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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 | 1,000PCR: -- | 1.40 | 4.15% | 0.32 | 36.75 | 31.49% | -0.036 | 0.001 | -0.151 | 0.239 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,020PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.002 | -1.603 | 0.001 | 0.729 | 79.96% | 0.00 | 0.02 | 38.71% | 160.85 | 1,040PCR: 35.33 | 3.75 | 9.21% | 0.56 | 69.83 | 30.52% | -0.086 | 0.002 | -0.291 | 0.477 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,060PCR: -- | 5.95 | 12.77% | 0.22 | 49.35 | 30.40% | -0.126 | 0.002 | -0.381 | 0.627 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,080PCR: -- | 8.10 | 16.85% | 1.02 | 136.50 | 29.54% | -0.176 | 0.003 | -0.463 | 0.783 | Login To Trade |
0.873 | -0.439 | 0.004 | 0.790 | 25.15% | 26.25 | 0.26 | 43.84% | 66.85 | 1,100PCR: 3.22 | 13.00 | 21.63% | 0.83 | 254.63 | 29.17% | -0.240 | 0.004 | -0.550 | 0.942 | Login To Trade |
1.073 | -0.575 | 0.004 | 0.686 | 26.79% | 6.83 | 0.03 | 40.37% | 52.95 | 1,120PCR: 34.00 | 18.10 | 26.81% | 0.89 | 148.05 | 28.93% | -0.319 | 0.004 | -0.626 | 1.082 | Login To Trade |
1.173 | -0.663 | 0.004 | 0.596 | 28.26% | 101.33 | 0.38 | 36.86% | 43.35 | 1,140PCR: 1.61 | 26.35 | 31.67% | 0.61 | 518.70 | 28.69% | -0.405 | 0.004 | -0.674 | 1.174 | Login To Trade |
1.208 | -0.680 | 0.005 | 0.503 | 28.14% | 453.08 | 1.20 | 32.82% | 32.80 | 1,160PCR: 1.25 | 35.60 | 36.34% | 1.50 | 838.95 | 28.08% | -0.501 | 0.005 | -0.678 | 1.208 | Login To Trade |
1.178 | -0.663 | 0.005 | 0.411 | 28.14% | 329.70 | 1.28 | 28.28% | 24.25 | 1,180PCR: 1.62 | 47.00 | 40.07% | 2.07 | 150.15 | 28.32% | -0.588 | 0.004 | -0.668 | 1.179 | Login To Trade |
1.086 | -0.626 | 0.004 | 0.323 | 28.81% | 637.35 | 4.02 | 23.33% | 17.65 | 1,200PCR: 0.56 | 60.25 | 42.96% | 2.26 | 147.53 | 30.03% | -0.663 | 0.004 | -0.665 | 1.107 | Login To Trade |
0.968 | -0.553 | 0.004 | 0.253 | 28.56% | 471.45 | 2.37 | 18.97% | 12.65 | 1,220PCR: 0.45 | 78.10 | 45.12% | 1.07 | 19.95 | 31.62% | -0.724 | 0.004 | -0.640 | 1.013 | Login To Trade |
0.815 | -0.474 | 0.003 | 0.188 | 29.05% | 485.10 | 2.30 | 14.59% | 8.75 | 1,240PCR: 0.04 | 94.95 | 47.08% | 0.09 | 8.93 | 31.49% | -0.791 | 0.003 | -0.547 | 0.869 | Login To Trade |
0.672 | -0.389 | 0.003 | 0.140 | 28.93% | 211.58 | 1.78 | 11.09% | 6.05 | 1,260PCR: 0.17 | 86.55 | 99.00% | 0.30 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.562 | -0.343 | 0.002 | 0.108 | 30.52% | 82.95 | 0.76 | 8.66% | 4.60 | 1,280PCR: 0.18 | 128.50 | 49.63% | 0.14 | 6.30 | 30.03% | -0.896 | 0.002 | -0.328 | 0.547 | Login To Trade |
0.460 | -0.285 | 0.002 | 0.082 | 31.01% | 302.40 | 3.69 | 6.63% | 3.45 | 1,300PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.366 | -0.234 | 0.001 | 0.061 | 31.98% | 29.93 | 0.54 | 4.95% | 2.45 | 1,320PCR: 0.01 | 166.70 | 50.62% | 0.01 | 5.25 | 32.23% | -0.937 | 0.001 | -0.241 | 0.373 | Login To Trade |
0.239 | -0.161 | 0.001 | 0.036 | 33.69% | 56.70 | 0.90 | 2.87% | 1.40 | 1,360PCR: 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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