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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 | 440PCR: -- | 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 | 450PCR: -- | 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 | 0.01 | 99.00% | 62.00 | 460PCR: 70.00 | 0.65 | 4.62% | 0.88 | 32.50 | 39.06% | -0.041 | 0.002 | -0.126 | 0.090 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 465PCR: -- | 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 | 470PCR: -- | 1.00 | 6.65% | 4.33 | 87.50 | 37.11% | -0.061 | 0.003 | -0.164 | 0.124 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 475PCR: -- | 1.90 | 10.10% | 0.01 | 0.00 | 40.04% | -0.096 | 0.004 | -0.251 | 0.175 | Login To Trade |
0.006 | -0.004 | 0.000 | 0.998 | 15.63% | 1.25 | 0.16 | 49.39% | 44.00 | 480PCR: 23.00 | 1.50 | 9.28% | 3.74 | 207.50 | 34.18% | -0.089 | 0.005 | -0.203 | 0.166 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 485PCR: -- | 1.95 | 11.22% | 1.31 | 37.50 | 33.69% | -0.111 | 0.005 | -0.234 | 0.195 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 490PCR: -- | 2.40 | 13.37% | 2.03 | 106.25 | 32.23% | -0.137 | 0.007 | -0.259 | 0.225 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 495PCR: -- | 3.15 | 16.19% | 1.59 | 36.25 | 32.23% | -0.171 | 0.008 | -0.301 | 0.261 | Login To Trade |
0.302 | -0.345 | 0.009 | 0.782 | 31.98% | 272.50 | 5.13 | 43.69% | 28.20 | 500PCR: 1.80 | 3.85 | 19.04% | 9.24 | 688.75 | 30.76% | -0.209 | 0.009 | -0.324 | 0.295 | Login To Trade |
0.307 | -0.289 | 0.011 | 0.776 | 26.37% | 25.00 | 0.11 | 43.71% | 23.10 | 505PCR: 9.22 | 4.80 | 22.05% | 1.04 | 87.50 | 30.27% | -0.252 | 0.010 | -0.354 | 0.328 | Login To Trade |
0.359 | -0.379 | 0.011 | 0.696 | 29.54% | 168.75 | 0.98 | 41.02% | 20.55 | 510PCR: 7.62 | 6.20 | 25.62% | 7.43 | 715.00 | 30.03% | -0.306 | 0.011 | -0.387 | 0.360 | Login To Trade |
0.385 | -0.389 | 0.013 | 0.640 | 28.32% | 278.75 | 0.98 | 38.96% | 16.90 | 515PCR: 1.95 | 7.65 | 28.92% | 1.90 | 183.75 | 29.05% | -0.363 | 0.013 | -0.400 | 0.386 | Login To Trade |
0.404 | -0.419 | 0.013 | 0.565 | 29.05% | 1,516.25 | 8.10 | 35.92% | 14.00 | 520PCR: 1.20 | 9.50 | 32.58% | 9.75 | 861.25 | 27.83% | -0.433 | 0.014 | -0.401 | 0.404 | Login To Trade |
0.410 | -0.411 | 0.014 | 0.504 | 28.08% | 661.25 | 3.89 | 33.28% | 11.30 | 525PCR: 1.00 | 12.00 | 36.00% | 3.89 | 191.25 | 27.83% | -0.503 | 0.014 | -0.407 | 0.409 | Login To Trade |
0.403 | -0.411 | 0.013 | 0.430 | 28.56% | 1,802.50 | 12.33 | 29.66% | 9.05 | 530PCR: 0.45 | 14.65 | 38.61% | 5.54 | 128.75 | 28.32% | -0.564 | 0.013 | -0.409 | 0.405 | Login To Trade |
0.388 | -0.393 | 0.013 | 0.371 | 28.32% | 472.50 | 2.41 | 26.51% | 7.25 | 535PCR: 0.82 | 18.00 | 41.11% | 1.99 | 0.00 | 29.05% | -0.625 | 0.013 | -0.404 | 0.389 | Login To Trade |
