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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 | 0.00 | 99.00% | 0.00 | 13,200PCR: -- | 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 | 0.00 | 99.00% | 0.00 | 13,400PCR: -- | 4.15 | 1.35% | 0.00 | 0.00 | 29.85% | -0.011 | 0.000 | -0.860 | 1.037 | Login To Trade |
4.966 | -6.019 | 0.000 | 0.923 | 43.64% | 0.00 | 0.01 | 46.64% | 2000.00 | 13,600PCR: 21.40 | 5.85 | 1.82% | 0.11 | 60.35 | 28.44% | -0.016 | 0.000 | -1.079 | 1.366 | Login To Trade |
10.745 | -26.400 | 0.000 | 0.759 | 88.46% | 0.00 | 0.00 | 40.02% | 2225.00 | 13,800PCR: 175.00 | 8.70 | 2.42% | 0.09 | 5.85 | 26.92% | -0.021 | 0.000 | -1.328 | 1.776 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.15 | 0.06 | 99.00% | 1400.00 | 14,000PCR: 10.51 | 10.60 | 3.35% | 0.68 | 82.55 | 25.54% | -0.030 | 0.000 | -1.685 | 2.375 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 14,200PCR: -- | 11.95 | 3.97% | 0.34 | 26.35 | 23.13% | -0.037 | 0.000 | -1.788 | 2.782 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 14,300PCR: -- | 13.95 | 4.63% | 0.00 | 0.30 | 22.34% | -0.043 | 0.000 | -1.976 | 3.184 | Login To Trade |
12.398 | -34.041 | 0.000 | 0.677 | 98.85% | 0.00 | 0.00 | 36.61% | 1960.00 | 14,400PCR: 311.00 | 16.35 | 5.43% | 0.31 | 22.80 | 21.48% | -0.052 | 0.000 | -2.181 | 3.655 | Login To Trade |
1.086 | -0.423 | 0.000 | 0.988 | 14.04% | 0.00 | 0.00 | 49.21% | 1050.00 | 14,500PCR: 1,235.00 | 21.00 | 6.70% | 0.62 | 78.90 | 21.07% | -0.065 | 0.000 | -2.561 | 4.374 | Login To Trade |
11.809 | -18.894 | 0.000 | 0.711 | 57.60% | 0.00 | 0.00 | 39.90% | 1332.25 | 14,600PCR: 666.50 | 23.85 | 7.67% | 0.67 | 57.75 | 20.00% | -0.076 | 0.000 | -2.732 | 4.916 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 776.40 | 14,700PCR: 314.20 | 29.30 | 9.19% | 0.79 | 58.75 | 19.36% | -0.092 | 0.000 | -3.077 | 5.720 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.05 | 0.01 | 99.00% | 630.00 | 14,800PCR: 135.36 | 38.00 | 11.52% | 0.95 | 103.10 | 18.97% | -0.119 | 0.000 | -3.621 | 6.871 | Login To Trade |
5.597 | -2.244 | 0.000 | 0.910 | 14.43% | 0.20 | 0.00 | 47.68% | 668.00 | 14,900PCR: 51.71 | 50.30 | 13.90% | 0.18 | 72.00 | 18.71% | -0.148 | 0.000 | -4.147 | 7.978 | Login To Trade |
9.149 | -4.644 | 0.000 | 0.817 | 18.27% | 23.10 | 0.23 | 45.16% | 612.00 | 15,000PCR: 5.50 | 65.60 | 16.62% | 1.25 | 301.85 | 18.25% | -0.183 | 0.000 | -4.640 | 9.153 | Login To Trade |
10.204 | -4.931 | 0.001 | 0.781 | 17.40% | 1.85 | 0.01 | 44.15% | 523.95 | 15,100PCR: 30.19 | 82.00 | 19.72% | 0.32 | 93.85 | 17.88% | -0.225 | 0.001 | -5.147 | 10.362 | Login To Trade |
