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Span Margin Calculator
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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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 | |
0.211 | -0.565 | 0.004 | 0.767 | 123.54% | 0.00 | 0.06 | 37.76% | 58.70 | 230PCR: 27.00 | 0.55 | 5.26% | 1.62 | 222.00 | 42.97% | -0.044 | 0.003 | -0.060 | 0.064 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 46.00 | 0.26 | 99.00% | 34.90 | 240PCR: 23.23 | 1.15 | 9.45% | 6.04 | 526.00 | 41.02% | -0.085 | 0.005 | -0.096 | 0.108 | Login To Trade |
0.129 | -0.089 | 0.009 | 0.891 | 31.74% | 62.00 | 0.66 | 46.24% | 26.20 | 250PCR: 8.27 | 2.50 | 16.31% | 5.46 | 690.00 | 40.53% | -0.162 | 0.009 | -0.149 | 0.170 | Login To Trade |
0.171 | -0.119 | 0.011 | 0.836 | 32.23% | 28.00 | 0.34 | 44.75% | 22.20 | 255PCR: 6.47 | 3.50 | 20.01% | 2.20 | 444.00 | 40.04% | -0.210 | 0.010 | -0.173 | 0.200 | Login To Trade |
0.228 | -0.193 | 0.012 | 0.732 | 39.06% | 128.00 | 0.32 | 41.31% | 19.65 | 260PCR: 12.00 | 4.60 | 23.94% | 3.84 | 688.00 | 39.06% | -0.266 | 0.012 | -0.192 | 0.227 | Login To Trade |
0.251 | -0.206 | 0.014 | 0.670 | 38.09% | 224.00 | 0.64 | 39.17% | 16.20 | 265PCR: 3.34 | 6.75 | 28.69% | 2.14 | 542.00 | 41.02% | -0.339 | 0.013 | -0.225 | 0.253 | Login To Trade |
0.269 | -0.224 | 0.015 | 0.594 | 38.57% | 548.00 | 1.82 | 36.27% | 13.20 | 270PCR: 5.62 | 8.10 | 32.23% | 10.22 | 1,642.00 | 38.09% | -0.405 | 0.015 | -0.221 | 0.268 | Login To Trade |
0.276 | -0.224 | 0.015 | 0.522 | 37.60% | 1,000.00 | 3.32 | 33.22% | 10.45 | 275PCR: 1.08 | 10.25 | 35.84% | 3.60 | 864.00 | 37.35% | -0.479 | 0.015 | -0.223 | 0.276 | Login To Trade |
275.25 | |||||||||||||||||||
0.273 | -0.221 | 0.015 | 0.443 | 37.35% | 2,370.00 | 10.70 | 29.39% | 8.10 | 280PCR: 0.39 | 13.00 | 39.38% | 4.22 | 960.00 | 37.11% | -0.558 | 0.015 | -0.219 | 0.273 | Login To Trade |
0.262 | -0.210 | 0.015 | 0.371 | 37.11% | 1,016.00 | 4.92 | 25.61% | 6.25 | 285PCR: 0.56 | 16.20 | 42.10% | 2.76 | 462.00 | 37.60% | -0.627 | 0.015 | -0.213 | 0.262 | Login To Trade |
0.242 | -0.194 | 0.014 | 0.303 | 37.11% | 1,728.00 | 11.56 | 21.67% | 4.75 | 290PCR: 0.28 | 20.35 | 44.25% | 3.28 | 270.00 | 40.04% | -0.683 | 0.013 | -0.213 | 0.246 | Login To Trade |
0.218 | -0.177 | 0.012 | 0.245 | 37.60% | 668.00 | 2.70 | 18.10% | 3.60 | 295PCR: 0.26 | 25.45 | 45.31% | 0.70 | 56.00 | 46.39% | -0.705 | 0.011 | -0.240 | 0.239 | Login To Trade |
0.188 | -0.151 | 0.011 | 0.190 | 37.11% | 2,016.00 | 12.84 | 14.35% | 2.60 | 300PCR: 0.19 | 28.00 | 47.59% | 2.44 | 72.00 | 39.55% | -0.795 | 0.010 | -0.168 | 0.197 | Login To Trade |
0.161 | -0.131 | 0.009 | 0.149 | 37.60% | 442.00 | 2.48 | 11.45% | 1.95 | 305PCR: 0.08 | 36.35 | 46.75% | 0.20 | 28.00 | 60.30% | -0.727 | 0.008 | -0.300 | 0.230 | Login To Trade |
0.134 | -0.111 | 0.007 | 0.115 | 38.09% | 748.00 | 5.24 | 8.91% | 1.45 | 310PCR: 0.06 | 38.65 | 48.51% | 0.30 | 14.00 | 51.76% | -0.804 | 0.008 | -0.214 | 0.192 | Login To Trade |
0.098 | -0.076 | 0.006 | 0.075 | 36.13% | 56.00 | 0.86 | 5.91% | 0.85 | 315PCR: 0.53 | 34.30 | 99.00% | 0.46 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.091 | -0.077 | 0.005 | 0.068 | 39.06% | 424.00 | 5.58 | 5.32% | 0.75 | 320PCR: 0.15 | 48.15 | 49.62% | 0.86 | 6.00 | 56.64% | -0.839 | 0.006 | -0.207 | 0.169 | Login To Trade |
0.071 | -0.060 | 0.004 | 0.050 | 39.06% | 86.00 | 1.02 | 3.94% | 0.50 | 325PCR: 0.02 | 43.15 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.054 | -0.046 | 0.003 | 0.035 | 39.06% | 68.00 | 1.96 | 2.78% | 0.35 | 330PCR: 0.35 | 42.00 | 99.00% | 0.68 | 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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