0.360 | -0.371 | 0.012 | 0.307 | 28.81% | 1,457.50 | 14.13 | 22.79% | 5.70 | 540PCR: 0.60 | 21.15 | 43.74% | 8.50 | 82.50 | 27.34% | -0.704 | 0.012 | -0.346 | 0.355 | Login To Trade |
0.332 | -0.341 | 0.011 | 0.257 | 28.81% | 278.75 | 2.53 | 19.71% | 4.45 | 545PCR: 0.52 | 25.55 | 44.75% | 1.33 | 0.00 | 30.52% | -0.730 | 0.011 | -0.370 | 0.340 | Login To Trade |
0.300 | -0.316 | 0.010 | 0.214 | 29.54% | 1,035.00 | 23.23 | 16.80% | 3.55 | 550PCR: 0.24 | 29.45 | 46.20% | 5.56 | 62.50 | 30.76% | -0.776 | 0.009 | -0.338 | 0.307 | Login To Trade |
0.268 | -0.289 | 0.008 | 0.178 | 30.27% | 178.75 | 3.53 | 14.21% | 2.90 | 555PCR: 0.31 | 38.30 | 45.16% | 1.10 | 0.00 | 45.90% | -0.720 | 0.007 | -0.567 | 0.346 | Login To Trade |
0.230 | -0.253 | 0.007 | 0.142 | 30.76% | 355.00 | 10.58 | 11.52% | 2.25 | 560PCR: 0.33 | 37.60 | 48.85% | 3.45 | 41.25 | 27.83% | -0.883 | 0.007 | -0.200 | 0.201 | Login To Trade |
0.203 | -0.227 | 0.006 | 0.118 | 31.25% | 35.00 | 1.46 | 9.72% | 1.80 | 565PCR: 0.21 | 48.05 | 46.39% | 0.31 | 0.00 | 52.25% | -0.750 | 0.006 | -0.609 | 0.326 | Login To Trade |
0.180 | -0.210 | 0.005 | 0.100 | 32.71% | 441.25 | 5.73 | 8.26% | 1.50 | 570PCR: 0.35 | 49.00 | 48.34% | 2.03 | 0.00 | 41.50% | -0.837 | 0.006 | -0.375 | 0.253 | Login To Trade |
0.153 | -0.179 | 0.004 | 0.080 | 32.71% | 107.50 | 1.49 | 6.69% | 1.20 | 575PCR: 0.12 | 28.90 | 99.00% | 0.18 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.136 | -0.166 | 0.004 | 0.069 | 34.18% | 121.25 | 6.08 | 5.75% | 1.00 | 580PCR: 0.43 | 56.50 | 50.48% | 2.64 | 0.00 | 29.30% | -0.959 | 0.003 | -0.094 | 0.090 | Login To Trade |
0.106 | -0.125 | 0.003 | 0.050 | 33.20% | 0.00 | 0.41 | 4.18% | 0.70 | 585PCR: 0.18 | 37.10 | 99.00% | 0.08 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.101 | -0.127 | 0.003 | 0.047 | 35.16% | 15.00 | 0.73 | 3.91% | 0.70 | 590PCR: 0.72 | 40.95 | 99.00% | 0.53 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.082 | -0.102 | 0.002 | 0.036 | 35.16% | 0.00 | 0.60 | 3.02% | 0.50 | 595PCR: 0.17 | 70.00 | 99.00% | 0.10 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.084 | -0.115 | 0.002 | 0.038 | 38.09% | 188.75 | 8.14 | 3.11% | 0.55 | 600PCR: 0.62 | 78.00 | 50.35% | 5.05 | 8.75 | 49.32% | -0.912 | 0.003 | -0.288 | 0.164 | Login To Trade |
0.050 | -0.062 | 0.001 | 0.020 | 35.16% | 0.00 | 0.18 | 1.65% | 0.30 | 605PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.051 | -0.068 | 0.001 | 0.021 | 37.11% | 28.75 | 1.45 | 1.70% | 0.30 | 610PCR: 0.06 | 55.70 | 99.00% | 0.09 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.030 | -0.041 | 0.001 | 0.011 | 37.11% | 32.50 | 4.89 | 0.93% | 0.15 | 620PCR: 0.86 | 99.30 | 50.62% | 4.23 | 3.75 | 65.92% | -0.892 | 0.003 | -0.448 | 0.190 | Login To Trade |
0.025 | -0.035 | 0.001 | 0.009 | 39.06% | 0.00 | 0.15 | 0.74% | 0.10 | 630PCR: 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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