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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% | 0.00 | 0.05 | 99.00% | 2100.00 | 14,000PCR: 5.03 | 3.50 | 1.05% | 0.27 | 7.65 | 32.35% | -0.009 | 0.000 | -0.781 | 0.869 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 1600.00 | 14,200PCR: 11.00 | 3.50 | 1.09% | 0.01 | 0.15 | 29.79% | -0.009 | 0.000 | -0.759 | 0.917 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 14,400PCR: -- | 6.05 | 1.78% | 0.10 | 0.05 | 29.54% | -0.015 | 0.000 | -1.167 | 1.422 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 1625.00 | 14,500PCR: 95.25 | 4.00 | 1.35% | 0.38 | 3.60 | 26.73% | -0.012 | 0.000 | -0.834 | 1.123 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 14,600PCR: -- | 5.65 | 1.81% | 0.05 | 1.65 | 26.73% | -0.016 | 0.000 | -1.083 | 1.459 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 14,700PCR: -- | 8.70 | 2.56% | 0.02 | 0.75 | 27.22% | -0.023 | 0.000 | -1.498 | 1.981 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 1430.00 | 14,800PCR: 1,014.50 | 5.20 | 1.82% | 1.01 | 41.10 | 23.93% | -0.016 | 0.000 | -0.992 | 1.492 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 14,900PCR: -- | 6.50 | 2.24% | 0.12 | 3.30 | 23.50% | -0.020 | 0.000 | -1.171 | 1.794 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.20 | 0.07 | 99.00% | 1525.00 | 15,000PCR: 28.13 | 7.45 | 2.57% | 2.00 | 93.30 | 22.77% | -0.023 | 0.000 | -1.286 | 2.033 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 1040.75 | 15,100PCR: 56.67 | 8.55 | 3.12% | 0.09 | 3.85 | 22.25% | -0.029 | 0.000 | -1.491 | 2.413 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 995.00 | 15,200PCR: 272.00 | 9.80 | 3.42% | 0.41 | 37.35 | 21.12% | -0.032 | 0.000 | -1.538 | 2.622 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 977.15 | 15,300PCR: 55.69 | 12.00 | 4.21% | 0.36 | 31.95 | 20.66% | -0.040 | 0.000 | -1.804 | 3.143 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 886.65 | 15,400PCR: 13.25 | 15.20 | 5.14% | 0.35 | 66.05 | 20.08% | -0.049 | 0.000 | -2.086 | 3.739 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 1.65 | 0.15 | 99.00% | 1030.00 | 15,500PCR: 7.98 | 19.35 | 6.23% | 1.22 | 237.70 | 19.59% | -0.060 | 0.000 | -2.401 | 4.412 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.10 | 0.01 | 99.00% | 818.00 | 15,600PCR: 23.96 | 24.10 | 7.62% | 0.34 | 76.55 | 19.09% | -0.075 | 0.000 | -2.771 | 5.226 | Login To Trade |
4.314 | -1.859 | 0.000 | 0.941 | 15.52% | 4.15 | 0.06 | 48.29% | 874.60 | 15,700PCR: 8.56 | 29.85 | 9.21% | 0.51 | 114.50 | 18.45% | -0.093 | 0.000 | -3.137 | 6.121 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 1.15 | 0.13 | 99.00% | 738.20 | 15,800PCR: 5.27 | 38.70 | 11.16% | 0.69 | 150.10 | 18.10% | -0.115 | 0.000 | -3.599 | 7.160 | Login To Trade |
6.106 | -2.392 | 0.000 | 0.907 | 14.10% | 1.75 | 0.18 | 47.63% | 700.00 | 15,900PCR: 3.56 | 48.90 | 13.37% | 0.64 | 125.75 | 17.58% | -0.142 | 0.000 | -4.040 | 8.273 | Login To Trade |
9.071 | -4.054 | 0.000 | 0.837 | 16.09% | 61.20 | 0.62 | 45.79% | 611.50 | 16,000PCR: 3.45 | 60.35 | 15.97% | 2.14 | 620.45 | 17.11% | -0.175 | 0.000 | -4.508 | 9.487 | Login To Trade |
10.213 | -4.359 | 0.001 | 0.803 | 15.37% | 65.20 | 0.56 | 44.89% | 531.40 | 16,100PCR: 1.33 | 75.05 | 18.90% | 0.75 | 178.40 | 16.65% | -0.215 | 0.001 | -4.970 | 10.743 | Login To Trade |
11.651 | -4.914 | 0.001 | 0.752 | 15.18% | 171.45 | 1.49 | 43.37% | 450.00 | 16,200PCR: 1.21 | 95.45 | 22.07% | 1.80 | 339.80 | 16.15% | -0.261 | 0.001 | -5.362 | 11.952 | Login To Trade |
