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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 | 0.40 | 99.00% | 160.00 | 700PCR: 9.40 | 0.30 | 1.31% | 3.75 | 25.20 | 31.25% | -0.010 | 0.000 | -0.034 | 0.070 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.06 | 99.00% | 125.50 | 720PCR: 18.11 | 0.70 | 2.71% | 1.14 | 9.10 | 31.25% | -0.022 | 0.001 | -0.066 | 0.136 | Login To Trade |
0.154 | -0.072 | 0.001 | 0.974 | 29.79% | 0.00 | 0.01 | 47.85% | 133.95 | 730PCR: 408.00 | 0.80 | 3.31% | 2.86 | 7.00 | 30.27% | -0.028 | 0.001 | -0.077 | 0.163 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 103.00 | 740PCR: 61.50 | 1.10 | 4.22% | 0.86 | 15.40 | 29.79% | -0.036 | 0.001 | -0.095 | 0.203 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 18.20 | 0.43 | 99.00% | 112.85 | 750PCR: 6.56 | 1.45 | 5.18% | 2.85 | 32.20 | 28.81% | -0.045 | 0.001 | -0.110 | 0.244 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 1.07 | 99.00% | 87.00 | 760PCR: 2.49 | 1.80 | 6.36% | 2.67 | 65.80 | 28.08% | -0.057 | 0.002 | -0.128 | 0.293 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.20 | 99.00% | 91.90 | 770PCR: 9.48 | 2.40 | 7.94% | 1.93 | 34.30 | 27.34% | -0.073 | 0.002 | -0.152 | 0.355 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.10 | 99.00% | 69.30 | 780PCR: 36.57 | 3.15 | 10.02% | 3.58 | 248.50 | 27.10% | -0.095 | 0.002 | -0.183 | 0.432 | Login To Trade |
0.530 | -0.224 | 0.003 | 0.874 | 27.10% | 0.00 | 0.27 | 45.79% | 77.75 | 790PCR: 8.79 | 4.05 | 12.15% | 2.40 | 46.90 | 26.25% | -0.119 | 0.003 | -0.209 | 0.509 | Login To Trade |
0.516 | -0.184 | 0.004 | 0.878 | 22.83% | 53.90 | 1.86 | 46.20% | 67.30 | 800PCR: 3.44 | 5.35 | 14.71% | 6.40 | 408.10 | 25.88% | -0.150 | 0.004 | -0.241 | 0.595 | Login To Trade |
0.668 | -0.253 | 0.004 | 0.821 | 24.29% | 7.70 | 0.39 | 44.61% | 59.40 | 810PCR: 4.25 | 7.00 | 17.77% | 1.64 | 105.70 | 25.39% | -0.188 | 0.004 | -0.274 | 0.690 | Login To Trade |
0.683 | -0.216 | 0.005 | 0.815 | 20.26% | 16.80 | 1.09 | 44.71% | 49.05 | 820PCR: 6.17 | 8.95 | 20.97% | 6.70 | 289.10 | 25.15% | -0.231 | 0.005 | -0.306 | 0.779 | Login To Trade |
0.859 | -0.323 | 0.005 | 0.721 | 24.05% | 50.40 | 1.41 | 41.58% | 44.15 | 830PCR: 1.38 | 11.70 | 24.59% | 1.95 | 169.40 | 24.90% | -0.285 | 0.005 | -0.338 | 0.867 | Login To Trade |
0.928 | -0.341 | 0.006 | 0.668 | 23.50% | 221.90 | 4.10 | 39.74% | 37.35 | 840PCR: 1.20 | 14.60 | 27.83% | 4.91 | 300.30 | 24.54% | -0.338 | 0.006 | -0.358 | 0.934 | Login To Trade |
0.988 | -0.377 | 0.006 | 0.598 | 24.41% | 1,034.60 | 12.01 | 36.97% | 31.90 | 850PCR: 0.67 | 18.80 | 31.43% | 8.02 | 697.20 | 24.54% | -0.402 | 0.006 | -0.379 | 0.989 | Login To Trade |
