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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 | |
0.029 | -0.170 | 0.000 | 0.992 | 58.59% | 1.35 | 0.03 | 48.52% | 161.60 | 920PCR: 7.57 | 0.25 | 1.00% | 0.24 | 22.05 | 58.59% | -0.008 | 0.000 | -0.170 | 0.029 | Login To Trade |
0.398 | -8.376 | 0.001 | 0.755 | 210.69% | 0.00 | 0.00 | 38.79% | 185.35 | 940PCR: 0.00 | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 118.75 | 960PCR: 39.67 | 0.35 | 1.96% | 0.54 | 24.30 | 48.83% | -0.017 | 0.001 | -0.265 | 0.054 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.05 | 99.00% | 99.30 | 980PCR: 8.64 | 0.40 | 2.09% | 0.43 | 15.75 | 41.02% | -0.019 | 0.001 | -0.241 | 0.059 | Login To Trade |
0.308 | -2.156 | 0.003 | 0.840 | 70.07% | 1.35 | 0.14 | 44.90% | 89.15 | 1,000PCR: 14.91 | 0.70 | 4.02% | 2.15 | 77.85 | 38.09% | -0.038 | 0.002 | -0.396 | 0.104 | Login To Trade |
0.287 | -1.390 | 0.004 | 0.856 | 48.34% | 1.35 | 0.05 | 45.85% | 66.05 | 1,020PCR: 17.75 | 0.55 | 3.89% | 0.96 | 75.60 | 28.32% | -0.037 | 0.002 | -0.293 | 0.104 | Login To Trade |
0.267 | -0.802 | 0.006 | 0.870 | 30.03% | 10.80 | 0.18 | 46.68% | 43.90 | 1,040PCR: 19.66 | 1.00 | 7.43% | 3.63 | 224.10 | 23.44% | -0.075 | 0.005 | -0.422 | 0.180 | Login To Trade |
0.404 | -1.054 | 0.010 | 0.748 | 26.12% | 27.90 | 0.54 | 43.28% | 26.50 | 1,060PCR: 3.23 | 4.25 | 20.20% | 1.74 | 135.90 | 24.17% | -0.235 | 0.010 | -0.941 | 0.390 | Login To Trade |
0.504 | -1.366 | 0.012 | 0.523 | 27.10% | 168.30 | 0.73 | 34.73% | 14.40 | 1,080PCR: 1.88 | 12.30 | 34.17% | 1.38 | 201.60 | 25.76% | -0.477 | 0.012 | -1.298 | 0.504 | Login To Trade |
0.448 | -1.284 | 0.010 | 0.312 | 28.69% | 615.15 | 4.16 | 23.65% | 7.15 | 1,100PCR: 0.32 | 25.50 | 42.92% | 1.34 | 63.90 | 28.08% | -0.692 | 0.010 | -1.250 | 0.445 | Login To Trade |
0.322 | -0.999 | 0.006 | 0.172 | 31.01% | 368.10 | 3.83 | 14.19% | 3.55 | 1,120PCR: 0.19 | 40.25 | 48.44% | 0.75 | 10.80 | 24.41% | -0.887 | 0.006 | -0.591 | 0.242 | Login To Trade |
0.217 | -0.742 | 0.004 | 0.097 | 34.18% | 246.60 | 2.93 | 8.35% | 1.95 | 1,140PCR: 0.23 | 60.00 | 49.32% | 0.68 | 17.55 | 31.25% | -0.923 | 0.004 | -0.572 | 0.183 | Login To Trade |
0.142 | -0.526 | 0.002 | 0.056 | 37.11% | 282.15 | 4.79 | 4.86% | 1.10 | 1,160PCR: 0.13 | 78.90 | 50.36% | 0.64 | 14.40 | 29.30% | -0.979 | 0.001 | -0.189 | 0.065 | Login To Trade |
0.109 | -0.458 | 0.002 | 0.040 | 41.99% | 232.65 | 3.69 | 3.49% | 0.80 | 1,180PCR: 0.15 | 93.00 | 99.00% | 0.57 | 0.45 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.075 | -0.337 | 0.001 | 0.025 | 44.92% | 454.50 | 7.75 | 2.20% | 0.55 | 1,200PCR: 0.14 | 119.00 | 50.71% | 1.08 | 2.70 | 42.97% | -0.980 | 0.001 | -0.269 | 0.063 | Login To Trade |
0.048 | -0.224 | 0.001 | 0.015 | 46.88% | 30.60 | 1.75 | 1.28% | 0.35 | 1,220PCR: 0.10 | 132.35 | 99.00% | 0.18 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.055 | -0.301 | 0.001 | 0.018 | 54.69% | 88.65 | 1.59 | 1.48% | 0.40 | 1,240PCR: 0.09 | 152.45 | 99.00% | 0.14 | 0.90 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.038 | -0.216 | 0.000 | 0.011 | 56.64% | 37.80 | 0.79 | 0.96% | 0.30 | 1,260PCR: 0.07 | 162.70 | 99.00% | 0.05 | 0.45 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.038 | -0.241 | 0.000 | 0.012 | 62.50% | 80.10 | 1.39 | 0.95% | 0.30 | 1,280PCR: 0.06 | 199.00 | 51.31% | 0.08 | 7.20 | 64.45% | -0.986 | 0.000 | -0.291 | 0.045 | Login To Trade |
0.035 | -0.250 | 0.000 | 0.010 | 72.27% | 39.60 | 2.32 | 0.81% | 0.30 | 1,320PCR: 0.03 | 235.20 | 99.00% | 0.08 | 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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