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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 | 0.04 | 99.00% | 137.80 | 860PCR: 9.86 | 0.25 | 1.34% | 0.38 | 6.05 | 31.25% | -0.011 | 0.000 | -0.058 | 0.066 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 870PCR: -- | 0.30 | 1.40% | 0.58 | 0.55 | 29.30% | -0.012 | 0.001 | -0.057 | 0.070 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 124.10 | 880PCR: 175.00 | 0.25 | 1.53% | 0.96 | 0.55 | 27.34% | -0.013 | 0.001 | -0.058 | 0.076 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 890PCR: -- | 0.30 | 1.62% | 1.03 | 4.40 | 25.39% | -0.014 | 0.001 | -0.057 | 0.081 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 4.40 | 3.09 | 99.00% | 105.20 | 900PCR: 2.96 | 0.50 | 2.58% | 9.15 | 96.25 | 25.39% | -0.023 | 0.001 | -0.086 | 0.122 | Login To Trade |
0.280 | -0.233 | 0.002 | 0.936 | 30.03% | 0.00 | 0.04 | 47.54% | 96.90 | 910PCR: 161.86 | 0.40 | 2.37% | 6.23 | 18.70 | 22.46% | -0.021 | 0.001 | -0.072 | 0.115 | Login To Trade |
0.214 | -0.142 | 0.002 | 0.955 | 23.93% | 0.00 | 0.04 | 48.19% | 86.00 | 920PCR: 129.63 | 0.60 | 3.21% | 5.70 | 3.85 | 21.48% | -0.030 | 0.001 | -0.090 | 0.151 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 74.15 | 930PCR: 330.25 | 0.70 | 4.02% | 7.27 | 97.90 | 20.02% | -0.038 | 0.002 | -0.102 | 0.184 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 935PCR: -- | 0.80 | 4.82% | 2.51 | 29.70 | 19.53% | -0.046 | 0.002 | -0.117 | 0.215 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.48 | 99.00% | 65.00 | 940PCR: 15.52 | 0.90 | 5.10% | 7.43 | 207.35 | 18.55% | -0.049 | 0.003 | -0.117 | 0.227 | Login To Trade |
0.523 | -0.403 | 0.004 | 0.849 | 27.71% | 0.00 | 0.13 | 45.56% | 65.00 | 945PCR: 14.61 | 1.10 | 6.14% | 1.85 | 127.60 | 18.07% | -0.060 | 0.003 | -0.134 | 0.266 | Login To Trade |
0.336 | -0.173 | 0.004 | 0.919 | 18.55% | 33.00 | 1.93 | 47.69% | 56.95 | 950PCR: 6.82 | 1.40 | 7.64% | 13.12 | 376.75 | 18.07% | -0.076 | 0.004 | -0.160 | 0.319 | Login To Trade |
0.732 | -0.805 | 0.004 | 0.734 | 39.55% | 0.00 | 0.02 | 41.58% | 65.00 | 955PCR: 114.50 | 1.50 | 8.58% | 2.52 | 56.65 | 17.09% | -0.086 | 0.004 | -0.167 | 0.351 | Login To Trade |
0.432 | -0.211 | 0.005 | 0.886 | 17.58% | 10.45 | 2.07 | 46.99% | 47.60 | 960PCR: 3.82 | 1.95 | 10.19% | 7.91 | 347.05 | 16.85% | -0.105 | 0.005 | -0.190 | 0.406 | Login To Trade |
0.484 | -0.226 | 0.006 | 0.865 | 16.85% | 4.40 | 0.26 | 46.45% | 42.65 | 965PCR: 16.81 | 2.30 | 11.82% | 4.35 | 170.50 | 16.11% | -0.124 | 0.006 | -0.205 | 0.458 | Login To Trade |
0.467 | -0.187 | 0.006 | 0.872 | 14.40% | 18.70 | 1.73 | 46.76% | 37.50 | 970PCR: 13.84 | 2.80 | 13.97% | 23.98 | 396.55 | 15.87% | -0.150 | 0.007 | -0.230 | 0.521 | Login To Trade |
0.592 | -0.253 | 0.008 | 0.817 | 15.38% | 43.45 | 0.76 | 45.27% | 33.50 | 975PCR: 7.12 | 3.45 | 16.50% | 5.40 | 343.75 | 15.38% | -0.183 | 0.008 | -0.253 | 0.592 | Login To Trade |
0.635 | -0.252 | 0.009 | 0.795 | 14.28% | 240.35 | 4.93 | 44.70% | 29.50 | 980PCR: 3.96 | 4.25 | 19.23% | 19.52 | 3,193.85 | 15.26% | -0.220 | 0.009 | -0.280 | 0.661 | Login To Trade |
0.735 | -0.306 | 0.010 | 0.732 | 15.01% | 123.75 | 2.34 | 42.73% | 25.60 | 985PCR: 2.10 | 5.30 | 22.14% | 4.92 | 824.45 | 14.65% | -0.263 | 0.010 | -0.296 | 0.728 | Login To Trade |
0.778 | -0.301 | 0.011 | 0.699 | 13.92% | 1,856.25 | 10.71 | 41.76% | 21.60 | 990PCR: 1.48 | 6.50 | 25.06% | 15.84 | 2,326.50 | 14.40% | -0.309 | 0.011 | -0.315 | 0.787 | Login To Trade |
0.835 | -0.320 | 0.012 | 0.641 | 13.79% | 1,598.30 | 8.18 | 39.70% | 18.15 | 995PCR: 1.26 | 7.95 | 28.19% | 10.30 | 1,785.85 | 13.92% | -0.362 | 0.012 | -0.324 | 0.837 | Login To Trade |
