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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 | |
3.771 | -62.145 | 0.000 | 0.875 | 168.99% | 0.00 | 0.00 | 43.33% | 3130.55 | 12,500PCR: 15.75 | 2.75 | 0.79% | 0.03 | 0.05 | 72.75% | -0.006 | 0.000 | -2.300 | 0.324 | Login To Trade |
3.903 | -52.944 | 0.000 | 0.868 | 139.10% | 0.00 | 0.01 | 43.91% | 2601.30 | 13,000PCR: 53.18 | 2.05 | 0.72% | 0.29 | 18.90 | 58.11% | -0.006 | 0.000 | -1.756 | 0.310 | Login To Trade |
4.104 | -51.416 | 0.000 | 0.858 | 128.48% | 0.00 | 0.00 | 43.91% | 2352.40 | 13,250PCR: 17.50 | 2.15 | 0.80% | 0.02 | 1.35 | 52.49% | -0.007 | 0.000 | -1.771 | 0.346 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 1400.95 | 13,500PCR: 149.50 | 2.45 | 0.95% | 0.30 | 20.10 | 47.36% | -0.008 | 0.000 | -1.905 | 0.412 | Login To Trade |
1.181 | -5.934 | 0.000 | 0.972 | 51.51% | 0.00 | 0.00 | 48.34% | 1680.45 | 13,750PCR: 41.33 | 3.30 | 1.33% | 0.19 | 20.10 | 43.21% | -0.012 | 0.000 | -2.370 | 0.563 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.70 | 0.04 | 99.00% | 1380.00 | 14,000PCR: 16.25 | 5.20 | 2.11% | 0.68 | 56.45 | 39.79% | -0.019 | 0.000 | -3.308 | 0.853 | Login To Trade |
5.072 | -41.611 | 0.000 | 0.803 | 84.14% | 0.00 | 0.00 | 43.49% | 1365.50 | 14,250PCR: 370.00 | 8.10 | 3.28% | 0.19 | 18.65 | 36.56% | -0.031 | 0.000 | -4.521 | 1.268 | Login To Trade |
2.940 | -11.234 | 0.000 | 0.911 | 39.18% | 0.95 | 0.10 | 47.41% | 950.00 | 14,500PCR: 6.71 | 14.10 | 5.62% | 0.67 | 84.10 | 32.81% | -0.055 | 0.000 | -6.470 | 2.022 | Login To Trade |
1.573 | -3.427 | 0.000 | 0.960 | 22.34% | 1.20 | 0.08 | 48.83% | 701.60 | 14,750PCR: 5.77 | 28.20 | 9.98% | 0.46 | 112.45 | 31.10% | -0.102 | 0.000 | -9.917 | 3.270 | Login To Trade |
5.101 | -14.665 | 0.001 | 0.801 | 29.48% | 28.55 | 0.32 | 44.84% | 501.70 | 15,000PCR: 5.52 | 61.30 | 17.76% | 1.75 | 251.00 | 29.88% | -0.200 | 0.001 | -14.910 | 5.118 | Login To Trade |
6.714 | -17.474 | 0.001 | 0.659 | 26.69% | 47.50 | 0.22 | 40.28% | 303.95 | 15,250PCR: 2.25 | 125.20 | 27.48% | 0.50 | 174.85 | 28.72% | -0.348 | 0.001 | -18.951 | 6.767 | Login To Trade |
7.272 | -19.683 | 0.001 | 0.464 | 27.76% | 341.75 | 1.78 | 31.95% | 176.00 | 15,500PCR: 0.67 | 240.75 | 36.88% | 1.19 | 104.90 | 28.99% | -0.534 | 0.001 | -20.570 | 7.276 | Login To Trade |
6.271 | -17.972 | 0.001 | 0.291 | 29.39% | 272.05 | 1.35 | 22.32% | 96.30 | 15,750PCR: 0.35 | 402.00 | 43.66% | 0.48 | 16.95 | 28.85% | -0.713 | 0.001 | -17.540 | 6.234 | Login To Trade |
4.659 | -14.004 | 0.001 | 0.172 | 30.82% | 464.85 | 3.87 | 14.19% | 50.75 | 16,000PCR: 0.15 | 610.60 | 46.94% | 0.59 | 12.25 | 31.80% | -0.821 | 0.000 | -14.861 | 4.793 | Login To Trade |
3.092 | -9.717 | 0.000 | 0.095 | 32.23% | 163.25 | 0.70 | 8.21% | 25.80 | 16,250PCR: 0.12 | 862.60 | 48.08% | 0.08 | 1.15 | 39.52% | -0.858 | 0.000 | -15.879 | 4.120 | Login To Trade |
2.081 | -7.046 | 0.000 | 0.057 | 34.73% | 228.90 | 1.86 | 4.97% | 15.00 | 16,500PCR: 0.23 | 1060.25 | 99.00% | 0.42 | 0.55 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.482 | -5.495 | 0.000 | 0.037 | 38.02% | 70.45 | 0.70 | 3.26% | 10.15 | 16,750PCR: 0.05 | 1310.10 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.093 | -4.372 | 0.000 | 0.026 | 41.02% | 192.10 | 2.61 | 2.24% | 7.20 | 17,000PCR: 0.10 | 1580.95 | 50.69% | 0.26 | 0.35 | 31.74% | -0.995 | 0.000 | -0.821 | 0.265 | Login To Trade |
0.769 | -3.268 | 0.000 | 0.017 | 43.58% | 54.65 | 0.32 | 1.47% | 4.75 | 17,250PCR: 0.05 | 1548.90 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.596 | -2.740 | 0.000 | 0.013 | 47.12% | 106.95 | 0.90 | 1.08% | 3.75 | 17,500PCR: 0.05 | 1850.00 | 99.00% | 0.05 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.429 | -2.041 | 0.000 | 0.009 | 48.83% | 3.00 | 0.27 | 0.73% | 2.50 | 17,750PCR: 0.01 | 2000.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.426 | -2.221 | 0.000 | 0.009 | 53.47% | 57.45 | 1.23 | 0.71% | 2.70 | 18,000PCR: 0.04 | 2571.55 | 99.00% | 0.05 | 0.25 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.312 | -1.679 | 0.000 | 0.006 | 55.18% | 0.25 | 0.03 | 0.50% | 1.95 | 18,250PCR: 0.08 | 2682.15 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.264 | -1.514 | 0.000 | 0.005 | 58.84% | 2.85 | 0.28 | 0.41% | 1.65 | 18,500PCR: 0.06 | 2880.00 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.306 | -2.058 | 0.000 | 0.006 | 68.85% | 4.55 | 0.48 | 0.47% | 2.35 | 19,000PCR: 0.00 | 3474.00 | 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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