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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 | 2.23% | 0.27 | 2.38 | 37.11% | -0.019 | 0.001 | -0.186 | 0.131 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,320PCR: -- | 1.55 | 4.30% | 0.54 | 18.53 | 34.18% | -0.039 | 0.001 | -0.308 | 0.234 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,340PCR: -- | 2.10 | 5.79% | 0.24 | 34.68 | 32.47% | -0.054 | 0.001 | -0.381 | 0.305 | Login To Trade |
1.023 | -7.476 | 0.001 | 0.658 | 190.06% | 0.00 | 0.01 | 32.73% | 265.00 | 1,360PCR: 122.00 | 3.00 | 7.81% | 1.16 | 51.30 | 30.76% | -0.075 | 0.002 | -0.467 | 0.395 | Login To Trade |
1.039 | -7.912 | 0.001 | 0.643 | 198.00% | 0.00 | 0.01 | 31.79% | 263.00 | 1,380PCR: 61.33 | 4.30 | 10.65% | 0.87 | 50.83 | 29.30% | -0.107 | 0.002 | -0.578 | 0.513 | Login To Trade |
0.789 | -1.071 | 0.003 | 0.796 | 35.28% | 13.30 | 0.23 | 44.00% | 87.60 | 1,400PCR: 17.98 | 6.30 | 14.51% | 4.18 | 255.08 | 28.08% | -0.153 | 0.003 | -0.710 | 0.658 | Login To Trade |
1.060 | -3.807 | 0.002 | 0.621 | 93.38% | 0.00 | 0.02 | 35.44% | 132.15 | 1,420PCR: 99.50 | 9.60 | 19.47% | 1.89 | 130.15 | 27.22% | -0.218 | 0.004 | -0.859 | 0.821 | Login To Trade |
0.979 | -1.029 | 0.005 | 0.693 | 27.34% | 36.58 | 0.26 | 41.02% | 51.40 | 1,440PCR: 8.89 | 14.65 | 25.14% | 2.32 | 179.55 | 26.61% | -0.303 | 0.005 | -0.995 | 0.972 | Login To Trade |
1.079 | -1.099 | 0.005 | 0.596 | 26.49% | 83.60 | 0.37 | 37.44% | 38.40 | 1,460PCR: 6.86 | 22.00 | 30.97% | 2.54 | 363.38 | 26.49% | -0.404 | 0.005 | -1.099 | 1.079 | Login To Trade |
1.111 | -1.158 | 0.005 | 0.489 | 27.10% | 388.55 | 1.49 | 32.75% | 28.15 | 1,480PCR: 1.87 | 31.50 | 36.25% | 2.78 | 823.65 | 26.37% | -0.512 | 0.005 | -1.127 | 1.111 | Login To Trade |
1.066 | -1.116 | 0.005 | 0.387 | 27.22% | 1,346.63 | 5.97 | 27.51% | 20.00 | 1,500PCR: 1.00 | 43.30 | 40.61% | 5.99 | 585.20 | 26.61% | -0.616 | 0.005 | -1.089 | 1.064 | Login To Trade |
0.960 | -1.014 | 0.004 | 0.294 | 27.47% | 755.25 | 4.09 | 22.15% | 14.20 | 1,520PCR: 0.57 | 57.50 | 43.88% | 2.34 | 138.70 | 27.10% | -0.708 | 0.004 | -0.996 | 0.956 | Login To Trade |
0.826 | -0.895 | 0.004 | 0.220 | 28.20% | 766.65 | 5.67 | 17.32% | 9.85 | 1,540PCR: 0.35 | 73.20 | 48.62% | 1.97 | 35.63 | 18.07% | -0.890 | 0.004 | -0.363 | 0.523 | Login To Trade |
0.692 | -0.780 | 0.003 | 0.165 | 29.30% | 730.55 | 7.36 | 13.37% | 6.95 | 1,560PCR: 0.39 | 91.00 | 47.67% | 2.89 | 21.38 | 29.30% | -0.835 | 0.003 | -0.780 | 0.692 | Login To Trade |
0.571 | -0.671 | 0.002 | 0.124 | 30.52% | 418.95 | 4.57 | 10.25% | 5.15 | 1,580PCR: 0.44 | 102.50 | 99.00% | 2.02 | 13.78 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.473 | -0.582 | 0.002 | 0.096 | 31.98% | 1,237.38 | 19.35 | 7.96% | 4.00 | 1,600PCR: 0.24 | 127.60 | 49.52% | 4.63 | 31.35 | 31.25% | -0.910 | 0.002 | -0.545 | 0.454 | Login To Trade |
0.405 | -0.528 | 0.002 | 0.078 | 33.94% | 450.30 | 8.09 | 6.47% | 3.20 | 1,620PCR: 0.17 | 116.95 | 99.00% | 1.39 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.332 | -0.449 | 0.001 | 0.060 | 35.16% | 614.18 | 11.04 | 5.01% | 2.45 | 1,640PCR: 0.20 | 163.60 | 99.00% | 2.18 | 7.60 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.272 | -0.381 | 0.001 | 0.047 | 36.38% | 279.30 | 6.95 | 3.90% | 1.90 | 1,660PCR: 0.22 | 175.85 | 99.00% | 1.50 | 5.70 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.244 | -0.362 | 0.001 | 0.041 | 38.57% | 149.63 | 3.87 | 3.37% | 1.70 | 1,680PCR: 0.09 | 191.00 | 99.00% | 0.33 | 0.95 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.207 | -0.320 | 0.001 | 0.034 | 40.04% | 604.20 | 17.66 | 2.75% | 1.40 | 1,700PCR: 0.18 | 211.90 | 99.00% | 3.25 | 0.95 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.178 | -0.284 | 0.001 | 0.028 | 41.50% | 15.68 | 2.00 | 2.27% | 1.20 | 1,720PCR: 0.13 | 194.20 | 99.00% | 0.26 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.154 | -0.254 | 0.001 | 0.023 | 42.97% | 39.90 | 1.91 | 1.89% | 1.05 | 1,740PCR: 0.03 | 129.40 | 99.00% | 0.06 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.147 | -0.257 | 0.000 | 0.022 | 45.41% | 21.85 | 0.75 | 1.77% | 1.00 | 1,760PCR: 0.15 | 162.65 | 99.00% | 0.11 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.116 | -0.204 | 0.000 | 0.017 | 45.90% | 4.75 | 0.20 | 1.33% | 0.70 | 1,780PCR: 0.07 | 257.05 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.121 | -0.227 | 0.000 | 0.018 | 48.83% | 102.60 | 7.43 | 1.37% | 0.80 | 1,800PCR: 0.08 | 321.00 | 99.00% | 0.57 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.075 | -0.135 | 0.000 | 0.010 | 46.88% | 5.23 | 0.81 | 0.79% | 0.40 | 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 |
0.077 | -0.147 | 0.000 | 0.010 | 49.80% | 5.23 | 0.85 | 0.80% | 0.50 | 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 |
0.080 | -0.168 | 0.000 | 0.011 | 54.69% | 1.43 | 1.23 | 0.82% | 0.50 | 1,880PCR: 0.07 | 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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