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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 | 0.18 | 99.00% | 91.90 | 300PCR: 5.14 | 0.05 | 0.01% | 0.90 | 0.00 | 62.50% | -0.000 | 0.000 | -0.001 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.13 | 99.00% | 68.30 | 310PCR: 9.40 | 0.10 | 0.89% | 1.18 | 0.00 | 85.94% | -0.006 | 0.000 | -0.059 | 0.011 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.15 | 99.00% | 57.65 | 320PCR: 7.00 | 0.05 | 0.15% | 1.05 | 10.00 | 62.50% | -0.001 | 0.000 | -0.009 | 0.002 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.13 | 99.00% | 52.40 | 325PCR: 4.40 | 0.10 | 0.67% | 0.55 | 0.00 | 70.31% | -0.005 | 0.000 | -0.040 | 0.009 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.20 | 99.00% | 45.75 | 330PCR: 10.63 | 0.10 | 0.97% | 2.13 | 47.50 | 70.31% | -0.007 | 0.001 | -0.056 | 0.013 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.18 | 99.00% | 45.20 | 335PCR: 3.00 | 0.15 | 1.46% | 0.53 | 15.00 | 70.31% | -0.011 | 0.001 | -0.081 | 0.018 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.55 | 99.00% | 83.00 | 340PCR: 12.64 | 0.15 | 1.01% | 6.95 | 330.00 | 62.50% | -0.008 | 0.001 | -0.054 | 0.014 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.25 | 99.00% | 39.40 | 345PCR: 5.10 | 0.15 | 1.50% | 1.28 | 27.50 | 62.50% | -0.012 | 0.001 | -0.076 | 0.020 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 17.50 | 2.08 | 99.00% | 68.60 | 350PCR: 5.75 | 0.10 | 1.05% | 11.93 | 670.00 | 54.69% | -0.009 | 0.001 | -0.050 | 0.015 | Login To Trade |
0.047 | -0.195 | 0.002 | 0.966 | 66.41% | 0.00 | 0.85 | 47.51% | 68.35 | 355PCR: 4.47 | 0.20 | 1.62% | 3.80 | 25.00 | 54.69% | -0.013 | 0.001 | -0.074 | 0.022 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 22.50 | 3.80 | 99.00% | 61.00 | 360PCR: 3.38 | 0.20 | 1.72% | 12.85 | 100.00 | 50.78% | -0.015 | 0.001 | -0.073 | 0.023 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 15.00 | 2.35 | 99.00% | 54.55 | 365PCR: 2.46 | 0.20 | 1.75% | 5.78 | 52.50 | 46.88% | -0.015 | 0.001 | -0.070 | 0.024 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 7.50 | 7.63 | 99.00% | 50.60 | 370PCR: 1.50 | 0.25 | 2.82% | 11.40 | 467.50 | 46.88% | -0.025 | 0.002 | -0.106 | 0.036 | Login To Trade |
0.026 | -0.064 | 0.002 | 0.983 | 39.06% | 7.50 | 2.58 | 48.60% | 48.45 | 375PCR: 1.84 | 0.30 | 3.02% | 4.75 | 120.00 | 42.97% | -0.027 | 0.002 | -0.104 | 0.039 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 22.50 | 6.95 | 99.00% | 42.50 | 380PCR: 2.42 | 0.35 | 3.97% | 16.83 | 927.50 | 41.02% | -0.036 | 0.003 | -0.127 | 0.050 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 27.50 | 3.43 | 99.00% | 35.65 | 385PCR: 2.18 | 0.45 | 5.14% | 7.48 | 482.50 | 39.06% | -0.048 | 0.004 | -0.152 | 0.062 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 240.00 | 13.98 | 99.00% | 33.45 | 390PCR: 1.22 | 0.55 | 6.26% | 17.10 | 1,900.00 | 36.13% | -0.060 | 0.005 | -0.168 | 0.074 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 67.50 | 4.83 | 99.00% | 26.15 | 395PCR: 1.51 | 0.80 | 8.35% | 7.28 | 652.50 | 34.18% | -0.082 | 0.007 | -0.203 | 0.095 | Login To Trade |
