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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 | 0.01 | 99.00% | 198.05 | 1,080PCR: 134.00 | 0.70 | 1.84% | 0.97 | 7.25 | 37.11% | -0.015 | 0.000 | -0.094 | 0.132 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,120PCR: -- | 1.20 | 3.04% | 1.02 | 6.53 | 34.18% | -0.025 | 0.001 | -0.138 | 0.210 | Login To Trade |
1.080 | -2.006 | 0.001 | 0.770 | 96.56% | 0.00 | 0.17 | 39.04% | 247.00 | 1,140PCR: 8.70 | 1.45 | 3.69% | 1.45 | 31.18 | 32.23% | -0.032 | 0.001 | -0.156 | 0.252 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 147.65 | 1,160PCR: 90.50 | 2.20 | 5.25% | 1.31 | 10.15 | 31.74% | -0.046 | 0.001 | -0.210 | 0.344 | Login To Trade |
1.052 | -1.349 | 0.001 | 0.780 | 66.65% | 0.00 | 0.02 | 41.11% | 185.40 | 1,180PCR: 63.67 | 2.85 | 6.56% | 1.38 | 18.85 | 30.03% | -0.059 | 0.001 | -0.243 | 0.421 | Login To Trade |
0.839 | -0.654 | 0.002 | 0.848 | 40.53% | 13.05 | 0.71 | 44.55% | 145.00 | 1,200PCR: 15.06 | 4.00 | 8.69% | 10.70 | 398.75 | 29.05% | -0.082 | 0.002 | -0.300 | 0.537 | Login To Trade |
0.664 | -0.354 | 0.002 | 0.891 | 27.71% | 1.45 | 0.14 | 46.37% | 118.15 | 1,220PCR: 17.21 | 5.70 | 11.62% | 2.37 | 91.35 | 28.32% | -0.114 | 0.002 | -0.373 | 0.684 | Login To Trade |
0.845 | -0.448 | 0.002 | 0.846 | 27.59% | 2.18 | 1.82 | 45.24% | 101.15 | 1,240PCR: 2.69 | 8.20 | 15.02% | 4.89 | 110.20 | 27.59% | -0.154 | 0.002 | -0.448 | 0.845 | Login To Trade |
1.067 | -0.604 | 0.003 | 0.775 | 29.42% | 2.18 | 1.86 | 43.08% | 87.00 | 1,260PCR: 1.90 | 11.85 | 19.26% | 3.52 | 234.18 | 27.22% | -0.208 | 0.003 | -0.534 | 1.021 | Login To Trade |
1.195 | -0.635 | 0.003 | 0.721 | 27.65% | 50.03 | 1.90 | 41.50% | 70.60 | 1,280PCR: 2.86 | 16.85 | 23.84% | 5.44 | 154.43 | 26.98% | -0.274 | 0.004 | -0.615 | 1.186 | Login To Trade |
1.323 | -0.703 | 0.004 | 0.646 | 27.65% | 387.88 | 6.10 | 38.81% | 57.35 | 1,300PCR: 1.03 | 23.35 | 28.44% | 6.30 | 319.73 | 26.37% | -0.349 | 0.004 | -0.667 | 1.316 | Login To Trade |
1.399 | -0.727 | 0.004 | 0.568 | 27.04% | 516.20 | 3.94 | 35.76% | 44.65 | 1,320PCR: 1.10 | 30.40 | 32.87% | 4.34 | 376.28 | 26.55% | -0.430 | 0.004 | -0.714 | 1.398 | Login To Trade |
1.418 | -0.739 | 0.004 | 0.484 | 27.10% | 991.08 | 5.65 | 31.98% | 35.15 | 1,340PCR: 0.65 | 41.00 | 37.01% | 3.65 | 325.53 | 26.25% | -0.517 | 0.004 | -0.716 | 1.418 | Login To Trade |
1.378 | -0.717 | 0.004 | 0.405 | 27.04% | 751.83 | 8.67 | 27.97% | 26.75 | 1,360PCR: 0.40 | 52.60 | 40.42% | 3.49 | 160.23 | 26.18% | -0.600 | 0.004 | -0.692 | 1.375 | Login To Trade |
1.280 | -0.655 | 0.004 | 0.325 | 26.61% | 586.53 | 4.79 | 23.53% | 19.35 | 1,380PCR: 0.43 | 66.10 | 43.29% | 2.05 | 67.43 | 26.25% | -0.678 | 0.004 | -0.644 | 1.276 | Login To Trade |
1.153 | -0.598 | 0.003 | 0.259 | 26.98% | 1,131.00 | 10.63 | 19.48% | 14.70 | 1,400PCR: 0.12 | 83.45 | 45.05% | 1.23 | 16.68 | 28.63% | -0.727 | 0.003 | -0.651 | 1.183 | Login To Trade |
1.007 | -0.532 | 0.003 | 0.204 | 27.47% | 304.50 | 2.93 | 15.76% | 10.80 | 1,420PCR: 0.05 | 93.10 | 47.89% | 0.15 | 0.00 | 23.19% | -0.837 | 0.003 | -0.392 | 0.878 | Login To Trade |
0.851 | -0.451 | 0.002 | 0.156 | 27.59% | 583.63 | 10.85 | 12.35% | 7.70 | 1,440PCR: 0.00 | 119.00 | 47.52% | 0.04 | 1.45 | 32.23% | -0.804 | 0.002 | -0.611 | 0.985 | Login To Trade |
0.704 | -0.378 | 0.002 | 0.118 | 27.95% | 150.08 | 3.49 | 9.51% | 5.55 | 1,460PCR: 0.00 | 132.50 | 49.31% | 0.01 | 0.73 | 27.59% | -0.885 | 0.002 | -0.366 | 0.690 | Login To Trade |
0.592 | -0.328 | 0.002 | 0.093 | 28.81% | 85.55 | 3.07 | 7.54% | 4.30 | 1,480PCR: 0.00 | 143.90 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.387 | -0.222 | 0.001 | 0.053 | 29.79% | 119.63 | 1.49 | 4.36% | 2.35 | 1,520PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.275 | -0.168 | 0.001 | 0.035 | 31.74% | 31.90 | 3.78 | 2.82% | 1.55 | 1,560PCR: 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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