0.08 | 99.00% | 98.50 | 1,180PCR: 101.25 | 1.90 | 6.60% | 7.59 | 440.63 | 19.29% | -0.063 | 0.002 | -0.148 | 0.446 | Login To Trade |
0.974 | -0.516 | 0.002 | 0.812 | 30.76% | 0.00 | 0.09 | 44.00% | 102.00 | 1,190PCR: 13.79 | 2.60 | 8.36% | 1.21 | 150.00 | 18.92% | -0.082 | 0.002 | -0.178 | 0.545 | Login To Trade |
0.618 | -0.193 | 0.003 | 0.903 | 18.07% | 25.00 | 2.04 | 47.15% | 83.50 | 1,200PCR: 2.52 | 3.50 | 10.49% | 5.14 | 324.38 | 18.80% | -0.105 | 0.003 | -0.213 | 0.658 | Login To Trade |
1.148 | -0.629 | 0.003 | 0.749 | 31.80% | 0.00 | 0.02 | 42.05% | 88.00 | 1,210PCR: 197.33 | 4.20 | 12.40% | 3.70 | 38.13 | 17.94% | -0.128 | 0.003 | -0.233 | 0.754 | Login To Trade |
1.215 | -0.669 | 0.003 | 0.720 | 31.92% | 0.00 | 0.38 | 41.09% | 81.45 | 1,220PCR: 12.28 | 6.00 | 15.69% | 4.61 | 236.25 | 18.31% | -0.168 | 0.004 | -0.286 | 0.905 | Login To Trade |
0.976 | -0.277 | 0.005 | 0.811 | 16.48% | 1.88 | 1.13 | 44.84% | 56.35 | 1,230PCR: 2.65 | 7.70 | 18.59% | 2.98 | 178.75 | 17.82% | -0.207 | 0.004 | -0.317 | 1.030 | Login To Trade |
1.164 | -0.365 | 0.005 | 0.743 | 18.19% | 28.13 | 1.63 | 42.72% | 50.90 | 1,240PCR: 1.77 | 10.05 | 21.87% | 2.89 | 499.38 | 17.82% | -0.253 | 0.005 | -0.355 | 1.154 | Login To Trade |
1.281 | -0.407 | 0.005 | 0.685 | 18.43% | 100.63 | 2.24 | 40.73% | 43.95 | 1,250PCR: 1.84 | 12.75 | 25.36% | 4.11 | 857.50 | 17.52% | -0.307 | 0.006 | -0.383 | 1.267 | Login To Trade |
1.353 | -0.407 | 0.006 | 0.638 | 17.46% | 209.38 | 1.78 | 39.09% | 36.50 | 1,260PCR: 2.48 | 15.80 | 28.63% | 4.40 | 622.50 | 17.33% | -0.361 | 0.006 | -0.404 | 1.352 | Login To Trade |
1.416 | -0.434 | 0.006 | 0.572 | 17.76% | 718.13 | 2.39 | 36.43% | 30.40 | 1,270PCR: 3.20 | 19.95 | 32.11% | 7.67 | 1,160.00 | 17.15% | -0.426 | 0.006 | -0.418 | 1.415 | Login To Trade |
1.439 | -0.427 | 0.006 | 0.513 | 17.21% | 1,879.38 | 9.78 | 33.88% | 25.00 | 1,280PCR: 0.90 | 24.75 | 35.12% | 8.85 | 1,202.50 | 17.21% | -0.487 | 0.006 | -0.427 | 1.439 | Login To Trade |
1.427 | -0.429 | 0.006 | 0.447 | 17.46% | 1,442.50 | 6.96 | 30.71% | 20.55 | 1,290PCR: 0.55 | 29.70 | 38.10% | 3.83 | 840.63 | 16.85% | -0.556 | 0.006 | -0.414 | 1.425 | Login To Trade |
1.382 | -0.412 | 0.006 | 0.387 | 17.27% | 2,645.63 | 23.21 | 27.63% | 16.30 | 1,300PCR: 0.29 | 35.30 | 40.56% | 6.69 | 781.88 | 16.78% | -0.616 | 0.006 | -0.399 | 1.378 | Login To Trade |
1.303 | -0.392 | 0.006 | 0.328 | 17.46% | 485.00 | 4.10 | 24.22% | 13.20 | 1,310PCR: 0.18 | 42.10 | 42.87% | 0.74 | 47.50 | 16.60% | -0.681 | 0.006 | -0.369 | 1.288 | Login To Trade |
1.201 | -0.356 | 0.005 | 0.274 | 17.21% | 858.75 | 7.71 | 20.92% | 10.20 | 1,320PCR: 0.08 | 46.85 | 45.33% | 0.59 | 3.75 | 14.77% | -0.761 | 0.006 | -0.285 | 1.120 | Login To Trade |
1.083 | -0.326 | 0.005 | 0.225 | 17.46% | 410.63 | 3.11 | 17.72% | 8.05 | 1,330PCR: 0.16 | 60.25 | 45.26% | 0.50 | 0.63 | 19.47% | -0.749 | 0.004 | -0.386 | 1.149 | Login To Trade |
0.959 | -0.288 | 0.004 | 0.184 | 17.40% | 342.50 | 5.07 | 14.82% | 6.15 | 1,340PCR: 0.02 | 71.00 | 45.59% | 0.08 | 0.00 | 22.46% | -0.754 | 0.004 | -0.441 | 1.138 | Login To Trade |
0.836 | -0.255 | 0.004 | 0.149 | 17.70% | 740.63 | 6.86 | 12.25% | 4.75 | 1,350PCR: 0.10 | 72.20 | 49.08% | 0.66 | 13.13 | 14.16% | -0.906 | 0.003 | -0.148 | 0.607 | Login To Trade |
0.709 | -0.215 | 0.003 | 0.117 | 17.58% | 230.63 | 4.29 | 9.79% | 3.60 | 1,360PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.604 | -0.187 | 0.003 | 0.094 | 17.94% | 165.63 | 1.96 | 7.94% | 2.80 | 1,370PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.515 | -0.162 | 0.002 | 0.076 | 18.19% | 278.75 | 2.69 | 6.47% | 2.20 | 1,380PCR: 0.13 | 91.75 | 99.00% | 0.36 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.433 | -0.139 | 0.002 | 0.060 | 18.55% | 72.50 | 1.25 | 5.20% | 1.60 | 1,390PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.351 | -0.112 | 0.002 | 0.046 | 18.55% | 650.63 | 14.52 | 4.01% | 1.25 | 1,400PCR: 0.00 | 111.50 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.248 | -0.083 | 0.001 | 0.030 | 19.29% | 38.13 | 6.64 | 2.62% | 0.80 | 1,420PCR: 0.00 | 144.90 | 49.57% | 0.02 | 0.00 | 29.05% | -0.889 | 0.002 | -0.342 | 0.683 | Login To Trade |
0.175 | -0.060 | 0.001 | 0.020 | 20.02% | 62.50 | 4.27 | 1.72% | 0.50 | 1,440PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.215 | -0.087 | 0.001 | 0.026 | 23.44% | 0.00 | 0.01 | 2.15% | 0.85 | 1,460PCR: 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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