11.584 | -5.752 | 0.001 | 0.722 | 17.88% | 18.95 | 0.06 | 42.28% | 455.25 | 15,200PCR: 10.36 | 105.00 | 23.15% | 0.65 | 149.90 | 17.66% | -0.276 | 0.001 | -5.661 | 11.538 | Login To Trade |
12.534 | -6.051 | 0.001 | 0.668 | 17.38% | 111.20 | 0.19 | 40.44% | 381.15 | 15,300PCR: 2.47 | 135.00 | 26.81% | 0.46 | 296.95 | 17.69% | -0.335 | 0.001 | -6.179 | 12.572 | Login To Trade |
13.319 | -6.613 | 0.001 | 0.602 | 17.88% | 197.10 | 0.46 | 37.93% | 313.10 | 15,400PCR: 1.51 | 170.00 | 30.12% | 0.69 | 190.55 | 17.05% | -0.394 | 0.001 | -6.291 | 13.281 | Login To Trade |
13.707 | -6.527 | 0.001 | 0.539 | 17.14% | 378.65 | 1.37 | 35.33% | 258.00 | 15,500PCR: 1.08 | 207.95 | 33.57% | 1.48 | 177.50 | 17.11% | -0.461 | 0.001 | -6.513 | 13.707 | Login To Trade |
13.740 | -6.569 | 0.001 | 0.472 | 17.21% | 220.95 | 0.90 | 32.23% | 210.00 | 15,600PCR: 0.43 | 259.00 | 36.91% | 0.38 | 44.60 | 17.14% | -0.533 | 0.001 | -6.534 | 13.721 | Login To Trade |
13.386 | -6.357 | 0.001 | 0.406 | 17.10% | 184.30 | 0.94 | 28.87% | 169.00 | 15,700PCR: 0.45 | 323.95 | 39.43% | 0.43 | 22.20 | 17.32% | -0.593 | 0.001 | -6.445 | 13.397 | Login To Trade |
12.701 | -6.081 | 0.001 | 0.344 | 17.23% | 222.30 | 1.29 | 25.42% | 133.20 | 15,800PCR: 0.27 | 390.75 | 41.76% | 0.35 | 7.00 | 17.49% | -0.655 | 0.001 | -6.184 | 12.725 | Login To Trade |
11.738 | -5.637 | 0.001 | 0.286 | 17.29% | 102.20 | 0.60 | 21.94% | 100.85 | 15,900PCR: 0.23 | 461.45 | 43.68% | 0.14 | 1.20 | 17.64% | -0.710 | 0.001 | -5.790 | 11.817 | Login To Trade |
10.635 | -5.172 | 0.001 | 0.236 | 17.51% | 686.10 | 3.63 | 18.69% | 81.95 | 16,000PCR: 0.26 | 528.15 | 45.94% | 0.93 | 21.65 | 16.22% | -0.786 | 0.001 | -4.534 | 10.062 | Login To Trade |
9.360 | -4.554 | 0.000 | 0.190 | 17.52% | 165.90 | 0.98 | 15.46% | 64.00 | 16,100PCR: 0.17 | 665.00 | 45.21% | 0.17 | 0.75 | 22.41% | -0.751 | 0.000 | -6.815 | 10.949 | Login To Trade |
8.407 | -4.267 | 0.000 | 0.160 | 18.27% | 169.00 | 1.44 | 13.27% | 52.25 | 16,200PCR: 0.19 | 716.50 | 47.11% | 0.27 | 1.55 | 19.56% | -0.823 | 0.000 | -4.878 | 8.976 | Login To Trade |
7.363 | -3.822 | 0.000 | 0.132 | 18.68% | 193.35 | 1.69 | 11.08% | 41.85 | 16,300PCR: 0.24 | 780.00 | 48.79% | 0.40 | 6.15 | 16.63% | -0.896 | 0.000 | -2.876 | 6.225 | Login To Trade |
6.492 | -3.506 | 0.000 | 0.110 | 19.44% | 104.70 | 1.66 | 9.36% | 35.45 | 16,400PCR: 0.14 | 893.20 | 48.58% | 0.23 | 1.05 | 20.10% | -0.880 | 0.000 | -3.857 | 6.910 | Login To Trade |
5.755 | -3.188 | 0.000 | 0.093 | 19.94% | 402.25 | 4.59 | 7.99% | 29.00 | 16,500PCR: 0.07 | 980.00 | 49.26% | 0.30 | 6.00 | 19.52% | -0.912 | 0.000 | -2.998 | 5.529 | Login To Trade |
