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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 | 400PCR: -- | 0.95 | 5.51% | 0.27 | 45.65 | 38.09% | -0.047 | 0.002 | -0.092 | 0.121 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 410PCR: -- | 1.20 | 7.00% | 1.37 | 49.80 | 35.16% | -0.062 | 0.003 | -0.106 | 0.151 | Login To Trade |
0.395 | -0.609 | 0.003 | 0.746 | 77.15% | 0.00 | 0.06 | 39.45% | 66.35 | 420PCR: 24.00 | 2.15 | 10.79% | 1.49 | 109.98 | 35.16% | -0.101 | 0.004 | -0.153 | 0.218 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 425PCR: -- | 3.00 | 13.44% | 0.56 | 62.25 | 35.89% | -0.131 | 0.005 | -0.187 | 0.261 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 430PCR: -- | 3.45 | 15.16% | 4.07 | 141.10 | 34.67% | -0.151 | 0.005 | -0.200 | 0.288 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 435PCR: -- | 4.55 | 18.01% | 1.89 | 222.03 | 35.16% | -0.186 | 0.006 | -0.232 | 0.330 | Login To Trade |
0.346 | -0.221 | 0.007 | 0.798 | 31.98% | 18.68 | 0.06 | 43.67% | 34.90 | 440PCR: 41.00 | 5.50 | 20.25% | 2.55 | 275.98 | 34.42% | -0.217 | 0.007 | -0.249 | 0.361 | Login To Trade |
0.396 | -0.272 | 0.008 | 0.745 | 34.42% | 16.60 | 0.06 | 41.86% | 32.10 | 445PCR: 3.00 | 7.25 | 23.54% | 0.19 | 33.20 | 35.64% | -0.262 | 0.007 | -0.285 | 0.401 | Login To Trade |
0.420 | -0.275 | 0.009 | 0.711 | 32.71% | 66.40 | 0.31 | 40.90% | 27.85 | 450PCR: 21.87 | 8.10 | 25.60% | 6.81 | 738.70 | 33.94% | -0.295 | 0.008 | -0.288 | 0.424 | Login To Trade |
0.449 | -0.296 | 0.009 | 0.665 | 32.96% | 51.88 | 0.08 | 39.26% | 24.65 | 455PCR: 10.50 | 10.30 | 28.58% | 0.87 | 95.45 | 34.91% | -0.342 | 0.009 | -0.316 | 0.452 | Login To Trade |
0.470 | -0.317 | 0.009 | 0.616 | 33.69% | 157.70 | 1.49 | 37.34% | 21.95 | 460PCR: 2.96 | 11.75 | 30.88% | 4.42 | 819.63 | 33.69% | -0.384 | 0.009 | -0.317 | 0.470 | Login To Trade |
0.483 | -0.312 | 0.010 | 0.570 | 32.23% | 153.55 | 0.77 | 35.51% | 18.50 | 465PCR: 2.43 | 13.90 | 33.39% | 1.87 | 340.30 | 33.57% | -0.432 | 0.009 | -0.325 | 0.484 | Login To Trade |
0.490 | -0.335 | 0.009 | 0.520 | 34.18% | 531.20 | 2.64 | 33.23% | 16.90 | 470PCR: 1.20 | 16.25 | 35.78% | 3.17 | 713.80 | 33.45% | -0.480 | 0.010 | -0.328 | 0.490 | Login To Trade |
0.490 | -0.332 | 0.009 | 0.473 | 33.94% | 632.88 | 2.41 | 30.99% | 14.45 | 475PCR: 0.41 | 18.85 | 37.95% | 0.98 | 390.10 | 33.20% | -0.529 | 0.010 | -0.325 | 0.490 | Login To Trade |
0.483 | -0.330 | 0.009 | 0.427 | 34.18% | 2,251.38 | 6.83 | 28.72% | 12.40 | 480PCR: 0.36 | 21.45 | 39.98% | 2.43 | 514.60 | 32.47% | -0.579 | 0.010 | -0.313 | 0.481 | Login To Trade |
0.469 | -0.318 | 0.009 | 0.381 | 33.94% | 757.38 | 2.78 | 26.29% | 10.55 | 485PCR: 0.13 | 25.55 | 41.57% | 0.35 | 182.60 | 34.42% | -0.617 | 0.009 | -0.323 | 0.470 | Login To Trade |
0.450 | -0.305 | 0.009 | 0.338 | 33.94% | 1,037.50 | 4.86 | 23.84% | 8.90 | 490PCR: 0.09 | 28.55 | 43.24% | 0.42 | 107.90 | 33.69% | -0.664 | 0.009 | -0.303 | 0.449 | Login To Trade |
0.427 | -0.292 | 0.008 | 0.298 | 34.18% | 315.40 | 1.93 | 21.52% | 7.60 | 495PCR: 0.19 | 33.55 | 44.13% | 0.37 | 66.40 | 36.87% | -0.686 | 0.008 | -0.322 | 0.437 | Login To Trade |
0.397 | -0.268 | 0.008 | 0.257 | 33.69% | 2,118.58 | 10.58 | 18.95% | 6.15 | 500PCR: 0.03 | 37.35 | 45.31% | 0.33 | 70.55 | 37.35% | -0.719 | 0.007 | -0.310 | 0.415 | Login To Trade |
0.367 | -0.247 | 0.007 | 0.222 | 33.69% | 174.30 | 1.43 | 16.69% | 5.10 | 505PCR: 0.20 | 41.35 | 46.24% | 0.29 | 56.03 | 37.60% | -0.750 | 0.007 | -0.294 | 0.391 | Login To Trade |
0.339 | -0.231 | 0.006 | 0.194 | 34.18% | 431.60 | 3.13 | 14.76% | 4.35 | 510PCR: 0.17 | 44.60 | 47.43% | 0.52 | 56.03 | 35.64% | -0.795 | 0.006 | -0.249 | 0.350 | Login To Trade |
0.304 | -0.206 | 0.006 | 0.164 | 33.94% | 439.90 | 3.05 | 12.63% | 3.50 | 515PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.279 | -0.194 | 0.005 | 0.144 | 34.67% | 639.10 | 6.18 | 11.18% | 3.00 | 520PCR: 0.01 | 46.40 | 99.00% | 0.04 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.248 | -0.172 | 0.005 | 0.121 | 34.67% | 31.13 | 0.23 | 9.48% | 2.50 | 525PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.224 | -0.157 | 0.004 | 0.105 | 35.16% | 222.03 | 1.39 | 8.24% | 2.10 | 530PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.175 | -0.125 | 0.003 | 0.075 | 35.64% | 215.80 | 3.26 | 5.97% | 1.40 | 540PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.135 | -0.097 | 0.003 | 0.054 | 36.13% | 168.08 | 1.62 | 4.24% | 1.00 | 550PCR: 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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