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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 | 920PCR: -- | 0.05 | 0.01% | 0.09 | 16.80 | 62.50% | -0.000 | 0.000 | -0.003 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 960PCR: -- | 0.10 | 0.29% | 0.25 | 0.00 | 70.31% | -0.002 | 0.000 | -0.079 | 0.009 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 980PCR: -- | 0.20 | 0.67% | 0.23 | 9.45 | 70.31% | -0.005 | 0.000 | -0.169 | 0.019 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.14 | 99.00% | 166.00 | 1,000PCR: 7.31 | 0.25 | 1.04% | 1.00 | 6.30 | 66.41% | -0.009 | 0.000 | -0.242 | 0.029 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 131.40 | 1,020PCR: 12.60 | 0.20 | 0.99% | 0.33 | 5.78 | 58.59% | -0.008 | 0.000 | -0.208 | 0.028 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.53 | 0.23 | 99.00% | 124.15 | 1,040PCR: 2.39 | 0.15 | 0.63% | 0.55 | 43.05 | 46.88% | -0.005 | 0.000 | -0.114 | 0.019 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.21 | 99.00% | 105.00 | 1,060PCR: 2.90 | 0.30 | 1.59% | 0.61 | 21.00 | 46.88% | -0.014 | 0.001 | -0.263 | 0.045 | Login To Trade |
0.209 | -1.688 | 0.002 | 0.904 | 64.45% | 3.15 | 0.51 | 46.80% | 100.50 | 1,080PCR: 4.18 | 0.35 | 2.09% | 2.15 | 184.80 | 40.04% | -0.019 | 0.001 | -0.289 | 0.058 | Login To Trade |
0.120 | -0.588 | 0.002 | 0.953 | 39.06% | 34.65 | 1.32 | 48.44% | 78.00 | 1,100PCR: 2.81 | 0.60 | 3.76% | 3.71 | 278.25 | 36.13% | -0.036 | 0.002 | -0.437 | 0.097 | Login To Trade |
0.208 | -0.954 | 0.004 | 0.905 | 36.62% | 59.85 | 1.11 | 47.47% | 58.80 | 1,120PCR: 3.27 | 0.95 | 5.80% | 3.63 | 641.55 | 30.27% | -0.057 | 0.003 | -0.536 | 0.142 | Login To Trade |
0.264 | -0.920 | 0.006 | 0.867 | 27.83% | 309.75 | 1.81 | 46.75% | 38.70 | 1,140PCR: 2.67 | 1.85 | 10.78% | 4.84 | 1,623.83 | 25.39% | -0.113 | 0.006 | -0.751 | 0.237 | Login To Trade |
0.374 | -0.935 | 0.012 | 0.771 | 20.02% | 1,000.65 | 1.60 | 44.20% | 20.50 | 1,160PCR: 1.65 | 4.65 | 21.70% | 2.64 | 1,263.68 | 23.19% | -0.260 | 0.011 | -1.160 | 0.400 | Login To Trade |
0.488 | -1.297 | 0.015 | 0.456 | 21.24% | 3,962.70 | 2.73 | 31.81% | 8.75 | 1,180PCR: 0.72 | 11.40 | 36.24% | 1.96 | 668.85 | 21.73% | -0.527 | 0.015 | -1.333 | 0.491 | Login To Trade |
0.363 | -1.020 | 0.011 | 0.218 | 22.46% | 5,954.55 | 9.06 | 17.81% | 3.30 | 1,200PCR: 0.14 | 25.45 | 46.68% | 1.27 | 151.20 | 19.53% | -0.828 | 0.011 | -0.768 | 0.315 | Login To Trade |
0.172 | -0.493 | 0.005 | 0.074 | 22.95% | 2,615.03 | 3.91 | 6.62% | 0.85 | 1,220PCR: 0.27 | 104.30 | 40.73% | 1.06 | 0.00 | 164.06% | -0.545 | 0.002 | -10.030 | 0.489 | Login To Trade |
0.084 | -0.276 | 0.002 | 0.030 | 26.37% | 836.85 | 2.23 | 2.74% | 0.60 | 1,240PCR: 0.03 | 74.05 | 46.05% | 0.06 | 0.00 | 66.16% | -0.764 | 0.004 | -3.135 | 0.379 | Login To Trade |
0.074 | -0.306 | 0.002 | 0.026 | 33.20% | 159.60 | 1.08 | 2.32% | 0.40 | 1,260PCR: 0.15 | 96.00 | 46.24% | 0.16 | 0.53 | 86.43% | -0.755 | 0.003 | -4.189 | 0.388 | Login To Trade |
0.049 | -0.229 | 0.001 | 0.016 | 37.11% | 142.80 | 1.17 | 1.43% | 0.30 | 1,280PCR: 0.08 | 102.00 | 99.00% | 0.09 | 1.05 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.047 | -0.251 | 0.001 | 0.015 | 42.97% | 127.58 | 2.79 | 1.32% | 0.30 | 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 |
0.020 | -0.107 | 0.000 | 0.006 | 42.97% | 2.63 | 0.46 | 0.50% | 0.10 | 1,320PCR: 0.10 | 178.65 | 46.62% | 0.05 | 0.00 | 175.54% | -0.699 | 0.002 | -9.423 | 0.429 | Login To Trade |
0.022 | -0.148 | 0.000 | 0.006 | 54.69% | 0.53 | 0.89 | 0.53% | 0.10 | 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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