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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 | |
0.309 | -0.596 | 0.001 | 0.946 | 69.34% | 0.00 | 0.01 | 45.95% | 270.00 | 1,000PCR: 5.00 | 0.25 | 0.78% | 0.03 | 0.00 | 42.97% | -0.006 | 0.000 | -0.057 | 0.048 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,080PCR: -- | 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 | 1,100PCR: -- | 0.45 | 1.68% | 0.27 | 12.00 | 29.30% | -0.015 | 0.000 | -0.084 | 0.103 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,120PCR: -- | 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 | 1,140PCR: -- | 0.85 | 3.34% | 0.15 | 0.00 | 25.39% | -0.030 | 0.001 | -0.136 | 0.193 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,150PCR: -- | 0.90 | 3.53% | 1.84 | 20.00 | 23.44% | -0.033 | 0.001 | -0.133 | 0.204 | Login To Trade |
0.778 | -1.055 | 0.002 | 0.804 | 48.83% | 0.00 | 0.10 | 43.30% | 121.00 | 1,160PCR: 2.95 | 1.80 | 6.19% | 0.28 | 1.00 | 25.39% | -0.059 | 0.002 | -0.231 | 0.328 | Login To Trade |
0.830 | -1.123 | 0.002 | 0.781 | 48.71% | 0.00 | 0.01 | 42.64% | 113.00 | 1,170PCR: 29.00 | 1.35 | 5.43% | 0.15 | 32.00 | 21.73% | -0.052 | 0.002 | -0.179 | 0.297 | Login To Trade |
0.200 | -0.095 | 0.002 | 0.968 | 17.09% | 3.00 | 0.15 | 48.74% | 85.80 | 1,180PCR: 10.60 | 1.80 | 6.85% | 1.59 | 9.50 | 21.24% | -0.067 | 0.002 | -0.214 | 0.363 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 60.00 | 1,190PCR: 30.00 | 1.65 | 7.20% | 0.15 | 0.00 | 18.80% | -0.071 | 0.003 | -0.199 | 0.380 | Login To Trade |
0.509 | -0.273 | 0.003 | 0.896 | 19.29% | 9.00 | 0.50 | 47.09% | 68.00 | 1,200PCR: 4.71 | 3.20 | 11.16% | 2.36 | 252.50 | 19.90% | -0.115 | 0.004 | -0.301 | 0.544 | Login To Trade |
0.649 | -0.348 | 0.004 | 0.852 | 19.29% | 0.50 | 0.07 | 46.06% | 58.40 | 1,210PCR: 4.38 | 4.70 | 14.66% | 0.29 | 23.00 | 20.02% | -0.157 | 0.004 | -0.375 | 0.674 | Login To Trade |
0.797 | -0.451 | 0.005 | 0.796 | 20.39% | 0.00 | 0.10 | 44.46% | 51.90 | 1,220PCR: 7.45 | 5.85 | 17.36% | 0.75 | 120.50 | 19.29% | -0.192 | 0.005 | -0.411 | 0.767 | Login To Trade |
0.923 | -0.529 | 0.006 | 0.733 | 20.63% | 10.50 | 0.12 | 42.48% | 43.90 | 1,230PCR: 7.04 | 7.80 | 21.20% | 0.85 | 42.50 | 18.55% | -0.246 | 0.006 | -0.456 | 0.885 | Login To Trade |
0.995 | -0.536 | 0.006 | 0.687 | 19.41% | 10.00 | 0.27 | 41.06% | 36.40 | 1,240PCR: 2.56 | 10.55 | 25.13% | 0.69 | 49.50 | 18.68% | -0.306 | 0.007 | -0.512 | 0.986 | Login To Trade |
1.076 | -0.584 | 0.007 | 0.611 | 19.53% | 77.50 | 0.55 | 38.18% | 29.60 | 1,250PCR: 2.69 | 13.75 | 29.49% | 1.47 | 369.00 | 18.01% | -0.381 | 0.007 | -0.535 | 1.070 | Login To Trade |
1.113 | -0.579 | 0.007 | 0.548 | 18.74% | 232.50 | 1.05 | 35.62% | 22.95 | 1,260PCR: 1.30 | 17.95 | 33.22% | 1.36 | 239.50 | 18.31% | -0.452 | 0.008 | -0.566 | 1.113 | Login To Trade |