0.874 | -0.335 | 0.013 | 0.578 | 13.79% | 7,587.80 | 50.00 | 37.18% | 15.25 | 1,000PCR: 0.71 | 9.75 | 31.48% | 35.65 | 6,646.75 | 13.92% | -0.422 | 0.013 | -0.338 | 0.874 | Login To Trade |
0.890 | -0.335 | 0.013 | 0.514 | 13.55% | 3,256.00 | 16.47 | 34.42% | 12.45 | 1,005PCR: 0.61 | 11.90 | 34.59% | 10.05 | 1,880.45 | 13.79% | -0.486 | 0.013 | -0.341 | 0.890 | Login To Trade |
0.883 | -0.329 | 0.013 | 0.448 | 13.43% | 3,696.55 | 30.51 | 31.20% | 9.95 | 1,010PCR: 0.41 | 14.55 | 37.55% | 12.40 | 1,668.15 | 13.67% | -0.551 | 0.013 | -0.336 | 0.884 | Login To Trade |
0.852 | -0.318 | 0.013 | 0.383 | 13.43% | 1,559.80 | 11.69 | 27.86% | 7.90 | 1,015PCR: 0.27 | 17.55 | 40.50% | 3.21 | 332.75 | 13.31% | -0.626 | 0.013 | -0.313 | 0.846 | Login To Trade |
0.801 | -0.304 | 0.012 | 0.323 | 13.67% | 4,120.60 | 47.70 | 24.42% | 6.35 | 1,020PCR: 0.14 | 20.70 | 42.29% | 6.69 | 343.20 | 13.92% | -0.674 | 0.012 | -0.311 | 0.805 | Login To Trade |
0.728 | -0.277 | 0.011 | 0.263 | 13.67% | 1,019.70 | 5.90 | 20.67% | 4.80 | 1,025PCR: 0.22 | 24.20 | 44.71% | 1.31 | 28.05 | 12.82% | -0.751 | 0.011 | -0.252 | 0.708 | Login To Trade |
0.657 | -0.249 | 0.010 | 0.217 | 13.67% | 1,647.25 | 16.97 | 17.59% | 3.80 | 1,030PCR: 0.15 | 28.30 | 45.77% | 2.62 | 74.25 | 13.67% | -0.783 | 0.010 | -0.249 | 0.657 | Login To Trade |
0.574 | -0.222 | 0.008 | 0.174 | 13.92% | 457.60 | 8.64 | 14.51% | 2.90 | 1,035PCR: 0.08 | 33.30 | 46.62% | 0.70 | 0.00 | 14.65% | -0.813 | 0.008 | -0.244 | 0.600 | Login To Trade |
0.508 | -0.200 | 0.007 | 0.144 | 14.16% | 949.85 | 12.60 | 12.26% | 2.35 | 1,040PCR: 0.13 | 37.00 | 47.66% | 1.68 | 46.75 | 14.40% | -0.851 | 0.007 | -0.207 | 0.518 | Login To Trade |
0.442 | -0.180 | 0.006 | 0.118 | 14.65% | 210.10 | 4.21 | 10.20% | 1.85 | 1,045PCR: 0.08 | 39.15 | 99.00% | 0.35 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.385 | -0.159 | 0.005 | 0.098 | 14.89% | 1,507.00 | 20.17 | 8.50% | 1.50 | 1,050PCR: 0.14 | 45.60 | 49.26% | 2.76 | 24.75 | 13.43% | -0.925 | 0.005 | -0.118 | 0.316 | Login To Trade |
0.332 | -0.142 | 0.004 | 0.080 | 15.38% | 107.25 | 2.27 | 7.05% | 1.20 | 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 |
0.297 | -0.131 | 0.004 | 0.069 | 15.87% | 187.55 | 7.31 | 6.10% | 1.05 | 1,060PCR: 0.06 | 53.95 | 99.00% | 0.43 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.266 | -0.123 | 0.003 | 0.060 | 16.60% | 97.90 | 2.33 | 5.32% | 0.90 | 1,065PCR: 0.04 | 61.00 | 49.77% | 0.09 | 0.00 | 16.60% | -0.940 | 0.003 | -0.122 | 0.265 | Login To Trade |
0.221 | -0.102 | 0.003 | 0.047 | 16.60% | 127.05 | 5.02 | 4.21% | 0.75 | 1,070PCR: 0.02 | 76.05 | 46.20% | 0.12 | 0.00 | 37.60% | -0.759 | 0.004 | -0.726 | 0.695 | Login To Trade |
0.188 | -0.094 | 0.002 | 0.039 | 18.07% | 45.65 | 10.87 | 3.45% | 0.60 | 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 |
0.123 | -0.062 | 0.001 | 0.023 | 18.07% | 110.00 | 19.05 | 2.08% | 0.35 | 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 |
0.133 | -0.075 | 0.001 | 0.025 | 20.51% | 124.85 | 13.98 | 2.24% | 0.45 | 1,100PCR: 0.13 | 95.10 | 50.50% | 1.83 | 2.75 | 21.00% | -0.972 | 0.001 | -0.085 | 0.145 | Login To Trade |
0.120 | -0.073 | 0.001 | 0.022 | 21.97% | 7.15 | 1.72 | 1.97% | 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 |
0.071 | -0.043 | 0.001 | 0.012 | 21.48% | 125.40 | 3.32 | 1.07% | 0.25 | 1,120PCR: 0.15 | 113.00 | 99.00% | 0.51 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.093 | -0.063 | 0.001 | 0.017 | 24.41% | 30.80 | 2.46 | 1.44% | 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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