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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 | 13,800PCR: -- | 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% | 0.10 | 0.05 | 99.00% | 1967.75 | 14,000PCR: 4.58 | 13.00 | 3.27% | 0.24 | 29.45 | 24.17% | -0.029 | 0.000 | -1.172 | 3.104 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 1600.00 | 14,200PCR: 16.00 | 12.00 | 3.31% | 0.02 | 2.75 | 21.70% | -0.029 | 0.000 | -1.076 | 3.175 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 14,400PCR: -- | 12.75 | 3.72% | 0.08 | 2.15 | 19.78% | -0.034 | 0.000 | -1.099 | 3.558 | Login To Trade |
10.840 | -5.607 | 0.000 | 0.854 | 33.10% | 0.00 | 0.00 | 44.94% | 1625.00 | 14,500PCR: 90.50 | 16.00 | 4.90% | 0.36 | 8.50 | 19.97% | -0.045 | 0.000 | -1.407 | 4.508 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 14,600PCR: -- | 15.15 | 4.55% | 0.08 | 1.50 | 18.20% | -0.042 | 0.000 | -1.215 | 4.271 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 14,700PCR: -- | 22.45 | 6.15% | 0.01 | 1.75 | 18.59% | -0.058 | 0.000 | -1.601 | 5.514 | Login To Trade |
14.008 | -8.005 | 0.000 | 0.780 | 36.58% | 0.00 | 0.00 | 42.62% | 1430.00 | 14,800PCR: 1,146.00 | 26.20 | 7.08% | 1.15 | 96.85 | 18.04% | -0.068 | 0.000 | -1.755 | 6.229 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 14,900PCR: -- | 96.45 | 15.01% | 0.00 | 0.00 | 24.52% | -0.154 | 0.000 | -4.309 | 11.247 | Login To Trade |
8.425 | -2.302 | 0.000 | 0.898 | 17.49% | 1.65 | 0.06 | 47.00% | 1040.00 | 15,000PCR: 39.19 | 41.95 | 10.28% | 2.53 | 203.65 | 17.65% | -0.103 | 0.000 | -2.345 | 8.500 | Login To Trade |
12.165 | -4.107 | 0.000 | 0.826 | 21.61% | 0.00 | 0.00 | 44.91% | 1000.60 | 15,100PCR: 101.00 | 52.00 | 12.13% | 0.10 | 6.70 | 17.38% | -0.124 | 0.000 | -2.640 | 9.722 | Login To Trade |
14.981 | -6.311 | 0.000 | 0.752 | 26.96% | 0.00 | 0.00 | 42.37% | 995.00 | 15,200PCR: 108.67 | 61.75 | 13.93% | 0.16 | 29.90 | 16.92% | -0.146 | 0.000 | -2.873 | 10.864 | Login To Trade |
15.607 | -6.350 | 0.000 | 0.732 | 26.04% | 0.00 | 0.00 | 41.77% | 910.00 | 15,300PCR: 382.00 | 76.45 | 16.31% | 0.19 | 16.60 | 16.69% | -0.176 | 0.000 | -3.200 | 12.276 | Login To Trade |
13.000 | -3.127 | 0.000 | 0.807 | 15.40% | 0.25 | 0.03 | 44.75% | 682.80 | 15,400PCR: 5.82 | 96.10 | 18.91% | 0.19 | 20.65 | 16.56% | -0.211 | 0.000 | -3.543 | 13.693 | Login To Trade |
14.837 | -3.720 | 0.000 | 0.757 | 16.04% | 7.80 | 0.17 | 43.23% | 615.00 | 15,500PCR: 6.81 | 117.00 | 21.46% | 1.14 | 213.20 | 16.38% | -0.247 | 0.000 | -3.832 | 14.974 | Login To Trade |
16.391 | -4.294 | 0.000 | 0.703 | 16.77% | 0.10 | 0.01 | 41.43% | 552.00 | 15,600PCR: 9.00 | 143.25 | 24.26% | 0.13 | 42.15 | 16.24% | -0.290 | 0.000 | -4.114 | 16.211 | Login To Trade |
17.303 | -4.402 | 0.001 | 0.663 | 16.28% | 2.75 | 0.05 | 40.04% | 480.00 | 15,700PCR: 3.57 | 172.95 | 27.09% | 0.17 | 47.70 | 16.13% | -0.336 | 0.001 | -4.355 | 17.278 | Login To Trade |
18.184 | -4.750 | 0.001 | 0.609 | 16.72% | 25.35 | 0.13 | 37.97% | 423.40 | 15,800PCR: 2.76 | 209.70 | 29.87% | 0.36 | 105.70 | 15.99% | -0.385 | 0.001 | -4.524 | 18.108 | Login To Trade |
18.672 | -4.797 | 0.001 | 0.562 | 16.44% | 136.10 | 0.25 | 36.07% | 364.00 | 15,900PCR: 1.18 | 251.15 | 32.59% | 0.29 | 165.65 | 15.92% | -0.436 | 0.001 | -4.643 | 18.661 | Login To Trade |
