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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 | 410PCR: -- | 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 | 420PCR: -- | 0.05 | 0.14% | 0.10 | 0.00 | 125.00% | -0.001 | 0.000 | -0.062 | 0.001 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 430PCR: -- | 0.05 | 0.42% | 0.05 | 0.00 | 125.00% | -0.004 | 0.000 | -0.173 | 0.003 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 435PCR: -- | 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 | 440PCR: -- | 0.05 | 0.00% | 0.56 | 1.25 | 62.50% | 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 | 445PCR: -- | 0.05 | 0.00% | 0.33 | 0.00 | 62.50% | 0.000 | 0.000 | -0.000 | 0.000 | Login To Trade |
0.050 | -5.375 | 0.003 | 0.892 | 214.84% | 0.00 | 0.38 | 45.56% | 67.00 | 450PCR: 9.47 | 0.05 | 0.00% | 3.55 | 6.25 | 62.50% | 0.000 | 0.000 | -0.001 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.43 | 99.00% | 48.85 | 455PCR: 1.50 | 0.05 | 0.01% | 0.64 | 6.25 | 62.50% | -0.000 | 0.000 | -0.004 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.53 | 99.00% | 44.10 | 460PCR: 2.67 | 0.05 | 0.03% | 1.40 | 42.50 | 62.50% | -0.000 | 0.000 | -0.009 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.21 | 99.00% | 48.55 | 465PCR: 5.82 | 0.05 | 0.15% | 1.24 | 0.00 | 62.50% | -0.001 | 0.000 | -0.038 | 0.001 | Login To Trade |
0.078 | -9.024 | 0.005 | 0.790 | 232.42% | 0.00 | 0.70 | 42.59% | 52.55 | 470PCR: 10.86 | 0.05 | 0.29% | 7.60 | 5.00 | 62.50% | -0.003 | 0.001 | -0.069 | 0.002 | Login To Trade |
0.084 | -9.989 | 0.005 | 0.759 | 238.28% | 0.00 | 0.44 | 41.63% | 49.25 | 475PCR: 15.17 | 0.05 | 1.03% | 6.64 | 1.25 | 62.50% | -0.010 | 0.002 | -0.215 | 0.007 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 11.25 | 1.91 | 99.00% | 33.20 | 480PCR: 3.93 | 0.05 | 1.72% | 7.51 | 66.25 | 62.50% | -0.016 | 0.002 | -0.337 | 0.011 | Login To Trade |
0.060 | -3.215 | 0.008 | 0.860 | 107.42% | 1.25 | 0.64 | 46.00% | 31.70 | 485PCR: 6.22 | 0.05 | 0.02% | 3.96 | 2.50 | 31.25% | -0.000 | 0.000 | -0.003 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 22.50 | 2.05 | 99.00% | 23.00 | 490PCR: 2.93 | 0.05 | 0.14% | 6.00 | 33.75 | 31.25% | -0.001 | 0.001 | -0.018 | 0.001 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 5.00 | 0.89 | 99.00% | 17.80 | 495PCR: 2.00 | 0.05 | 0.88% | 1.78 | 22.50 | 31.25% | -0.009 | 0.003 | -0.098 | 0.006 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 138.75 | 5.25 | 99.00% | 13.05 | 500PCR: 1.80 | 0.05 | 0.02% | 9.45 | 661.25 | 15.63% | -0.000 | 0.000 | -0.002 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 123.75 | 1.59 | 99.00% | 8.25 | 505PCR: 1.95 | 0.35 | 8.74% | 3.10 | 455.00 | 27.34% | -0.093 | 0.023 | -0.612 | 0.045 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 468.75 | 3.48 | 99.00% | 3.50 | 510PCR: 1.77 | 0.85 | 20.50% | 6.15 | 1,210.00 | 25.39% | -0.247 | 0.046 | -1.081 | 0.085 | Login To Trade |
