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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 | |
0.083 | -0.032 | 0.000 | 0.990 | 24.41% | 0.00 | 0.03 | 48.42% | 154.00 | 860PCR: 2.67 | 0.25 | 1.25% | 0.09 | 0.55 | 24.41% | -0.011 | 0.000 | -0.032 | 0.083 | Login To Trade |
0.094 | -0.032 | 0.001 | 0.988 | 21.48% | 0.00 | 0.02 | 48.58% | 134.00 | 880PCR: 47.67 | 0.20 | 1.07% | 0.79 | 4.40 | 20.51% | -0.009 | 0.000 | -0.024 | 0.074 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 890PCR: -- | 0.30 | 1.71% | 0.59 | 11.00 | 20.51% | -0.015 | 0.001 | -0.036 | 0.113 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 29.15 | 3.04 | 99.00% | 113.00 | 900PCR: 2.21 | 0.40 | 2.08% | 6.71 | 55.00 | 19.53% | -0.018 | 0.001 | -0.041 | 0.136 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.04 | 99.00% | 96.90 | 910PCR: 166.43 | 0.50 | 2.57% | 6.41 | 26.40 | 18.55% | -0.023 | 0.001 | -0.048 | 0.164 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 81.80 | 920PCR: 212.60 | 0.65 | 3.20% | 5.85 | 124.85 | 17.58% | -0.029 | 0.001 | -0.055 | 0.201 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 78.25 | 930PCR: 339.00 | 0.90 | 4.48% | 5.59 | 72.05 | 17.09% | -0.042 | 0.002 | -0.072 | 0.269 | Login To Trade |
0.592 | -0.204 | 0.003 | 0.882 | 22.09% | 0.00 | 0.10 | 46.33% | 77.70 | 940PCR: 70.63 | 1.25 | 6.19% | 7.38 | 141.90 | 16.60% | -0.059 | 0.002 | -0.092 | 0.354 | Login To Trade |
0.364 | -0.089 | 0.003 | 0.939 | 15.63% | 3.85 | 0.08 | 47.97% | 70.15 | 945PCR: 10.29 | 1.50 | 6.90% | 0.79 | 67.10 | 16.11% | -0.067 | 0.003 | -0.098 | 0.390 | Login To Trade |
0.406 | -0.096 | 0.003 | 0.929 | 15.14% | 30.80 | 1.94 | 47.83% | 65.20 | 950PCR: 5.21 | 1.75 | 8.09% | 10.09 | 287.65 | 15.87% | -0.080 | 0.003 | -0.111 | 0.446 | Login To Trade |
0.753 | -0.256 | 0.004 | 0.833 | 21.73% | 0.00 | 0.02 | 45.07% | 65.00 | 955PCR: 46.00 | 2.20 | 9.71% | 1.01 | 113.85 | 15.87% | -0.098 | 0.004 | -0.128 | 0.517 | Login To Trade |
0.536 | -0.124 | 0.004 | 0.897 | 14.77% | 4.95 | 1.43 | 47.15% | 55.95 | 960PCR: 4.04 | 2.65 | 11.23% | 5.78 | 391.60 | 15.63% | -0.115 | 0.004 | -0.142 | 0.582 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.04 | 99.00% | 46.45 | 965PCR: 64.25 | 3.25 | 13.00% | 2.83 | 156.20 | 15.50% | -0.136 | 0.005 | -0.159 | 0.655 | Login To Trade |
0.721 | -0.171 | 0.005 | 0.843 | 15.14% | 360.25 | 1.88 | 45.78% | 47.55 | 970PCR: 2.62 | 3.85 | 14.67% | 4.92 | 346.50 | 15.14% | -0.157 | 0.005 | -0.171 | 0.721 | Login To Trade |
0.815 | -0.197 | 0.006 | 0.810 | 15.50% | 0.00 | 0.25 | 44.87% | 43.95 | 975PCR: 13.60 | 4.55 | 16.60% | 3.37 | 367.40 | 14.89% | -0.182 | 0.006 | -0.184 | 0.793 | Login To Trade |
0.877 | -0.204 | 0.006 | 0.785 | 14.89% | 259.60 | 3.67 | 44.20% | 39.40 | 980PCR: 2.30 | 5.45 | 18.95% | 8.45 | 630.85 | 14.77% | -0.213 | 0.007 | -0.201 | 0.872 | Login To Trade |
0.931 | -0.206 | 0.007 | 0.761 | 14.16% | 50.05 | 1.30 | 43.44% | 35.00 | 985PCR: 2.72 | 6.65 | 21.39% | 3.54 | 120.45 | 14.77% | -0.248 | 0.007 | -0.219 | 0.949 | Login To Trade |
1.010 | -0.224 | 0.008 | 0.720 | 14.22% | 169.40 | 3.93 | 42.18% | 31.30 | 990PCR: 1.84 | 7.70 | 23.52% | 7.24 | 839.30 | 14.28% | -0.280 | 0.008 | -0.226 | 1.011 | Login To Trade |
1.063 | -0.231 | 0.009 | 0.688 | 13.92% | 151.25 | 1.94 | 41.08% | 28.05 | 995PCR: 2.73 | 9.00 | 25.74% | 5.29 | 666.05 | 14.28% | -0.316 | 0.008 | -0.238 | 1.069 | Login To Trade |
1.119 | -0.243 | 0.009 | 0.644 | 13.92% | 2,668.60 | 32.08 | 39.52% | 24.90 | 1,000PCR: 0.81 | 10.70 | 28.35% | 26.02 | 3,630.00 | 14.28% | -0.359 | 0.009 | -0.251 | 1.123 | Login To Trade |
