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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: -- | 2.00 | 0.68% | 0.02 | 1.40 | 49.80% | -0.006 | 0.000 | -1.254 | 0.353 | Login To Trade |
2.343 | -12.064 | 0.000 | 0.948 | 72.08% | 0.10 | 0.01 | 47.11% | 2354.00 | 13,600PCR: 23.40 | 1.50 | 0.57% | 0.12 | 48.65 | 44.43% | -0.005 | 0.000 | -0.980 | 0.309 | Login To Trade |
4.111 | -25.819 | 0.000 | 0.891 | 87.94% | 0.00 | 0.00 | 45.39% | 2225.00 | 13,800PCR: 137.00 | 1.40 | 0.57% | 0.07 | 14.55 | 40.28% | -0.005 | 0.000 | -0.891 | 0.310 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.06 | 99.00% | 1870.00 | 14,000PCR: 8.12 | 1.55 | 0.67% | 0.52 | 59.40 | 37.11% | -0.006 | 0.000 | -0.965 | 0.364 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 14,200PCR: -- | 1.65 | 0.76% | 0.33 | 38.60 | 33.69% | -0.007 | 0.000 | -0.999 | 0.415 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 14,300PCR: -- | 1.65 | 0.78% | 0.00 | 0.10 | 31.74% | -0.007 | 0.000 | -0.967 | 0.427 | Login To Trade |
7.009 | -61.541 | 0.000 | 0.750 | 122.94% | 0.00 | 0.00 | 40.28% | 1960.00 | 14,400PCR: 142.00 | 2.30 | 1.13% | 0.14 | 24.65 | 31.37% | -0.010 | 0.000 | -1.336 | 0.596 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 1159.05 | 14,500PCR: 51.00 | 2.50 | 1.22% | 0.23 | 9.95 | 29.66% | -0.011 | 0.000 | -1.358 | 0.641 | Login To Trade |
1.990 | -5.223 | 0.000 | 0.958 | 36.74% | 0.00 | 0.00 | 48.28% | 1332.25 | 14,600PCR: 487.50 | 3.30 | 1.60% | 0.49 | 43.45 | 28.81% | -0.015 | 0.000 | -1.686 | 0.820 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 776.40 | 14,700PCR: 278.60 | 4.55 | 2.14% | 0.70 | 44.50 | 28.08% | -0.020 | 0.000 | -2.125 | 1.060 | Login To Trade |
1.796 | -3.829 | 0.000 | 0.963 | 29.85% | 0.05 | 0.01 | 48.57% | 1128.00 | 14,800PCR: 117.07 | 5.50 | 2.62% | 0.82 | 65.20 | 26.86% | -0.025 | 0.000 | -2.439 | 1.272 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 768.60 | 14,900PCR: 15.91 | 7.70 | 3.51% | 0.18 | 14.45 | 26.25% | -0.033 | 0.000 | -3.072 | 1.639 | Login To Trade |
3.072 | -6.581 | 0.000 | 0.926 | 30.00% | 3.20 | 0.14 | 47.85% | 940.00 | 15,000PCR: 9.73 | 9.60 | 4.38% | 1.39 | 126.95 | 24.96% | -0.042 | 0.000 | -3.543 | 1.987 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.10 | 0.02 | 99.00% | 760.25 | 15,100PCR: 12.77 | 11.90 | 5.60% | 0.25 | 41.00 | 23.93% | -0.055 | 0.000 | -4.195 | 2.455 | Login To Trade |
