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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 | 1,240PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 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 | 1,280PCR: -- | 0.75 | 1.82% | 0.26 | 9.50 | 38.09% | -0.015 | 0.000 | -0.137 | 0.129 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,320PCR: -- | 1.15 | 2.91% | 0.52 | 14.73 | 34.67% | -0.025 | 0.001 | -0.191 | 0.199 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,340PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.164 | -4.213 | 0.001 | 0.710 | 130.31% | 0.00 | 0.01 | 36.24% | 265.00 | 1,360PCR: 105.00 | 2.00 | 4.84% | 1.00 | 34.20 | 31.74% | -0.044 | 0.001 | -0.277 | 0.314 | Login To Trade |
1.202 | -4.628 | 0.001 | 0.688 | 138.55% | 0.00 | 0.01 | 35.03% | 263.00 | 1,380PCR: 69.67 | 2.60 | 6.26% | 0.99 | 40.38 | 30.27% | -0.058 | 0.001 | -0.331 | 0.394 | Login To Trade |
0.645 | -0.608 | 0.002 | 0.889 | 33.94% | 8.55 | 0.24 | 46.29% | 136.80 | 1,400PCR: 15.54 | 3.60 | 8.26% | 3.69 | 150.10 | 29.05% | -0.079 | 0.002 | -0.403 | 0.500 | Login To Trade |
1.013 | -1.334 | 0.002 | 0.777 | 47.42% | 0.00 | 0.02 | 42.60% | 132.15 | 1,420PCR: 72.50 | 4.85 | 10.61% | 1.38 | 60.80 | 27.59% | -0.105 | 0.002 | -0.474 | 0.619 | Login To Trade |
0.750 | -0.539 | 0.003 | 0.862 | 25.88% | 2.38 | 0.17 | 45.99% | 96.75 | 1,440PCR: 13.89 | 7.40 | 14.32% | 2.38 | 113.53 | 27.10% | -0.149 | 0.003 | -0.593 | 0.788 | Login To Trade |
1.040 | -0.881 | 0.003 | 0.767 | 30.52% | 13.78 | 0.18 | 43.09% | 82.00 | 1,460PCR: 13.92 | 10.30 | 18.40% | 2.51 | 100.70 | 26.25% | -0.201 | 0.003 | -0.696 | 0.955 | Login To Trade |
1.145 | -0.872 | 0.004 | 0.719 | 27.40% | 37.05 | 0.62 | 41.71% | 67.15 | 1,480PCR: 3.90 | 15.00 | 23.23% | 2.41 | 244.63 | 25.88% | -0.271 | 0.004 | -0.808 | 1.125 | Login To Trade |
1.266 | -0.934 | 0.004 | 0.644 | 26.55% | 268.38 | 2.59 | 39.09% | 53.10 | 1,500PCR: 2.39 | 21.60 | 28.27% | 6.20 | 424.18 | 25.70% | -0.352 | 0.004 | -0.900 | 1.261 | Login To Trade |
1.342 | -0.992 | 0.004 | 0.556 | 26.61% | 513.48 | 2.25 | 35.53% | 41.50 | 1,520PCR: 1.14 | 29.80 | 33.07% | 2.57 | 263.15 | 25.51% | -0.441 | 0.005 | -0.950 | 1.341 | Login To Trade |
1.352 | -0.990 | 0.004 | 0.469 | 26.37% | 925.30 | 3.77 | 31.57% | 31.30 | 1,540PCR: 0.58 | 39.90 | 37.38% | 2.18 | 209.95 | 25.15% | -0.533 | 0.005 | -0.944 | 1.351 | Login To Trade |
1.302 | -0.950 | 0.004 | 0.387 | 26.25% | 710.13 | 5.71 | 27.39% | 23.45 | 1,560PCR: 0.50 | 49.50 | 41.25% | 2.85 | 11.88 | 23.80% | -0.632 | 0.005 | -0.847 | 1.281 | Login To Trade |
