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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 | 620PCR: -- | 0.25 | 1.58% | 0.18 | 1.70 | 42.97% | -0.013 | 0.001 | -0.077 | 0.047 | Login To Trade |
0.074 | -0.111 | 0.001 | 0.978 | 39.06% | 0.00 | 0.01 | 48.20% | 100.60 | 640PCR: 51.00 | 0.60 | 3.20% | 0.43 | 5.95 | 41.02% | -0.028 | 0.001 | -0.140 | 0.089 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 1.70 | 0.12 | 99.00% | 89.00 | 650PCR: 15.50 | 0.85 | 4.39% | 1.84 | 0.00 | 40.04% | -0.039 | 0.002 | -0.181 | 0.117 | Login To Trade |
0.194 | -0.320 | 0.002 | 0.927 | 42.97% | 0.00 | 0.09 | 47.02% | 82.20 | 660PCR: 16.27 | 0.90 | 4.78% | 1.52 | 6.80 | 36.13% | -0.043 | 0.002 | -0.178 | 0.128 | Login To Trade |
0.273 | -0.485 | 0.003 | 0.884 | 46.14% | 0.85 | 0.13 | 45.93% | 74.45 | 670PCR: 10.20 | 1.00 | 5.57% | 1.30 | 75.65 | 33.20% | -0.051 | 0.002 | -0.188 | 0.147 | Login To Trade |
0.152 | -0.165 | 0.003 | 0.947 | 28.32% | 7.65 | 0.09 | 47.98% | 61.10 | 680PCR: 24.64 | 1.45 | 7.44% | 2.30 | 68.00 | 31.25% | -0.071 | 0.003 | -0.229 | 0.190 | Login To Trade |
0.173 | -0.166 | 0.004 | 0.937 | 24.90% | 6.80 | 0.19 | 47.92% | 51.65 | 690PCR: 6.50 | 2.05 | 10.13% | 1.22 | 104.55 | 30.03% | -0.101 | 0.004 | -0.284 | 0.246 | Login To Trade |
0.360 | -0.453 | 0.006 | 0.825 | 32.71% | 21.25 | 0.58 | 44.91% | 44.60 | 700PCR: 7.24 | 2.90 | 13.69% | 4.18 | 194.65 | 28.32% | -0.142 | 0.006 | -0.342 | 0.314 | Login To Trade |
0.404 | -0.447 | 0.007 | 0.789 | 28.81% | 22.95 | 0.54 | 44.05% | 35.00 | 710PCR: 2.69 | 4.45 | 18.23% | 1.46 | 62.90 | 27.59% | -0.201 | 0.007 | -0.417 | 0.393 | Login To Trade |
0.477 | -0.507 | 0.009 | 0.711 | 27.59% | 102.85 | 2.56 | 41.66% | 27.30 | 720PCR: 1.45 | 6.85 | 23.95% | 3.71 | 118.15 | 26.86% | -0.284 | 0.009 | -0.489 | 0.474 | Login To Trade |
0.532 | -0.554 | 0.010 | 0.621 | 27.10% | 537.20 | 5.05 | 38.43% | 20.35 | 730PCR: 1.14 | 9.85 | 29.49% | 5.76 | 175.95 | 26.37% | -0.376 | 0.010 | -0.538 | 0.530 | Login To Trade |
0.557 | -0.575 | 0.011 | 0.513 | 26.86% | 1,301.35 | 6.17 | 33.87% | 15.20 | 740PCR: 0.45 | 14.45 | 35.22% | 2.80 | 153.00 | 26.12% | -0.488 | 0.011 | -0.560 | 0.557 | Login To Trade |
0.543 | -0.571 | 0.010 | 0.410 | 27.34% | 1,027.65 | 7.93 | 28.81% | 10.90 | 750PCR: 0.44 | 19.90 | 39.61% | 3.47 | 89.25 | 26.37% | -0.590 | 0.011 | -0.551 | 0.543 | Login To Trade |
0.495 | -0.520 | 0.009 | 0.313 | 27.34% | 689.35 | 7.15 | 23.30% | 7.50 | 760PCR: 0.28 | 25.00 | 44.29% | 2.01 | 14.45 | 22.46% | -0.727 | 0.011 | -0.401 | 0.465 | Login To Trade |
0.430 | -0.457 | 0.008 | 0.236 | 27.59% | 459.85 | 3.61 | 18.36% | 5.20 | 770PCR: 0.18 | 32.35 | 46.98% | 0.65 | 19.55 | 22.22% | -0.818 | 0.009 | -0.316 | 0.370 | Login To Trade |
0.361 | -0.397 | 0.006 | 0.176 | 28.56% | 330.65 | 4.74 | 14.15% | 3.65 | 780PCR: 0.12 | 42.55 | 49.85% | 0.57 | 3.40 | 16.60% | -0.951 | 0.004 | -0.090 | 0.141 | Login To Trade |
0.295 | -0.335 | 0.005 | 0.129 | 29.54% | 52.70 | 2.29 | 10.68% | 2.60 | 790PCR: 0.09 | 57.95 | 46.28% | 0.21 | 0.00 | 45.41% | -0.761 | 0.005 | -0.757 | 0.433 | Login To Trade |
0.236 | -0.279 | 0.004 | 0.095 | 30.76% | 197.20 | 5.99 | 7.94% | 1.90 | 800PCR: 0.28 | 59.05 | 99.00% | 1.66 | 18.70 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.197 | -0.245 | 0.003 | 0.075 | 32.23% | 65.45 | 2.39 | 6.28% | 1.45 | 810PCR: 0.03 | 63.30 | 99.00% | 0.08 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.160 | -0.207 | 0.002 | 0.057 | 33.69% | 111.35 | 2.52 | 4.79% | 1.15 | 820PCR: 0.06 | 81.40 | 50.13% | 0.14 | 0.00 | 36.13% | -0.929 | 0.003 | -0.264 | 0.190 | Login To Trade |
0.135 | -0.183 | 0.002 | 0.046 | 35.16% | 17.85 | 0.97 | 3.86% | 0.95 | 830PCR: 0.02 | 90.85 | 50.37% | 0.02 | 0.00 | 39.06% | -0.934 | 0.002 | -0.269 | 0.179 | Login To Trade |
0.106 | -0.147 | 0.002 | 0.034 | 36.13% | 78.20 | 2.17 | 2.86% | 0.70 | 840PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.076 | -0.114 | 0.001 | 0.023 | 39.06% | 11.05 | 1.32 | 1.89% | 0.45 | 860PCR: 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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