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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 | |
0.419 | -6.681 | 0.001 | 0.780 | 224.85% | 0.00 | 0.04 | 38.15% | 225.50 | 840PCR: 0.00 | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.296 | -2.416 | 0.001 | 0.872 | 115.23% | 0.00 | 0.17 | 44.10% | 170.00 | 860PCR: 0.00 | 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% | 0.00 | 870PCR: -- | 2.00 | 5.45% | 0.01 | 0.00 | 68.36% | -0.047 | 0.001 | -0.667 | 0.140 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.75 | 0.10 | 99.00% | 136.80 | 880PCR: 0.00 | 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% | 0.00 | 890PCR: -- | 0.10 | 0.68% | 0.63 | 141.75 | 39.06% | -0.006 | 0.000 | -0.066 | 0.024 | Login To Trade |
0.359 | -2.573 | 0.002 | 0.829 | 101.07% | 0.00 | 0.81 | 43.35% | 132.70 | 900PCR: 9.20 | 0.05 | 0.26% | 7.46 | 114.00 | 31.25% | -0.002 | 0.000 | -0.022 | 0.010 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.05 | 99.00% | 103.00 | 910PCR: 16.17 | 0.15 | 1.22% | 0.73 | 2.25 | 35.16% | -0.011 | 0.001 | -0.101 | 0.041 | Login To Trade |
0.363 | -2.120 | 0.002 | 0.827 | 82.52% | 0.00 | 0.41 | 43.85% | 109.65 | 920PCR: 15.30 | 0.15 | 1.08% | 6.20 | 11.25 | 31.25% | -0.010 | 0.001 | -0.081 | 0.037 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 1.50 | 0.02 | 99.00% | 86.00 | 930PCR: 328.67 | 0.25 | 1.93% | 7.40 | 140.25 | 31.25% | -0.018 | 0.001 | -0.137 | 0.062 | Login To Trade |
0.121 | -0.285 | 0.002 | 0.960 | 33.20% | 8.25 | 0.37 | 48.40% | 79.00 | 940PCR: 21.71 | 0.40 | 2.55% | 7.98 | 246.75 | 29.30% | -0.024 | 0.001 | -0.165 | 0.079 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 12.75 | 2.57 | 99.00% | 68.00 | 950PCR: 2.89 | 0.60 | 3.97% | 7.42 | 534.00 | 28.32% | -0.038 | 0.002 | -0.233 | 0.116 | Login To Trade |
0.151 | -0.282 | 0.003 | 0.948 | 26.37% | 16.50 | 0.65 | 48.41% | 59.00 | 960PCR: 7.20 | 0.90 | 5.68% | 4.70 | 677.25 | 26.86% | -0.055 | 0.003 | -0.301 | 0.158 | Login To Trade |
0.046 | -0.051 | 0.002 | 0.987 | 15.63% | 32.25 | 0.58 | 49.48% | 48.15 | 970PCR: 7.74 | 1.40 | 8.41% | 4.47 | 879.75 | 25.88% | -0.085 | 0.004 | -0.403 | 0.220 | Login To Trade |
0.270 | -0.439 | 0.006 | 0.888 | 22.95% | 73.50 | 1.30 | 47.22% | 39.95 | 980PCR: 4.85 | 2.25 | 11.96% | 6.29 | 1,050.75 | 24.41% | -0.126 | 0.006 | -0.508 | 0.294 | Login To Trade |
0.379 | -0.616 | 0.008 | 0.814 | 22.95% | 66.75 | 1.47 | 45.27% | 31.45 | 990PCR: 3.59 | 3.55 | 17.04% | 5.28 | 1,175.25 | 23.44% | -0.191 | 0.008 | -0.639 | 0.385 | Login To Trade |
0.479 | -0.786 | 0.010 | 0.718 | 23.19% | 870.00 | 8.86 | 42.32% | 24.05 | 1,000PCR: 2.45 | 5.90 | 23.34% | 21.71 | 2,048.25 | 23.44% | -0.281 | 0.010 | -0.793 | 0.478 | Login To Trade |
0.545 | -0.876 | 0.012 | 0.606 | 22.71% | 1,443.00 | 8.72 | 38.24% | 17.25 | 1,010PCR: 1.43 | 8.70 | 29.83% | 12.47 | 1,571.25 | 21.97% | -0.391 | 0.012 | -0.846 | 0.544 | Login To Trade |
0.564 | -0.903 | 0.013 | 0.484 | 22.58% | 3,060.00 | 15.44 | 32.95% | 11.90 | 1,020PCR: 0.51 | 13.45 | 36.05% | 7.91 | 1,832.25 | 22.22% | -0.517 | 0.013 | -0.888 | 0.564 | Login To Trade |
0.531 | -0.864 | 0.012 | 0.364 | 22.95% | 2,424.75 | 17.02 | 26.78% | 7.90 | 1,030PCR: 0.59 | 19.00 | 41.26% | 10.01 | 615.75 | 21.36% | -0.647 | 0.012 | -0.796 | 0.526 | Login To Trade |