1.192 | -0.885 | 0.004 | 0.306 | 26.73% | 305.43 | 4.30 | 22.68% | 17.20 | 1,580PCR: 0.49 | 64.60 | 44.00% | 2.09 | 6.65 | 24.84% | -0.709 | 0.004 | -0.804 | 1.165 | Login To Trade |
1.059 | -0.808 | 0.003 | 0.241 | 27.47% | 1,208.88 | 16.47 | 18.54% | 12.85 | 1,600PCR: 0.29 | 79.20 | 46.40% | 4.71 | 23.75 | 24.17% | -0.789 | 0.004 | -0.660 | 0.983 | Login To Trade |
0.920 | -0.708 | 0.003 | 0.189 | 27.71% | 337.25 | 7.38 | 14.96% | 9.55 | 1,620PCR: 0.18 | 101.10 | 46.82% | 1.34 | 2.38 | 30.03% | -0.794 | 0.003 | -0.808 | 0.969 | Login To Trade |
0.786 | -0.631 | 0.002 | 0.148 | 28.93% | 358.63 | 10.24 | 11.94% | 7.30 | 1,640PCR: 0.22 | 117.35 | 48.22% | 2.23 | 0.00 | 29.54% | -0.847 | 0.002 | -0.660 | 0.805 | Login To Trade |
0.671 | -0.560 | 0.002 | 0.118 | 30.03% | 180.98 | 6.89 | 9.62% | 5.70 | 1,660PCR: 0.23 | 135.40 | 49.07% | 1.57 | 0.00 | 30.15% | -0.881 | 0.002 | -0.566 | 0.675 | Login To Trade |
0.563 | -0.483 | 0.002 | 0.092 | 30.88% | 212.80 | 3.37 | 7.60% | 4.45 | 1,680PCR: 0.11 | 149.45 | 99.00% | 0.36 | 1.90 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.490 | -0.440 | 0.001 | 0.077 | 32.35% | 451.73 | 17.75 | 6.31% | 3.70 | 1,700PCR: 0.18 | 167.00 | 99.00% | 3.26 | 9.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.417 | -0.388 | 0.001 | 0.062 | 33.45% | 31.83 | 2.31 | 5.13% | 2.95 | 1,720PCR: 0.11 | 194.20 | 50.17% | 0.26 | 0.95 | 36.87% | -0.917 | 0.001 | -0.532 | 0.519 | Login To Trade |
0.346 | -0.328 | 0.001 | 0.049 | 34.18% | 92.15 | 2.55 | 4.04% | 2.30 | 1,740PCR: 0.02 | 129.40 | 99.00% | 0.06 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.305 | -0.302 | 0.001 | 0.042 | 35.64% | 37.53 | 1.03 | 3.44% | 2.00 | 1,760PCR: 0.11 | 162.65 | 99.00% | 0.11 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.274 | -0.280 | 0.001 | 0.037 | 36.87% | 6.65 | 0.20 | 2.98% | 1.80 | 1,780PCR: 0.07 | 257.05 | 50.27% | 0.01 | 0.00 | 52.98% | -0.888 | 0.001 | -0.955 | 0.649 | Login To Trade |
0.244 | -0.262 | 0.001 | 0.032 | 38.57% | 76.00 | 5.83 | 2.58% | 1.55 | 1,800PCR: 0.10 | 321.00 | 48.44% | 0.57 | 0.00 | 101.44% | -0.728 | 0.001 | -3.176 | 1.127 | Login To Trade |
0.177 | -0.185 | 0.000 | 0.022 | 37.60% | 0.95 | 0.93 | 1.75% | 1.00 | 1,820PCR: 0.02 | 154.00 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.188 | -0.212 | 0.000 | 0.023 | 40.53% | 1.43 | 0.88 | 1.85% | 1.20 | 1,840PCR: 0.01 | 186.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.147 | -0.175 | 0.000 | 0.018 | 42.97% | 3.33 | 1.52 | 1.36% | 0.90 | 1,880PCR: 0.05 | 247.15 | 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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