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Span Margin Calculator
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
Call | Put | ||||||||||||||||||
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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 | 0.00 | 99.00% | 0.00 | 300PCR: -- | 0.45 | 4.01% | 0.98 | 15.00 | 33.20% | -0.034 | 0.002 | -0.043 | 0.075 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 40.25 | 310PCR: 140.00 | 0.75 | 6.06% | 3.50 | 110.00 | 30.27% | -0.054 | 0.004 | -0.057 | 0.110 | Login To Trade |
0.309 | -0.358 | 0.005 | 0.763 | 67.38% | 0.00 | 0.08 | 40.27% | 49.80 | 315PCR: 7.67 | 1.00 | 7.71% | 0.58 | 27.50 | 29.30% | -0.071 | 0.005 | -0.068 | 0.136 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.08 | 99.00% | 34.00 | 320PCR: 30.67 | 1.25 | 9.87% | 2.30 | 105.00 | 28.32% | -0.093 | 0.006 | -0.081 | 0.167 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 2.50 | 0.05 | 99.00% | 28.35 | 325PCR: 16.00 | 1.85 | 12.75% | 0.80 | 47.50 | 27.83% | -0.126 | 0.007 | -0.099 | 0.207 | Login To Trade |
0.198 | -0.075 | 0.009 | 0.882 | 21.97% | 32.50 | 0.35 | 46.41% | 25.75 | 330PCR: 14.43 | 2.45 | 15.77% | 5.05 | 145.00 | 26.86% | -0.163 | 0.009 | -0.114 | 0.246 | Login To Trade |
0.334 | -0.210 | 0.009 | 0.725 | 36.62% | 0.00 | 0.03 | 40.95% | 26.00 | 335PCR: 73.00 | 3.20 | 19.27% | 1.83 | 102.50 | 25.88% | -0.209 | 0.011 | -0.128 | 0.287 | Login To Trade |
0.301 | -0.106 | 0.015 | 0.773 | 20.51% | 62.50 | 0.45 | 43.45% | 17.25 | 340PCR: 14.28 | 4.55 | 23.86% | 6.43 | 307.50 | 26.12% | -0.274 | 0.013 | -0.150 | 0.333 | Login To Trade |
0.366 | -0.160 | 0.014 | 0.660 | 25.39% | 47.50 | 0.50 | 39.43% | 15.40 | 345PCR: 2.95 | 5.85 | 27.88% | 1.48 | 132.50 | 25.15% | -0.339 | 0.015 | -0.158 | 0.366 | Login To Trade |
0.390 | -0.165 | 0.016 | 0.586 | 24.66% | 897.50 | 6.05 | 36.48% | 12.20 | 350PCR: 1.64 | 7.85 | 32.00% | 9.93 | 405.00 | 24.41% | -0.414 | 0.016 | -0.164 | 0.390 | Login To Trade |
0.399 | -0.171 | 0.016 | 0.505 | 24.90% | 462.50 | 4.70 | 33.04% | 9.65 | 355PCR: 0.56 | 10.20 | 36.03% | 2.63 | 97.50 | 24.90% | -0.495 | 0.016 | -0.171 | 0.399 | Login To Trade |
0.392 | -0.166 | 0.016 | 0.425 | 24.66% | 1,020.00 | 13.28 | 29.16% | 7.30 | 360PCR: 0.47 | 12.75 | 39.48% | 6.18 | 85.00 | 24.17% | -0.577 | 0.016 | -0.163 | 0.392 | Login To Trade |
0.370 | -0.157 | 0.015 | 0.349 | 24.66% | 132.50 | 3.08 | 25.04% | 5.55 | 365PCR: 0.24 | 20.15 | 41.01% | 0.75 | 0.00 | 35.16% | -0.597 | 0.011 | -0.234 | 0.387 | Login To Trade |
0.335 | -0.141 | 0.014 | 0.278 | 24.41% | 680.00 | 7.00 | 20.73% | 4.05 | 370PCR: 0.38 | 20.00 | 44.49% | 2.63 | 0.00 | 25.63% | -0.711 | 0.013 | -0.151 | 0.342 | Login To Trade |
0.291 | -0.121 | 0.012 | 0.214 | 24.17% | 72.50 | 1.33 | 16.56% | 3.00 | 375PCR: 1.55 | 26.10 | 45.03% | 2.05 | 0.00 | 32.71% | -0.714 | 0.010 | -0.192 | 0.340 | Login To Trade |
0.248 | -0.104 | 0.010 | 0.165 | 24.41% | 570.00 | 11.70 | 13.07% | 2.05 | 380PCR: 0.18 | 29.20 | 46.87% | 2.15 | 0.00 | 30.27% | -0.780 | 0.010 | -0.154 | 0.296 | Login To Trade |
0.208 | -0.089 | 0.008 | 0.127 | 24.90% | 65.00 | 1.20 | 10.25% | 1.50 | 385PCR: 0.58 | 34.55 | 47.32% | 0.70 | 7.50 | 34.67% | -0.787 | 0.008 | -0.173 | 0.290 | Login To Trade |
0.172 | -0.075 | 0.007 | 0.097 | 25.39% | 320.00 | 5.13 | 7.94% | 1.15 | 390PCR: 0.23 | 37.00 | 49.42% | 1.18 | 2.50 | 27.34% | -0.885 | 0.007 | -0.091 | 0.194 | Login To Trade |
0.135 | -0.059 | 0.005 | 0.070 | 25.39% | 45.00 | 0.53 | 5.79% | 0.75 | 395PCR: 0.24 | 35.00 | 99.00% | 0.13 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.113 | -0.051 | 0.004 | 0.056 | 26.37% | 327.50 | 10.98 | 4.62% | 0.60 | 400PCR: 0.13 | 45.65 | 50.89% | 1.40 | 22.50 | 19.53% | -0.985 | 0.002 | -0.013 | 0.038 | Login To Trade |
0.082 | -0.040 | 0.003 | 0.037 | 28.32% | 5.00 | 1.18 | 3.06% | 0.40 | 410PCR: 0.19 | 49.00 | 99.00% | 0.23 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.053 | -0.027 | 0.002 | 0.022 | 29.30% | 35.00 | 2.08 | 1.78% | 0.25 | 420PCR: 0.12 | 56.60 | 99.00% | 0.25 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.051 | -0.029 | 0.002 | 0.021 | 33.20% | 0.00 | 0.05 | 1.66% | 0.25 | 430PCR: 1.50 | 72.40 | 99.00% | 0.08 | 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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