1.115 | -0.575 | 0.008 | 0.464 | 18.55% | 1,606.50 | 5.90 | 31.73% | 18.15 | 1,270PCR: 0.25 | 23.35 | 37.13% | 1.50 | 265.00 | 18.07% | -0.537 | 0.008 | -0.560 | 1.115 | Login To Trade |
1.076 | -0.553 | 0.007 | 0.389 | 18.49% | 417.00 | 4.94 | 27.90% | 14.00 | 1,280PCR: 0.23 | 28.80 | 39.96% | 1.12 | 53.00 | 18.25% | -0.605 | 0.007 | -0.548 | 1.082 | Login To Trade |
1.009 | -0.534 | 0.007 | 0.324 | 19.04% | 222.00 | 5.62 | 24.15% | 11.10 | 1,290PCR: 0.08 | 36.25 | 42.77% | 0.45 | 39.50 | 18.43% | -0.682 | 0.007 | -0.513 | 1.001 | Login To Trade |
0.913 | -0.483 | 0.006 | 0.261 | 19.04% | 1,003.00 | 20.80 | 20.27% | 8.30 | 1,300PCR: 0.10 | 42.35 | 44.87% | 2.17 | 69.00 | 18.31% | -0.747 | 0.006 | -0.456 | 0.897 | Login To Trade |
0.807 | -0.432 | 0.005 | 0.209 | 19.29% | 126.00 | 6.05 | 16.74% | 6.20 | 1,310PCR: 0.02 | 48.10 | 48.21% | 0.10 | 0.00 | 13.67% | -0.876 | 0.005 | -0.218 | 0.574 | Login To Trade |
0.714 | -0.390 | 0.005 | 0.171 | 19.65% | 135.50 | 1.66 | 14.03% | 4.95 | 1,320PCR: 0.06 | 54.10 | 99.00% | 0.10 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.594 | -0.328 | 0.004 | 0.130 | 19.90% | 83.50 | 1.40 | 10.92% | 3.55 | 1,330PCR: 0.61 | 65.50 | 99.00% | 0.85 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.519 | -0.299 | 0.003 | 0.107 | 20.75% | 65.00 | 1.32 | 9.10% | 2.85 | 1,340PCR: 0.09 | 73.15 | 99.00% | 0.12 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.439 | -0.259 | 0.003 | 0.086 | 21.24% | 86.00 | 1.38 | 7.33% | 2.30 | 1,350PCR: 0.01 | 74.50 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.379 | -0.229 | 0.002 | 0.070 | 21.73% | 27.00 | 0.69 | 6.06% | 1.85 | 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 |
0.318 | -0.199 | 0.002 | 0.056 | 22.46% | 14.00 | 0.76 | 4.86% | 1.50 | 1,370PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.274 | -0.175 | 0.002 | 0.047 | 22.95% | 13.50 | 0.47 | 4.03% | 1.25 | 1,380PCR: 0.15 | 95.40 | 99.00% | 0.07 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.208 | -0.132 | 0.001 | 0.033 | 22.95% | 1.50 | 0.25 | 2.88% | 0.80 | 1,390PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.206 | -0.140 | 0.001 | 0.033 | 24.41% | 19.00 | 2.33 | 2.83% | 0.90 | 1,400PCR: 0.03 | 117.10 | 99.00% | 0.08 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.146 | -0.103 | 0.001 | 0.022 | 25.39% | 0.00 | 0.30 | 1.86% | 0.60 | 1,420PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.199 | -0.170 | 0.001 | 0.031 | 30.76% | 0.00 | 0.52 | 2.62% | 1.05 | 1,440PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.075 | -0.057 | 0.000 | 0.010 | 27.34% | 0.00 | 0.14 | 0.84% | 0.30 | 1,460PCR: 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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