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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 | 540PCR: -- | 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 | 560PCR: -- | 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 | 580PCR: -- | 0.85 | 4.44% | 0.32 | 85.00 | 30.27% | -0.039 | 0.002 | -0.086 | 0.153 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 590PCR: -- | 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 | 0.09 | 99.00% | 65.75 | 600PCR: 30.64 | 1.70 | 7.67% | 2.86 | 187.85 | 27.83% | -0.071 | 0.003 | -0.128 | 0.248 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 610PCR: -- | 2.35 | 10.20% | 2.05 | 61.20 | 26.86% | -0.099 | 0.004 | -0.157 | 0.316 | Login To Trade |
0.509 | -0.329 | 0.004 | 0.800 | 34.91% | 5.95 | 0.09 | 43.51% | 55.90 | 620PCR: 17.90 | 3.50 | 13.71% | 1.52 | 85.00 | 26.37% | -0.139 | 0.005 | -0.196 | 0.402 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 630PCR: -- | 4.95 | 17.64% | 1.55 | 150.45 | 25.63% | -0.188 | 0.006 | -0.233 | 0.490 | Login To Trade |
0.534 | -0.210 | 0.008 | 0.783 | 21.24% | 15.30 | 0.15 | 43.83% | 33.40 | 640PCR: 11.72 | 7.10 | 22.19% | 1.79 | 153.00 | 25.15% | -0.251 | 0.007 | -0.270 | 0.579 | Login To Trade |
0.654 | -0.297 | 0.008 | 0.675 | 24.54% | 107.95 | 0.83 | 40.07% | 28.30 | 650PCR: 3.67 | 9.80 | 26.93% | 3.06 | 317.05 | 24.54% | -0.325 | 0.008 | -0.297 | 0.654 | Login To Trade |
0.707 | -0.323 | 0.009 | 0.589 | 24.66% | 726.75 | 2.52 | 36.76% | 22.30 | 660PCR: 1.04 | 13.50 | 31.81% | 2.64 | 399.50 | 24.78% | -0.411 | 0.009 | -0.325 | 0.707 | Login To Trade |
0.725 | -0.333 | 0.009 | 0.501 | 24.78% | 2,200.65 | 4.72 | 32.89% | 17.00 | 670PCR: 0.90 | 18.50 | 36.14% | 4.27 | 484.50 | 24.41% | -0.500 | 0.009 | -0.328 | 0.725 | Login To Trade |
0.707 | -0.318 | 0.009 | 0.411 | 24.29% | 1,375.30 | 10.60 | 28.50% | 12.80 | 680PCR: 0.38 | 24.40 | 39.86% | 4.06 | 138.55 | 24.66% | -0.587 | 0.009 | -0.323 | 0.708 | Login To Trade |
0.656 | -0.294 | 0.008 | 0.327 | 24.17% | 391.85 | 6.43 | 23.80% | 9.05 | 690PCR: 0.60 | 30.40 | 43.12% | 3.86 | 54.40 | 23.93% | -0.675 | 0.008 | -0.290 | 0.654 | Login To Trade |
0.589 | -0.272 | 0.007 | 0.260 | 24.90% | 1,093.10 | 13.34 | 19.59% | 6.80 | 700PCR: 0.40 | 37.70 | 45.56% | 5.30 | 47.60 | 23.80% | -0.751 | 0.007 | -0.254 | 0.576 | Login To Trade |
0.499 | -0.228 | 0.006 | 0.194 | 24.66% | 410.55 | 3.62 | 15.15% | 4.70 | 710PCR: 0.42 | 45.65 | 47.43% | 1.54 | 28.05 | 23.68% | -0.817 | 0.006 | -0.212 | 0.482 | Login To Trade |
0.422 | -0.199 | 0.005 | 0.149 | 25.39% | 359.55 | 6.39 | 11.93% | 3.45 | 720PCR: 0.38 | 54.85 | 48.43% | 2.42 | 17.85 | 25.15% | -0.853 | 0.005 | -0.194 | 0.418 | Login To Trade |
0.342 | -0.162 | 0.004 | 0.110 | 25.63% | 186.15 | 5.36 | 8.94% | 2.40 | 730PCR: 0.30 | 67.75 | 47.92% | 1.61 | 0.00 | 34.91% | -0.810 | 0.004 | -0.319 | 0.493 | Login To Trade |
0.285 | -0.140 | 0.003 | 0.086 | 26.61% | 105.40 | 4.93 | 7.02% | 1.85 | 740PCR: 0.18 | 77.85 | 48.41% | 0.88 | 0.00 | 38.21% | -0.823 | 0.004 | -0.334 | 0.472 | Login To Trade |
0.233 | -0.118 | 0.003 | 0.066 | 27.34% | 173.40 | 5.31 | 5.39% | 1.40 | 750PCR: 0.17 | 86.85 | 49.10% | 0.91 | 0.00 | 39.06% | -0.848 | 0.003 | -0.309 | 0.427 | Login To Trade |
0.175 | -0.088 | 0.002 | 0.046 | 27.34% | 34.00 | 1.74 | 3.76% | 0.95 | 760PCR: 0.17 | 73.00 | 99.00% | 0.29 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.153 | -0.082 | 0.002 | 0.039 | 28.81% | 47.60 | 0.81 | 3.17% | 0.80 | 770PCR: 0.01 | 74.50 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.120 | -0.065 | 0.001 | 0.029 | 29.30% | 27.20 | 1.11 | 2.35% | 0.60 | 780PCR: 0.17 | 109.00 | 99.00% | 0.19 | 1.70 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.085 | -0.049 | 0.001 | 0.019 | 31.25% | 50.15 | 2.85 | 1.53% | 0.40 | 800PCR: 0.07 | 112.00 | 99.00% | 0.20 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.116 | -0.077 | 0.001 | 0.028 | 36.13% | 1.70 | 0.21 | 2.16% | 0.70 | 810PCR: 0.12 | 111.60 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.061 | -0.037 | 0.001 | 0.013 | 33.20% | 0.00 | 0.45 | 1.02% | 0.30 | 820PCR: 0.09 | 131.00 | 99.00% | 0.04 | 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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