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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 | |
0.499 | -0.579 | 0.001 | 0.935 | 51.15% | 0.00 | 0.02 | 46.32% | 275.00 | 1,340PCR: 37.20 | 1.30 | 2.73% | 0.88 | 38.00 | 38.09% | -0.022 | 0.000 | -0.182 | 0.212 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,360PCR: -- | 1.85 | 3.72% | 0.06 | 1.43 | 37.60% | -0.031 | 0.001 | -0.237 | 0.279 | Login To Trade |
0.406 | -0.325 | 0.001 | 0.950 | 35.40% | 0.95 | 0.04 | 47.41% | 213.00 | 1,400PCR: 35.11 | 2.45 | 4.91% | 1.50 | 149.15 | 33.94% | -0.043 | 0.001 | -0.278 | 0.362 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,420PCR: -- | 3.05 | 6.09% | 0.35 | 55.58 | 32.71% | -0.055 | 0.001 | -0.325 | 0.439 | Login To Trade |
0.194 | -0.099 | 0.001 | 0.980 | 22.46% | 4.28 | 0.21 | 48.58% | 170.70 | 1,440PCR: 7.75 | 4.30 | 7.99% | 1.62 | 155.33 | 32.23% | -0.074 | 0.001 | -0.404 | 0.554 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.06 | 99.00% | 146.25 | 1,460PCR: 14.50 | 5.45 | 9.70% | 0.83 | 106.88 | 30.88% | -0.092 | 0.001 | -0.459 | 0.656 | Login To Trade |
0.951 | -0.765 | 0.002 | 0.843 | 35.52% | 7.60 | 0.12 | 44.88% | 142.00 | 1,480PCR: 7.50 | 7.60 | 12.45% | 0.93 | 123.98 | 30.52% | -0.123 | 0.002 | -0.558 | 0.807 | Login To Trade |
1.032 | -0.762 | 0.002 | 0.822 | 32.59% | 18.05 | 0.40 | 44.43% | 122.95 | 1,500PCR: 8.74 | 11.00 | 15.94% | 3.49 | 574.28 | 30.70% | -0.165 | 0.002 | -0.683 | 0.982 | Login To Trade |
1.124 | -0.755 | 0.002 | 0.795 | 29.66% | 10.93 | 0.10 | 43.83% | 104.00 | 1,520PCR: 10.23 | 13.90 | 18.89% | 1.07 | 183.35 | 29.54% | -0.204 | 0.002 | -0.750 | 1.121 | Login To Trade |
1.307 | -0.927 | 0.003 | 0.731 | 31.31% | 306.85 | 2.12 | 41.75% | 91.20 | 1,540PCR: 1.31 | 19.00 | 22.82% | 2.77 | 484.98 | 29.60% | -0.259 | 0.003 | -0.859 | 1.281 | Login To Trade |
1.413 | -0.941 | 0.003 | 0.682 | 29.42% | 160.55 | 0.97 | 40.15% | 75.05 | 1,560PCR: 3.02 | 25.05 | 26.65% | 2.95 | 630.80 | 29.42% | -0.318 | 0.003 | -0.941 | 1.413 | Login To Trade |
1.511 | -0.998 | 0.003 | 0.617 | 29.17% | 561.93 | 0.98 | 37.76% | 62.20 | 1,580PCR: 2.17 | 31.95 | 30.34% | 2.12 | 741.95 | 28.99% | -0.382 | 0.003 | -0.992 | 1.510 | Login To Trade |
1.568 | -1.029 | 0.003 | 0.549 | 28.99% | 2,325.13 | 7.70 | 34.94% | 50.85 | 1,600PCR: 0.90 | 40.50 | 33.93% | 6.90 | 1,186.55 | 28.81% | -0.451 | 0.004 | -1.023 | 1.568 | Login To Trade |
1.578 | -1.034 | 0.004 | 0.479 | 28.93% | 1,467.75 | 5.45 | 31.76% | 41.05 | 1,620PCR: 0.51 | 50.35 | 37.18% | 2.80 | 366.23 | 28.50% | -0.521 | 0.004 | -1.018 | 1.577 | Login To Trade |
1.540 | -1.007 | 0.003 | 0.411 | 28.87% | 1,050.23 | 8.13 | 28.36% | 32.55 | 1,640PCR: 0.24 | 63.05 | 40.01% | 1.95 | 69.83 | 29.17% | -0.588 | 0.003 | -1.018 | 1.541 | Login To Trade |
1.460 | -0.953 | 0.003 | 0.346 | 28.81% | 990.85 | 4.40 | 24.77% | 25.45 | 1,660PCR: 0.25 | 74.70 | 42.53% | 1.10 | 47.50 | 28.38% | -0.656 | 0.003 | -0.937 | 1.458 | Login To Trade |
1.347 | -0.881 | 0.003 | 0.286 | 28.87% | 512.05 | 1.98 | 21.21% | 19.70 | 1,680PCR: 0.17 | 87.00 | 44.92% | 0.34 | 26.60 | 26.86% | -0.730 | 0.003 | -0.797 | 1.310 | Login To Trade |
1.213 | -0.795 | 0.003 | 0.234 | 28.93% | 1,332.38 | 8.00 | 17.81% | 15.10 | 1,700PCR: 0.33 | 103.90 | 46.30% | 2.61 | 25.18 | 28.08% | -0.774 | 0.003 | -0.757 | 1.191 | Login To Trade |
1.062 | -0.697 | 0.002 | 0.186 | 28.99% | 261.25 | 1.88 | 14.58% | 11.35 | 1,720PCR: 0.06 | 120.95 | 47.54% | 0.11 | 0.00 | 28.63% | -0.817 | 0.002 | -0.681 | 1.050 | Login To Trade |
0.913 | -0.602 | 0.002 | 0.148 | 29.11% | 414.68 | 5.03 | 11.77% | 8.50 | 1,740PCR: 0.02 | 127.80 | 99.00% | 0.09 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.788 | -0.531 | 0.002 | 0.119 | 29.79% | 154.38 | 2.00 | 9.61% | 6.65 | 1,760PCR: 0.09 | 156.35 | 49.25% | 0.18 | 7.13 | 29.30% | -0.885 | 0.002 | -0.510 | 0.769 | Login To Trade |
0.675 | -0.465 | 0.001 | 0.096 | 30.40% | 98.80 | 0.46 | 7.81% | 5.30 | 1,780PCR: 0.03 | 165.35 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.568 | -0.397 | 0.001 | 0.076 | 30.88% | 710.13 | 5.48 | 6.22% | 4.05 | 1,800PCR: 0.11 | 193.45 | 50.29% | 0.60 | 0.48 | 29.79% | -0.931 | 0.001 | -0.353 | 0.523 | Login To Trade |
0.408 | -0.298 | 0.001 | 0.050 | 32.23% | 99.75 | 1.00 | 4.07% | 2.60 | 1,840PCR: 0.10 | 200.00 | 99.00% | 0.10 | 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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