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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 | 0.28 | 99.00% | 24.00 | 155PCR: 2.00 | 0.16 | 3.01% | 0.57 | 18.90 | 35.16% | -0.025 | 0.004 | -0.022 | 0.026 | Login To Trade |
0.097 | -0.121 | 0.010 | 0.861 | 52.73% | 63.00 | 2.55 | 44.60% | 23.75 | 160PCR: 5.75 | 0.27 | 4.37% | 14.68 | 195.30 | 31.25% | -0.039 | 0.006 | -0.028 | 0.037 | Login To Trade |
0.065 | -0.055 | 0.010 | 0.920 | 35.16% | 0.00 | 1.29 | 46.92% | 20.30 | 162.50PCR: 0.78 | 0.38 | 6.37% | 1.01 | 40.95 | 31.25% | -0.058 | 0.009 | -0.038 | 0.051 | Login To Trade |
0.117 | -0.138 | 0.013 | 0.814 | 49.32% | 0.00 | 2.46 | 43.38% | 19.40 | 165PCR: 3.54 | 0.49 | 7.96% | 8.69 | 264.60 | 29.30% | -0.075 | 0.011 | -0.043 | 0.062 | Login To Trade |
0.129 | -0.152 | 0.014 | 0.780 | 49.32% | 0.00 | 2.08 | 42.38% | 17.65 | 167.50PCR: 2.05 | 0.69 | 11.02% | 4.25 | 119.70 | 29.30% | -0.108 | 0.015 | -0.057 | 0.081 | Login To Trade |
0.104 | -0.073 | 0.019 | 0.844 | 29.30% | 532.35 | 8.32 | 45.41% | 13.10 | 170PCR: 2.66 | 0.90 | 13.35% | 22.08 | 601.65 | 27.34% | -0.137 | 0.018 | -0.062 | 0.096 | Login To Trade |
0.085 | -0.040 | 0.023 | 0.885 | 19.53% | 44.10 | 1.67 | 46.69% | 10.27 | 172.50PCR: 10.00 | 1.27 | 17.90% | 16.70 | 384.30 | 27.34% | -0.192 | 0.023 | -0.078 | 0.119 | Login To Trade |
0.139 | -0.086 | 0.028 | 0.748 | 25.88% | 113.40 | 5.32 | 42.59% | 8.84 | 175PCR: 2.47 | 1.79 | 21.96% | 13.14 | 1,052.10 | 26.37% | -0.250 | 0.028 | -0.087 | 0.139 | Login To Trade |
0.157 | -0.097 | 0.032 | 0.676 | 25.88% | 113.40 | 3.87 | 40.21% | 7.23 | 177.50PCR: 1.89 | 2.47 | 26.73% | 7.34 | 998.55 | 25.88% | -0.324 | 0.032 | -0.097 | 0.157 | Login To Trade |
0.170 | -0.105 | 0.035 | 0.585 | 25.88% | 2,520.00 | 38.68 | 36.71% | 5.56 | 180PCR: 1.02 | 3.38 | 31.67% | 39.47 | 3,865.05 | 24.90% | -0.413 | 0.036 | -0.101 | 0.170 | Login To Trade |
0.174 | -0.101 | 0.037 | 0.503 | 24.41% | 3,039.75 | 19.97 | 33.05% | 4.17 | 182.50PCR: 0.68 | 4.53 | 35.92% | 13.67 | 2,356.20 | 25.39% | -0.496 | 0.036 | -0.105 | 0.174 | Login To Trade |
0.170 | -0.101 | 0.036 | 0.413 | 24.90% | 9,724.05 | 72.26 | 28.82% | 3.09 | 185PCR: 0.31 | 5.93 | 39.74% | 22.55 | 1,083.60 | 24.90% | -0.587 | 0.036 | -0.101 | 0.170 | Login To Trade |
0.158 | -0.094 | 0.033 | 0.328 | 24.90% | 5,106.15 | 26.08 | 23.96% | 2.23 | 187.50PCR: 0.16 | 7.58 | 42.79% | 4.16 | 179.55 | 25.39% | -0.668 | 0.033 | -0.096 | 0.159 | Login To Trade |
0.140 | -0.083 | 0.029 | 0.253 | 24.90% | 6,712.65 | 81.90 | 19.31% | 1.59 | 190PCR: 0.23 | 9.30 | 45.77% | 18.43 | 126.00 | 23.44% | -0.767 | 0.030 | -0.074 | 0.134 | Login To Trade |
0.120 | -0.072 | 0.025 | 0.193 | 25.39% | 2,394.00 | 9.92 | 15.27% | 1.14 | 192.50PCR: 0.18 | 9.48 | 99.00% | 1.80 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.096 | -0.058 | 0.020 | 0.137 | 25.39% | 1,408.05 | 34.27 | 11.08% | 0.78 | 195PCR: 0.25 | 11.48 | 99.00% | 8.51 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.081 | -0.051 | 0.016 | 0.108 | 26.37% | 264.60 | 7.75 | 8.91% | 0.56 | 197.50PCR: 0.14 | 13.22 | 99.00% | 1.10 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.067 | -0.043 | 0.013 | 0.083 | 27.34% | 2,208.15 | 47.06 | 6.86% | 0.42 | 200PCR: 0.28 | 18.20 | 99.00% | 13.26 | 6.30 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.051 | -0.033 | 0.010 | 0.058 | 27.34% | 176.40 | 2.80 | 4.84% | 0.30 | 202.50PCR: 0.26 | 20.15 | 99.00% | 0.72 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.044 | -0.031 | 0.008 | 0.049 | 29.30% | 387.45 | 13.20 | 4.10% | 0.23 | 205PCR: 1.58 | 20.58 | 99.00% | 20.92 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.031 | -0.023 | 0.005 | 0.032 | 31.25% | 352.80 | 9.48 | 2.63% | 0.16 | 210PCR: 0.78 | 28.00 | 51.07% | 7.37 | 3.15 | 27.34% | -0.984 | 0.003 | -0.011 | 0.018 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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