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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 | 0.04 | 99.00% | 312.00 | 1,000PCR: 10.80 | 0.50 | 1.25% | 0.39 | 0.00 | 82.03% | -0.009 | 0.000 | -0.245 | 0.049 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,080PCR: -- | 0.50 | 1.42% | 0.19 | 0.73 | 61.52% | -0.011 | 0.000 | -0.223 | 0.059 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.28 | 99.00% | 200.00 | 1,100PCR: 7.79 | 0.70 | 1.97% | 2.15 | 21.03 | 59.57% | -0.016 | 0.000 | -0.291 | 0.080 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.07 | 99.00% | 165.50 | 1,120PCR: 15.70 | 0.65 | 1.92% | 1.14 | 9.43 | 53.71% | -0.016 | 0.000 | -0.262 | 0.080 | Login To Trade |
0.321 | -1.555 | 0.001 | 0.910 | 78.86% | 0.00 | 0.04 | 45.91% | 192.85 | 1,140PCR: 16.67 | 0.90 | 2.71% | 0.73 | 4.35 | 51.76% | -0.023 | 0.001 | -0.345 | 0.108 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.18 | 99.00% | 131.40 | 1,160PCR: 5.36 | 1.05 | 3.24% | 0.97 | 87.73 | 47.85% | -0.028 | 0.001 | -0.378 | 0.129 | Login To Trade |
0.302 | -1.077 | 0.001 | 0.917 | 58.11% | 0.00 | 0.07 | 46.70% | 150.55 | 1,180PCR: 33.80 | 1.40 | 4.25% | 2.45 | 61.63 | 44.92% | -0.038 | 0.001 | -0.454 | 0.165 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 30.45 | 1.64 | 99.00% | 123.00 | 1,200PCR: 6.08 | 1.75 | 5.47% | 9.97 | 223.30 | 41.50% | -0.051 | 0.001 | -0.525 | 0.206 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.44 | 99.00% | 75.35 | 1,220PCR: 6.78 | 2.35 | 7.09% | 2.95 | 326.25 | 38.09% | -0.068 | 0.002 | -0.607 | 0.260 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 4.35 | 1.25 | 99.00% | 84.25 | 1,240PCR: 4.08 | 3.40 | 9.98% | 5.09 | 518.38 | 35.64% | -0.100 | 0.003 | -0.758 | 0.346 | Login To Trade |
0.343 | -0.565 | 0.003 | 0.902 | 26.86% | 15.23 | 0.66 | 47.33% | 68.50 | 1,260PCR: 8.05 | 5.45 | 14.39% | 5.31 | 508.23 | 34.06% | -0.152 | 0.004 | -0.973 | 0.466 | Login To Trade |
0.607 | -1.249 | 0.005 | 0.766 | 33.57% | 77.58 | 2.02 | 43.47% | 55.20 | 1,280PCR: 2.89 | 8.80 | 20.12% | 5.82 | 585.80 | 32.71% | -0.228 | 0.005 | -1.202 | 0.599 | Login To Trade |
0.719 | -1.422 | 0.006 | 0.668 | 32.23% | 1,187.55 | 8.61 | 40.22% | 40.35 | 1,300PCR: 0.95 | 14.15 | 26.78% | 8.16 | 644.53 | 31.98% | -0.331 | 0.006 | -1.409 | 0.718 | Login To Trade |
0.785 | -1.528 | 0.006 | 0.547 | 31.74% | 1,921.98 | 7.95 | 35.43% | 28.10 | 1,320PCR: 0.48 | 22.00 | 33.40% | 3.78 | 483.58 | 31.62% | -0.452 | 0.006 | -1.522 | 0.785 | Login To Trade |
0.775 | -1.522 | 0.006 | 0.422 | 31.98% | 2,330.88 | 10.76 | 29.49% | 19.05 | 1,340PCR: 0.16 | 32.50 | 39.07% | 1.75 | 225.48 | 31.25% | -0.580 | 0.006 | -1.485 | 0.775 | Login To Trade |
0.696 | -1.377 | 0.005 | 0.307 | 32.23% | 1,060.68 | 7.77 | 23.04% | 12.25 | 1,360PCR: 0.16 | 45.25 | 43.58% | 1.23 | 73.95 | 30.64% | -0.703 | 0.006 | -1.290 | 0.686 | Login To Trade |
0.579 | -1.167 | 0.004 | 0.215 | 32.84% | 529.25 | 2.94 | 17.03% | 7.80 | 1,380PCR: 0.16 | 82.65 | 42.75% | 0.46 | 0.00 | 63.48% | -0.646 | 0.003 | -2.871 | 0.737 | Login To Trade |
0.461 | -0.966 | 0.003 | 0.149 | 34.18% | 985.28 | 6.97 | 12.27% | 5.10 | 1,400PCR: 0.04 | 77.70 | 48.56% | 0.28 | 5.08 | 30.76% | -0.877 | 0.003 | -0.761 | 0.403 | Login To Trade |
0.354 | -0.768 | 0.003 | 0.102 | 35.40% | 271.15 | 4.76 | 8.60% | 3.35 | 1,420PCR: 0.24 | 116.10 | 45.68% | 1.15 | 0.00 | 69.95% | -0.727 | 0.002 | -2.828 | 0.659 | Login To Trade |
0.272 | -0.619 | 0.002 | 0.072 | 37.11% | 181.25 | 3.29 | 6.11% | 2.35 | 1,440PCR: 0.01 | 114.75 | 50.43% | 0.04 | 1.45 | 29.30% | -0.969 | 0.001 | -0.250 | 0.139 | Login To Trade |
0.220 | -0.534 | 0.001 | 0.055 | 39.55% | 58.00 | 0.86 | 4.65% | 1.80 | 1,460PCR: 0.07 | 151.60 | 47.60% | 0.06 | 0.00 | 76.29% | -0.784 | 0.002 | -2.714 | 0.580 | Login To Trade |
0.180 | -0.463 | 0.001 | 0.043 | 41.99% | 34.80 | 2.89 | 3.60% | 1.40 | 1,480PCR: 0.03 | 185.95 | 47.02% | 0.08 | 0.00 | 105.83% | -0.731 | 0.002 | -4.245 | 0.654 | Login To Trade |
0.149 | -0.408 | 0.001 | 0.034 | 44.43% | 5.08 | 0.88 | 2.85% | 1.15 | 1,500PCR: 0.08 | 188.00 | 48.97% | 0.07 | 0.00 | 81.42% | -0.830 | 0.002 | -2.507 | 0.502 | Login To Trade |
0.126 | -0.363 | 0.001 | 0.028 | 46.88% | 39.15 | 3.20 | 2.31% | 0.95 | 1,520PCR: 0.05 | 207.00 | 49.46% | 0.17 | 0.00 | 84.96% | -0.844 | 0.001 | -2.467 | 0.473 | 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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