1.016 | -0.382 | 0.006 | 0.538 | 24.05% | 1,536.50 | 8.98 | 34.49% | 26.35 | 860PCR: 0.68 | 22.75 | 34.50% | 6.08 | 759.50 | 24.17% | -0.462 | 0.006 | -0.384 | 1.016 | Login To Trade |
1.017 | -0.384 | 0.006 | 0.471 | 24.17% | 945.00 | 4.26 | 31.33% | 21.45 | 870PCR: 0.27 | 27.95 | 37.57% | 1.15 | 165.20 | 23.80% | -0.530 | 0.006 | -0.378 | 1.017 | Login To Trade |
0.994 | -0.373 | 0.006 | 0.410 | 23.99% | 1,048.60 | 7.64 | 28.28% | 17.40 | 880PCR: 0.76 | 34.50 | 39.99% | 5.82 | 135.80 | 24.78% | -0.586 | 0.006 | -0.386 | 0.996 | Login To Trade |
0.944 | -0.354 | 0.006 | 0.347 | 24.05% | 367.50 | 2.88 | 24.79% | 13.80 | 890PCR: 0.21 | 40.85 | 42.41% | 0.61 | 35.70 | 24.35% | -0.651 | 0.006 | -0.360 | 0.946 | Login To Trade |
0.886 | -0.340 | 0.005 | 0.298 | 24.54% | 2,286.90 | 29.66 | 21.90% | 11.35 | 900PCR: 0.25 | 48.45 | 44.00% | 7.49 | 30.10 | 25.39% | -0.695 | 0.005 | -0.355 | 0.896 | Login To Trade |
0.799 | -0.303 | 0.005 | 0.243 | 24.29% | 224.00 | 2.20 | 18.39% | 8.60 | 910PCR: 0.06 | 73.20 | 43.14% | 0.13 | 0.00 | 44.07% | -0.633 | 0.003 | -0.663 | 0.963 | Login To Trade |
0.713 | -0.269 | 0.004 | 0.199 | 24.17% | 238.00 | 4.14 | 15.41% | 6.65 | 920PCR: 0.14 | 63.50 | 46.97% | 0.60 | 14.00 | 25.02% | -0.792 | 0.004 | -0.286 | 0.732 | Login To Trade |
0.622 | -0.237 | 0.004 | 0.160 | 24.41% | 245.00 | 2.09 | 12.65% | 5.10 | 930PCR: 0.07 | 73.05 | 47.82% | 0.15 | 0.00 | 26.25% | -0.821 | 0.004 | -0.274 | 0.668 | Login To Trade |
0.550 | -0.214 | 0.003 | 0.133 | 24.90% | 233.10 | 3.88 | 10.68% | 4.10 | 940PCR: 0.07 | 82.95 | 48.13% | 0.26 | 0.00 | 29.05% | -0.827 | 0.003 | -0.297 | 0.655 | Login To Trade |
0.463 | -0.181 | 0.003 | 0.104 | 25.02% | 98.70 | 3.24 | 8.47% | 3.10 | 950PCR: 0.05 | 107.95 | 46.25% | 0.15 | 0.00 | 50.66% | -0.712 | 0.003 | -0.690 | 0.872 | Login To Trade |
0.392 | -0.154 | 0.002 | 0.083 | 25.15% | 93.10 | 2.30 | 6.81% | 2.35 | 960PCR: 0.05 | 121.45 | 46.52% | 0.11 | 0.00 | 57.13% | -0.707 | 0.002 | -0.785 | 0.880 | Login To Trade |
0.324 | -0.129 | 0.002 | 0.065 | 25.39% | 157.50 | 1.90 | 5.33% | 1.80 | 970PCR: 0.00 | 117.00 | 48.67% | 0.01 | 0.00 | 40.77% | -0.819 | 0.003 | -0.429 | 0.673 | Login To Trade |
0.276 | -0.112 | 0.002 | 0.053 | 25.88% | 29.40 | 1.11 | 4.34% | 1.45 | 980PCR: 0.24 | 135.00 | 47.88% | 0.27 | 0.00 | 54.93% | -0.757 | 0.002 | -0.688 | 0.801 | Login To Trade |
0.227 | -0.093 | 0.001 | 0.042 | 26.12% | 50.40 | 4.68 | 3.40% | 1.10 | 990PCR: 0.09 | 146.00 | 48.28% | 0.43 | 0.00 | 57.62% | -0.765 | 0.002 | -0.707 | 0.785 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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