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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 | |
0.137 | -0.109 | 0.002 | 0.943 | 45.90% | 0.00 | 0.18 | 46.38% | 77.30 | 350PCR: 19.64 | 0.20 | 1.43% | 3.46 | 25.60 | 31.25% | -0.012 | 0.001 | -0.020 | 0.036 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 370PCR: -- | 0.35 | 3.09% | 5.09 | 219.20 | 26.37% | -0.027 | 0.002 | -0.034 | 0.075 | Login To Trade |
0.196 | -0.105 | 0.004 | 0.909 | 31.25% | 0.00 | 0.18 | 46.50% | 47.50 | 380PCR: 26.55 | 0.55 | 5.03% | 4.67 | 56.00 | 24.41% | -0.045 | 0.003 | -0.048 | 0.115 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 385PCR: -- | 0.85 | 7.08% | 2.14 | 182.40 | 24.41% | -0.066 | 0.004 | -0.065 | 0.154 | Login To Trade |
0.294 | -0.169 | 0.006 | 0.838 | 33.20% | 3.20 | 1.06 | 44.61% | 39.40 | 390PCR: 9.41 | 1.25 | 9.38% | 9.94 | 388.80 | 23.93% | -0.090 | 0.006 | -0.081 | 0.196 | Login To Trade |
0.239 | -0.097 | 0.007 | 0.881 | 23.44% | 25.60 | 2.08 | 46.35% | 32.70 | 395PCR: 2.22 | 1.75 | 12.16% | 4.61 | 244.80 | 23.44% | -0.121 | 0.007 | -0.098 | 0.242 | Login To Trade |
0.296 | -0.120 | 0.009 | 0.837 | 23.44% | 136.00 | 4.83 | 45.09% | 28.30 | 400PCR: 4.10 | 2.40 | 15.18% | 19.81 | 748.80 | 22.95% | -0.159 | 0.009 | -0.115 | 0.290 | Login To Trade |
0.337 | -0.129 | 0.011 | 0.800 | 22.22% | 75.20 | 1.52 | 44.15% | 24.15 | 405PCR: 4.19 | 3.25 | 18.81% | 6.37 | 302.40 | 22.46% | -0.206 | 0.011 | -0.132 | 0.342 | Login To Trade |
0.394 | -0.154 | 0.012 | 0.734 | 22.71% | 134.40 | 2.70 | 42.08% | 20.45 | 410PCR: 7.01 | 4.30 | 22.61% | 18.96 | 836.80 | 21.97% | -0.260 | 0.012 | -0.147 | 0.389 | Login To Trade |
0.435 | -0.169 | 0.013 | 0.669 | 22.46% | 152.00 | 3.02 | 39.96% | 16.85 | 415PCR: 2.43 | 5.65 | 26.76% | 7.34 | 972.80 | 21.48% | -0.324 | 0.014 | -0.160 | 0.431 | Login To Trade |
0.463 | -0.174 | 0.015 | 0.601 | 21.73% | 1,049.60 | 8.98 | 37.33% | 13.55 | 420PCR: 2.05 | 7.40 | 30.92% | 18.38 | 3,011.20 | 21.24% | -0.397 | 0.015 | -0.170 | 0.463 | Login To Trade |
0.478 | -0.176 | 0.015 | 0.525 | 21.36% | 2,150.40 | 9.81 | 34.17% | 10.60 | 425PCR: 1.54 | 9.50 | 34.73% | 15.09 | 3,220.80 | 20.51% | -0.475 | 0.016 | -0.169 | 0.478 | Login To Trade |
0.474 | -0.174 | 0.015 | 0.446 | 21.24% | 6,344.00 | 44.30 | 30.39% | 8.15 | 430PCR: 0.52 | 12.20 | 38.47% | 22.86 | 2,102.40 | 20.02% | -0.559 | 0.016 | -0.164 | 0.474 | Login To Trade |
0.453 | -0.164 | 0.015 | 0.370 | 21.00% | 2,854.40 | 20.02 | 26.44% | 6.30 | 435PCR: 0.49 | 15.05 | 41.27% | 9.76 | 331.20 | 20.51% | -0.630 | 0.015 | -0.160 | 0.454 | Login To Trade |
0.418 | -0.151 | 0.014 | 0.301 | 21.00% | 6,520.00 | 42.93 | 22.38% | 4.60 | 440PCR: 0.20 | 18.35 | 44.12% | 8.56 | 268.80 | 19.78% | -0.712 | 0.014 | -0.140 | 0.410 | Login To Trade |
0.370 | -0.134 | 0.012 | 0.236 | 21.00% | 1,163.20 | 8.06 | 18.26% | 3.40 | 445PCR: 0.13 | 21.85 | 46.45% | 1.07 | 49.60 | 18.80% | -0.790 | 0.013 | -0.112 | 0.345 | Login To Trade |
0.323 | -0.119 | 0.010 | 0.187 | 21.48% | 2,256.00 | 58.98 | 14.87% | 2.50 | 450PCR: 0.14 | 26.05 | 47.75% | 8.03 | 86.40 | 19.04% | -0.842 | 0.011 | -0.095 | 0.290 | Login To Trade |
0.275 | -0.102 | 0.009 | 0.146 | 21.48% | 520.00 | 8.29 | 11.84% | 1.85 | 455PCR: 0.07 | 30.30 | 49.08% | 0.61 | 41.60 | 18.07% | -0.900 | 0.008 | -0.066 | 0.211 | Login To Trade |
0.229 | -0.087 | 0.007 | 0.112 | 21.97% | 1,436.80 | 24.94 | 9.28% | 1.35 | 460PCR: 0.16 | 34.85 | 49.79% | 3.90 | 27.20 | 18.55% | -0.926 | 0.006 | -0.054 | 0.168 | Login To Trade |
0.181 | -0.069 | 0.006 | 0.082 | 21.97% | 128.00 | 5.41 | 6.84% | 0.95 | 465PCR: 0.08 | 38.05 | 99.00% | 0.43 | 1.60 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.148 | -0.058 | 0.005 | 0.063 | 22.46% | 980.80 | 15.94 | 5.29% | 0.75 | 470PCR: 0.13 | 44.30 | 50.70% | 2.06 | 41.60 | 17.58% | -0.975 | 0.003 | -0.021 | 0.069 | Login To Trade |
0.098 | -0.040 | 0.003 | 0.038 | 23.44% | 1,227.20 | 13.44 | 3.16% | 0.40 | 480PCR: 0.08 | 53.30 | 99.00% | 1.06 | 1.60 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.075 | -0.033 | 0.002 | 0.027 | 25.39% | 627.20 | 9.82 | 2.23% | 0.25 | 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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