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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 | 0.00 | 99.00% | 0.00 | 120PCR: -- | 0.14 | 2.29% | 7.50 | 161.25 | 39.06% | -0.018 | 0.003 | -0.013 | 0.018 | Login To Trade |
0.086 | -0.105 | 0.009 | 0.865 | 63.48% | 3.75 | 1.01 | 43.75% | 25.38 | 125PCR: 31.26 | 0.24 | 4.46% | 31.65 | 382.50 | 37.11% | -0.038 | 0.006 | -0.023 | 0.032 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 127.50PCR: -- | 0.31 | 5.49% | 2.85 | 146.25 | 35.16% | -0.048 | 0.007 | -0.027 | 0.039 | Login To Trade |
0.070 | -0.056 | 0.011 | 0.898 | 41.02% | 0.00 | 6.30 | 45.82% | 19.36 | 130PCR: 6.51 | 0.30 | 6.86% | 40.99 | 1,522.50 | 33.20% | -0.062 | 0.009 | -0.031 | 0.048 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 132.50PCR: -- | 0.51 | 8.60% | 14.40 | 495.00 | 31.25% | -0.080 | 0.012 | -0.035 | 0.059 | Login To Trade |
0.090 | -0.061 | 0.016 | 0.857 | 35.16% | 11.25 | 5.03 | 45.12% | 14.07 | 135PCR: 5.85 | 0.73 | 12.13% | 29.40 | 1,458.75 | 31.25% | -0.117 | 0.016 | -0.047 | 0.078 | Login To Trade |
0.094 | -0.053 | 0.021 | 0.846 | 29.30% | 15.00 | 2.81 | 45.20% | 11.88 | 137.50PCR: 4.57 | 1.00 | 15.09% | 12.86 | 750.00 | 29.30% | -0.154 | 0.021 | -0.053 | 0.094 | Login To Trade |
0.110 | -0.058 | 0.026 | 0.802 | 27.34% | 450.00 | 21.68 | 44.02% | 9.81 | 140PCR: 2.35 | 1.41 | 19.01% | 50.96 | 6,607.50 | 28.32% | -0.206 | 0.025 | -0.061 | 0.113 | Login To Trade |
0.132 | -0.070 | 0.031 | 0.724 | 27.34% | 198.75 | 10.28 | 41.69% | 7.82 | 142.50PCR: 1.72 | 2.01 | 24.52% | 17.66 | 1,837.50 | 28.32% | -0.282 | 0.030 | -0.073 | 0.134 | Login To Trade |
0.148 | -0.078 | 0.034 | 0.643 | 27.34% | 3,191.25 | 41.51 | 38.71% | 6.15 | 145PCR: 0.81 | 2.85 | 28.93% | 33.68 | 5,310.00 | 27.34% | -0.357 | 0.034 | -0.078 | 0.148 | Login To Trade |
0.157 | -0.081 | 0.037 | 0.549 | 26.86% | 2,973.75 | 17.18 | 34.88% | 4.77 | 147.50PCR: 0.74 | 3.91 | 34.12% | 12.79 | 2,055.00 | 27.83% | -0.452 | 0.036 | -0.084 | 0.157 | Login To Trade |
0.157 | -0.083 | 0.037 | 0.461 | 27.34% | 21,202.50 | 115.09 | 30.70% | 3.66 | 150PCR: 0.25 | 5.32 | 38.05% | 29.18 | 4,376.25 | 27.83% | -0.538 | 0.036 | -0.084 | 0.158 | Login To Trade |
0.149 | -0.079 | 0.035 | 0.369 | 27.34% | 5,306.25 | 16.91 | 25.98% | 2.66 | 152.50PCR: 0.34 | 6.77 | 41.68% | 5.74 | 645.00 | 27.83% | -0.628 | 0.034 | -0.080 | 0.150 | Login To Trade |
0.138 | -0.075 | 0.031 | 0.300 | 28.32% | 8,655.00 | 43.16 | 22.00% | 1.94 | 155PCR: 0.13 | 8.52 | 44.26% | 5.59 | 303.75 | 27.83% | -0.704 | 0.031 | -0.073 | 0.137 | Login To Trade |
0.120 | -0.065 | 0.027 | 0.228 | 28.32% | 2,703.75 | 10.43 | 17.35% | 1.41 | 157.50PCR: 0.09 | 10.40 | 46.54% | 0.98 | 60.00 | 27.34% | -0.781 | 0.027 | -0.061 | 0.117 | Login To Trade |
0.101 | -0.055 | 0.023 | 0.172 | 28.32% | 9,277.50 | 77.85 | 13.46% | 1.01 | 160PCR: 0.11 | 10.93 | 99.00% | 8.55 | 75.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.085 | -0.048 | 0.018 | 0.132 | 29.30% | 1,923.75 | 25.24 | 10.48% | 0.73 | 162.50PCR: 0.01 | 14.30 | 50.06% | 0.38 | 0.00 | 21.48% | -0.940 | 0.014 | -0.020 | 0.048 | Login To Trade |
0.068 | -0.038 | 0.015 | 0.096 | 29.30% | 1,192.50 | 20.10 | 7.71% | 0.54 | 165PCR: 0.15 | 16.00 | 99.00% | 2.96 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.045 | -0.027 | 0.009 | 0.057 | 31.25% | 2,493.75 | 32.03 | 4.55% | 0.31 | 170PCR: 0.48 | 21.72 | 50.61% | 15.26 | 172.50 | 33.20% | -0.930 | 0.010 | -0.034 | 0.053 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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