0.456 | -0.726 | 0.010 | 0.257 | 22.46% | 1,973.25 | 15.77 | 20.23% | 4.85 | 1,040PCR: 0.42 | 26.10 | 44.96% | 6.59 | 261.75 | 21.48% | -0.756 | 0.010 | -0.676 | 0.444 | Login To Trade |
0.366 | -0.608 | 0.008 | 0.176 | 23.44% | 2,565.75 | 21.88 | 14.57% | 3.15 | 1,050PCR: 0.29 | 34.05 | 47.65% | 6.28 | 198.75 | 20.75% | -0.854 | 0.008 | -0.476 | 0.324 | Login To Trade |
0.285 | -0.494 | 0.006 | 0.121 | 24.41% | 1,647.00 | 20.30 | 10.43% | 2.00 | 1,060PCR: 0.23 | 46.50 | 46.78% | 4.61 | 57.00 | 32.23% | -0.809 | 0.006 | -0.879 | 0.385 | Login To Trade |
0.223 | -0.409 | 0.004 | 0.086 | 25.88% | 834.00 | 11.71 | 7.53% | 1.45 | 1,070PCR: 0.47 | 53.50 | 49.04% | 5.55 | 15.75 | 26.61% | -0.907 | 0.004 | -0.443 | 0.235 | Login To Trade |
0.182 | -0.360 | 0.003 | 0.066 | 27.83% | 1,896.00 | 23.66 | 5.84% | 1.10 | 1,080PCR: 0.24 | 63.50 | 49.29% | 5.66 | 15.75 | 30.76% | -0.912 | 0.004 | -0.491 | 0.225 | Login To Trade |
0.144 | -0.298 | 0.002 | 0.049 | 29.30% | 1,532.25 | 15.92 | 4.32% | 0.85 | 1,090PCR: 0.29 | 75.75 | 48.62% | 4.55 | 21.75 | 42.48% | -0.870 | 0.004 | -0.902 | 0.300 | Login To Trade |
0.121 | -0.267 | 0.002 | 0.040 | 31.25% | 2,783.25 | 48.89 | 3.48% | 0.70 | 1,100PCR: 0.08 | 84.00 | 49.56% | 3.86 | 12.00 | 40.04% | -0.913 | 0.003 | -0.635 | 0.224 | Login To Trade |
0.102 | -0.240 | 0.002 | 0.032 | 33.20% | 678.00 | 6.32 | 2.83% | 0.60 | 1,110PCR: 0.14 | 79.00 | 99.00% | 0.86 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.089 | -0.221 | 0.001 | 0.027 | 35.16% | 470.25 | 6.89 | 2.37% | 0.50 | 1,120PCR: 0.10 | 103.55 | 50.12% | 0.72 | 3.00 | 44.43% | -0.935 | 0.002 | -0.567 | 0.180 | Login To Trade |
0.076 | -0.199 | 0.001 | 0.022 | 37.11% | 174.75 | 4.02 | 1.96% | 0.40 | 1,130PCR: 0.11 | 117.00 | 49.40% | 0.46 | 0.00 | 62.01% | -0.878 | 0.002 | -1.257 | 0.286 | Login To Trade |
0.056 | -0.148 | 0.001 | 0.016 | 37.11% | 144.75 | 6.51 | 1.38% | 0.30 | 1,140PCR: 0.11 | 107.00 | 99.00% | 0.71 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.049 | -0.134 | 0.001 | 0.013 | 39.06% | 420.75 | 7.32 | 1.15% | 0.25 | 1,150PCR: 0.12 | 134.05 | 50.48% | 0.86 | 12.00 | 56.15% | -0.936 | 0.002 | -0.706 | 0.178 | Login To Trade |
0.045 | -0.132 | 0.001 | 0.012 | 41.02% | 33.75 | 2.93 | 1.05% | 0.25 | 1,160PCR: 0.30 | 141.90 | 50.89% | 0.89 | 0.00 | 35.16% | -0.996 | 0.000 | -0.043 | 0.017 | Login To Trade |
0.050 | -0.158 | 0.001 | 0.014 | 44.92% | 14.25 | 2.36 | 1.16% | 0.30 | 1,170PCR: 0.11 | 100.00 | 99.00% | 0.26 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.048 | -0.159 | 0.001 | 0.013 | 46.88% | 78.00 | 14.11 | 1.10% | 0.25 | 1,180PCR: 0.02 | 162.00 | 51.12% | 0.29 | 1.50 | 44.92% | -0.990 | 0.000 | -0.119 | 0.037 | Login To Trade |
0.034 | -0.112 | 0.000 | 0.009 | 46.88% | 43.50 | 1.49 | 0.73% | 0.15 | 1,190PCR: 0.16 | 117.35 | 99.00% | 0.24 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.026 | -0.085 | 0.000 | 0.006 | 46.88% | 124.50 | 8.74 | 0.53% | 0.15 | 1,200PCR: 0.21 | 167.05 | 99.00% | 1.82 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.013 | -0.045 | 0.000 | 0.003 | 46.88% | 13.50 | 4.07 | 0.26% | 0.10 | 1,220PCR: 0.01 | 146.40 | 99.00% | 0.05 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.020 | -0.078 | 0.000 | 0.005 | 54.69% | 36.00 | 4.42 | 0.39% | 0.10 | 1,240PCR: 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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