3.557 | -6.357 | 0.000 | 0.911 | 25.02% | 0.40 | 0.06 | 47.64% | 739.10 | 15,200PCR: 11.29 | 14.95 | 6.86% | 0.64 | 63.85 | 22.49% | -0.069 | 0.000 | -4.687 | 2.917 | Login To Trade |
4.952 | -9.574 | 0.000 | 0.858 | 27.07% | 1.55 | 0.13 | 46.32% | 660.00 | 15,300PCR: 5.11 | 19.70 | 8.74% | 0.65 | 90.80 | 21.33% | -0.090 | 0.000 | -5.440 | 3.571 | Login To Trade |
5.908 | -11.544 | 0.000 | 0.814 | 27.36% | 12.55 | 0.22 | 45.13% | 580.55 | 15,400PCR: 3.55 | 26.70 | 11.15% | 0.79 | 150.85 | 20.19% | -0.118 | 0.000 | -6.274 | 4.351 | Login To Trade |
5.503 | -7.803 | 0.001 | 0.834 | 19.85% | 35.40 | 0.78 | 45.88% | 451.25 | 15,500PCR: 2.15 | 35.60 | 14.36% | 1.67 | 295.30 | 19.10% | -0.158 | 0.001 | -7.241 | 5.306 | Login To Trade |
6.359 | -8.171 | 0.001 | 0.789 | 17.99% | 68.00 | 0.52 | 44.72% | 358.80 | 15,600PCR: 0.91 | 49.00 | 18.40% | 0.47 | 181.90 | 18.13% | -0.211 | 0.001 | -8.256 | 6.377 | Login To Trade |
7.565 | -9.770 | 0.001 | 0.708 | 18.08% | 151.80 | 0.35 | 42.16% | 287.00 | 15,700PCR: 1.67 | 69.75 | 23.27% | 0.58 | 268.25 | 17.29% | -0.284 | 0.001 | -9.216 | 7.463 | Login To Trade |
8.396 | -10.515 | 0.001 | 0.619 | 17.53% | 441.90 | 0.99 | 38.96% | 216.45 | 15,800PCR: 0.97 | 99.00 | 28.86% | 0.96 | 478.55 | 16.94% | -0.377 | 0.001 | -10.127 | 8.371 | Login To Trade |
8.783 | -10.870 | 0.001 | 0.516 | 17.33% | 650.55 | 0.66 | 34.65% | 156.20 | 15,900PCR: 0.87 | 139.50 | 34.28% | 0.58 | 371.35 | 16.43% | -0.483 | 0.001 | -10.309 | 8.783 | Login To Trade |
8.580 | -10.633 | 0.001 | 0.413 | 17.35% | 1,229.70 | 3.21 | 29.60% | 112.60 | 16,000PCR: 0.49 | 191.10 | 39.03% | 1.57 | 303.30 | 16.20% | -0.593 | 0.001 | -9.899 | 8.553 | Login To Trade |
7.834 | -9.700 | 0.001 | 0.316 | 17.33% | 429.85 | 1.28 | 24.12% | 76.95 | 16,100PCR: 0.11 | 260.65 | 42.57% | 0.14 | 38.05 | 16.83% | -0.688 | 0.001 | -9.375 | 7.799 | Login To Trade |
6.793 | -8.637 | 0.001 | 0.236 | 17.80% | 360.90 | 1.00 | 19.03% | 53.70 | 16,200PCR: 0.17 | 333.30 | 45.08% | 0.17 | 23.20 | 17.20% | -0.766 | 0.001 | -8.303 | 6.760 | Login To Trade |
5.781 | -7.756 | 0.001 | 0.180 | 18.78% | 310.35 | 1.36 | 15.02% | 39.95 | 16,300PCR: 0.24 | 410.55 | 47.48% | 0.32 | 5.50 | 16.17% | -0.854 | 0.001 | -5.835 | 5.051 | Login To Trade |
4.881 | -6.937 | 0.001 | 0.139 | 19.90% | 227.85 | 1.85 | 11.90% | 30.65 | 16,400PCR: 0.12 | 499.55 | 48.57% | 0.22 | 2.15 | 16.75% | -0.899 | 0.001 | -4.674 | 3.906 | Login To Trade |
4.013 | -5.939 | 0.000 | 0.105 | 20.72% | 455.75 | 4.02 | 9.19% | 22.70 | 16,500PCR: 0.06 | 591.80 | 49.56% | 0.26 | 6.05 | 15.99% | -0.947 | 0.000 | -2.721 | 2.383 | Login To Trade |