12.834 | -5.179 | 0.001 | 0.698 | 14.53% | 309.80 | 1.33 | 41.64% | 370.50 | 16,300PCR: 0.73 | 121.15 | 25.59% | 0.97 | 363.30 | 15.81% | -0.316 | 0.001 | -5.747 | 13.088 | Login To Trade |
13.904 | -5.600 | 0.001 | 0.629 | 14.50% | 494.55 | 1.14 | 39.14% | 305.00 | 16,400PCR: 0.76 | 152.00 | 29.13% | 0.87 | 409.50 | 15.34% | -0.377 | 0.001 | -5.955 | 13.976 | Login To Trade |
14.531 | -5.797 | 0.001 | 0.556 | 14.36% | 1,222.70 | 2.65 | 36.21% | 243.00 | 16,500PCR: 0.52 | 192.00 | 32.74% | 1.38 | 562.65 | 15.12% | -0.446 | 0.001 | -6.108 | 14.542 | Login To Trade |
14.659 | -5.813 | 0.001 | 0.480 | 14.27% | 467.50 | 0.65 | 32.80% | 194.90 | 16,600PCR: 0.47 | 240.95 | 36.13% | 0.31 | 83.90 | 15.22% | -0.517 | 0.001 | -6.199 | 14.662 | Login To Trade |
14.269 | -5.682 | 0.001 | 0.406 | 14.34% | 497.05 | 0.53 | 29.06% | 152.60 | 16,700PCR: 0.22 | 296.60 | 39.15% | 0.12 | 35.85 | 15.11% | -0.589 | 0.001 | -6.004 | 14.308 | Login To Trade |
13.414 | -5.347 | 0.001 | 0.336 | 14.35% | 445.00 | 0.42 | 25.12% | 115.40 | 16,800PCR: 0.07 | 358.95 | 41.74% | 0.03 | 4.70 | 15.01% | -0.658 | 0.001 | -5.637 | 13.516 | Login To Trade |
12.222 | -4.913 | 0.001 | 0.273 | 14.47% | 303.10 | 0.44 | 21.24% | 89.00 | 16,900PCR: 0.02 | 438.00 | 43.76% | 0.01 | 0.90 | 15.50% | -0.716 | 0.001 | -5.367 | 12.463 | Login To Trade |
10.873 | -4.447 | 0.001 | 0.219 | 14.72% | 751.90 | 1.94 | 17.68% | 67.00 | 17,000PCR: 0.07 | 510.00 | 45.38% | 0.14 | 13.75 | 15.53% | -0.768 | 0.001 | -4.843 | 11.223 | Login To Trade |
9.428 | -3.908 | 0.001 | 0.173 | 14.92% | 197.65 | 0.27 | 14.40% | 50.35 | 17,100PCR: 0.00 | 856.50 | 42.16% | 0.00 | 0.00 | 36.58% | -0.638 | 0.000 | -14.002 | 13.783 | Login To Trade |
8.080 | -3.421 | 0.000 | 0.137 | 15.24% | 167.95 | 0.40 | 11.66% | 37.55 | 17,200PCR: 0.00 | 707.90 | 46.65% | 0.00 | 0.20 | 19.10% | -0.806 | 0.000 | -5.362 | 10.104 | Login To Trade |
6.675 | -2.849 | 0.000 | 0.105 | 15.37% | 41.20 | 0.12 | 9.07% | 27.25 | 17,300PCR: 0.01 | 878.75 | 45.48% | 0.00 | 0.15 | 27.46% | -0.752 | 0.000 | -8.880 | 11.643 | Login To Trade |
5.533 | -2.404 | 0.000 | 0.081 | 15.64% | 108.95 | 0.45 | 7.13% | 20.95 | 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 |
4.712 | -2.131 | 0.000 | 0.066 | 16.28% | 11.60 | 0.06 | 5.82% | 17.00 | 17,500PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
3.844 | -1.769 | 0.000 | 0.051 | 16.57% | 66.95 | 0.83 | 4.52% | 12.45 | 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 | 17,700PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
2.863 | -1.415 | 0.000 | 0.035 | 17.79% | 8.70 | 0.05 | 3.14% | 9.05 | 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 |
2.268 | -1.206 | 0.000 | 0.027 | 19.13% | 103.85 | 0.84 | 2.36% | 8.00 | 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 |
1.975 | -1.149 | 0.000 | 0.023 | 20.94% | 5.50 | 0.10 | 1.99% | 6.35 | 18,200PCR: 0.03 | 1704.15 | 49.35% | 0.00 | 2.90 | 34.21% | -0.885 | 0.000 | -6.773 | 7.128 | Login To Trade |
1.703 | -1.065 | 0.000 | 0.019 | 22.52% | 8.40 | 0.17 | 1.65% | 5.65 | 18,400PCR: 0.00 | 2400.00 | 46.14% | 0.00 | 0.00 | 82.68% | -0.685 | 0.000 | -30.024 | 13.074 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 18,600PCR: -- | 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 | 18,800PCR: -- | 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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