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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% | 2.25 | 0.04 | 99.00% | 457.00 | 1,400PCR: 2.20 | 0.20 | 0.37% | 0.08 | 13.13 | 82.03% | -0.003 | 0.000 | -0.136 | 0.020 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,480PCR: -- | 1.20 | 2.00% | 0.05 | 0.00 | 85.94% | -0.015 | 0.000 | -0.667 | 0.093 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 300.00 | 1,500PCR: 24.83 | 0.10 | 0.38% | 0.56 | 4.13 | 62.50% | -0.003 | 0.000 | -0.113 | 0.022 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 292.90 | 1,520PCR: 1.67 | 0.90 | 1.73% | 0.02 | 0.38 | 74.22% | -0.014 | 0.000 | -0.524 | 0.085 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 252.05 | 1,560PCR: 25.33 | 0.30 | 0.75% | 0.29 | 4.88 | 56.64% | -0.006 | 0.000 | -0.198 | 0.042 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,580PCR: -- | 1.30 | 2.59% | 0.15 | 0.00 | 65.43% | -0.022 | 0.000 | -0.677 | 0.124 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.10 | 99.00% | 185.00 | 1,600PCR: 7.92 | 0.75 | 1.85% | 0.77 | 47.63 | 56.64% | -0.016 | 0.000 | -0.444 | 0.094 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 204.25 | 1,620PCR: 29.33 | 0.60 | 1.67% | 0.33 | 16.13 | 50.78% | -0.014 | 0.000 | -0.369 | 0.087 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.06 | 99.00% | 146.20 | 1,640PCR: 6.25 | 0.75 | 2.09% | 0.38 | 45.75 | 48.83% | -0.018 | 0.000 | -0.436 | 0.107 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.07 | 99.00% | 145.40 | 1,660PCR: 28.56 | 0.80 | 2.32% | 1.93 | 120.75 | 44.92% | -0.021 | 0.001 | -0.444 | 0.119 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 1.13 | 0.12 | 99.00% | 157.80 | 1,680PCR: 8.15 | 0.95 | 2.67% | 1.01 | 144.75 | 41.99% | -0.024 | 0.001 | -0.476 | 0.136 | Login To Trade |
0.154 | -0.488 | 0.001 | 0.972 | 38.09% | 57.00 | 0.43 | 48.59% | 165.00 | 1,700PCR: 5.87 | 1.15 | 3.38% | 2.53 | 594.75 | 39.06% | -0.031 | 0.001 | -0.546 | 0.168 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 16.13 | 0.23 | 99.00% | 142.30 | 1,720PCR: 3.03 | 1.40 | 4.22% | 0.71 | 361.13 | 36.62% | -0.040 | 0.001 | -0.624 | 0.204 | Login To Trade |
0.181 | -0.450 | 0.001 | 0.966 | 29.79% | 56.25 | 0.50 | 48.68% | 125.00 | 1,740PCR: 3.16 | 1.75 | 5.27% | 1.58 | 600.75 | 33.20% | -0.051 | 0.001 | -0.689 | 0.249 | Login To Trade |
0.278 | -0.678 | 0.002 | 0.942 | 29.30% | 298.88 | 0.76 | 48.23% | 107.50 | 1,760PCR: 2.13 | 2.20 | 6.80% | 1.62 | 646.88 | 30.76% | -0.067 | 0.002 | -0.796 | 0.310 | Login To Trade |
0.455 | -1.138 | 0.003 | 0.888 | 30.03% | 748.88 | 2.02 | 47.01% | 88.00 | 1,780PCR: 0.98 | 3.50 | 10.17% | 1.97 | 1,055.25 | 29.05% | -0.104 | 0.003 | -1.048 | 0.433 | Login To Trade |
