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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 | |
0.564 | -4.311 | 0.001 | 0.764 | 183.59% | 0.00 | 0.04 | 37.20% | 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 |
0.387 | -1.366 | 0.001 | 0.870 | 84.72% | 0.00 | 0.25 | 44.20% | 161.50 | 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 | 5.58% | 0.01 | 0.00 | 51.27% | -0.049 | 0.001 | -0.395 | 0.185 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.14 | 99.00% | 128.50 | 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: -- | 0.35 | 1.88% | 0.51 | 12.00 | 33.20% | -0.017 | 0.001 | -0.104 | 0.075 | Login To Trade |
0.391 | -0.974 | 0.002 | 0.869 | 59.81% | 0.00 | 0.89 | 45.09% | 117.80 | 900PCR: 8.81 | 0.50 | 2.52% | 7.86 | 141.00 | 32.23% | -0.022 | 0.001 | -0.131 | 0.098 | Login To Trade |
0.271 | -0.474 | 0.002 | 0.920 | 41.99% | 0.00 | 0.05 | 46.98% | 103.00 | 910PCR: 23.33 | 0.60 | 2.97% | 1.05 | 199.50 | 30.27% | -0.027 | 0.001 | -0.143 | 0.114 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.43 | 99.00% | 88.05 | 920PCR: 15.49 | 0.85 | 3.99% | 6.62 | 294.75 | 29.30% | -0.037 | 0.002 | -0.181 | 0.148 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 930PCR: -- | 1.20 | 5.71% | 6.74 | 747.75 | 28.81% | -0.054 | 0.002 | -0.241 | 0.201 | Login To Trade |
0.236 | -0.264 | 0.003 | 0.934 | 26.86% | 3.00 | 0.38 | 47.85% | 71.65 | 940PCR: 22.98 | 1.75 | 7.69% | 8.62 | 1,017.00 | 28.08% | -0.075 | 0.003 | -0.303 | 0.259 | Login To Trade |
0.503 | -0.859 | 0.004 | 0.806 | 41.02% | 16.50 | 2.72 | 44.15% | 63.35 | 950PCR: 4.48 | 2.60 | 10.45% | 12.20 | 1,374.75 | 27.59% | -0.105 | 0.004 | -0.384 | 0.334 | Login To Trade |
0.449 | -0.549 | 0.005 | 0.838 | 29.30% | 8.25 | 0.72 | 45.43% | 54.95 | 960PCR: 8.75 | 3.70 | 13.71% | 6.30 | 594.00 | 27.10% | -0.144 | 0.005 | -0.469 | 0.415 | Login To Trade |
0.510 | -0.575 | 0.006 | 0.802 | 27.10% | 49.50 | 0.61 | 44.55% | 45.70 | 970PCR: 8.42 | 5.25 | 17.21% | 5.12 | 863.25 | 26.12% | -0.189 | 0.006 | -0.539 | 0.495 | Login To Trade |
0.593 | -0.663 | 0.007 | 0.741 | 26.86% | 762.75 | 1.80 | 42.73% | 38.05 | 980PCR: 4.54 | 7.15 | 21.49% | 8.17 | 2,083.50 | 25.63% | -0.249 | 0.007 | -0.620 | 0.581 | Login To Trade |
0.659 | -0.707 | 0.008 | 0.675 | 25.76% | 288.00 | 1.85 | 40.49% | 30.40 | 990PCR: 3.20 | 9.55 | 25.98% | 5.93 | 1,138.50 | 24.66% | -0.319 | 0.008 | -0.672 | 0.654 | Login To Trade |
0.709 | -0.743 | 0.008 | 0.598 | 25.15% | 2,193.00 | 14.36 | 37.64% | 23.80 | 1,000PCR: 1.64 | 13.00 | 30.58% | 23.51 | 3,612.75 | 24.29% | -0.400 | 0.009 | -0.716 | 0.708 | Login To Trade |
0.731 | -0.747 | 0.009 | 0.511 | 24.54% | 2,800.50 | 17.26 | 33.91% | 18.10 | 1,010PCR: 0.71 | 17.20 | 35.04% | 12.30 | 2,104.50 | 23.68% | -0.489 | 0.009 | -0.721 | 0.731 | Login To Trade |
0.717 | -0.726 | 0.009 | 0.423 | 24.29% | 5,631.75 | 25.11 | 29.62% | 13.40 | 1,020PCR: 0.47 | 22.70 | 38.99% | 11.82 | 1,916.25 | 23.56% | -0.580 | 0.009 | -0.703 | 0.716 | Login To Trade |
0.669 | -0.680 | 0.008 | 0.337 | 24.41% | 2,537.25 | 15.74 | 24.86% | 9.80 | 1,030PCR: 0.40 | 28.80 | 42.44% | 6.24 | 551.25 | 23.07% | -0.672 | 0.009 | -0.636 | 0.662 | Login To Trade |
