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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 | 250PCR: -- | 0.10 | 0.84% | 0.27 | 53.35 | 46.88% | -0.007 | 0.001 | -0.020 | 0.011 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 48.70 | 260PCR: 56.00 | 0.15 | 1.64% | 1.36 | 24.25 | 42.97% | -0.014 | 0.001 | -0.034 | 0.020 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 265PCR: -- | 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 | 0.34 | 99.00% | 38.55 | 270PCR: 31.57 | 0.30 | 3.91% | 10.72 | 1,539.88 | 41.02% | -0.034 | 0.003 | -0.070 | 0.044 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 275PCR: -- | 0.45 | 5.51% | 1.65 | 235.23 | 39.06% | -0.050 | 0.004 | -0.090 | 0.060 | Login To Trade |
0.090 | -0.138 | 0.006 | 0.917 | 40.04% | 31.53 | 2.33 | 46.96% | 30.85 | 280PCR: 9.10 | 0.60 | 6.84% | 21.19 | 2,184.93 | 36.13% | -0.064 | 0.006 | -0.102 | 0.073 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 285PCR: -- | 0.85 | 8.97% | 6.47 | 1,321.63 | 33.20% | -0.087 | 0.008 | -0.118 | 0.093 | Login To Trade |
0.124 | -0.154 | 0.011 | 0.870 | 32.23% | 121.25 | 2.11 | 46.05% | 21.25 | 290PCR: 13.53 | 1.40 | 13.40% | 28.54 | 4,905.78 | 33.20% | -0.137 | 0.011 | -0.164 | 0.128 | Login To Trade |
0.176 | -0.241 | 0.015 | 0.773 | 35.64% | 38.80 | 1.36 | 43.35% | 16.95 | 295PCR: 10.96 | 1.95 | 17.61% | 14.89 | 2,357.10 | 30.27% | -0.192 | 0.015 | -0.186 | 0.160 | Login To Trade |
0.194 | -0.222 | 0.019 | 0.729 | 29.79% | 3,610.83 | 25.71 | 42.21% | 12.90 | 300PCR: 2.36 | 2.95 | 23.33% | 60.75 | 8,511.75 | 29.79% | -0.271 | 0.019 | -0.222 | 0.194 | Login To Trade |
0.224 | -0.260 | 0.022 | 0.613 | 30.27% | 4,850.00 | 42.78 | 37.87% | 9.60 | 305PCR: 1.02 | 4.50 | 29.52% | 43.80 | 5,398.05 | 29.30% | -0.375 | 0.022 | -0.250 | 0.222 | Login To Trade |
0.233 | -0.267 | 0.023 | 0.510 | 29.79% | 17,341.18 | 74.01 | 33.63% | 6.95 | 310PCR: 0.64 | 6.70 | 35.50% | 47.65 | 9,358.08 | 28.81% | -0.490 | 0.024 | -0.259 | 0.233 | Login To Trade |
0.226 | -0.263 | 0.022 | 0.400 | 30.27% | 13,233.23 | 39.19 | 28.04% | 4.80 | 315PCR: 0.80 | 9.80 | 40.65% | 31.33 | 3,065.20 | 29.05% | -0.614 | 0.022 | -0.250 | 0.223 | Login To Trade |
0.205 | -0.246 | 0.019 | 0.304 | 31.25% | 16,751.90 | 98.72 | 22.67% | 3.45 | 320PCR: 0.42 | 13.45 | 43.74% | 41.61 | 1,864.83 | 31.25% | -0.696 | 0.019 | -0.246 | 0.205 | Login To Trade |
0.176 | -0.218 | 0.016 | 0.227 | 32.23% | 8,271.68 | 47.21 | 17.59% | 2.35 | 325PCR: 0.26 | 17.40 | 46.73% | 12.49 | 468.03 | 30.27% | -0.795 | 0.016 | -0.193 | 0.166 | Login To Trade |
0.146 | -0.186 | 0.013 | 0.166 | 33.20% | 12,251.10 | 155.66 | 13.27% | 1.75 | 330PCR: 0.24 | 21.70 | 47.85% | 36.81 | 492.28 | 33.20% | -0.834 | 0.013 | -0.186 | 0.146 | Login To Trade |
0.122 | -0.165 | 0.010 | 0.128 | 35.16% | 5,361.68 | 83.57 | 10.33% | 1.30 | 335PCR: 0.27 | 25.80 | 49.78% | 22.80 | 26.68 | 27.34% | -0.933 | 0.008 | -0.080 | 0.076 | Login To Trade |
0.102 | -0.146 | 0.008 | 0.099 | 37.11% | 6,341.38 | 109.80 | 8.13% | 1.00 | 340PCR: 0.16 | 30.20 | 50.55% | 17.31 | 135.80 | 25.39% | -0.972 | 0.004 | -0.037 | 0.038 | Login To Trade |
0.083 | -0.125 | 0.006 | 0.076 | 39.06% | 2,638.40 | 36.88 | 6.21% | 0.75 | 345PCR: 0.20 | 35.20 | 99.00% | 7.35 | 31.53 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.072 | -0.114 | 0.005 | 0.063 | 41.02% | 10,148.63 | 120.60 | 5.15% | 0.60 | 350PCR: 0.11 | 37.80 | 99.00% | 13.43 | 33.95 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.054 | -0.085 | 0.004 | 0.043 | 41.02% | 1,302.23 | 18.55 | 3.53% | 0.45 | 355PCR: 0.05 | 32.80 | 99.00% | 0.87 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.053 | -0.091 | 0.003 | 0.042 | 44.92% | 3,256.78 | 46.90 | 3.43% | 0.40 | 360PCR: 0.16 | 47.55 | 99.00% | 7.44 | 4.85 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.032 | -0.053 | 0.002 | 0.023 | 42.97% | 921.50 | 21.07 | 1.87% | 0.30 | 365PCR: 0.02 | 44.35 | 99.00% | 0.44 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.034 | -0.062 | 0.002 | 0.025 | 46.88% | 1,404.08 | 42.29 | 1.99% | 0.25 | 370PCR: 0.02 | 56.75 | 99.00% | 0.92 | 4.85 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.027 | -0.053 | 0.002 | 0.019 | 50.78% | 518.95 | 24.10 | 1.46% | 0.20 | 380PCR: 0.08 | 69.10 | 99.00% | 1.94 | 2.43 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.015 | -0.029 | 0.001 | 0.009 | 50.78% | 215.83 | 12.29 | 0.72% | 0.10 | 390PCR: 0.00 | 67.00 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.018 | -0.042 | 0.001 | 0.012 | 58.59% | 669.30 | 26.65 | 0.90% | 0.15 | 400PCR: 0.00 | 71.00 | 99.00% | 0.02 | 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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