0.107 | -0.889 | 0.089 | 0.466 | 16.60% | 462.50 | 3.26 | 32.61% | 1.75 | 515PCR: 0.77 | 2.70 | 35.69% | 2.51 | 852.50 | 37.11% | -0.512 | 0.040 | -1.993 | 0.107 | Login To Trade |
0.075 | -0.881 | 0.044 | 0.199 | 23.44% | 2,542.50 | 6.18 | 16.88% | 0.65 | 520PCR: 0.48 | 7.45 | 42.66% | 2.98 | 402.50 | 39.06% | -0.692 | 0.034 | -1.852 | 0.095 | Login To Trade |
0.041 | -0.558 | 0.021 | 0.082 | 27.34% | 2,438.75 | 6.09 | 7.52% | 0.25 | 525PCR: 0.30 | 10.75 | 48.54% | 1.80 | 363.75 | 29.30% | -0.903 | 0.022 | -0.679 | 0.046 | Login To Trade |
0.021 | -0.336 | 0.009 | 0.036 | 31.25% | 1,471.25 | 13.26 | 3.38% | 0.15 | 530PCR: 0.12 | 16.90 | 46.89% | 1.63 | 57.50 | 59.57% | -0.824 | 0.016 | -2.077 | 0.070 | Login To Trade |
0.006 | -0.102 | 0.003 | 0.009 | 31.25% | 981.25 | 5.55 | 0.84% | 0.05 | 535PCR: 0.16 | 19.85 | 99.00% | 0.89 | 1.25 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.001 | -0.022 | 0.001 | 0.002 | 31.25% | 583.75 | 9.34 | 0.15% | 0.05 | 540PCR: 0.07 | 23.50 | 99.00% | 0.61 | 25.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.015 | -0.405 | 0.004 | 0.023 | 54.69% | 307.50 | 3.31 | 2.14% | 0.10 | 545PCR: 0.11 | 25.55 | 99.00% | 0.35 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.014 | -0.439 | 0.003 | 0.022 | 62.50% | 543.75 | 16.08 | 1.99% | 0.10 | 550PCR: 0.06 | 37.80 | 48.25% | 0.93 | 23.75 | 119.14% | -0.850 | 0.007 | -3.744 | 0.063 | Login To Trade |
0.006 | -0.175 | 0.001 | 0.008 | 62.50% | 33.75 | 11.44 | 0.69% | 0.05 | 555PCR: 0.04 | 32.55 | 99.00% | 0.49 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.008 | -0.282 | 0.002 | 0.011 | 70.31% | 261.25 | 14.90 | 1.02% | 0.10 | 560PCR: 0.03 | 44.00 | 99.00% | 0.46 | 2.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.001 | -0.042 | 0.000 | 0.002 | 62.50% | 25.00 | 4.86 | 0.14% | 0.05 | 565PCR: 0.05 | 44.10 | 99.00% | 0.25 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.001 | -0.027 | 0.000 | 0.001 | 62.50% | 17.50 | 8.60 | 0.08% | 0.05 | 570PCR: 0.06 | 55.30 | 99.00% | 0.48 | 8.75 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | -0.007 | 0.000 | 0.000 | 62.50% | 16.25 | 0.56 | 0.02% | 0.05 | 575PCR: 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 | -0.004 | 0.000 | 0.000 | 62.50% | 73.75 | 2.94 | 0.01% | 0.05 | 580PCR: 0.04 | 67.05 | 50.18% | 0.13 | 3.75 | 162.11% | -0.914 | 0.004 | -3.419 | 0.042 | Login To Trade |
0.000 | -0.001 | 0.000 | 0.000 | 62.50% | 45.00 | 0.28 | 0.00% | 0.05 | 590PCR: 0.23 | 77.15 | 50.47% | 0.06 | 5.00 | 181.64% | -0.918 | 0.003 | -3.711 | 0.041 | Login To Trade |
0.000 | -0.000 | 0.000 | 0.000 | 62.50% | 16.25 | 0.64 | 0.00% | 0.05 | 600PCR: 0.02 | 72.10 | 99.00% | 0.01 | 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 | 610PCR: -- | 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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