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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 | 105PCR: -- | 0.09 | 2.55% | 0.35 | 55.20 | 62.50% | -0.019 | 0.003 | -0.028 | 0.013 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 110PCR: -- | 0.08 | 1.65% | 1.38 | 134.55 | 46.88% | -0.013 | 0.003 | -0.015 | 0.009 | Login To Trade |
0.050 | -0.120 | 0.010 | 0.890 | 68.36% | 0.00 | 0.52 | 45.13% | 20.44 | 115PCR: 6.47 | 0.13 | 3.48% | 3.35 | 200.10 | 42.97% | -0.030 | 0.006 | -0.027 | 0.018 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 117.50PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.037 | -0.054 | 0.013 | 0.926 | 41.02% | 10.35 | 0.14 | 47.00% | 14.82 | 120PCR: 80.00 | 0.25 | 6.11% | 11.04 | 20.70 | 37.11% | -0.056 | 0.011 | -0.039 | 0.030 | Login To Trade |
0.055 | -0.084 | 0.018 | 0.873 | 42.97% | 0.00 | 0.03 | 45.56% | 12.73 | 122.50PCR: 102.00 | 0.42 | 9.99% | 3.52 | 37.95 | 37.11% | -0.095 | 0.017 | -0.059 | 0.045 | Login To Trade |
0.065 | -0.090 | 0.024 | 0.838 | 39.06% | 3.45 | 2.31 | 45.02% | 10.34 | 125PCR: 11.57 | 0.51 | 11.17% | 26.74 | 55.20 | 31.25% | -0.113 | 0.023 | -0.056 | 0.051 | Login To Trade |
0.068 | -0.070 | 0.033 | 0.828 | 29.30% | 0.00 | 0.03 | 44.92% | 7.71 | 127.50PCR: 152.00 | 0.79 | 16.79% | 5.24 | 24.15 | 30.27% | -0.179 | 0.033 | -0.074 | 0.069 | Login To Trade |
0.088 | -0.091 | 0.043 | 0.729 | 29.30% | 37.95 | 6.66 | 42.20% | 5.75 | 130PCR: 2.13 | 1.21 | 22.93% | 14.18 | 103.50 | 28.32% | -0.265 | 0.044 | -0.087 | 0.087 | Login To Trade |
0.101 | -0.101 | 0.051 | 0.613 | 28.32% | 51.75 | 6.56 | 38.20% | 4.00 | 132.50PCR: 0.98 | 1.87 | 29.90% | 6.45 | 41.40 | 26.37% | -0.380 | 0.054 | -0.094 | 0.101 | Login To Trade |
0.106 | -0.098 | 0.057 | 0.478 | 26.37% | 448.50 | 28.88 | 32.11% | 2.54 | 135PCR: 0.64 | 3.01 | 36.60% | 18.39 | 313.95 | 25.39% | -0.523 | 0.059 | -0.095 | 0.105 | Login To Trade |
0.097 | -0.090 | 0.053 | 0.342 | 26.37% | 113.85 | 11.01 | 24.95% | 1.56 | 137.50PCR: 0.74 | 4.50 | 42.46% | 8.11 | 34.50 | 25.39% | -0.664 | 0.054 | -0.086 | 0.097 | Login To Trade |
0.080 | -0.074 | 0.043 | 0.226 | 26.37% | 738.30 | 44.26 | 17.61% | 0.91 | 140PCR: 0.53 | 5.30 | 99.00% | 23.56 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.065 | -0.068 | 0.032 | 0.164 | 29.30% | 124.20 | 17.08 | 13.33% | 0.61 | 142.50PCR: 0.23 | 8.51 | 48.33% | 3.86 | 13.80 | 25.39% | -0.873 | 0.031 | -0.050 | 0.055 | Login To Trade |
0.052 | -0.057 | 0.024 | 0.116 | 31.25% | 593.40 | 71.24 | 9.61% | 0.41 | 145PCR: 0.19 | 9.70 | 99.00% | 13.73 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.041 | -0.048 | 0.017 | 0.083 | 33.20% | 113.85 | 22.67 | 6.90% | 0.33 | 147.50PCR: 0.10 | 11.96 | 99.00% | 2.21 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.032 | -0.040 | 0.013 | 0.061 | 35.16% | 527.85 | 73.04 | 5.06% | 0.25 | 150PCR: 0.18 | 15.84 | 50.18% | 13.11 | 3.45 | 35.16% | -0.939 | 0.013 | -0.040 | 0.032 | Login To Trade |
0.029 | -0.041 | 0.011 | 0.055 | 39.06% | 10.35 | 6.45 | 4.53% | 0.20 | 152.50PCR: 0.13 | 19.80 | 48.74% | 0.86 | 0.00 | 67.38% | -0.811 | 0.015 | -0.170 | 0.072 | Login To Trade |
0.021 | -0.028 | 0.007 | 0.035 | 39.06% | 258.75 | 22.60 | 2.88% | 0.15 | 155PCR: 0.16 | 22.25 | 49.30% | 3.55 | 0.00 | 72.27% | -0.823 | 0.013 | -0.175 | 0.069 | Login To Trade |
0.020 | -0.030 | 0.007 | 0.034 | 42.97% | 3.45 | 2.04 | 2.73% | 0.14 | 157.50PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.019 | -0.032 | 0.006 | 0.033 | 46.88% | 124.20 | 31.15 | 2.63% | 0.11 | 160PCR: 0.13 | 24.02 | 99.00% | 3.97 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.010 | -0.017 | 0.003 | 0.015 | 46.88% | 0.00 | 3.14 | 1.18% | 0.10 | 165PCR: 0.26 | 34.99 | 49.73% | 0.83 | 0.00 | 128.91% | -0.751 | 0.009 | -0.382 | 0.084 | Login To Trade |
0.005 | -0.008 | 0.002 | 0.006 | 46.88% | 13.80 | 7.25 | 0.49% | 0.06 | 170PCR: 0.77 | 34.25 | 99.00% | 5.55 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 31.25% | 0.00 | 0.52 | 0.00% | 0.04 | 175PCR: 0.20 | 33.13 | 99.00% | 0.10 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.007 | -0.016 | 0.002 | 0.011 | 62.50% | 3.45 | 1.79 | 0.75% | 0.04 | 180PCR: 0.90 | 44.51 | 99.00% | 1.62 | 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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