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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 | 0.12 | 99.00% | 122.00 | 440PCR: 2.29 | 0.30 | 1.60% | 0.26 | 0.00 | 82.03% | -0.012 | 0.001 | -0.145 | 0.025 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.10 | 99.00% | 84.70 | 450PCR: 12.17 | 0.10 | 0.51% | 1.20 | 11.55 | 62.50% | -0.004 | 0.000 | -0.041 | 0.009 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 1.65 | 0.54 | 99.00% | 103.00 | 460PCR: 1.82 | 0.15 | 1.02% | 0.99 | 6.60 | 62.50% | -0.008 | 0.001 | -0.078 | 0.017 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.38 | 99.00% | 73.35 | 470PCR: 4.61 | 0.25 | 1.88% | 1.75 | 26.40 | 62.50% | -0.015 | 0.001 | -0.135 | 0.030 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.31 | 99.00% | 62.65 | 480PCR: 6.74 | 0.30 | 2.07% | 2.11 | 100.65 | 56.64% | -0.017 | 0.001 | -0.136 | 0.034 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.61 | 99.00% | 71.00 | 490PCR: 5.05 | 0.40 | 2.84% | 3.09 | 186.45 | 52.73% | -0.025 | 0.001 | -0.170 | 0.045 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 23.10 | 1.73 | 99.00% | 64.00 | 500PCR: 2.37 | 0.55 | 3.75% | 4.11 | 366.30 | 48.83% | -0.034 | 0.002 | -0.203 | 0.058 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 16.50 | 1.30 | 99.00% | 51.65 | 510PCR: 2.94 | 0.70 | 5.34% | 3.83 | 613.80 | 44.92% | -0.049 | 0.003 | -0.255 | 0.080 | Login To Trade |
0.077 | -0.199 | 0.004 | 0.953 | 36.13% | 16.50 | 1.25 | 48.23% | 45.20 | 520PCR: 4.93 | 1.00 | 7.27% | 6.19 | 1,258.95 | 41.02% | -0.070 | 0.004 | -0.306 | 0.104 | Login To Trade |
0.170 | -0.509 | 0.007 | 0.865 | 41.99% | 52.80 | 2.79 | 46.12% | 36.40 | 530PCR: 2.33 | 1.60 | 10.91% | 6.48 | 909.15 | 37.60% | -0.110 | 0.006 | -0.395 | 0.147 | Login To Trade |
0.190 | -0.452 | 0.009 | 0.840 | 33.20% | 259.05 | 3.58 | 45.64% | 27.00 | 540PCR: 2.70 | 2.60 | 16.07% | 9.65 | 1,714.35 | 35.16% | -0.173 | 0.009 | -0.503 | 0.200 | Login To Trade |
0.262 | -0.616 | 0.013 | 0.723 | 32.96% | 1,511.40 | 12.09 | 42.20% | 19.00 | 550PCR: 0.49 | 4.55 | 23.70% | 5.87 | 1,752.30 | 33.20% | -0.282 | 0.013 | -0.626 | 0.264 | Login To Trade |
0.305 | -0.692 | 0.016 | 0.583 | 31.74% | 6,461.40 | 15.20 | 36.99% | 12.50 | 560PCR: 0.35 | 7.80 | 31.52% | 5.26 | 1,178.10 | 31.98% | -0.417 | 0.016 | -0.697 | 0.305 | Login To Trade |
0.306 | -0.705 | 0.016 | 0.425 | 32.23% | 6,880.50 | 10.00 | 29.72% | 7.55 | 570PCR: 0.15 | 12.75 | 39.24% | 1.49 | 344.85 | 31.25% | -0.586 | 0.016 | -0.679 | 0.304 | Login To Trade |
0.262 | -0.589 | 0.014 | 0.277 | 31.49% | 3,989.70 | 15.00 | 21.24% | 4.10 | 580PCR: 0.01 | 20.75 | 43.37% | 0.21 | 14.85 | 36.13% | -0.695 | 0.012 | -0.707 | 0.274 | Login To Trade |
0.198 | -0.463 | 0.010 | 0.170 | 32.71% | 1,947.00 | 8.38 | 13.97% | 2.25 | 590PCR: 0.06 | 27.30 | 47.80% | 0.50 | 52.80 | 30.27% | -0.849 | 0.010 | -0.396 | 0.183 | Login To Trade |
0.141 | -0.345 | 0.007 | 0.104 | 34.18% | 1,138.50 | 6.11 | 8.81% | 1.30 | 600PCR: 0.07 | 39.95 | 46.88% | 0.45 | 18.15 | 51.76% | -0.791 | 0.007 | -0.830 | 0.225 | Login To Trade |
0.098 | -0.252 | 0.004 | 0.064 | 36.13% | 364.65 | 2.13 | 5.48% | 0.80 | 610PCR: 0.18 | 66.25 | 44.50% | 0.38 | 0.00 | 121.58% | -0.647 | 0.004 | -2.523 | 0.291 | Login To Trade |
0.073 | -0.205 | 0.003 | 0.044 | 39.06% | 202.95 | 2.72 | 3.83% | 0.50 | 620PCR: 0.18 | 74.10 | 45.63% | 0.48 | 0.00 | 123.78% | -0.678 | 0.004 | -2.479 | 0.280 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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