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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 | 0.03 | 99.00% | 106.60 | 680PCR: 71.25 | 0.25 | 1.40% | 2.00 | 12.60 | 27.34% | -0.011 | 0.001 | -0.031 | 0.073 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 112.05 | 690PCR: 28.00 | 0.35 | 1.76% | 0.39 | 13.30 | 26.37% | -0.015 | 0.001 | -0.037 | 0.090 | Login To Trade |
0.004 | -0.001 | 0.000 | 1.000 | 15.63% | 0.00 | 0.41 | 49.08% | 115.00 | 700PCR: 14.71 | 0.50 | 2.30% | 6.08 | 85.40 | 25.39% | -0.020 | 0.001 | -0.046 | 0.115 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 77.60 | 710PCR: 67.33 | 0.70 | 3.47% | 1.41 | 46.20 | 25.39% | -0.030 | 0.001 | -0.066 | 0.165 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.26 | 99.00% | 69.05 | 720PCR: 22.81 | 0.95 | 4.54% | 5.91 | 506.80 | 24.41% | -0.040 | 0.002 | -0.080 | 0.210 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.11 | 99.00% | 75.60 | 730PCR: 29.50 | 1.30 | 5.84% | 3.30 | 189.00 | 23.44% | -0.053 | 0.002 | -0.096 | 0.262 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.18 | 99.00% | 74.00 | 740PCR: 22.12 | 1.90 | 7.79% | 3.87 | 170.10 | 22.95% | -0.074 | 0.003 | -0.121 | 0.337 | Login To Trade |
0.449 | -0.163 | 0.003 | 0.891 | 23.19% | 4.20 | 1.21 | 46.46% | 67.50 | 750PCR: 6.82 | 2.65 | 10.39% | 8.25 | 346.50 | 22.46% | -0.102 | 0.003 | -0.150 | 0.428 | Login To Trade |
0.538 | -0.189 | 0.004 | 0.860 | 22.46% | 6.30 | 1.16 | 45.74% | 58.70 | 760PCR: 6.61 | 3.80 | 13.31% | 7.64 | 331.10 | 21.97% | -0.136 | 0.004 | -0.180 | 0.525 | Login To Trade |
0.652 | -0.228 | 0.005 | 0.811 | 22.34% | 18.20 | 1.51 | 44.42% | 50.25 | 770PCR: 3.69 | 5.20 | 16.93% | 5.59 | 328.30 | 21.48% | -0.180 | 0.005 | -0.213 | 0.634 | Login To Trade |
0.745 | -0.250 | 0.006 | 0.763 | 21.48% | 79.80 | 2.86 | 43.10% | 42.10 | 780PCR: 3.69 | 7.25 | 20.84% | 10.54 | 557.20 | 21.12% | -0.234 | 0.006 | -0.244 | 0.739 | Login To Trade |
0.843 | -0.281 | 0.007 | 0.696 | 21.36% | 214.90 | 4.68 | 40.89% | 34.75 | 790PCR: 1.31 | 9.80 | 25.14% | 6.14 | 548.80 | 20.87% | -0.298 | 0.007 | -0.273 | 0.837 | Login To Trade |
0.913 | -0.298 | 0.007 | 0.628 | 20.87% | 1,419.60 | 31.23 | 38.41% | 28.10 | 800PCR: 0.49 | 13.10 | 29.41% | 15.31 | 931.70 | 20.51% | -0.371 | 0.008 | -0.292 | 0.911 | Login To Trade |
0.955 | -0.310 | 0.008 | 0.548 | 20.75% | 1,879.50 | 7.60 | 35.14% | 22.20 | 810PCR: 0.54 | 17.00 | 33.65% | 4.11 | 1,171.80 | 19.96% | -0.451 | 0.008 | -0.298 | 0.955 | Login To Trade |
