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Span Margin Calculator
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
Call | Put | ||||||||||||||||||
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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 | |
0.164 | -0.449 | 0.004 | 0.846 | 93.75% | 0.00 | 0.16 | 42.49% | 60.00 | 265PCR: 1.90 | 3.00 | 12.89% | 0.29 | 4.65 | 75.20% | -0.110 | 0.004 | -0.286 | 0.130 | Login To Trade |
0.230 | -1.344 | 0.002 | 0.727 | 200.20% | 0.00 | 0.12 | 33.66% | 78.90 | 270PCR: 4.88 | 3.45 | 14.52% | 0.60 | 66.65 | 73.24% | -0.128 | 0.004 | -0.310 | 0.145 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 280PCR: -- | 4.10 | 16.89% | 0.82 | 106.95 | 65.43% | -0.160 | 0.005 | -0.321 | 0.168 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 285PCR: -- | 4.35 | 18.19% | 0.36 | 3.10 | 61.04% | -0.178 | 0.006 | -0.321 | 0.180 | Login To Trade |
0.217 | -0.454 | 0.006 | 0.757 | 71.78% | 0.00 | 0.19 | 40.87% | 36.95 | 290PCR: 1.58 | 6.20 | 21.98% | 0.29 | 13.95 | 64.45% | -0.224 | 0.007 | -0.389 | 0.207 | Login To Trade |
0.233 | -0.495 | 0.007 | 0.719 | 72.75% | 0.00 | 0.02 | 39.56% | 33.75 | 295PCR: 37.00 | 6.20 | 23.17% | 0.57 | 105.40 | 58.11% | -0.245 | 0.008 | -0.369 | 0.217 | Login To Trade |
0.248 | -0.552 | 0.007 | 0.677 | 76.17% | 48.05 | 0.36 | 37.87% | 31.40 | 300PCR: 13.65 | 8.90 | 27.16% | 4.87 | 1,505.05 | 62.99% | -0.300 | 0.008 | -0.442 | 0.241 | Login To Trade |
0.250 | -0.399 | 0.010 | 0.672 | 54.69% | 40.30 | 0.17 | 38.69% | 23.00 | 305PCR: 3.36 | 9.25 | 28.82% | 0.57 | 38.75 | 56.88% | -0.333 | 0.009 | -0.417 | 0.251 | Login To Trade |
0.262 | -0.386 | 0.011 | 0.627 | 50.54% | 34.10 | 0.26 | 37.25% | 18.85 | 310PCR: 5.06 | 11.75 | 31.83% | 1.33 | 147.25 | 58.59% | -0.384 | 0.009 | -0.452 | 0.264 | Login To Trade |
0.272 | -0.410 | 0.011 | 0.570 | 51.76% | 23.25 | 0.31 | 34.86% | 16.40 | 315PCR: 1.40 | 13.30 | 34.23% | 0.43 | 198.40 | 55.91% | -0.432 | 0.010 | -0.444 | 0.272 | Login To Trade |
318.60 | |||||||||||||||||||
0.276 | -0.456 | 0.010 | 0.517 | 56.64% | 587.45 | 3.75 | 32.24% | 15.30 | 320PCR: 0.48 | 15.70 | 36.79% | 1.78 | 331.70 | 55.66% | -0.484 | 0.010 | -0.448 | 0.276 | Login To Trade |
0.275 | -0.502 | 0.009 | 0.474 | 62.50% | 139.50 | 0.60 | 29.94% | 14.70 | 325PCR: 1.13 | 18.30 | 39.00% | 0.68 | 116.25 | 54.69% | -0.536 | 0.011 | -0.439 | 0.275 | Login To Trade |
0.270 | -0.442 | 0.010 | 0.416 | 56.15% | 280.55 | 4.63 | 27.34% | 10.80 | 330PCR: 0.63 | 20.05 | 41.36% | 2.91 | 325.50 | 50.05% | -0.599 | 0.011 | -0.391 | 0.267 | Login To Trade |
0.265 | -0.493 | 0.009 | 0.390 | 63.72% | 72.85 | 0.64 | 25.59% | 11.20 | 335PCR: 0.63 | 20.55 | 44.45% | 0.40 | 29.45 | 38.57% | -0.704 | 0.013 | -0.269 | 0.239 | Login To Trade |
0.247 | -0.396 | 0.009 | 0.319 | 54.93% | 365.80 | 2.64 | 22.08% | 7.40 | 340PCR: 0.81 | 24.30 | 46.34% | 2.14 | 240.25 | 38.57% | -0.762 | 0.012 | -0.241 | 0.214 | Login To Trade |
0.232 | -0.373 | 0.009 | 0.278 | 55.18% | 71.30 | 0.76 | 19.59% | 6.15 | 345PCR: 0.82 | 15.65 | 99.00% | 0.62 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.213 | -0.341 | 0.008 | 0.237 | 54.69% | 3,420.85 | 10.11 | 16.98% | 5.10 | 350PCR: 0.33 | 18.40 | 99.00% | 3.32 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.206 | -0.355 | 0.007 | 0.222 | 59.08% | 139.50 | 0.82 | 15.83% | 4.95 | 355PCR: 0.04 | 22.45 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.183 | -0.304 | 0.007 | 0.182 | 57.13% | 207.70 | 2.34 | 13.24% | 3.70 | 360PCR: 0.03 | 25.30 | 99.00% | 0.08 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.178 | -0.319 | 0.006 | 0.174 | 61.52% | 43.40 | 0.57 | 12.53% | 3.80 | 365PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.144 | -0.238 | 0.005 | 0.127 | 56.64% | 471.20 | 2.77 | 9.41% | 2.40 | 370PCR: 0.06 | 28.70 | 99.00% | 0.16 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.137 | -0.238 | 0.005 | 0.118 | 59.57% | 37.20 | 0.20 | 8.73% | 2.25 | 375PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.110 | -0.181 | 0.004 | 0.087 | 56.64% | 384.40 | 3.83 | 6.52% | 1.50 | 380PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.084 | -0.141 | 0.003 | 0.062 | 57.62% | 37.20 | 0.53 | 4.59% | 1.00 | 390PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.064 | -0.109 | 0.002 | 0.043 | 58.59% | 17.05 | 0.34 | 3.19% | 0.70 | 400PCR: 0.00 | 0.00 | 99.00% | 0.00 | 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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