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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 | |
0.074 | -0.358 | 0.007 | 0.810 | 134.77% | 0.00 | 0.04 | 40.15% | 29.45 | 115PCR: 734.00 | 0.18 | 3.59% | 27.53 | 60.00 | 54.69% | -0.029 | 0.004 | -0.036 | 0.018 | Login To Trade |
0.050 | -0.118 | 0.010 | 0.895 | 66.41% | 0.00 | 2.21 | 45.39% | 20.97 | 120PCR: 8.22 | 0.23 | 4.87% | 18.19 | 228.75 | 46.88% | -0.042 | 0.007 | -0.041 | 0.025 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 122.50PCR: -- | 0.43 | 7.35% | 0.64 | 0.00 | 46.88% | -0.066 | 0.010 | -0.059 | 0.035 | Login To Trade |
0.061 | -0.124 | 0.014 | 0.860 | 56.64% | 0.00 | 1.88 | 44.78% | 16.22 | 125PCR: 9.22 | 0.34 | 6.91% | 17.29 | 405.00 | 39.06% | -0.064 | 0.012 | -0.048 | 0.034 | Login To Trade |
0.067 | -0.121 | 0.018 | 0.840 | 50.78% | 0.00 | 0.79 | 44.39% | 13.82 | 127.50PCR: 2.29 | 0.41 | 8.46% | 1.80 | 123.75 | 35.16% | -0.081 | 0.016 | -0.052 | 0.041 | Login To Trade |
0.062 | -0.083 | 0.022 | 0.855 | 37.11% | 112.50 | 2.81 | 45.47% | 10.83 | 130PCR: 10.64 | 0.60 | 11.87% | 29.93 | 817.50 | 33.20% | -0.120 | 0.022 | -0.065 | 0.055 | Login To Trade |
0.077 | -0.097 | 0.029 | 0.799 | 35.16% | 172.50 | 1.73 | 44.24% | 8.61 | 132.50PCR: 6.09 | 0.87 | 16.32% | 10.50 | 247.50 | 31.25% | -0.175 | 0.030 | -0.079 | 0.071 | Login To Trade |
0.090 | -0.100 | 0.038 | 0.736 | 31.25% | 660.00 | 6.83 | 42.16% | 6.46 | 135PCR: 3.63 | 1.35 | 22.42% | 24.75 | 1,987.50 | 30.27% | -0.259 | 0.039 | -0.096 | 0.089 | Login To Trade |
0.103 | -0.112 | 0.045 | 0.632 | 30.27% | 536.25 | 5.33 | 38.45% | 4.75 | 137.50PCR: 2.43 | 2.13 | 29.38% | 12.94 | 345.00 | 30.27% | -0.367 | 0.045 | -0.112 | 0.103 | Login To Trade |
0.109 | -0.118 | 0.048 | 0.513 | 30.27% | 4,800.00 | 50.96 | 33.50% | 3.36 | 140PCR: 0.72 | 3.22 | 35.13% | 36.49 | 930.00 | 29.30% | -0.487 | 0.050 | -0.114 | 0.109 | Login To Trade |
0.106 | -0.118 | 0.045 | 0.400 | 31.25% | 1,938.75 | 19.50 | 28.05% | 2.34 | 142.50PCR: 0.63 | 4.71 | 40.38% | 12.19 | 101.25 | 30.27% | -0.604 | 0.046 | -0.114 | 0.106 | Login To Trade |
0.096 | -0.110 | 0.039 | 0.302 | 32.23% | 4,841.25 | 63.04 | 22.26% | 1.64 | 145PCR: 0.54 | 6.39 | 44.30% | 34.01 | 150.00 | 30.27% | -0.711 | 0.041 | -0.101 | 0.094 | Login To Trade |
0.083 | -0.101 | 0.032 | 0.229 | 34.18% | 1,312.50 | 24.94 | 17.68% | 1.18 | 147.50PCR: 0.40 | 7.99 | 47.95% | 10.05 | 0.00 | 25.39% | -0.846 | 0.034 | -0.059 | 0.065 | Login To Trade |
0.071 | -0.092 | 0.026 | 0.176 | 36.13% | 2,336.25 | 182.48 | 13.88% | 0.90 | 150PCR: 0.19 | 11.00 | 47.50% | 35.51 | 0.00 | 38.09% | -0.812 | 0.026 | -0.101 | 0.074 | Login To Trade |
0.057 | -0.076 | 0.021 | 0.128 | 37.11% | 337.50 | 16.95 | 10.23% | 0.66 | 152.50PCR: 0.24 | 12.83 | 49.50% | 4.13 | 26.25 | 31.25% | -0.913 | 0.018 | -0.048 | 0.043 | Login To Trade |
0.048 | -0.067 | 0.016 | 0.099 | 39.06% | 1,593.75 | 36.38 | 7.95% | 0.52 | 155PCR: 0.16 | 14.70 | 99.00% | 5.89 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.040 | -0.058 | 0.013 | 0.077 | 41.02% | 228.75 | 6.68 | 6.25% | 0.40 | 157.50PCR: 0.35 | 17.52 | 50.94% | 2.33 | 22.50 | 31.25% | -0.971 | 0.008 | -0.021 | 0.018 | Login To Trade |
0.033 | -0.051 | 0.010 | 0.062 | 42.97% | 941.25 | 48.90 | 4.95% | 0.33 | 160PCR: 0.26 | 19.98 | 51.13% | 12.94 | 0.00 | 31.25% | -0.984 | 0.005 | -0.012 | 0.011 | Login To Trade |
0.032 | -0.053 | 0.009 | 0.058 | 46.88% | 0.00 | 9.53 | 4.60% | 0.28 | 162.50PCR: 0.23 | 22.34 | 99.00% | 2.21 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.024 | -0.040 | 0.007 | 0.041 | 46.88% | 131.25 | 46.20 | 3.26% | 0.18 | 165PCR: 0.11 | 25.75 | 50.60% | 5.29 | 15.00 | 62.50% | -0.899 | 0.010 | -0.108 | 0.048 | Login To Trade |
0.018 | -0.033 | 0.005 | 0.029 | 50.78% | 150.00 | 23.63 | 2.24% | 0.14 | 170PCR: 0.10 | 30.50 | 51.30% | 2.29 | 0.00 | 64.45% | -0.930 | 0.008 | -0.085 | 0.037 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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