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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 | |
0.525 | -0.431 | 0.001 | 0.892 | 47.61% | 0.00 | 0.03 | 45.16% | 154.00 | 860PCR: 2.67 | 0.25 | 1.22% | 0.09 | 0.00 | 24.41% | -0.010 | 0.000 | -0.033 | 0.077 | Login To Trade |
0.572 | -0.424 | 0.002 | 0.879 | 42.97% | 0.00 | 0.02 | 45.09% | 134.00 | 880PCR: 45.33 | 0.30 | 1.39% | 0.75 | 16.50 | 21.48% | -0.012 | 0.001 | -0.033 | 0.089 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 890PCR: -- | 0.35 | 1.78% | 0.53 | 6.60 | 20.51% | -0.016 | 0.001 | -0.040 | 0.112 | Login To Trade |
0.341 | -0.155 | 0.002 | 0.939 | 26.37% | 74.80 | 3.37 | 47.45% | 109.00 | 900PCR: 2.03 | 0.50 | 2.51% | 6.84 | 104.50 | 20.02% | -0.022 | 0.001 | -0.052 | 0.152 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.04 | 99.00% | 96.90 | 910PCR: 170.14 | 0.50 | 2.83% | 6.55 | 39.05 | 18.55% | -0.026 | 0.001 | -0.054 | 0.170 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 81.80 | 920PCR: 209.20 | 0.75 | 3.88% | 5.75 | 80.85 | 18.07% | -0.036 | 0.002 | -0.070 | 0.224 | Login To Trade |
0.321 | -0.100 | 0.002 | 0.944 | 18.07% | 0.00 | 0.02 | 48.01% | 78.25 | 930PCR: 440.00 | 1.05 | 5.44% | 7.26 | 524.70 | 17.58% | -0.051 | 0.002 | -0.091 | 0.300 | Login To Trade |
0.807 | -0.437 | 0.003 | 0.795 | 31.37% | 0.00 | 0.10 | 43.50% | 77.70 | 940PCR: 71.26 | 1.50 | 7.22% | 7.45 | 224.40 | 16.85% | -0.070 | 0.003 | -0.111 | 0.382 | Login To Trade |
0.077 | -0.013 | 0.001 | 0.990 | 9.77% | 2.20 | 0.09 | 49.31% | 62.00 | 945PCR: 10.47 | 1.80 | 8.48% | 0.98 | 139.15 | 16.60% | -0.084 | 0.003 | -0.125 | 0.437 | Login To Trade |
0.557 | -0.169 | 0.004 | 0.883 | 17.58% | 37.95 | 1.94 | 46.70% | 59.00 | 950PCR: 5.22 | 2.15 | 9.85% | 10.10 | 444.40 | 16.24% | -0.099 | 0.004 | -0.139 | 0.495 | Login To Trade |
0.902 | -0.461 | 0.004 | 0.750 | 29.66% | 0.00 | 0.02 | 42.21% | 65.00 | 955PCR: 56.25 | 2.70 | 11.41% | 1.24 | 148.50 | 16.11% | -0.117 | 0.004 | -0.155 | 0.559 | Login To Trade |
0.590 | -0.154 | 0.005 | 0.873 | 15.14% | 39.05 | 1.49 | 46.56% | 49.80 | 960PCR: 3.97 | 3.15 | 13.16% | 5.90 | 378.40 | 15.75% | -0.138 | 0.005 | -0.170 | 0.626 | Login To Trade |
0.706 | -0.193 | 0.005 | 0.835 | 15.87% | 4.40 | 0.08 | 45.54% | 45.95 | 965PCR: 36.79 | 3.95 | 15.20% | 2.83 | 185.35 | 15.75% | -0.164 | 0.005 | -0.190 | 0.701 | Login To Trade |
0.751 | -0.195 | 0.006 | 0.817 | 15.01% | 33.55 | 1.69 | 45.15% | 41.30 | 970PCR: 3.29 | 4.60 | 17.30% | 5.56 | 532.95 | 15.38% | -0.191 | 0.006 | -0.205 | 0.773 | Login To Trade |
0.876 | -0.249 | 0.007 | 0.763 | 16.48% | 16.50 | 0.17 | 43.45% | 38.55 | 975PCR: 19.80 | 5.60 | 19.46% | 3.27 | 440.55 | 15.26% | -0.221 | 0.007 | -0.222 | 0.842 | Login To Trade |
0.904 | -0.231 | 0.008 | 0.749 | 14.83% | 184.25 | 3.85 | 43.11% | 33.45 | 980PCR: 2.17 | 6.80 | 22.05% | 8.37 | 1,815.00 | 15.08% | -0.258 | 0.008 | -0.238 | 0.917 | Login To Trade |
0.969 | -0.243 | 0.008 | 0.711 | 14.53% | 106.15 | 1.17 | 41.87% | 29.55 | 985PCR: 2.84 | 8.10 | 24.51% | 3.32 | 1,022.45 | 14.89% | -0.296 | 0.008 | -0.252 | 0.981 | Login To Trade |
1.037 | -0.264 | 0.009 | 0.662 | 14.77% | 476.30 | 4.21 | 40.13% | 26.50 | 990PCR: 1.56 | 9.65 | 27.04% | 6.56 | 2,037.20 | 14.77% | -0.338 | 0.009 | -0.264 | 1.037 | Login To Trade |
1.083 | -0.277 | 0.009 | 0.616 | 14.83% | 260.15 | 2.11 | 38.44% | 23.05 | 995PCR: 2.05 | 11.20 | 29.58% | 4.33 | 1,337.60 | 14.53% | -0.382 | 0.009 | -0.271 | 1.082 | Login To Trade |
