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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 | 98PCR: -- | 0.25 | 6.44% | 0.20 | 0.00 | 35.16% | -0.057 | 0.011 | -0.023 | 0.034 | Login To Trade |
0.102 | -0.202 | 0.011 | 0.719 | 103.52% | 0.00 | 0.26 | 36.91% | 19.28 | 100PCR: 48.25 | 0.31 | 7.13% | 12.55 | 546.00 | 31.25% | -0.065 | 0.013 | -0.023 | 0.038 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 102PCR: -- | 0.54 | 11.86% | 1.04 | 39.00 | 33.20% | -0.113 | 0.019 | -0.037 | 0.058 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 103PCR: -- | 0.56 | 12.58% | 0.26 | 45.50 | 31.25% | -0.122 | 0.021 | -0.037 | 0.061 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 104PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.102 | -0.107 | 0.020 | 0.720 | 54.69% | 0.00 | 0.65 | 39.72% | 11.25 | 105PCR: 18.20 | 0.86 | 16.30% | 11.83 | 526.50 | 30.27% | -0.168 | 0.028 | -0.044 | 0.076 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 106PCR: -- | 1.03 | 18.16% | 1.69 | 32.50 | 29.30% | -0.194 | 0.031 | -0.047 | 0.083 | Login To Trade |
0.111 | -0.137 | 0.019 | 0.659 | 64.45% | 0.00 | 0.13 | 37.03% | 10.98 | 107PCR: 19.00 | 1.25 | 20.57% | 2.47 | 84.50 | 29.30% | -0.227 | 0.034 | -0.051 | 0.091 | Login To Trade |
0.109 | -0.094 | 0.027 | 0.672 | 44.92% | 0.00 | 1.76 | 38.85% | 8.18 | 108PCR: 5.85 | 1.66 | 24.45% | 10.27 | 182.00 | 31.25% | -0.278 | 0.036 | -0.061 | 0.101 | Login To Trade |
0.115 | -0.127 | 0.022 | 0.625 | 57.62% | 0.00 | 0.07 | 36.20% | 9.02 | 109PCR: 17.00 | 2.06 | 26.69% | 1.11 | 84.50 | 31.25% | -0.317 | 0.038 | -0.065 | 0.107 | Login To Trade |
0.112 | -0.066 | 0.040 | 0.646 | 30.76% | 312.00 | 8.71 | 38.61% | 5.38 | 110PCR: 4.62 | 2.18 | 28.55% | 40.24 | 936.00 | 29.30% | -0.349 | 0.042 | -0.063 | 0.112 | Login To Trade |
0.116 | -0.065 | 0.043 | 0.610 | 29.30% | 110.50 | 0.59 | 37.12% | 4.70 | 111PCR: 3.56 | 2.63 | 31.23% | 2.08 | 110.50 | 30.27% | -0.392 | 0.042 | -0.068 | 0.116 | Login To Trade |
0.119 | -0.069 | 0.043 | 0.562 | 30.27% | 552.50 | 3.64 | 35.45% | 4.13 | 112PCR: 2.30 | 3.02 | 33.37% | 8.39 | 526.50 | 29.30% | -0.437 | 0.045 | -0.067 | 0.119 | Login To Trade |
0.120 | -0.068 | 0.045 | 0.521 | 29.30% | 767.00 | 4.94 | 33.32% | 3.63 | 113PCR: 1.00 | 3.50 | 35.36% | 4.94 | 578.50 | 29.30% | -0.479 | 0.045 | -0.068 | 0.120 | Login To Trade |
0.120 | -0.070 | 0.044 | 0.475 | 30.27% | 812.50 | 10.99 | 31.33% | 3.20 | 114PCR: 0.34 | 4.03 | 37.71% | 3.71 | 136.50 | 28.32% | -0.529 | 0.047 | -0.065 | 0.120 | Login To Trade |
0.119 | -0.067 | 0.044 | 0.431 | 29.30% | 3,367.00 | 46.54 | 29.04% | 2.74 | 115PCR: 0.65 | 4.55 | 39.54% | 30.03 | 273.00 | 29.30% | -0.569 | 0.044 | -0.067 | 0.119 | Login To Trade |
