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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: -- | 0.00 | 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 | 960PCR: -- | 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 | 980PCR: -- | 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 | 1,000PCR: -- | 3.00 | 8.60% | 0.99 | 187.43 | 35.89% | -0.081 | 0.002 | -0.403 | 0.337 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,020PCR: -- | 5.05 | 12.62% | 0.39 | 72.98 | 35.16% | -0.126 | 0.003 | -0.543 | 0.463 | Login To Trade |
0.794 | -1.913 | 0.002 | 0.686 | 72.27% | 0.00 | 0.03 | 38.62% | 100.20 | 1,040PCR: 19.67 | 7.90 | 17.20% | 0.62 | 142.80 | 34.18% | -0.183 | 0.004 | -0.675 | 0.593 | Login To Trade |
0.737 | -0.843 | 0.004 | 0.732 | 34.30% | 20.48 | 0.20 | 41.95% | 57.00 | 1,060PCR: 4.55 | 12.80 | 23.41% | 0.91 | 106.58 | 34.42% | -0.268 | 0.004 | -0.847 | 0.738 | Login To Trade |
0.833 | -0.912 | 0.005 | 0.645 | 32.84% | 22.05 | 0.19 | 38.97% | 43.00 | 1,080PCR: 4.50 | 18.25 | 28.91% | 0.85 | 165.90 | 32.17% | -0.359 | 0.005 | -0.897 | 0.836 | Login To Trade |
0.889 | -0.994 | 0.005 | 0.535 | 33.51% | 184.28 | 1.25 | 34.41% | 31.90 | 1,100PCR: 1.27 | 27.10 | 34.48% | 1.60 | 518.18 | 32.59% | -0.465 | 0.005 | -0.966 | 0.889 | Login To Trade |
0.877 | -0.974 | 0.005 | 0.425 | 33.33% | 573.30 | 2.21 | 29.16% | 22.65 | 1,120PCR: 1.37 | 37.20 | 39.16% | 3.02 | 686.70 | 32.10% | -0.571 | 0.005 | -0.941 | 0.879 | Login To Trade |
0.808 | -0.888 | 0.005 | 0.328 | 32.96% | 681.45 | 2.28 | 23.81% | 15.40 | 1,140PCR: 0.44 | 50.60 | 43.17% | 1.00 | 127.58 | 32.10% | -0.677 | 0.005 | -0.859 | 0.803 | Login To Trade |
0.697 | -0.777 | 0.004 | 0.241 | 33.45% | 330.75 | 2.18 | 18.35% | 10.35 | 1,160PCR: 0.62 | 65.50 | 46.31% | 1.34 | 22.58 | 30.52% | -0.779 | 0.004 | -0.676 | 0.664 | Login To Trade |
0.574 | -0.644 | 0.003 | 0.173 | 33.69% | 291.90 | 2.27 | 13.71% | 6.80 | 1,180PCR: 0.86 | 82.90 | 47.72% | 1.96 | 23.10 | 33.81% | -0.826 | 0.003 | -0.649 | 0.576 | Login To Trade |
0.456 | -0.523 | 0.003 | 0.123 | 34.42% | 778.05 | 6.54 | 9.95% | 4.70 | 1,200PCR: 0.33 | 99.65 | 49.06% | 2.18 | 8.93 | 33.69% | -0.880 | 0.003 | -0.502 | 0.447 | Login To Trade |
0.351 | -0.411 | 0.002 | 0.086 | 35.16% | 432.60 | 4.77 | 7.04% | 3.10 | 1,220PCR: 0.22 | 79.25 | 99.00% | 1.06 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.269 | -0.324 | 0.002 | 0.061 | 36.13% | 207.90 | 2.28 | 4.99% | 2.25 | 1,240PCR: 0.04 | 94.95 | 99.00% | 0.09 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.220 | -0.280 | 0.001 | 0.047 | 38.09% | 106.05 | 1.06 | 3.86% | 1.65 | 1,260PCR: 0.28 | 158.55 | 50.60% | 0.29 | 1.58 | 41.75% | -0.936 | 0.001 | -0.392 | 0.281 | Login To Trade |
0.176 | -0.232 | 0.001 | 0.036 | 39.55% | 49.35 | 0.97 | 2.91% | 1.25 | 1,280PCR: 0.18 | 132.60 | 99.00% | 0.17 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.153 | -0.215 | 0.001 | 0.030 | 41.99% | 104.48 | 3.79 | 2.43% | 1.05 | 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 |
0.132 | -0.194 | 0.001 | 0.025 | 43.95% | 15.75 | 0.61 | 2.01% | 0.90 | 1,320PCR: 0.08 | 178.65 | 99.00% | 0.05 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.090 | -0.141 | 0.000 | 0.016 | 46.88% | 9.98 | 0.77 | 1.25% | 0.60 | 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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