1.113 | -0.280 | 0.009 | 0.575 | 14.59% | 4,951.10 | 31.29 | 36.75% | 20.15 | 1,000PCR: 0.93 | 13.05 | 32.00% | 28.95 | 7,066.95 | 14.40% | -0.429 | 0.010 | -0.277 | 1.114 | Login To Trade |
1.130 | -0.288 | 0.009 | 0.523 | 14.77% | 2,170.30 | 11.25 | 34.51% | 17.45 | 1,005PCR: 0.56 | 15.20 | 34.44% | 6.28 | 2,352.35 | 14.28% | -0.477 | 0.010 | -0.278 | 1.130 | Login To Trade |
1.129 | -0.285 | 0.010 | 0.475 | 14.65% | 5,392.75 | 22.46 | 32.30% | 15.00 | 1,010PCR: 0.50 | 17.75 | 36.70% | 11.32 | 4,230.60 | 14.16% | -0.527 | 0.010 | -0.276 | 1.129 | Login To Trade |
1.113 | -0.281 | 0.009 | 0.427 | 14.65% | 2,845.70 | 11.12 | 29.96% | 12.70 | 1,015PCR: 0.38 | 20.95 | 38.73% | 4.24 | 1,382.70 | 14.40% | -0.574 | 0.010 | -0.276 | 1.112 | Login To Trade |
1.080 | -0.271 | 0.009 | 0.380 | 14.53% | 4,946.15 | 37.24 | 27.40% | 10.70 | 1,020PCR: 0.22 | 23.50 | 40.60% | 8.13 | 1,735.80 | 14.22% | -0.623 | 0.009 | -0.264 | 1.078 | Login To Trade |
1.034 | -0.258 | 0.009 | 0.335 | 14.47% | 1,516.35 | 4.76 | 24.85% | 8.90 | 1,025PCR: 0.37 | 27.15 | 42.26% | 1.77 | 222.20 | 14.22% | -0.668 | 0.009 | -0.253 | 1.030 | Login To Trade |
0.974 | -0.242 | 0.008 | 0.292 | 14.40% | 2,659.25 | 12.01 | 22.25% | 7.35 | 1,030PCR: 0.17 | 30.50 | 43.49% | 2.05 | 173.25 | 14.40% | -0.704 | 0.009 | -0.244 | 0.981 | Login To Trade |
0.906 | -0.225 | 0.008 | 0.252 | 14.40% | 1,018.05 | 4.96 | 19.72% | 6.05 | 1,035PCR: 0.15 | 33.65 | 45.12% | 0.73 | 33.00 | 13.79% | -0.754 | 0.008 | -0.212 | 0.893 | Login To Trade |
0.831 | -0.206 | 0.007 | 0.216 | 14.40% | 1,945.90 | 9.00 | 17.27% | 5.00 | 1,040PCR: 0.19 | 37.75 | 46.03% | 1.69 | 87.45 | 14.04% | -0.787 | 0.007 | -0.200 | 0.826 | Login To Trade |
0.759 | -0.189 | 0.006 | 0.185 | 14.40% | 509.85 | 2.25 | 15.14% | 4.05 | 1,045PCR: 0.18 | 34.25 | 99.00% | 0.40 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.678 | -0.170 | 0.006 | 0.156 | 14.53% | 1,647.80 | 22.99 | 12.91% | 3.30 | 1,050PCR: 0.13 | 46.00 | 48.10% | 2.99 | 159.50 | 13.31% | -0.866 | 0.006 | -0.140 | 0.612 | Login To Trade |
0.599 | -0.149 | 0.005 | 0.129 | 14.40% | 297.00 | 2.24 | 10.91% | 2.65 | 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 |
0.535 | -0.135 | 0.004 | 0.111 | 14.65% | 947.65 | 9.57 | 9.44% | 2.15 | 1,060PCR: 0.07 | 50.00 | 99.00% | 0.64 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.463 | -0.117 | 0.004 | 0.090 | 14.65% | 316.80 | 2.03 | 7.79% | 1.75 | 1,065PCR: 0.04 | 59.65 | 49.28% | 0.07 | 7.15 | 14.28% | -0.915 | 0.004 | -0.109 | 0.441 | Login To Trade |
0.403 | -0.104 | 0.003 | 0.075 | 14.89% | 493.90 | 6.25 | 6.56% | 1.40 | 1,070PCR: 0.02 | 76.05 | 45.80% | 0.12 | 0.00 | 31.01% | -0.742 | 0.004 | -0.490 | 0.916 | Login To Trade |
0.319 | -0.085 | 0.003 | 0.056 | 15.38% | 473.00 | 11.20 | 4.87% | 1.00 | 1,080PCR: 0.01 | 70.40 | 99.00% | 0.10 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.234 | -0.063 | 0.002 | 0.038 | 15.63% | 273.35 | 19.12 | 3.33% | 0.65 | 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 |
0.199 | -0.057 | 0.002 | 0.031 | 16.60% | 874.50 | 16.11 | 2.73% | 0.60 | 1,100PCR: 0.12 | 90.00 | 99.00% | 1.85 | 20.90 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.154 | -0.045 | 0.001 | 0.023 | 17.09% | 79.75 | 1.45 | 2.00% | 0.40 | 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 |
0.115 | -0.035 | 0.001 | 0.016 | 17.58% | 58.85 | 4.05 | 1.42% | 0.30 | 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 |
0.102 | -0.033 | 0.001 | 0.014 | 18.55% | 73.15 | 2.39 | 1.22% | 0.30 | 1,130PCR: 0.11 | 120.30 | 99.00% | 0.26 | 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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