0.598 | -0.609 | 0.007 | 0.264 | 24.41% | 2,643.75 | 18.28 | 20.38% | 7.10 | 1,040PCR: 0.41 | 35.90 | 44.92% | 7.52 | 237.00 | 23.19% | -0.748 | 0.007 | -0.565 | 0.585 | Login To Trade |
0.519 | -0.541 | 0.006 | 0.204 | 25.02% | 4,633.50 | 29.72 | 16.36% | 5.05 | 1,050PCR: 0.25 | 44.05 | 46.89% | 7.53 | 220.50 | 23.19% | -0.815 | 0.006 | -0.473 | 0.489 | Login To Trade |
0.437 | -0.467 | 0.005 | 0.155 | 25.63% | 2,404.50 | 22.77 | 12.78% | 3.75 | 1,060PCR: 0.23 | 52.95 | 48.03% | 5.30 | 73.50 | 24.17% | -0.859 | 0.005 | -0.412 | 0.410 | Login To Trade |
0.364 | -0.400 | 0.004 | 0.119 | 26.37% | 1,185.00 | 15.06 | 9.97% | 2.80 | 1,070PCR: 0.42 | 62.45 | 48.79% | 6.32 | 57.00 | 25.88% | -0.886 | 0.004 | -0.382 | 0.354 | Login To Trade |
0.315 | -0.366 | 0.003 | 0.097 | 27.83% | 1,975.50 | 26.55 | 8.24% | 2.30 | 1,080PCR: 0.23 | 72.70 | 48.95% | 6.20 | 48.75 | 29.79% | -0.887 | 0.004 | -0.436 | 0.351 | Login To Trade |
0.264 | -0.317 | 0.003 | 0.077 | 28.81% | 1,197.00 | 19.10 | 6.54% | 1.85 | 1,090PCR: 0.26 | 83.00 | 49.16% | 5.03 | 26.25 | 33.20% | -0.891 | 0.003 | -0.472 | 0.341 | Login To Trade |
0.221 | -0.274 | 0.002 | 0.061 | 29.79% | 4,600.50 | 67.45 | 5.19% | 1.45 | 1,100PCR: 0.06 | 89.90 | 50.59% | 4.17 | 87.00 | 19.53% | -0.992 | 0.001 | -0.034 | 0.042 | Login To Trade |
0.192 | -0.249 | 0.002 | 0.051 | 31.25% | 823.50 | 8.94 | 4.35% | 1.20 | 1,110PCR: 0.11 | 104.10 | 49.34% | 0.98 | 0.00 | 41.99% | -0.885 | 0.003 | -0.622 | 0.355 | Login To Trade |
0.162 | -0.218 | 0.002 | 0.041 | 32.23% | 1,016.25 | 10.67 | 3.53% | 0.95 | 1,120PCR: 0.06 | 112.40 | 50.00% | 0.68 | 0.00 | 39.55% | -0.920 | 0.002 | -0.450 | 0.273 | Login To Trade |
0.143 | -0.201 | 0.001 | 0.035 | 33.69% | 612.00 | 6.65 | 3.01% | 0.85 | 1,130PCR: 0.07 | 112.00 | 99.00% | 0.46 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.122 | -0.176 | 0.001 | 0.029 | 34.67% | 402.75 | 7.45 | 2.48% | 0.70 | 1,140PCR: 0.10 | 133.00 | 50.21% | 0.71 | 0.00 | 46.88% | -0.916 | 0.002 | -0.551 | 0.282 | Login To Trade |
0.098 | -0.143 | 0.001 | 0.022 | 35.16% | 868.50 | 13.07 | 1.90% | 0.55 | 1,150PCR: 0.07 | 134.20 | 99.00% | 0.87 | 1.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.095 | -0.147 | 0.001 | 0.022 | 37.11% | 192.00 | 3.53 | 1.82% | 0.50 | 1,160PCR: 0.25 | 143.30 | 99.00% | 0.88 | 2.25 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.082 | -0.130 | 0.001 | 0.018 | 38.09% | 36.75 | 2.50 | 1.51% | 0.45 | 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 |
0.080 | -0.133 | 0.001 | 0.018 | 40.04% | 178.50 | 14.39 | 1.46% | 0.45 | 1,180PCR: 0.02 | 131.70 | 99.00% | 0.25 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.054 | -0.089 | 0.000 | 0.011 | 39.06% | 57.75 | 2.05 | 0.93% | 0.30 | 1,190PCR: 0.12 | 117.35 | 99.00% | 0.24 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.055 | -0.093 | 0.000 | 0.011 | 41.02% | 672.75 | 9.08 | 0.93% | 0.25 | 1,200PCR: 0.20 | 181.00 | 99.00% | 1.84 | 3.75 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.023 | -0.038 | 0.000 | 0.004 | 39.06% | 51.75 | 4.16 | 0.35% | 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 |
0.025 | -0.045 | 0.000 | 0.005 | 42.97% | 16.50 | 4.72 | 0.38% | 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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