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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 | |
0.518 | -0.486 | 0.000 | 0.974 | 59.94% | 0.75 | 0.09 | 46.05% | 825.70 | 2,100PCR: 7.63 | 2.10 | 1.87% | 0.69 | 7.88 | 51.76% | -0.013 | 0.000 | -0.233 | 0.288 | Login To Trade |
0.668 | -0.578 | 0.000 | 0.965 | 55.30% | 1.88 | 0.06 | 46.15% | 727.35 | 2,200PCR: 24.27 | 2.85 | 2.51% | 1.37 | 7.88 | 47.36% | -0.018 | 0.000 | -0.288 | 0.389 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 582.00 | 2,250PCR: 9.33 | 4.50 | 3.62% | 0.11 | 0.38 | 47.61% | -0.027 | 0.000 | -0.404 | 0.543 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.75 | 0.26 | 99.00% | 614.25 | 2,300PCR: 3.10 | 4.00 | 3.47% | 0.81 | 28.50 | 43.21% | -0.027 | 0.000 | -0.362 | 0.536 | Login To Trade |
1.727 | -1.647 | 0.000 | 0.880 | 61.04% | 0.00 | 0.12 | 43.89% | 553.95 | 2,400PCR: 16.30 | 5.80 | 4.96% | 2.02 | 78.75 | 39.31% | -0.041 | 0.000 | -0.463 | 0.754 | Login To Trade |
1.422 | -1.047 | 0.000 | 0.908 | 47.12% | 0.75 | 0.16 | 45.43% | 490.00 | 2,450PCR: 1.77 | 7.50 | 6.18% | 0.29 | 25.50 | 37.90% | -0.052 | 0.000 | -0.546 | 0.922 | Login To Trade |
1.449 | -0.947 | 0.001 | 0.906 | 41.81% | 5.25 | 0.58 | 45.70% | 437.00 | 2,500PCR: 6.94 | 10.15 | 7.91% | 4.01 | 258.00 | 36.74% | -0.069 | 0.000 | -0.660 | 1.149 | Login To Trade |
1.537 | -0.907 | 0.001 | 0.898 | 37.78% | 0.38 | 0.09 | 45.76% | 388.15 | 2,550PCR: 17.30 | 13.60 | 9.99% | 1.49 | 140.25 | 35.77% | -0.090 | 0.001 | -0.788 | 1.411 | Login To Trade |
1.759 | -0.973 | 0.001 | 0.877 | 35.40% | 23.25 | 1.47 | 45.39% | 339.80 | 2,600PCR: 3.34 | 18.35 | 12.56% | 4.90 | 415.50 | 34.73% | -0.119 | 0.001 | -0.932 | 1.717 | Login To Trade |
1.659 | -0.731 | 0.001 | 0.887 | 28.20% | 0.00 | 0.08 | 46.08% | 285.45 | 2,650PCR: 11.00 | 25.80 | 15.83% | 0.87 | 268.88 | 34.24% | -0.157 | 0.001 | -1.111 | 2.076 | Login To Trade |
2.456 | -1.314 | 0.001 | 0.795 | 34.24% | 50.25 | 4.22 | 43.22% | 256.10 | 2,700PCR: 1.34 | 34.90 | 19.41% | 5.64 | 390.75 | 33.81% | -0.202 | 0.001 | -1.288 | 2.437 | Login To Trade |
2.783 | -1.466 | 0.001 | 0.744 | 33.72% | 15.75 | 0.32 | 41.66% | 218.85 | 2,750PCR: 4.48 | 46.85 | 23.23% | 1.44 | 176.25 | 33.51% | -0.255 | 0.001 | -1.455 | 2.780 | Login To Trade |
3.086 | -1.621 | 0.001 | 0.682 | 33.63% | 211.50 | 4.03 | 39.53% | 183.75 | 2,800PCR: 1.44 | 61.45 | 27.15% | 5.82 | 505.13 | 32.96% | -0.316 | 0.001 | -1.584 | 3.076 | Login To Trade |
3.305 | -1.744 | 0.001 | 0.615 | 33.78% | 193.13 | 2.73 | 37.01% | 151.80 | 2,850PCR: 1.04 | 79.65 | 30.90% | 2.84 | 290.63 | 32.81% | -0.381 | 0.001 | -1.689 | 3.295 | Login To Trade |
3.425 | -1.762 | 0.001 | 0.549 | 32.93% | 1,335.00 | 7.67 | 34.30% | 123.15 | 2,900PCR: 0.50 | 101.50 | 34.57% | 3.83 | 942.75 | 32.50% | -0.451 | 0.001 | -1.739 | 3.424 | Login To Trade |
3.446 | -1.768 | 0.001 | 0.480 | 32.84% | 1,221.75 | 5.83 | 31.15% | 99.80 | 2,950PCR: 0.14 | 126.80 | 37.82% | 0.82 | 363.38 | 32.32% | -0.521 | 0.001 | -1.740 | 3.446 | Login To Trade |
3.360 | -1.724 | 0.001 | 0.409 | 32.84% | 1,457.25 | 12.30 | 27.61% | 79.55 | 3,000PCR: 0.33 | 156.00 | 40.82% | 4.09 | 175.50 | 31.92% | -0.594 | 0.001 | -1.672 | 3.353 | Login To Trade |
3.188 | -1.620 | 0.001 | 0.345 | 32.53% | 265.50 | 1.70 | 24.11% | 61.75 | 3,050PCR: 0.14 | 189.40 | 43.14% | 0.24 | 25.88 | 32.29% | -0.656 | 0.001 | -1.606 | 3.183 | Login To Trade |
2.940 | -1.503 | 0.001 | 0.286 | 32.71% | 624.00 | 4.49 | 20.58% | 48.30 | 3,100PCR: 0.07 | 225.60 | 45.20% | 0.30 | 20.63 | 32.20% | -0.718 | 0.001 | -1.470 | 2.922 | Login To Trade |
2.642 | -1.351 | 0.001 | 0.233 | 32.71% | 267.38 | 2.42 | 17.18% | 36.85 | 3,150PCR: 0.06 | 240.95 | 48.70% | 0.15 | 0.00 | 22.22% | -0.867 | 0.001 | -0.646 | 1.861 | Login To Trade |
2.322 | -1.196 | 0.001 | 0.187 | 32.96% | 1,257.38 | 8.57 | 14.10% | 27.80 | 3,200PCR: 0.02 | 301.00 | 48.48% | 0.18 | 11.25 | 29.97% | -0.838 | 0.001 | -0.993 | 2.121 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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