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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 | 5,600PCR: -- | 1.50 | 1.19% | 0.13 | 0.60 | 47.12% | -0.010 | 0.000 | -0.805 | 0.245 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 5,700PCR: -- | 1.50 | 1.28% | 0.07 | 1.20 | 42.24% | -0.011 | 0.000 | -0.788 | 0.267 | Login To Trade |
1.417 | -6.170 | 0.000 | 0.915 | 62.32% | 0.00 | 0.05 | 46.66% | 736.40 | 5,800PCR: 22.16 | 1.45 | 1.42% | 1.13 | 1.70 | 37.11% | -0.013 | 0.000 | -0.767 | 0.296 | Login To Trade |
2.063 | -10.958 | 0.000 | 0.857 | 75.99% | 0.00 | 0.00 | 44.83% | 718.40 | 5,850PCR: 16.00 | 3.50 | 2.82% | 0.03 | 0.00 | 38.94% | -0.025 | 0.000 | -1.468 | 0.540 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 5,900PCR: -- | 2.60 | 2.36% | 0.40 | 1.70 | 35.40% | -0.021 | 0.000 | -1.158 | 0.468 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 5,950PCR: -- | 3.90 | 3.34% | 0.05 | 0.00 | 35.03% | -0.031 | 0.000 | -1.552 | 0.634 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.10 | 0.11 | 99.00% | 500.00 | 6,000PCR: 8.56 | 3.65 | 3.40% | 0.91 | 4.50 | 31.86% | -0.032 | 0.000 | -1.446 | 0.649 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 6,050PCR: -- | 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% | 0.10 | 0.03 | 99.00% | 386.85 | 6,100PCR: 25.64 | 5.20 | 4.94% | 0.85 | 1.70 | 28.50% | -0.048 | 0.000 | -1.800 | 0.903 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.10 | 0.00 | 99.00% | 346.40 | 6,150PCR: 25.50 | 6.90 | 6.39% | 0.10 | 4.50 | 27.22% | -0.063 | 0.001 | -2.142 | 1.126 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 7.10 | 0.07 | 99.00% | 306.55 | 6,200PCR: 30.04 | 8.80 | 8.16% | 2.13 | 11.60 | 25.51% | -0.082 | 0.001 | -2.467 | 1.384 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 2.20 | 0.03 | 99.00% | 257.80 | 6,250PCR: 9.61 | 15.90 | 12.24% | 0.27 | 4.90 | 26.64% | -0.129 | 0.001 | -3.570 | 1.917 | Login To Trade |
1.528 | -1.961 | 0.001 | 0.906 | 18.37% | 1.00 | 0.12 | 47.72% | 222.45 | 6,300PCR: 5.50 | 20.10 | 15.05% | 0.63 | 35.60 | 24.96% | -0.164 | 0.001 | -3.937 | 2.256 | Login To Trade |
2.725 | -4.697 | 0.001 | 0.776 | 24.66% | 1.10 | 0.10 | 44.11% | 194.50 | 6,350PCR: 1.95 | 36.30 | 20.95% | 0.19 | 6.10 | 27.10% | -0.243 | 0.001 | -5.413 | 2.858 | Login To Trade |
3.123 | -5.175 | 0.002 | 0.710 | 23.71% | 31.00 | 0.24 | 42.04% | 155.00 | 6,400PCR: 2.14 | 42.45 | 24.30% | 0.50 | 72.20 | 24.48% | -0.296 | 0.002 | -5.389 | 3.150 | Login To Trade |
3.465 | -5.861 | 0.002 | 0.623 | 24.20% | 22.30 | 0.15 | 38.88% | 123.90 | 6,450PCR: 2.51 | 60.00 | 29.20% | 0.38 | 24.30 | 24.51% | -0.379 | 0.002 | -5.941 | 3.469 | Login To Trade |
3.626 | -6.187 | 0.002 | 0.534 | 24.41% | 211.70 | 2.26 | 35.18% | 96.40 | 6,500PCR: 0.59 | 83.25 | 33.77% | 1.33 | 126.70 | 24.60% | -0.467 | 0.002 | -6.233 | 3.626 | Login To Trade |
3.603 | -6.101 | 0.002 | 0.444 | 24.23% | 86.10 | 0.60 | 30.95% | 72.00 | 6,550PCR: 0.65 | 108.90 | 37.76% | 0.39 | 27.80 | 24.75% | -0.555 | 0.002 | -6.235 | 3.605 | Login To Trade |
3.419 | -5.973 | 0.002 | 0.362 | 24.99% | 180.40 | 2.28 | 26.57% | 55.20 | 6,600PCR: 0.81 | 146.30 | 40.77% | 1.84 | 22.90 | 26.76% | -0.628 | 0.002 | -6.452 | 3.449 | Login To Trade |
3.122 | -5.593 | 0.002 | 0.290 | 25.63% | 85.10 | 0.84 | 22.25% | 41.75 | 6,650PCR: 0.33 | 191.60 | 42.67% | 0.28 | 3.40 | 30.27% | -0.678 | 0.001 | -6.917 | 3.269 | Login To Trade |