0.551 | -1.233 | 0.004 | 0.853 | 26.86% | 4,279.50 | 9.81 | 46.25% | 69.00 | 1,800PCR: 0.59 | 5.30 | 14.41% | 5.75 | 2,189.25 | 27.83% | -0.156 | 0.004 | -1.326 | 0.572 | Login To Trade |
0.715 | -1.527 | 0.005 | 0.776 | 25.63% | 5,131.88 | 3.98 | 44.17% | 53.00 | 1,820PCR: 0.59 | 9.20 | 20.40% | 2.36 | 1,299.00 | 27.22% | -0.237 | 0.005 | -1.673 | 0.738 | Login To Trade |
0.875 | -1.922 | 0.006 | 0.661 | 26.37% | 5,374.88 | 4.27 | 40.31% | 39.85 | 1,840PCR: 0.49 | 15.05 | 27.37% | 2.11 | 999.00 | 27.71% | -0.345 | 0.006 | -2.035 | 0.881 | Login To Trade |
0.950 | -2.193 | 0.006 | 0.537 | 27.71% | 3,721.50 | 4.41 | 35.28% | 28.40 | 1,860PCR: 0.19 | 25.00 | 33.87% | 0.83 | 328.50 | 27.47% | -0.469 | 0.006 | -2.175 | 0.951 | Login To Trade |
0.935 | -2.251 | 0.006 | 0.422 | 28.87% | 1,416.00 | 1.98 | 29.73% | 20.80 | 1,880PCR: 0.18 | 36.75 | 38.56% | 0.36 | 47.25 | 29.85% | -0.572 | 0.005 | -2.335 | 0.939 | Login To Trade |
0.858 | -2.155 | 0.005 | 0.322 | 30.15% | 3,385.13 | 7.52 | 24.14% | 14.80 | 1,900PCR: 0.07 | 50.90 | 42.67% | 0.50 | 71.63 | 30.64% | -0.680 | 0.005 | -2.183 | 0.855 | Login To Trade |
0.739 | -1.902 | 0.004 | 0.238 | 30.88% | 820.50 | 1.91 | 18.77% | 10.10 | 1,920PCR: 0.07 | 69.30 | 44.18% | 0.14 | 11.25 | 36.99% | -0.720 | 0.004 | -2.484 | 0.806 | Login To Trade |
0.618 | -1.684 | 0.003 | 0.176 | 32.71% | 746.63 | 1.95 | 14.38% | 7.30 | 1,940PCR: 0.02 | 153.05 | 41.48% | 0.03 | 0.00 | 114.14% | -0.579 | 0.001 | -8.889 | 0.935 | Login To Trade |
0.497 | -1.381 | 0.003 | 0.127 | 33.33% | 531.75 | 1.44 | 10.69% | 5.15 | 1,960PCR: 0.05 | 103.65 | 47.23% | 0.08 | 6.75 | 40.89% | -0.820 | 0.003 | -2.141 | 0.628 | Login To Trade |
0.401 | -1.174 | 0.002 | 0.094 | 35.16% | 214.50 | 1.00 | 8.03% | 3.75 | 1,980PCR: 0.06 | 122.15 | 48.52% | 0.06 | 11.25 | 40.77% | -0.871 | 0.002 | -1.713 | 0.504 | Login To Trade |
0.336 | -1.031 | 0.002 | 0.074 | 36.87% | 1,537.50 | 4.80 | 6.38% | 2.90 | 2,000PCR: 0.03 | 140.00 | 48.96% | 0.13 | 7.88 | 43.95% | -0.886 | 0.002 | -1.690 | 0.461 | Login To Trade |
0.228 | -0.769 | 0.001 | 0.045 | 40.53% | 176.63 | 1.23 | 3.91% | 1.75 | 2,040PCR: 0.02 | 234.05 | 45.45% | 0.02 | 0.00 | 128.91% | -0.676 | 0.001 | -9.231 | 0.859 | Login To Trade |
0.193 | -0.691 | 0.001 | 0.037 | 42.97% | 24.38 | 0.33 | 3.18% | 1.50 | 2,060PCR: 0.01 | 235.70 | 46.81% | 0.00 | 0.38 | 111.08% | -0.736 | 0.001 | -7.234 | 0.781 | Login To Trade |
0.196 | -0.766 | 0.001 | 0.038 | 46.88% | 0.00 | 0.13 | 3.20% | 1.70 | 2,080PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 2,120PCR: -- | 307.70 | 47.44% | 0.01 | 0.00 | 144.41% | -0.725 | 0.001 | -9.606 | 0.798 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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