1.162 | -0.253 | 0.009 | 0.598 | 13.92% | 1,379.40 | 7.77 | 37.71% | 21.65 | 1,005PCR: 0.88 | 12.70 | 30.82% | 6.85 | 1,485.00 | 14.28% | -0.404 | 0.009 | -0.260 | 1.164 | Login To Trade |
1.188 | -0.256 | 0.009 | 0.551 | 13.79% | 4,484.15 | 18.05 | 35.74% | 18.75 | 1,010PCR: 0.64 | 14.50 | 33.14% | 11.64 | 3,374.80 | 14.16% | -0.450 | 0.009 | -0.263 | 1.189 | Login To Trade |
1.198 | -0.258 | 0.010 | 0.503 | 13.79% | 1,960.75 | 8.50 | 33.63% | 16.10 | 1,015PCR: 0.41 | 17.15 | 35.34% | 3.51 | 876.15 | 14.04% | -0.497 | 0.009 | -0.263 | 1.198 | Login To Trade |
1.191 | -0.257 | 0.010 | 0.455 | 13.79% | 3,319.80 | 31.73 | 31.37% | 13.90 | 1,020PCR: 0.25 | 19.60 | 37.53% | 7.98 | 1,222.10 | 13.92% | -0.544 | 0.009 | -0.259 | 1.191 | Login To Trade |
1.161 | -0.250 | 0.009 | 0.401 | 13.79% | 800.25 | 3.22 | 28.56% | 11.75 | 1,025PCR: 0.54 | 22.85 | 39.65% | 1.72 | 211.20 | 13.85% | -0.597 | 0.009 | -0.252 | 1.162 | Login To Trade |
1.125 | -0.240 | 0.009 | 0.361 | 13.67% | 1,336.50 | 9.70 | 26.40% | 9.85 | 1,030PCR: 0.22 | 25.50 | 41.57% | 2.15 | 201.30 | 13.31% | -0.649 | 0.009 | -0.231 | 1.112 | Login To Trade |
1.065 | -0.231 | 0.009 | 0.314 | 13.85% | 308.55 | 4.62 | 23.58% | 8.25 | 1,035PCR: 0.19 | 28.80 | 43.15% | 0.88 | 33.55 | 13.31% | -0.693 | 0.009 | -0.219 | 1.055 | Login To Trade |
1.004 | -0.215 | 0.008 | 0.276 | 13.67% | 1,166.00 | 8.15 | 21.28% | 6.85 | 1,040PCR: 0.20 | 33.00 | 44.31% | 1.61 | 31.90 | 13.79% | -0.728 | 0.008 | -0.215 | 0.997 | Login To Trade |
0.927 | -0.202 | 0.007 | 0.237 | 13.92% | 160.05 | 1.64 | 18.72% | 5.65 | 1,045PCR: 0.24 | 34.25 | 46.85% | 0.40 | 0.00 | 10.86% | -0.822 | 0.008 | -0.133 | 0.781 | Login To Trade |
0.844 | -0.183 | 0.007 | 0.202 | 13.85% | 1,315.05 | 20.45 | 16.27% | 4.65 | 1,050PCR: 0.15 | 40.65 | 46.53% | 3.05 | 67.65 | 13.67% | -0.802 | 0.007 | -0.179 | 0.836 | Login To Trade |
0.764 | -0.166 | 0.006 | 0.172 | 13.92% | 105.05 | 1.72 | 14.10% | 3.80 | 1,055PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.681 | -0.148 | 0.005 | 0.144 | 13.92% | 617.65 | 7.75 | 12.06% | 3.00 | 1,060PCR: 0.08 | 50.00 | 47.53% | 0.64 | 0.55 | 14.89% | -0.839 | 0.005 | -0.171 | 0.734 | Login To Trade |
0.604 | -0.130 | 0.005 | 0.121 | 13.79% | 77.55 | 2.00 | 10.25% | 2.45 | 1,065PCR: 0.02 | 67.25 | 44.38% | 0.04 | 0.00 | 29.48% | -0.698 | 0.004 | -0.482 | 1.047 | Login To Trade |
0.533 | -0.116 | 0.004 | 0.102 | 13.92% | 248.05 | 6.00 | 8.70% | 2.00 | 1,070PCR: 0.02 | 76.05 | 44.30% | 0.12 | 0.00 | 34.12% | -0.686 | 0.004 | -0.567 | 1.064 | Login To Trade |
0.411 | -0.092 | 0.003 | 0.072 | 14.40% | 305.80 | 11.50 | 6.24% | 1.35 | 1,080PCR: 0.01 | 70.40 | 48.38% | 0.10 | 0.00 | 19.29% | -0.861 | 0.004 | -0.201 | 0.666 | Login To Trade |
0.344 | -0.081 | 0.003 | 0.057 | 15.14% | 160.05 | 19.60 | 4.98% | 0.80 | 1,090PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.237 | -0.056 | 0.002 | 0.036 | 15.14% | 453.20 | 14.78 | 3.16% | 0.65 | 1,100PCR: 0.12 | 86.00 | 99.00% | 1.82 | 7.70 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.206 | -0.052 | 0.001 | 0.030 | 16.11% | 81.95 | 1.27 | 2.65% | 0.55 | 1,110PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.161 | -0.042 | 0.001 | 0.023 | 16.60% | 95.70 | 4.05 | 1.97% | 0.40 | 1,120PCR: 0.13 | 99.55 | 99.00% | 0.51 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.161 | -0.045 | 0.001 | 0.023 | 18.07% | 40.15 | 2.24 | 1.95% | 0.45 | 1,130PCR: 0.12 | 120.30 | 49.75% | 0.26 | 0.00 | 28.20% | -0.896 | 0.002 | -0.239 | 0.542 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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