0.098 | -0.173 | 0.009 | 0.915 | 28.32% | 775.00 | 14.13 | 47.59% | 24.10 | 400PCR: 2.05 | 1.10 | 11.03% | 28.90 | 4,165.00 | 31.74% | -0.113 | 0.010 | -0.237 | 0.120 | Login To Trade |
0.135 | -0.230 | 0.013 | 0.867 | 27.34% | 370.00 | 4.93 | 46.41% | 19.50 | 405PCR: 3.15 | 1.70 | 15.25% | 15.53 | 1,587.50 | 31.25% | -0.164 | 0.013 | -0.303 | 0.155 | Login To Trade |
0.187 | -0.337 | 0.017 | 0.776 | 28.81% | 3,207.50 | 15.20 | 43.88% | 15.50 | 410PCR: 1.19 | 2.50 | 19.92% | 18.05 | 4,687.50 | 29.30% | -0.228 | 0.016 | -0.346 | 0.189 | Login To Trade |
0.224 | -0.406 | 0.020 | 0.681 | 29.05% | 4,255.00 | 11.68 | 40.82% | 11.95 | 415PCR: 0.80 | 3.90 | 26.24% | 9.33 | 2,907.50 | 29.79% | -0.323 | 0.019 | -0.418 | 0.225 | Login To Trade |
0.245 | -0.442 | 0.022 | 0.577 | 28.81% | 14,050.00 | 29.43 | 36.88% | 8.80 | 420PCR: 0.39 | 5.80 | 31.65% | 11.38 | 2,787.50 | 28.32% | -0.422 | 0.022 | -0.434 | 0.245 | Login To Trade |
0.249 | -0.456 | 0.022 | 0.468 | 29.30% | 5,755.00 | 14.98 | 31.84% | 6.40 | 425PCR: 0.15 | 8.30 | 37.08% | 2.25 | 567.50 | 29.30% | -0.532 | 0.022 | -0.456 | 0.249 | Login To Trade |
0.235 | -0.438 | 0.020 | 0.365 | 29.79% | 7,340.00 | 21.93 | 26.51% | 4.55 | 430PCR: 0.05 | 11.40 | 41.19% | 1.13 | 367.50 | 29.54% | -0.636 | 0.020 | -0.434 | 0.235 | Login To Trade |
0.210 | -0.405 | 0.017 | 0.279 | 30.76% | 3,782.50 | 8.40 | 21.32% | 3.20 | 435PCR: 0.07 | 15.30 | 43.83% | 0.55 | 102.50 | 32.23% | -0.708 | 0.017 | -0.433 | 0.215 | Login To Trade |
0.178 | -0.348 | 0.015 | 0.205 | 31.25% | 2,710.00 | 20.20 | 16.36% | 2.30 | 440PCR: 0.02 | 19.45 | 45.88% | 0.40 | 50.00 | 33.69% | -0.774 | 0.014 | -0.396 | 0.188 | Login To Trade |
0.146 | -0.295 | 0.012 | 0.151 | 32.23% | 445.00 | 3.50 | 12.46% | 1.55 | 445PCR: 0.04 | 27.30 | 44.92% | 0.13 | 2.50 | 53.71% | -0.722 | 0.010 | -0.706 | 0.210 | Login To Trade |
0.123 | -0.262 | 0.009 | 0.117 | 34.18% | 1,135.00 | 7.70 | 9.79% | 1.15 | 450PCR: 0.02 | 30.20 | 47.01% | 0.15 | 27.50 | 47.85% | -0.798 | 0.009 | -0.527 | 0.176 | Login To Trade |
0.092 | -0.197 | 0.007 | 0.079 | 34.18% | 170.00 | 3.30 | 6.75% | 0.75 | 455PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.077 | -0.173 | 0.005 | 0.062 | 36.13% | 1,050.00 | 8.98 | 5.32% | 0.65 | 460PCR: 0.00 | 43.00 | 46.87% | 0.03 | 0.00 | 73.73% | -0.762 | 0.007 | -0.894 | 0.194 | Login To Trade |
0.051 | -0.123 | 0.003 | 0.037 | 39.06% | 185.00 | 2.13 | 3.15% | 0.35 | 470PCR: 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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