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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 | |
0.221 | -0.735 | 0.000 | 0.958 | 86.43% | 1.45 | 0.04 | 46.02% | 312.00 | 1,000PCR: 10.40 | 0.50 | 1.31% | 0.38 | 7.98 | 62.50% | -0.010 | 0.000 | -0.155 | 0.064 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,080PCR: -- | 1.00 | 2.49% | 0.24 | 0.73 | 50.78% | -0.020 | 0.000 | -0.237 | 0.121 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.28 | 99.00% | 203.35 | 1,100PCR: 7.95 | 1.45 | 3.57% | 2.19 | 43.50 | 49.80% | -0.030 | 0.001 | -0.320 | 0.167 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.07 | 99.00% | 165.50 | 1,120PCR: 15.90 | 1.10 | 3.12% | 1.15 | 0.00 | 43.46% | -0.027 | 0.001 | -0.254 | 0.152 | Login To Trade |
0.669 | -2.356 | 0.001 | 0.810 | 91.55% | 0.00 | 0.04 | 42.12% | 192.85 | 1,140PCR: 17.50 | 2.05 | 5.15% | 0.76 | 63.08 | 43.95% | -0.045 | 0.001 | -0.398 | 0.235 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.18 | 99.00% | 131.40 | 1,160PCR: 8.08 | 2.60 | 6.38% | 1.46 | 63.08 | 41.50% | -0.058 | 0.001 | -0.456 | 0.286 | Login To Trade |
0.713 | -2.028 | 0.002 | 0.789 | 73.97% | 0.00 | 0.07 | 42.21% | 150.55 | 1,180PCR: 36.60 | 3.40 | 8.20% | 2.65 | 116.00 | 39.06% | -0.077 | 0.002 | -0.534 | 0.356 | Login To Trade |
0.487 | -0.746 | 0.002 | 0.882 | 39.79% | 53.65 | 1.75 | 46.12% | 114.00 | 1,200PCR: 5.61 | 4.75 | 10.67% | 9.81 | 624.23 | 37.35% | -0.104 | 0.002 | -0.641 | 0.446 | Login To Trade |
0.811 | -2.033 | 0.002 | 0.733 | 65.19% | 0.00 | 0.43 | 40.78% | 115.10 | 1,220PCR: 5.81 | 6.60 | 13.98% | 2.49 | 370.48 | 35.40% | -0.143 | 0.003 | -0.759 | 0.557 | Login To Trade |
0.698 | -0.944 | 0.003 | 0.796 | 35.16% | 5.08 | 1.28 | 44.00% | 77.45 | 1,240PCR: 2.49 | 9.65 | 18.30% | 3.19 | 276.23 | 34.30% | -0.198 | 0.003 | -0.906 | 0.686 | Login To Trade |
0.822 | -1.084 | 0.004 | 0.726 | 34.30% | 41.33 | 0.65 | 41.85% | 61.95 | 1,260PCR: 8.08 | 14.00 | 23.22% | 5.27 | 520.55 | 33.33% | -0.269 | 0.004 | -1.043 | 0.814 | Login To Trade |
0.920 | -1.175 | 0.005 | 0.644 | 33.20% | 102.23 | 2.17 | 38.96% | 47.50 | 1,280PCR: 2.08 | 19.70 | 28.46% | 4.50 | 533.60 | 32.29% | -0.354 | 0.005 | -1.139 | 0.917 | Login To Trade |
0.977 | -1.234 | 0.005 | 0.548 | 32.84% | 1,112.88 | 7.62 | 35.14% | 35.60 | 1,300PCR: 0.98 | 28.00 | 33.66% | 7.43 | 1,273.10 | 31.74% | -0.451 | 0.005 | -1.192 | 0.977 | Login To Trade |
0.976 | -1.215 | 0.005 | 0.449 | 32.35% | 1,604.43 | 6.57 | 30.56% | 26.10 | 1,320PCR: 0.44 | 38.00 | 38.29% | 2.88 | 740.23 | 31.43% | -0.553 | 0.005 | -1.179 | 0.976 | Login To Trade |
0.917 | -1.132 | 0.005 | 0.353 | 32.10% | 1,772.63 | 9.45 | 25.40% | 18.30 | 1,340PCR: 0.22 | 50.55 | 42.10% | 2.04 | 341.48 | 31.62% | -0.650 | 0.005 | -1.111 | 0.914 | Login To Trade |
0.808 | -0.991 | 0.004 | 0.265 | 31.86% | 1,407.95 | 8.01 | 20.11% | 12.70 | 1,360PCR: 0.20 | 65.10 | 44.69% | 1.62 | 88.45 | 32.71% | -0.726 | 0.004 | -1.036 | 0.823 | Login To Trade |
0.692 | -0.877 | 0.003 | 0.200 | 32.96% | 627.85 | 2.62 | 15.75% | 8.80 | 1,380PCR: 0.27 | 80.70 | 47.14% | 0.70 | 41.33 | 31.62% | -0.810 | 0.004 | -0.814 | 0.669 | Login To Trade |
0.570 | -0.738 | 0.003 | 0.148 | 33.69% | 1,230.33 | 11.00 | 11.93% | 6.05 | 1,400PCR: 0.03 | 96.20 | 48.81% | 0.38 | 22.48 | 30.03% | -0.879 | 0.003 | -0.574 | 0.497 | Login To Trade |
0.453 | -0.597 | 0.002 | 0.106 | 34.30% | 578.55 | 4.79 | 8.75% | 4.20 | 1,420PCR: 0.24 | 95.80 | 99.00% | 1.14 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.357 | -0.479 | 0.002 | 0.077 | 34.91% | 656.13 | 5.26 | 6.40% | 2.95 | 1,440PCR: 0.01 | 130.85 | 99.00% | 0.04 | 5.08 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.284 | -0.398 | 0.001 | 0.058 | 36.38% | 171.10 | 1.04 | 4.79% | 2.15 | 1,460PCR: 0.06 | 151.60 | 99.00% | 0.06 | 2.90 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.227 | -0.328 | 0.001 | 0.043 | 37.60% | 296.53 | 3.27 | 3.59% | 1.75 | 1,480PCR: 0.02 | 177.00 | 50.10% | 0.08 | 0.73 | 48.22% | -0.905 | 0.001 | -0.773 | 0.417 | Login To Trade |
0.201 | -0.310 | 0.001 | 0.037 | 40.04% | 92.80 | 0.84 | 3.07% | 1.45 | 1,500PCR: 0.09 | 188.00 | 99.00% | 0.07 | 0.73 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.159 | -0.251 | 0.001 | 0.028 | 41.02% | 59.45 | 3.34 | 2.30% | 1.10 | 1,520PCR: 0.05 | 207.00 | 99.00% | 0.17 | 0.73 | 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 | 1,560PCR: -- | 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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