18.896 | -4.804 | 0.001 | 0.511 | 16.27% | 335.80 | 1.13 | 33.82% | 309.00 | 16,000PCR: 0.65 | 297.55 | 35.16% | 0.74 | 197.95 | 15.95% | -0.489 | 0.001 | -4.710 | 18.896 | Login To Trade |
18.809 | -4.825 | 0.001 | 0.460 | 16.42% | 125.60 | 0.37 | 31.39% | 265.80 | 16,100PCR: 0.83 | 350.15 | 37.53% | 0.31 | 53.95 | 15.78% | -0.542 | 0.001 | -4.634 | 18.797 | Login To Trade |
18.423 | -4.735 | 0.001 | 0.410 | 16.45% | 123.60 | 0.96 | 28.85% | 224.10 | 16,200PCR: 0.21 | 411.15 | 39.76% | 0.20 | 24.80 | 15.78% | -0.596 | 0.001 | -4.522 | 18.345 | Login To Trade |
17.741 | -4.526 | 0.001 | 0.361 | 16.33% | 81.05 | 0.42 | 26.16% | 185.25 | 16,300PCR: 0.22 | 465.00 | 41.70% | 0.09 | 1.60 | 15.35% | -0.649 | 0.001 | -4.215 | 17.574 | Login To Trade |
16.852 | -4.327 | 0.001 | 0.316 | 16.43% | 53.20 | 0.19 | 23.54% | 156.15 | 16,400PCR: 0.12 | 526.70 | 43.56% | 0.02 | 0.05 | 14.91% | -0.703 | 0.001 | -3.821 | 16.401 | Login To Trade |
15.818 | -4.107 | 0.000 | 0.275 | 16.62% | 289.10 | 1.96 | 21.01% | 130.15 | 16,500PCR: 0.13 | 615.00 | 44.66% | 0.25 | 2.70 | 15.84% | -0.735 | 0.000 | -3.839 | 15.513 | Login To Trade |
14.582 | -3.783 | 0.000 | 0.236 | 16.60% | 44.25 | 0.12 | 18.43% | 106.00 | 16,600PCR: 0.20 | 716.40 | 45.40% | 0.02 | 2.95 | 17.31% | -0.756 | 0.000 | -4.018 | 14.856 | Login To Trade |
13.276 | -3.452 | 0.000 | 0.200 | 16.64% | 60.20 | 0.32 | 16.00% | 86.20 | 16,700PCR: 0.01 | 786.05 | 46.54% | 0.00 | 0.20 | 16.85% | -0.797 | 0.000 | -3.529 | 13.402 | Login To Trade |
12.015 | -3.171 | 0.000 | 0.171 | 16.89% | 33.10 | 0.19 | 13.86% | 71.35 | 16,800PCR: 0.01 | 846.00 | 48.24% | 0.00 | 0.20 | 14.52% | -0.868 | 0.000 | -2.303 | 10.151 | Login To Trade |
10.797 | -2.868 | 0.000 | 0.145 | 17.00% | 16.05 | 0.16 | 11.95% | 58.65 | 16,900PCR: 0.01 | 932.20 | 48.83% | 0.00 | 0.20 | 14.61% | -0.892 | 0.000 | -2.003 | 8.773 | Login To Trade |
9.459 | -2.510 | 0.000 | 0.120 | 16.98% | 201.60 | 1.33 | 10.01% | 46.45 | 17,000PCR: 0.03 | 1013.90 | 49.87% | 0.04 | 0.15 | 12.50% | -0.948 | 0.000 | -0.991 | 5.075 | Login To Trade |
8.362 | -2.246 | 0.000 | 0.101 | 17.19% | 20.55 | 0.06 | 8.50% | 38.10 | 17,100PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
7.183 | -1.937 | 0.000 | 0.082 | 17.26% | 46.20 | 0.29 | 7.00% | 29.95 | 17,200PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 17,300PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
5.354 | -1.469 | 0.000 | 0.056 | 17.56% | 75.85 | 0.54 | 4.83% | 19.50 | 17,400PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
3.935 | -1.101 | 0.000 | 0.038 | 17.91% | 15.10 | 0.54 | 3.30% | 12.75 | 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 |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 17,800PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
2.529 | -0.773 | 0.000 | 0.022 | 19.56% | 23.50 | 0.40 | 1.92% | 7.60 | 18,000PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.922 | -0.603 | 0.000 | 0.016 | 20.08% | 5.50 | 0.04 | 1.38% | 5.40 | 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 |
2.155 | -0.751 | 0.000 | 0.019 | 22.31% | 7.25 | 0.05 | 1.56% | 7.00 | 18,400PCR: 0.01 | 2400.00 | 51.03% | 0.00 | 0.00 | 18.92% | -0.993 | 0.000 | -0.268 | 0.907 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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