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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 | |
0.045 | -0.154 | 0.011 | 0.871 | 89.84% | 0.00 | 0.33 | 43.85% | 19.55 | 94PCR: 7.00 | 0.18 | 4.71% | 2.28 | 0.00 | 54.69% | -0.039 | 0.007 | -0.038 | 0.018 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 96PCR: -- | 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 | 98PCR: -- | 0.39 | 8.12% | 0.33 | 0.00 | 50.78% | -0.073 | 0.013 | -0.058 | 0.029 | Login To Trade |
0.055 | -0.148 | 0.017 | 0.824 | 70.31% | 0.00 | 0.33 | 43.47% | 13.63 | 100PCR: 24.40 | 0.54 | 11.28% | 7.93 | 689.00 | 50.78% | -0.106 | 0.017 | -0.075 | 0.039 | Login To Trade |
0.057 | -0.151 | 0.019 | 0.811 | 68.36% | 0.00 | 0.07 | 43.11% | 12.80 | 101PCR: 26.00 | 0.53 | 11.61% | 1.69 | 0.00 | 46.88% | -0.111 | 0.019 | -0.072 | 0.040 | Login To Trade |
0.064 | -0.183 | 0.019 | 0.772 | 74.22% | 0.00 | 0.26 | 41.63% | 12.35 | 102PCR: 27.50 | 0.75 | 14.25% | 7.15 | 156.00 | 48.83% | -0.140 | 0.021 | -0.088 | 0.047 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 103PCR: -- | 0.89 | 15.34% | 9.04 | 1,014.00 | 46.88% | -0.156 | 0.024 | -0.091 | 0.051 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 104PCR: -- | 1.08 | 17.55% | 2.02 | 78.00 | 46.88% | -0.183 | 0.027 | -0.101 | 0.056 | Login To Trade |
0.076 | -0.293 | 0.017 | 0.672 | 99.61% | 0.00 | 0.20 | 37.15% | 12.20 | 105PCR: 86.00 | 1.29 | 20.01% | 16.77 | 864.50 | 46.88% | -0.215 | 0.029 | -0.111 | 0.062 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 106PCR: -- | 1.47 | 22.45% | 1.82 | 117.00 | 46.88% | -0.246 | 0.032 | -0.120 | 0.067 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 107PCR: -- | 1.40 | 22.79% | 2.41 | 0.00 | 41.02% | -0.257 | 0.037 | -0.108 | 0.068 | Login To Trade |
0.077 | -0.166 | 0.031 | 0.661 | 55.66% | 0.00 | 1.82 | 38.73% | 7.00 | 108PCR: 5.14 | 2.10 | 27.09% | 9.36 | 221.00 | 46.88% | -0.317 | 0.036 | -0.136 | 0.075 | Login To Trade |
0.078 | -0.126 | 0.041 | 0.658 | 41.99% | 0.00 | 0.39 | 39.18% | 5.32 | 109PCR: 13.17 | 2.44 | 29.01% | 5.14 | 253.50 | 45.90% | -0.353 | 0.038 | -0.139 | 0.079 | Login To Trade |
0.082 | -0.147 | 0.039 | 0.604 | 46.88% | 643.50 | 18.85 | 36.93% | 5.07 | 110PCR: 1.53 | 2.85 | 31.41% | 28.93 | 611.00 | 45.90% | -0.394 | 0.040 | -0.144 | 0.082 | Login To Trade |
0.083 | -0.144 | 0.041 | 0.568 | 44.92% | 110.50 | 3.12 | 35.27% | 4.45 | 111PCR: 1.65 | 3.28 | 33.43% | 5.14 | 162.50 | 45.90% | -0.433 | 0.041 | -0.147 | 0.083 | Login To Trade |
0.084 | -0.149 | 0.041 | 0.526 | 45.90% | 650.00 | 8.91 | 33.55% | 3.98 | 112PCR: 1.31 | 3.80 | 35.32% | 11.64 | 520.00 | 45.90% | -0.474 | 0.041 | -0.149 | 0.084 | Login To Trade |
0.084 | -0.146 | 0.042 | 0.484 | 44.92% | 806.00 | 8.45 | 31.53% | 3.46 | 113PCR: 1.72 | 4.30 | 37.31% | 14.50 | 1,306.50 | 45.90% | -0.515 | 0.041 | -0.149 | 0.084 | Login To Trade |
0.084 | -0.148 | 0.041 | 0.445 | 45.90% | 630.50 | 8.97 | 29.61% | 3.10 | 114PCR: 0.37 | 4.90 | 39.22% | 3.32 | 143.00 | 46.88% | -0.554 | 0.040 | -0.151 | 0.084 | Login To Trade |