3.292 | -5.073 | 0.000 | 0.081 | 21.58% | 94.70 | 1.42 | 7.13% | 17.00 | 16,600PCR: 0.05 | 738.75 | 47.44% | 0.07 | 0.00 | 30.27% | -0.836 | 0.000 | -11.768 | 5.443 | Login To Trade |
2.763 | -4.481 | 0.000 | 0.064 | 22.71% | 89.65 | 0.79 | 5.72% | 13.00 | 16,700PCR: 0.05 | 782.45 | 99.00% | 0.04 | 1.10 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
2.244 | -3.767 | 0.000 | 0.049 | 23.50% | 96.25 | 0.69 | 4.42% | 10.35 | 16,800PCR: 0.03 | 1038.00 | 46.01% | 0.02 | 0.00 | 52.19% | -0.761 | 0.000 | -25.475 | 6.835 | Login To Trade |
1.981 | -3.515 | 0.000 | 0.042 | 24.84% | 47.85 | 0.39 | 3.78% | 9.25 | 16,900PCR: 0.02 | 1000.00 | 49.72% | 0.01 | 0.10 | 27.74% | -0.939 | 0.000 | -5.304 | 2.677 | Login To Trade |
1.727 | -3.230 | 0.000 | 0.036 | 26.18% | 220.70 | 3.87 | 3.19% | 8.00 | 17,000PCR: 0.02 | 1034.35 | 99.00% | 0.08 | 0.10 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.478 | -2.866 | 0.000 | 0.029 | 27.16% | 71.80 | 0.61 | 2.64% | 6.75 | 17,100PCR: 0.01 | 1292.20 | 47.81% | 0.00 | 0.00 | 53.53% | -0.824 | 0.000 | -21.798 | 5.702 | Login To Trade |
1.254 | -2.525 | 0.000 | 0.024 | 28.20% | 34.90 | 0.42 | 2.16% | 5.35 | 17,200PCR: 0.01 | 1714.15 | 45.11% | 0.00 | 0.00 | 102.54% | -0.682 | 0.000 | -57.551 | 7.859 | Login To Trade |
1.129 | -2.372 | 0.000 | 0.021 | 29.42% | 22.45 | 0.36 | 1.90% | 5.05 | 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 |
1.072 | -2.374 | 0.000 | 0.020 | 31.01% | 9.35 | 0.12 | 1.78% | 5.00 | 17,400PCR: 0.05 | 1933.00 | 45.68% | 0.01 | 0.00 | 111.68% | -0.691 | 0.000 | -61.961 | 7.768 | Login To Trade |
0.979 | -2.262 | 0.000 | 0.018 | 32.35% | 65.10 | 0.88 | 1.59% | 4.65 | 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 |
0.872 | -2.088 | 0.000 | 0.016 | 33.51% | 19.10 | 0.26 | 1.39% | 4.10 | 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 |
0.678 | -1.708 | 0.000 | 0.012 | 35.28% | 33.65 | 0.21 | 1.03% | 3.10 | 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 |
0.515 | -1.357 | 0.000 | 0.009 | 36.87% | 66.30 | 0.73 | 0.74% | 2.25 | 18,000PCR: 0.00 | 2540.00 | 47.24% | 0.00 | 0.00 | 131.45% | -0.721 | 0.000 | -69.612 | 7.415 | Login To Trade |
0.236 | -0.602 | 0.000 | 0.004 | 35.64% | 23.70 | 0.67 | 0.31% | 0.85 | 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 |
0.197 | -0.528 | 0.000 | 0.003 | 37.60% | 7.35 | 0.40 | 0.25% | 0.70 | 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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