0.960 | -0.309 | 0.008 | 0.470 | 20.63% | 2,888.90 | 12.05 | 31.58% | 17.15 | 820PCR: 0.34 | 22.05 | 37.42% | 4.09 | 368.20 | 20.02% | -0.532 | 0.008 | -0.300 | 0.959 | Login To Trade |
0.925 | -0.296 | 0.008 | 0.389 | 20.51% | 928.20 | 4.61 | 27.43% | 13.10 | 830PCR: 0.24 | 27.75 | 40.82% | 1.11 | 161.00 | 19.53% | -0.617 | 0.008 | -0.281 | 0.920 | Login To Trade |
0.860 | -0.276 | 0.007 | 0.318 | 20.51% | 1,054.90 | 8.96 | 23.39% | 9.85 | 840PCR: 0.33 | 34.30 | 43.52% | 2.98 | 67.20 | 19.53% | -0.691 | 0.007 | -0.259 | 0.849 | Login To Trade |
0.768 | -0.244 | 0.006 | 0.251 | 20.39% | 1,193.50 | 10.19 | 19.20% | 7.10 | 850PCR: 0.14 | 41.65 | 45.81% | 1.44 | 13.30 | 19.04% | -0.767 | 0.007 | -0.219 | 0.737 | Login To Trade |
0.664 | -0.213 | 0.006 | 0.195 | 20.51% | 570.50 | 6.73 | 15.39% | 5.15 | 860PCR: 0.04 | 49.50 | 47.47% | 0.30 | 20.30 | 19.04% | -0.824 | 0.006 | -0.186 | 0.624 | Login To Trade |
0.558 | -0.181 | 0.005 | 0.148 | 20.75% | 490.00 | 4.70 | 12.03% | 3.70 | 870PCR: 0.02 | 73.55 | 44.67% | 0.08 | 0.00 | 40.77% | -0.683 | 0.004 | -0.548 | 0.860 | Login To Trade |
0.455 | -0.147 | 0.004 | 0.111 | 20.75% | 477.40 | 5.14 | 9.12% | 2.60 | 880PCR: 0.02 | 77.50 | 46.35% | 0.10 | 0.00 | 36.01% | -0.747 | 0.004 | -0.434 | 0.771 | Login To Trade |
0.354 | -0.115 | 0.003 | 0.079 | 20.75% | 56.70 | 0.66 | 6.60% | 1.75 | 890PCR: 0.02 | 91.60 | 46.26% | 0.01 | 0.00 | 44.43% | -0.726 | 0.003 | -0.558 | 0.804 | Login To Trade |
0.280 | -0.092 | 0.002 | 0.058 | 21.00% | 439.60 | 5.16 | 4.90% | 1.25 | 900PCR: 0.12 | 86.10 | 50.43% | 0.60 | 7.70 | 19.04% | -0.959 | 0.002 | -0.063 | 0.213 | Login To Trade |
0.222 | -0.075 | 0.002 | 0.043 | 21.48% | 515.90 | 7.58 | 3.67% | 0.85 | 910PCR: 0.00 | 109.85 | 47.51% | 0.03 | 0.00 | 47.73% | -0.760 | 0.003 | -0.560 | 0.750 | Login To Trade |
0.180 | -0.062 | 0.001 | 0.034 | 21.97% | 35.00 | 5.96 | 2.83% | 0.70 | 920PCR: 0.00 | 114.00 | 48.83% | 0.02 | 0.00 | 41.38% | -0.823 | 0.003 | -0.405 | 0.626 | Login To Trade |
0.121 | -0.041 | 0.001 | 0.021 | 21.48% | 35.00 | 0.69 | 1.76% | 0.40 | 930PCR: 0.04 | 128.95 | 48.49% | 0.03 | 0.00 | 51.15% | -0.787 | 0.002 | -0.560 | 0.701 | Login To Trade |
0.125 | -0.046 | 0.001 | 0.022 | 23.44% | 11.90 | 0.50 | 1.80% | 0.45 | 940PCR: 0.14 | 136.40 | 49.11% | 0.07 | 0.00 | 49.93% | -0.813 | 0.002 | -0.505 | 0.648 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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