4.964 | -2.807 | 0.000 | 0.077 | 20.36% | 77.25 | 1.38 | 6.61% | 24.25 | 16,600PCR: 0.05 | 1099.80 | 48.84% | 0.07 | 0.50 | 24.25% | -0.883 | 0.000 | -4.569 | 6.783 | Login To Trade |
4.481 | -2.652 | 0.000 | 0.067 | 21.30% | 81.20 | 1.00 | 5.79% | 21.50 | 16,700PCR: 0.03 | 1271.00 | 47.57% | 0.03 | 0.05 | 34.76% | -0.813 | 0.000 | -8.971 | 9.291 | Login To Trade |
3.852 | -2.307 | 0.000 | 0.055 | 21.56% | 61.05 | 0.69 | 4.79% | 17.15 | 16,800PCR: 0.03 | 1382.50 | 47.70% | 0.02 | 0.15 | 37.61% | -0.813 | 0.000 | -9.710 | 9.294 | Login To Trade |
3.469 | -2.147 | 0.000 | 0.048 | 22.28% | 22.60 | 0.30 | 4.20% | 15.20 | 16,900PCR: 0.03 | 1440.00 | 48.59% | 0.01 | 0.20 | 34.61% | -0.852 | 0.000 | -7.658 | 7.966 | Login To Trade |
3.287 | -2.137 | 0.000 | 0.045 | 23.41% | 298.10 | 4.94 | 3.91% | 14.75 | 17,000PCR: 0.02 | 1590.00 | 48.10% | 0.08 | 0.70 | 41.95% | -0.819 | 0.000 | -10.575 | 9.076 | Login To Trade |
3.263 | -2.252 | 0.000 | 0.045 | 24.84% | 29.40 | 0.65 | 3.85% | 15.45 | 17,100PCR: 0.01 | 1292.20 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
2.778 | -1.934 | 0.000 | 0.037 | 25.05% | 21.45 | 0.55 | 3.16% | 12.40 | 17,200PCR: 0.00 | 1773.95 | 48.72% | 0.00 | 0.15 | 43.46% | -0.841 | 0.000 | -10.093 | 8.360 | Login To Trade |
2.501 | -1.781 | 0.000 | 0.032 | 25.63% | 21.70 | 0.50 | 2.77% | 11.00 | 17,300PCR: 0.00 | 1198.75 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
2.074 | -1.480 | 0.000 | 0.026 | 25.70% | 23.75 | 0.30 | 2.21% | 8.50 | 17,400PCR: 0.02 | 1933.00 | 49.60% | 0.01 | 0.00 | 41.18% | -0.882 | 0.000 | -7.797 | 6.815 | Login To Trade |
2.081 | -1.560 | 0.000 | 0.026 | 26.98% | 72.65 | 1.49 | 2.21% | 8.95 | 17,500PCR: 0.00 | 1100.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.909 | -1.468 | 0.000 | 0.023 | 27.68% | 21.00 | 0.30 | 1.98% | 8.20 | 17,600PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.705 | -1.390 | 0.000 | 0.021 | 29.36% | 33.45 | 0.38 | 1.72% | 7.45 | 17,800PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.381 | -1.162 | 0.000 | 0.016 | 30.27% | 53.75 | 1.13 | 1.33% | 6.20 | 18,000PCR: 0.00 | 2540.00 | 50.29% | 0.00 | 0.00 | 50.81% | -0.893 | 0.000 | -8.983 | 6.365 | Login To Trade |
1.040 | -0.889 | 0.000 | 0.011 | 30.76% | 7.15 | 0.66 | 0.95% | 4.10 | 18,200PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.898 | -0.798 | 0.000 | 0.010 | 31.98% | 12.15 | 0.42 | 0.80% | 3.55 | 18,400PCR: 0.00 | 0.00 | 99.00% | 0.00 | 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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