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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 | |
0.696 | -1.690 | 0.001 | 0.743 | 155.40% | 0.00 | 0.02 | 33.68% | 195.50 | 600PCR: 56.00 | 0.50 | 2.28% | 0.92 | 3.30 | 32.23% | -0.018 | 0.001 | -0.049 | 0.098 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 620PCR: -- | 0.50 | 2.49% | 0.97 | 0.00 | 27.34% | -0.021 | 0.001 | -0.046 | 0.109 | Login To Trade |
0.465 | -0.303 | 0.002 | 0.867 | 41.75% | 0.00 | 0.04 | 44.71% | 95.00 | 640PCR: 63.80 | 0.85 | 4.38% | 2.63 | 51.98 | 25.39% | -0.039 | 0.002 | -0.072 | 0.181 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 78.95 | 650PCR: 32.50 | 1.15 | 5.78% | 1.07 | 17.33 | 24.41% | -0.052 | 0.002 | -0.088 | 0.231 | Login To Trade |
0.569 | -0.349 | 0.003 | 0.819 | 39.31% | 0.00 | 0.24 | 43.59% | 77.60 | 660PCR: 16.07 | 1.70 | 7.78% | 3.84 | 84.98 | 23.68% | -0.073 | 0.003 | -0.111 | 0.300 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 670PCR: -- | 2.60 | 10.78% | 5.35 | 49.50 | 23.44% | -0.105 | 0.004 | -0.144 | 0.393 | Login To Trade |
0.513 | -0.192 | 0.005 | 0.846 | 23.93% | 12.38 | 0.37 | 45.29% | 53.30 | 680PCR: 11.18 | 3.50 | 13.49% | 4.15 | 116.33 | 22.22% | -0.138 | 0.005 | -0.165 | 0.475 | Login To Trade |
0.695 | -0.332 | 0.005 | 0.744 | 30.52% | 0.00 | 0.35 | 41.85% | 49.70 | 690PCR: 4.95 | 5.00 | 17.45% | 1.72 | 121.28 | 21.73% | -0.187 | 0.006 | -0.197 | 0.581 | Login To Trade |
0.700 | -0.246 | 0.007 | 0.740 | 22.46% | 103.13 | 5.72 | 42.26% | 36.90 | 700PCR: 2.69 | 6.85 | 21.77% | 15.40 | 333.30 | 21.00% | -0.247 | 0.007 | -0.224 | 0.681 | Login To Trade |
0.779 | -0.262 | 0.008 | 0.673 | 21.48% | 77.55 | 1.60 | 40.04% | 29.35 | 710PCR: 2.36 | 9.85 | 26.65% | 3.77 | 165.00 | 20.87% | -0.323 | 0.008 | -0.253 | 0.775 | Login To Trade |
0.839 | -0.275 | 0.009 | 0.591 | 21.00% | 643.50 | 7.21 | 36.93% | 23.15 | 720PCR: 1.27 | 13.50 | 31.47% | 9.15 | 437.25 | 20.63% | -0.407 | 0.009 | -0.270 | 0.838 | Login To Trade |
0.861 | -0.279 | 0.009 | 0.503 | 20.75% | 1,158.30 | 13.88 | 33.13% | 17.75 | 730PCR: 0.81 | 18.20 | 35.84% | 11.29 | 367.95 | 20.57% | -0.496 | 0.009 | -0.277 | 0.861 | Login To Trade |
0.843 | -0.278 | 0.009 | 0.417 | 21.12% | 1,141.80 | 11.56 | 28.89% | 13.35 | 740PCR: 0.69 | 23.60 | 39.72% | 8.02 | 136.13 | 20.26% | -0.587 | 0.009 | -0.266 | 0.841 | Login To Trade |
0.787 | -0.258 | 0.008 | 0.336 | 21.00% | 1,224.30 | 18.55 | 24.40% | 9.70 | 750PCR: 0.53 | 29.60 | 43.01% | 9.80 | 59.40 | 19.65% | -0.676 | 0.009 | -0.238 | 0.775 | Login To Trade |
0.706 | -0.234 | 0.007 | 0.264 | 21.24% | 551.93 | 13.95 | 20.00% | 7.10 | 760PCR: 0.51 | 36.85 | 45.56% | 7.08 | 0.00 | 19.41% | -0.757 | 0.007 | -0.205 | 0.676 | Login To Trade |
0.606 | -0.201 | 0.006 | 0.201 | 21.24% | 222.75 | 4.97 | 15.79% | 5.00 | 770PCR: 0.40 | 45.50 | 47.10% | 1.96 | 17.33 | 20.51% | -0.808 | 0.006 | -0.189 | 0.590 | Login To Trade |
0.512 | -0.174 | 0.005 | 0.154 | 21.73% | 306.90 | 8.97 | 12.37% | 3.70 | 780PCR: 0.26 | 53.90 | 48.55% | 2.29 | 0.00 | 20.26% | -0.864 | 0.005 | -0.149 | 0.472 | Login To Trade |
0.425 | -0.148 | 0.004 | 0.117 | 22.22% | 127.05 | 4.60 | 9.61% | 2.65 | 790PCR: 0.10 | 56.55 | 99.00% | 0.45 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.345 | -0.122 | 0.003 | 0.088 | 22.71% | 280.50 | 16.96 | 7.27% | 1.95 | 800PCR: 0.26 | 70.85 | 99.00% | 4.37 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.286 | -0.105 | 0.003 | 0.069 | 23.44% | 27.23 | 1.49 | 5.72% | 1.45 | 810PCR: 0.18 | 79.40 | 99.00% | 0.26 | 4.13 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.229 | -0.085 | 0.002 | 0.052 | 23.93% | 28.88 | 2.99 | 4.29% | 1.05 | 820PCR: 0.40 | 92.75 | 50.42% | 1.20 | 0.00 | 25.88% | -0.933 | 0.002 | -0.113 | 0.279 | Login To Trade |
0.183 | -0.070 | 0.002 | 0.039 | 24.41% | 1.65 | 2.49 | 3.24% | 0.80 | 830PCR: 0.03 | 95.50 | 99.00% | 0.07 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.156 | -0.062 | 0.001 | 0.032 | 25.39% | 22.28 | 3.14 | 2.66% | 0.65 | 840PCR: 1.08 | 111.00 | 50.92% | 3.38 | 0.00 | 15.63% | -0.999 | 0.000 | -0.002 | 0.009 | Login To Trade |
0.116 | -0.046 | 0.001 | 0.022 | 25.39% | 4.95 | 0.62 | 1.85% | 0.45 | 850PCR: 0.17 | 123.00 | 50.88% | 0.11 | 0.00 | 32.96% | -0.936 | 0.002 | -0.138 | 0.269 | Login To Trade |
0.099 | -0.041 | 0.001 | 0.019 | 26.37% | 9.90 | 0.52 | 1.52% | 0.35 | 860PCR: 0.65 | 125.75 | 99.00% | 0.34 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.063 | -0.027 | 0.001 | 0.011 | 27.34% | 2.48 | 0.21 | 0.89% | 0.25 | 880PCR: 2.81 | 152.90 | 51.43% | 0.60 | 0.00 | 36.62% | -0.954 | 0.001 | -0.119 | 0.207 | Login To Trade |
0.050 | -0.023 | 0.000 | 0.009 | 29.30% | 5.78 | 1.02 | 0.67% | 0.20 | 900PCR: 1.03 | 168.95 | 99.00% | 1.06 | 4.95 | 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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