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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 | 0.00 | 99.00% | 0.00 | 1,280PCR: -- | 3.00 | 4.52% | 0.05 | 0.00 | 228.52% | -0.036 | 0.000 | -7.002 | 0.070 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,320PCR: -- | 0.05 | 0.36% | 0.03 | 0.00 | 125.00% | -0.003 | 0.000 | -0.438 | 0.008 | Login To Trade |
0.256 | -54.616 | 0.001 | 0.786 | 473.14% | 0.00 | 0.01 | 39.48% | 310.00 | 1,340PCR: 67.50 | 0.05 | 0.00% | 0.64 | 7.13 | 62.50% | 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 | 1,360PCR: -- | 0.05 | 0.00% | 0.16 | 13.30 | 62.50% | 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 | 1,380PCR: -- | 0.10 | 0.29% | 0.33 | 3.80 | 93.75% | -0.003 | 0.000 | -0.282 | 0.007 | Login To Trade |
0.253 | -37.232 | 0.001 | 0.790 | 326.17% | 0.00 | 0.36 | 41.36% | 229.50 | 1,400PCR: 2.51 | 0.05 | 0.01% | 0.91 | 15.20 | 62.50% | -0.000 | 0.000 | -0.009 | 0.000 | Login To Trade |
0.124 | -8.296 | 0.001 | 0.925 | 148.44% | 0.00 | 0.00 | 46.99% | 176.80 | 1,420PCR: 87.00 | 0.10 | 0.41% | 0.41 | 13.30 | 78.13% | -0.004 | 0.000 | -0.332 | 0.009 | Login To Trade |
0.245 | -26.033 | 0.001 | 0.800 | 234.86% | 6.65 | 0.45 | 42.75% | 176.80 | 1,440PCR: 2.11 | 0.10 | 0.48% | 0.94 | 9.03 | 70.31% | -0.004 | 0.000 | -0.349 | 0.011 | Login To Trade |
0.286 | -36.800 | 0.001 | 0.736 | 284.42% | 0.00 | 0.11 | 40.14% | 175.65 | 1,460PCR: 5.78 | 0.05 | 0.62% | 0.63 | 14.73 | 62.50% | -0.006 | 0.000 | -0.398 | 0.014 | Login To Trade |
0.255 | -20.366 | 0.002 | 0.787 | 177.25% | 1.90 | 0.29 | 43.06% | 132.00 | 1,480PCR: 2.88 | 0.15 | 0.76% | 0.82 | 4.28 | 54.69% | -0.007 | 0.000 | -0.426 | 0.017 | Login To Trade |
0.054 | -1.391 | 0.001 | 0.973 | 56.64% | 3.80 | 0.48 | 48.98% | 92.80 | 1,500PCR: 7.25 | 0.25 | 1.67% | 3.51 | 94.53 | 50.78% | -0.016 | 0.001 | -0.797 | 0.035 | Login To Trade |
0.257 | -12.933 | 0.003 | 0.784 | 111.57% | 0.48 | 0.28 | 43.76% | 84.70 | 1,520PCR: 2.83 | 0.40 | 2.75% | 0.79 | 78.85 | 43.95% | -0.027 | 0.002 | -1.074 | 0.054 | Login To Trade |
0.052 | -0.739 | 0.002 | 0.974 | 31.25% | 16.63 | 0.55 | 49.29% | 52.55 | 1,540PCR: 3.66 | 0.60 | 4.57% | 2.01 | 135.38 | 36.13% | -0.046 | 0.003 | -1.373 | 0.084 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 15.68 | 0.73 | 99.00% | 32.00 | 1,560PCR: 4.06 | 1.75 | 11.34% | 2.97 | 247.48 | 32.23% | -0.122 | 0.007 | -2.588 | 0.178 | Login To Trade |
0.326 | -5.679 | 0.011 | 0.646 | 38.57% | 45.60 | 0.56 | 40.04% | 20.50 | 1,580PCR: 2.95 | 6.05 | 25.81% | 1.64 | 591.85 | 31.98% | -0.327 | 0.013 | -4.568 | 0.316 | Login To Trade |
0.337 | -4.758 | 0.014 | 0.393 | 31.25% | 592.33 | 2.86 | 28.69% | 7.55 | 1,600PCR: 0.86 | 15.65 | 39.32% | 2.46 | 900.13 | 32.47% | -0.603 | 0.013 | -4.958 | 0.338 | Login To Trade |
0.237 | -3.768 | 0.009 | 0.189 | 35.16% | 1,011.28 | 2.63 | 15.85% | 3.15 | 1,620PCR: 0.55 | 30.90 | 46.25% | 1.43 | 325.38 | 35.16% | -0.811 | 0.009 | -3.768 | 0.237 | Login To Trade |
0.139 | -2.444 | 0.005 | 0.087 | 39.06% | 1,142.38 | 6.26 | 7.75% | 1.40 | 1,640PCR: 0.27 | 49.55 | 48.49% | 1.69 | 172.43 | 42.48% | -0.894 | 0.005 | -3.074 | 0.160 | Login To Trade |
0.092 | -1.907 | 0.003 | 0.051 | 45.90% | 1,058.30 | 9.07 | 4.65% | 0.85 | 1,660PCR: 0.11 | 67.50 | 99.00% | 1.02 | 41.80 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.065 | -1.558 | 0.002 | 0.034 | 52.73% | 807.50 | 4.90 | 3.05% | 0.65 | 1,680PCR: 0.09 | 87.35 | 99.00% | 0.45 | 9.98 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.046 | -1.224 | 0.001 | 0.022 | 58.59% | 914.85 | 9.88 | 2.01% | 0.40 | 1,700PCR: 0.27 | 107.00 | 99.00% | 2.68 | 34.20 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.034 | -0.998 | 0.001 | 0.016 | 64.45% | 340.58 | 4.32 | 1.41% | 0.30 | 1,720PCR: 0.03 | 127.00 | 99.00% | 0.11 | 5.70 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.027 | -0.843 | 0.001 | 0.012 | 70.31% | 178.13 | 3.31 | 1.04% | 0.25 | 1,740PCR: 0.03 | 98.70 | 99.00% | 0.10 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.025 | -0.866 | 0.000 | 0.011 | 78.13% | 132.53 | 2.12 | 0.93% | 0.25 | 1,760PCR: 0.12 | 165.00 | 99.00% | 0.26 | 0.48 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.023 | -0.899 | 0.000 | 0.010 | 85.94% | 63.18 | 1.06 | 0.86% | 0.25 | 1,780PCR: 0.06 | 151.55 | 99.00% | 0.06 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.013 | -0.516 | 0.000 | 0.005 | 85.94% | 96.43 | 4.11 | 0.46% | 0.15 | 1,800PCR: 0.06 | 192.00 | 99.00% | 0.24 | 5.70 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.015 | -0.641 | 0.000 | 0.006 | 93.75% | 1.43 | 0.28 | 0.53% | 0.15 | 1,820PCR: 0.05 | 149.00 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.008 | -0.333 | 0.000 | 0.003 | 93.75% | 45.13 | 0.60 | 0.25% | 0.10 | 1,840PCR: 0.13 | 169.00 | 99.00% | 0.08 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.015 | -0.765 | 0.000 | 0.006 | 117.19% | 3.80 | 0.80 | 0.48% | 0.15 | 1,880PCR: 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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