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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 | |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.18 | 99.00% | 77.30 | 350PCR: 20.27 | 0.20 | 1.95% | 3.57 | 48.00 | 35.16% | -0.016 | 0.001 | -0.030 | 0.046 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 370PCR: -- | 0.40 | 3.56% | 5.22 | 259.20 | 29.30% | -0.031 | 0.002 | -0.044 | 0.081 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.18 | 99.00% | 47.50 | 380PCR: 27.36 | 0.65 | 5.61% | 4.82 | 216.00 | 27.34% | -0.051 | 0.003 | -0.061 | 0.121 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 385PCR: -- | 0.85 | 6.29% | 3.23 | 339.20 | 25.39% | -0.058 | 0.004 | -0.064 | 0.136 | Login To Trade |
0.202 | -0.102 | 0.005 | 0.902 | 27.34% | 1.60 | 1.04 | 46.58% | 39.65 | 390PCR: 10.32 | 1.10 | 8.32% | 10.74 | 587.20 | 24.90% | -0.079 | 0.005 | -0.079 | 0.172 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 12.80 | 2.13 | 99.00% | 31.75 | 395PCR: 2.47 | 1.40 | 10.89% | 5.25 | 764.80 | 24.41% | -0.107 | 0.006 | -0.097 | 0.214 | Login To Trade |
0.260 | -0.115 | 0.008 | 0.859 | 23.93% | 273.60 | 4.51 | 45.78% | 30.15 | 400PCR: 4.41 | 2.00 | 13.57% | 19.90 | 915.20 | 23.68% | -0.139 | 0.008 | -0.113 | 0.258 | Login To Trade |
0.295 | -0.121 | 0.010 | 0.830 | 22.22% | 35.20 | 1.57 | 45.12% | 25.65 | 405PCR: 3.97 | 2.65 | 16.83% | 6.22 | 577.60 | 22.95% | -0.179 | 0.010 | -0.130 | 0.305 | Login To Trade |
0.359 | -0.154 | 0.011 | 0.763 | 23.19% | 176.00 | 2.91 | 43.11% | 21.95 | 410PCR: 6.38 | 3.50 | 20.37% | 18.59 | 1,912.00 | 22.22% | -0.228 | 0.012 | -0.145 | 0.352 | Login To Trade |
0.399 | -0.164 | 0.013 | 0.709 | 22.22% | 273.60 | 3.38 | 41.43% | 18.10 | 415PCR: 2.69 | 4.70 | 24.35% | 9.09 | 1,790.40 | 21.73% | -0.287 | 0.013 | -0.160 | 0.397 | Login To Trade |
0.437 | -0.178 | 0.015 | 0.637 | 21.97% | 2,016.00 | 10.26 | 38.82% | 14.65 | 420PCR: 2.03 | 6.25 | 28.68% | 20.86 | 3,900.80 | 21.12% | -0.359 | 0.015 | -0.170 | 0.435 | Login To Trade |
0.459 | -0.182 | 0.016 | 0.563 | 21.48% | 3,404.80 | 13.50 | 35.88% | 11.65 | 425PCR: 1.47 | 8.20 | 33.00% | 19.81 | 5,187.20 | 21.00% | -0.438 | 0.016 | -0.178 | 0.459 | Login To Trade |
0.464 | -0.185 | 0.016 | 0.481 | 21.48% | 11,748.80 | 50.30 | 32.15% | 9.10 | 430PCR: 0.63 | 10.65 | 36.78% | 31.86 | 4,912.00 | 20.75% | -0.520 | 0.017 | -0.178 | 0.464 | Login To Trade |
0.451 | -0.177 | 0.016 | 0.402 | 21.24% | 4,990.40 | 23.87 | 28.16% | 6.85 | 435PCR: 0.52 | 13.40 | 40.19% | 12.46 | 1,115.20 | 20.51% | -0.602 | 0.016 | -0.171 | 0.449 | Login To Trade |
0.419 | -0.163 | 0.015 | 0.326 | 21.00% | 5,763.20 | 43.63 | 23.87% | 5.10 | 440PCR: 0.23 | 16.60 | 43.14% | 9.97 | 396.80 | 20.26% | -0.681 | 0.015 | -0.156 | 0.416 | Login To Trade |
0.380 | -0.149 | 0.013 | 0.263 | 21.24% | 1,683.20 | 8.78 | 20.04% | 3.80 | 445PCR: 0.13 | 20.50 | 45.01% | 1.10 | 40.00 | 21.00% | -0.740 | 0.013 | -0.147 | 0.378 | Login To Trade |
0.331 | -0.132 | 0.011 | 0.205 | 21.48% | 3,801.60 | 60.82 | 16.13% | 2.80 | 450PCR: 0.13 | 24.25 | 47.06% | 8.02 | 241.60 | 20.02% | -0.813 | 0.011 | -0.116 | 0.313 | Login To Trade |
0.281 | -0.113 | 0.009 | 0.158 | 21.73% | 900.80 | 8.75 | 12.78% | 2.05 | 455PCR: 0.07 | 27.70 | 49.02% | 0.61 | 17.60 | 17.09% | -0.900 | 0.009 | -0.065 | 0.205 | Login To Trade |
0.234 | -0.095 | 0.008 | 0.120 | 21.97% | 2,678.40 | 25.94 | 9.94% | 1.40 | 460PCR: 0.13 | 32.75 | 49.50% | 3.42 | 57.60 | 19.04% | -0.913 | 0.007 | -0.065 | 0.184 | Login To Trade |
0.187 | -0.076 | 0.006 | 0.089 | 21.97% | 320.00 | 6.08 | 7.42% | 1.05 | 465PCR: 0.07 | 38.05 | 49.37% | 0.43 | 0.00 | 23.44% | -0.896 | 0.007 | -0.091 | 0.210 | Login To Trade |
0.143 | -0.058 | 0.005 | 0.063 | 21.97% | 1,828.80 | 14.91 | 5.29% | 0.70 | 470PCR: 0.13 | 42.10 | 50.56% | 1.97 | 99.20 | 17.58% | -0.973 | 0.003 | -0.024 | 0.072 | Login To Trade |
0.098 | -0.043 | 0.003 | 0.039 | 23.44% | 1,366.40 | 11.58 | 3.28% | 0.45 | 480PCR: 0.09 | 50.40 | 99.00% | 1.06 | 20.80 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.073 | -0.035 | 0.002 | 0.027 | 25.39% | 422.40 | 9.95 | 2.28% | 0.30 | 490PCR: 0.04 | 58.50 | 99.00% | 0.35 | 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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