0.116 | -0.067 | 0.042 | 0.390 | 30.27% | 390.00 | 11.12 | 27.14% | 2.36 | 116PCR: 0.30 | 4.90 | 41.60% | 3.38 | 13.00 | 26.37% | -0.630 | 0.048 | -0.058 | 0.114 | Login To Trade |
0.112 | -0.065 | 0.041 | 0.350 | 30.27% | 565.50 | 16.06 | 24.91% | 1.99 | 117PCR: 0.62 | 5.80 | 42.93% | 9.95 | 6.50 | 28.32% | -0.662 | 0.043 | -0.060 | 0.110 | Login To Trade |
0.107 | -0.062 | 0.039 | 0.312 | 30.27% | 1,014.00 | 27.56 | 22.64% | 1.71 | 118PCR: 0.31 | 6.98 | 43.64% | 8.45 | 26.00 | 33.20% | -0.670 | 0.036 | -0.070 | 0.109 | Login To Trade |
0.100 | -0.056 | 0.037 | 0.271 | 29.30% | 279.50 | 6.70 | 19.96% | 1.45 | 119PCR: 0.35 | 6.43 | 47.38% | 2.34 | 0.00 | 19.53% | -0.828 | 0.043 | -0.029 | 0.077 | Login To Trade |
0.094 | -0.055 | 0.034 | 0.243 | 30.27% | 3,048.50 | 107.06 | 18.19% | 1.25 | 120PCR: 0.11 | 8.55 | 45.60% | 11.96 | 52.00 | 34.18% | -0.729 | 0.032 | -0.066 | 0.100 | Login To Trade |
0.088 | -0.051 | 0.032 | 0.214 | 30.27% | 71.50 | 2.73 | 16.23% | 1.08 | 121PCR: 0.17 | 7.73 | 99.00% | 0.46 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.082 | -0.050 | 0.029 | 0.192 | 31.25% | 409.50 | 10.27 | 14.79% | 0.92 | 122PCR: 0.07 | 6.20 | 99.00% | 0.72 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.073 | -0.043 | 0.027 | 0.159 | 30.27% | 143.00 | 5.01 | 12.46% | 0.74 | 123PCR: 0.08 | 7.49 | 99.00% | 0.39 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.068 | -0.041 | 0.024 | 0.143 | 31.25% | 52.00 | 3.71 | 11.24% | 0.66 | 124PCR: 0.04 | 6.88 | 99.00% | 0.13 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.062 | -0.037 | 0.022 | 0.124 | 31.25% | 1,118.00 | 35.30 | 9.76% | 0.58 | 125PCR: 0.03 | 8.65 | 99.00% | 1.17 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.054 | -0.033 | 0.019 | 0.104 | 31.25% | 91.00 | 2.86 | 8.25% | 0.49 | 126PCR: 0.02 | 12.42 | 99.00% | 0.07 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.054 | -0.035 | 0.018 | 0.103 | 33.20% | 396.50 | 2.99 | 8.23% | 0.43 | 127PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.042 | -0.025 | 0.015 | 0.074 | 31.25% | 19.50 | 3.90 | 5.90% | 0.36 | 128PCR: 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 | 129PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.037 | -0.024 | 0.012 | 0.063 | 33.20% | 1,306.50 | 24.96 | 5.00% | 0.28 | 130PCR: 0.03 | 16.20 | 99.00% | 0.65 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.034 | -0.023 | 0.011 | 0.055 | 35.16% | 188.50 | 1.89 | 4.37% | 0.21 | 132PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.026 | -0.017 | 0.008 | 0.039 | 35.16% | 169.00 | 1.82 | 3.10% | 0.17 | 134PCR: 0.07 | 19.53 | 99.00% | 0.13 | 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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