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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 | |
0.616 | -0.788 | 0.001 | 0.847 | 63.96% | 0.00 | 0.02 | 43.27% | 159.00 | 850PCR: 17.50 | 0.30 | 1.55% | 0.39 | 20.35 | 27.34% | -0.013 | 0.001 | -0.048 | 0.087 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 880PCR: -- | 0.40 | 2.00% | 2.67 | 293.70 | 22.46% | -0.018 | 0.001 | -0.051 | 0.113 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 890PCR: -- | 0.55 | 2.84% | 1.51 | 76.45 | 21.97% | -0.025 | 0.001 | -0.068 | 0.154 | Login To Trade |
0.265 | -0.124 | 0.002 | 0.951 | 23.44% | 19.80 | 2.51 | 47.96% | 95.40 | 900PCR: 3.27 | 0.80 | 3.94% | 8.22 | 559.35 | 21.48% | -0.036 | 0.001 | -0.089 | 0.206 | Login To Trade |
0.757 | -0.697 | 0.002 | 0.786 | 46.02% | 0.00 | 0.03 | 42.55% | 99.50 | 910PCR: 291.33 | 0.95 | 4.64% | 9.61 | 685.85 | 20.02% | -0.043 | 0.002 | -0.096 | 0.239 | Login To Trade |
0.316 | -0.123 | 0.002 | 0.939 | 19.53% | 11.00 | 0.26 | 47.92% | 75.50 | 920PCR: 26.81 | 1.50 | 6.89% | 7.08 | 300.85 | 20.02% | -0.066 | 0.003 | -0.134 | 0.334 | Login To Trade |
0.473 | -0.196 | 0.003 | 0.895 | 20.75% | 90.20 | 1.19 | 46.89% | 66.85 | 930PCR: 2.84 | 2.15 | 8.99% | 3.39 | 504.35 | 19.29% | -0.089 | 0.003 | -0.162 | 0.420 | Login To Trade |
0.537 | -0.204 | 0.004 | 0.875 | 19.04% | 11.55 | 0.49 | 46.48% | 57.30 | 940PCR: 10.91 | 3.05 | 11.94% | 5.34 | 406.45 | 18.80% | -0.123 | 0.004 | -0.199 | 0.528 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 945PCR: -- | 3.60 | 13.62% | 2.41 | 152.35 | 18.55% | -0.143 | 0.005 | -0.218 | 0.587 | Login To Trade |
0.659 | -0.248 | 0.005 | 0.830 | 18.80% | 222.20 | 1.50 | 45.29% | 49.00 | 950PCR: 18.98 | 4.20 | 15.33% | 28.50 | 1,097.80 | 18.19% | -0.164 | 0.005 | -0.234 | 0.644 | Login To Trade |
0.723 | -0.268 | 0.006 | 0.802 | 18.55% | 22.55 | 0.13 | 44.60% | 44.50 | 955PCR: 23.57 | 5.10 | 17.41% | 2.98 | 123.20 | 18.07% | -0.192 | 0.006 | -0.256 | 0.710 | Login To Trade |
0.784 | -0.289 | 0.006 | 0.773 | 18.43% | 116.05 | 3.27 | 43.72% | 40.60 | 960PCR: 2.88 | 5.85 | 19.25% | 9.41 | 1,076.35 | 17.70% | -0.217 | 0.006 | -0.271 | 0.764 | Login To Trade |
0.844 | -0.309 | 0.007 | 0.740 | 18.31% | 28.60 | 0.18 | 42.70% | 36.75 | 965PCR: 8.97 | 6.80 | 21.53% | 1.63 | 206.80 | 17.33% | -0.249 | 0.007 | -0.286 | 0.825 | Login To Trade |
0.886 | -0.314 | 0.007 | 0.714 | 17.70% | 190.85 | 1.68 | 41.89% | 33.00 | 970PCR: 4.79 | 7.80 | 23.66% | 8.06 | 2,308.35 | 17.21% | -0.281 | 0.007 | -0.302 | 0.878 | Login To Trade |
0.931 | -0.318 | 0.008 | 0.680 | 17.09% | 174.35 | 0.91 | 40.71% | 29.10 | 975PCR: 3.01 | 9.40 | 26.27% | 2.74 | 890.45 | 16.97% | -0.323 | 0.008 | -0.317 | 0.934 | Login To Trade |
0.971 | -0.325 | 0.009 | 0.643 | 16.72% | 1,308.45 | 5.30 | 39.46% | 25.70 | 980PCR: 2.29 | 10.90 | 28.46% | 12.16 | 4,037.00 | 16.72% | -0.361 | 0.009 | -0.326 | 0.975 | Login To Trade |
1.006 | -0.334 | 0.009 | 0.600 | 16.60% | 1,332.65 | 2.49 | 37.78% | 22.55 | 985PCR: 1.68 | 12.90 | 30.90% | 4.17 | 2,473.90 | 16.72% | -0.406 | 0.009 | -0.338 | 1.009 | Login To Trade |
1.030 | -0.347 | 0.009 | 0.549 | 16.85% | 4,538.05 | 10.31 | 35.59% | 19.60 | 990PCR: 1.31 | 15.00 | 33.21% | 13.45 | 5,963.65 | 16.48% | -0.451 | 0.009 | -0.340 | 1.030 | Login To Trade |
1.038 | -0.347 | 0.009 | 0.503 | 16.72% | 2,214.30 | 4.24 | 33.58% | 17.05 | 995PCR: 1.10 | 17.30 | 35.41% | 4.66 | 2,004.75 | 16.36% | -0.497 | 0.009 | -0.340 | 1.038 | Login To Trade |
1.034 | -0.338 | 0.009 | 0.461 | 16.36% | 10,678.80 | 47.32 | 31.58% | 14.70 | 1,000PCR: 0.67 | 19.60 | 37.24% | 31.85 | 6,567.00 | 16.24% | -0.539 | 0.009 | -0.336 | 1.034 | Login To Trade |