0.082 | -0.148 | 0.039 | 0.406 | 46.88% | 3,562.00 | 48.17 | 27.69% | 2.72 | 115PCR: 0.27 | 4.50 | 41.82% | 13.13 | 0.00 | 33.20% | -0.643 | 0.053 | -0.101 | 0.079 | Login To Trade |
0.080 | -0.144 | 0.038 | 0.370 | 46.88% | 195.00 | 10.01 | 25.81% | 2.38 | 116PCR: 0.21 | 6.16 | 42.19% | 2.15 | 78.00 | 46.88% | -0.630 | 0.038 | -0.144 | 0.080 | Login To Trade |
0.077 | -0.139 | 0.037 | 0.334 | 46.88% | 2,249.00 | 25.03 | 23.73% | 2.07 | 117PCR: 0.15 | 6.51 | 43.83% | 3.64 | 0.00 | 41.99% | -0.687 | 0.040 | -0.121 | 0.075 | Login To Trade |
0.074 | -0.133 | 0.035 | 0.300 | 46.88% | 942.50 | 20.15 | 21.68% | 1.79 | 118PCR: 0.21 | 7.36 | 44.70% | 4.16 | 117.00 | 42.97% | -0.719 | 0.037 | -0.118 | 0.071 | Login To Trade |
0.070 | -0.129 | 0.033 | 0.273 | 47.85% | 110.50 | 12.42 | 19.92% | 1.61 | 119PCR: 0.17 | 7.43 | 47.61% | 2.15 | 0.00 | 33.20% | -0.818 | 0.038 | -0.072 | 0.056 | Login To Trade |
0.066 | -0.121 | 0.031 | 0.241 | 47.85% | 2,366.00 | 78.26 | 17.90% | 1.37 | 120PCR: 0.12 | 9.11 | 46.63% | 9.43 | 201.50 | 46.88% | -0.764 | 0.031 | -0.117 | 0.065 | Login To Trade |
0.060 | -0.109 | 0.029 | 0.207 | 46.88% | 123.50 | 15.08 | 15.56% | 1.14 | 121PCR: 0.11 | 8.25 | 99.00% | 1.63 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.058 | -0.110 | 0.027 | 0.194 | 48.83% | 299.00 | 19.44 | 14.80% | 1.03 | 122PCR: 0.04 | 6.40 | 99.00% | 0.78 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.053 | -0.100 | 0.024 | 0.169 | 48.83% | 13.00 | 5.07 | 12.95% | 0.87 | 123PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.047 | -0.085 | 0.022 | 0.139 | 46.88% | 91.00 | 7.15 | 10.80% | 0.70 | 124PCR: 0.16 | 8.16 | 99.00% | 1.17 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.045 | -0.084 | 0.020 | 0.129 | 48.83% | 994.50 | 37.64 | 10.05% | 0.65 | 125PCR: 0.06 | 13.42 | 49.43% | 2.41 | 78.00 | 46.88% | -0.881 | 0.020 | -0.076 | 0.042 | Login To Trade |
0.045 | -0.091 | 0.019 | 0.131 | 52.73% | 0.00 | 2.93 | 10.02% | 0.72 | 126PCR: 0.02 | 13.45 | 99.00% | 0.07 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.043 | -0.091 | 0.018 | 0.124 | 54.69% | 0.00 | 1.95 | 9.51% | 0.66 | 127PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.035 | -0.068 | 0.015 | 0.091 | 50.78% | 429.00 | 5.01 | 7.14% | 0.42 | 128PCR: 0.04 | 10.45 | 99.00% | 0.20 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.036 | -0.075 | 0.015 | 0.095 | 54.69% | 0.00 | 0.85 | 7.42% | 0.45 | 129PCR: 0.23 | 15.90 | 99.00% | 0.20 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.028 | -0.054 | 0.012 | 0.068 | 50.78% | 936.00 | 15.86 | 5.33% | 0.32 | 130PCR: 0.06 | 12.58 | 99.00% | 0.91 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.022 | -0.043 | 0.010 | 0.050 | 50.78% | 195.00 | 5.66 | 3.91% | 0.24 | 132PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.021 | -0.044 | 0.009 | 0.048 | 54.69% | 279.50 | 4.10 | 3.72% | 0.18 | 134PCR: 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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