2.762 | -5.071 | 0.001 | 0.229 | 26.28% | 146.20 | 2.77 | 18.25% | 31.25 | 6,700PCR: 0.22 | 235.00 | 44.22% | 0.60 | 3.70 | 32.68% | -0.722 | 0.001 | -6.988 | 3.059 | Login To Trade |
2.356 | -4.381 | 0.001 | 0.175 | 26.61% | 26.20 | 0.52 | 14.47% | 22.55 | 6,750PCR: 0.61 | 272.75 | 45.83% | 0.32 | 2.20 | 32.53% | -0.775 | 0.001 | -6.220 | 2.736 | Login To Trade |
2.011 | -3.877 | 0.001 | 0.138 | 27.59% | 110.10 | 2.36 | 11.63% | 17.30 | 6,800PCR: 0.62 | 320.00 | 46.91% | 1.47 | 4.20 | 34.12% | -0.812 | 0.001 | -5.869 | 2.461 | Login To Trade |
1.671 | -3.300 | 0.001 | 0.106 | 28.26% | 113.90 | 1.18 | 9.10% | 12.85 | 6,850PCR: 0.32 | 378.30 | 46.67% | 0.38 | 0.10 | 42.11% | -0.794 | 0.001 | -7.646 | 2.598 | Login To Trade |
1.330 | -2.649 | 0.001 | 0.078 | 28.50% | 49.60 | 2.43 | 6.79% | 9.00 | 6,900PCR: 0.10 | 410.00 | 48.16% | 0.24 | 0.10 | 37.78% | -0.855 | 0.001 | -5.484 | 2.077 | Login To Trade |
1.141 | -2.386 | 0.001 | 0.064 | 29.91% | 16.80 | 0.20 | 5.59% | 7.50 | 6,950PCR: 0.70 | 434.65 | 99.00% | 0.14 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.981 | -2.160 | 0.000 | 0.053 | 31.49% | 70.80 | 2.55 | 4.62% | 6.30 | 7,000PCR: 0.08 | 474.30 | 99.00% | 0.21 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.916 | -2.235 | 0.000 | 0.049 | 34.91% | 0.00 | 0.18 | 4.22% | 6.30 | 7,050PCR: 0.39 | 372.10 | 99.00% | 0.07 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.686 | -1.593 | 0.000 | 0.034 | 33.20% | 10.50 | 0.81 | 2.97% | 4.00 | 7,100PCR: 0.04 | 552.55 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.608 | -1.472 | 0.000 | 0.029 | 34.67% | 2.80 | 0.09 | 2.55% | 3.55 | 7,150PCR: 0.19 | 615.90 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.517 | -1.297 | 0.000 | 0.024 | 35.89% | 29.20 | 0.86 | 2.10% | 2.95 | 7,200PCR: 0.05 | 642.15 | 99.00% | 0.04 | 0.10 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.810 | -2.504 | 0.000 | 0.042 | 44.31% | 0.00 | 0.07 | 3.52% | 6.65 | 7,250PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.467 | -1.289 | 0.000 | 0.021 | 39.55% | 3.80 | 0.26 | 1.84% | 2.75 | 7,300PCR: 0.01 | 539.10 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.422 | -1.215 | 0.000 | 0.019 | 41.26% | 0.00 | 0.05 | 1.62% | 2.55 | 7,350PCR: 0.06 | 625.50 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.305 | -0.865 | 0.000 | 0.013 | 40.53% | 3.60 | 0.25 | 1.11% | 1.65 | 7,400PCR: 0.00 | 683.70 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.848 | -3.333 | 0.000 | 0.044 | 56.46% | 0.00 | 0.00 | 3.59% | 9.00 | 7,450PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.207 | -0.601 | 0.000 | 0.008 | 41.50% | 4.10 | 0.94 | 0.71% | 1.00 | 7,500PCR: 0.00 | 944.75 | 99.00% | 0.00 | 0.10 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.088 | -0.245 | 0.000 | 0.003 | 40.04% | 3.00 | 1.23 | 0.27% | 0.35 | 7,600PCR: 0.00 | 1038.90 | 99.00% | 0.00 | 0.10 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.153 | -0.502 | 0.000 | 0.006 | 46.88% | 3.50 | 0.20 | 0.49% | 0.80 | 7,700PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.123 | -0.420 | 0.000 | 0.005 | 48.83% | 1.50 | 0.10 | 0.38% | 0.60 | 7,800PCR: 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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