1.013 | -0.336 | 0.009 | 0.412 | 16.60% | 2,631.75 | 10.82 | 29.11% | 12.35 | 1,005PCR: 0.50 | 22.50 | 39.39% | 5.37 | 1,082.40 | 16.11% | -0.589 | 0.009 | -0.326 | 1.012 | Login To Trade |
0.982 | -0.317 | 0.009 | 0.369 | 16.11% | 4,387.90 | 24.78 | 26.76% | 10.55 | 1,010PCR: 0.49 | 25.45 | 41.15% | 12.03 | 1,373.35 | 15.87% | -0.636 | 0.009 | -0.310 | 0.977 | Login To Trade |
0.940 | -0.305 | 0.009 | 0.327 | 16.24% | 1,349.70 | 7.45 | 24.31% | 8.90 | 1,015PCR: 0.46 | 28.85 | 42.71% | 3.44 | 118.25 | 15.93% | -0.679 | 0.009 | -0.297 | 0.931 | Login To Trade |
0.884 | -0.289 | 0.008 | 0.285 | 16.36% | 4,037.00 | 29.69 | 21.79% | 7.40 | 1,020PCR: 0.45 | 32.20 | 44.14% | 13.41 | 400.40 | 15.63% | -0.725 | 0.008 | -0.272 | 0.869 | Login To Trade |
0.819 | -0.270 | 0.007 | 0.246 | 16.48% | 1,118.15 | 14.91 | 19.22% | 6.15 | 1,025PCR: 0.21 | 36.80 | 45.27% | 3.14 | 86.35 | 16.24% | -0.758 | 0.007 | -0.264 | 0.813 | Login To Trade |
0.757 | -0.251 | 0.007 | 0.213 | 16.60% | 1,940.95 | 10.49 | 17.03% | 5.15 | 1,030PCR: 0.14 | 40.00 | 46.34% | 1.50 | 95.70 | 15.75% | -0.796 | 0.007 | -0.232 | 0.737 | Login To Trade |
0.696 | -0.231 | 0.006 | 0.185 | 16.60% | 421.85 | 3.05 | 15.09% | 4.25 | 1,035PCR: 0.07 | 43.90 | 47.31% | 0.21 | 26.40 | 15.38% | -0.834 | 0.006 | -0.200 | 0.649 | Login To Trade |
0.624 | -0.209 | 0.005 | 0.157 | 16.72% | 1,225.95 | 10.24 | 12.95% | 3.55 | 1,040PCR: 0.17 | 48.95 | 47.89% | 1.71 | 110.55 | 16.11% | -0.853 | 0.005 | -0.193 | 0.599 | Login To Trade |
0.565 | -0.190 | 0.005 | 0.135 | 16.85% | 276.65 | 2.24 | 11.28% | 2.90 | 1,045PCR: 0.02 | 35.05 | 99.00% | 0.04 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.506 | -0.172 | 0.004 | 0.115 | 16.97% | 2,372.15 | 22.42 | 9.76% | 2.45 | 1,050PCR: 0.07 | 57.15 | 49.08% | 1.46 | 20.90 | 15.50% | -0.906 | 0.004 | -0.136 | 0.437 | Login To Trade |
0.460 | -0.159 | 0.004 | 0.101 | 17.33% | 312.95 | 2.26 | 8.60% | 2.10 | 1,055PCR: 0.06 | 42.15 | 99.00% | 0.14 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.394 | -0.137 | 0.003 | 0.082 | 17.33% | 587.40 | 6.82 | 7.05% | 1.70 | 1,060PCR: 0.13 | 66.40 | 50.22% | 0.88 | 114.95 | 13.18% | -0.967 | 0.002 | -0.050 | 0.190 | Login To Trade |
0.356 | -0.125 | 0.003 | 0.072 | 17.58% | 174.35 | 1.76 | 6.20% | 1.40 | 1,065PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.326 | -0.118 | 0.003 | 0.064 | 18.07% | 1,018.60 | 13.11 | 5.54% | 1.30 | 1,070PCR: 0.00 | 54.70 | 99.00% | 0.06 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.272 | -0.103 | 0.002 | 0.051 | 19.04% | 254.10 | 3.27 | 4.41% | 1.00 | 1,080PCR: 0.05 | 63.65 | 99.00% | 0.15 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.201 | -0.076 | 0.002 | 0.035 | 19.04% | 181.50 | 4.73 | 3.04% | 0.70 | 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 |
0.171 | -0.068 | 0.001 | 0.029 | 20.02% | 1,233.10 | 25.29 | 2.48% | 0.55 | 1,100PCR: 0.08 | 105.95 | 50.72% | 2.04 | 20.35 | 15.63% | -0.993 | 0.001 | -0.016 | 0.051 | Login To Trade |
0.163 | -0.070 | 0.001 | 0.027 | 21.48% | 181.50 | 2.41 | 2.33% | 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 |
0.116 | -0.050 | 0.001 | 0.018 | 21.48% | 157.85 | 3.62 | 1.56% | 0.35 | 1,120PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.127 | -0.059 | 0.001 | 0.020 | 23.44% | 52.25 | 2.12 | 1.71% | 0.40 | 1,130PCR: 0.01 | 135.60 | 50.93% | 0.02 | 3.30 | 22.46% | -0.984 | 0.001 | -0.047 | 0.105 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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