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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 | 0.00 | 99.00% | 0.00 | 1,440PCR: -- | 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 | 1,460PCR: -- | 0.60 | 1.39% | 0.05 | 0.00 | 41.02% | -0.011 | 0.000 | -0.132 | 0.116 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,480PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.130 | -3.593 | 0.001 | 0.795 | 114.50% | 0.00 | 0.01 | 39.90% | 350.50 | 1,500PCR: 395.50 | 1.80 | 3.26% | 2.77 | 680.75 | 42.48% | -0.027 | 0.000 | -0.293 | 0.248 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,520PCR: -- | 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 | 1,540PCR: -- | 2.50 | 4.43% | 0.19 | 1.40 | 39.31% | -0.038 | 0.001 | -0.361 | 0.330 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,560PCR: -- | 3.05 | 5.35% | 0.55 | 15.40 | 38.09% | -0.047 | 0.001 | -0.414 | 0.391 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,580PCR: -- | 3.80 | 6.46% | 0.44 | 35.70 | 36.87% | -0.058 | 0.001 | -0.474 | 0.463 | Login To Trade |
1.265 | -3.101 | 0.001 | 0.750 | 88.26% | 0.00 | 0.07 | 39.71% | 249.00 | 1,600PCR: 11.90 | 4.80 | 7.91% | 0.88 | 427.35 | 35.89% | -0.073 | 0.001 | -0.551 | 0.552 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,620PCR: -- | 6.10 | 9.64% | 0.34 | 21.00 | 34.91% | -0.092 | 0.001 | -0.634 | 0.654 | Login To Trade |
1.013 | -1.240 | 0.002 | 0.828 | 44.07% | 0.70 | 0.02 | 44.25% | 167.55 | 1,640PCR: 30.14 | 8.40 | 12.19% | 0.74 | 113.40 | 34.79% | -0.120 | 0.001 | -0.767 | 0.794 | Login To Trade |
0.937 | -0.899 | 0.002 | 0.848 | 34.55% | 1.05 | 0.07 | 45.22% | 141.95 | 1,660PCR: 13.10 | 11.35 | 15.03% | 0.92 | 59.50 | 34.67% | -0.153 | 0.002 | -0.905 | 0.940 | Login To Trade |
1.236 | -1.501 | 0.002 | 0.760 | 43.70% | 0.35 | 0.03 | 42.22% | 136.55 | 1,680PCR: 24.56 | 13.70 | 17.41% | 0.77 | 113.05 | 33.26% | -0.184 | 0.002 | -0.977 | 1.057 | Login To Trade |
1.234 | -1.198 | 0.002 | 0.761 | 34.97% | 71.05 | 0.36 | 42.69% | 111.25 | 1,700PCR: 3.46 | 17.75 | 20.54% | 1.26 | 380.45 | 32.71% | -0.226 | 0.002 | -1.087 | 1.196 | Login To Trade |
1.337 | -1.228 | 0.003 | 0.721 | 33.08% | 35.70 | 0.17 | 41.48% | 94.35 | 1,720PCR: 3.18 | 22.20 | 23.74% | 0.55 | 267.40 | 31.98% | -0.273 | 0.003 | -1.175 | 1.323 | Login To Trade |
1.433 | -1.234 | 0.003 | 0.674 | 31.01% | 357.70 | 0.40 | 39.97% | 78.00 | 1,740PCR: 1.73 | 28.90 | 27.35% | 0.68 | 198.80 | 32.10% | -0.331 | 0.003 | -1.285 | 1.441 | Login To Trade |
1.522 | -1.304 | 0.003 | 0.613 | 30.82% | 262.50 | 0.68 | 37.65% | 65.40 | 1,760PCR: 0.87 | 36.35 | 30.75% | 0.59 | 179.90 | 31.92% | -0.390 | 0.003 | -1.353 | 1.526 | Login To Trade |
1.575 | -1.370 | 0.003 | 0.548 | 31.31% | 252.35 | 0.62 | 34.95% | 55.05 | 1,780PCR: 1.03 | 45.25 | 33.97% | 0.64 | 136.85 | 31.86% | -0.452 | 0.003 | -1.394 | 1.575 | Login To Trade |
1.585 | -1.357 | 0.003 | 0.484 | 30.82% | 789.95 | 2.61 | 32.07% | 45.00 | 1,800PCR: 0.87 | 54.20 | 36.90% | 2.27 | 161.70 | 31.80% | -0.514 | 0.003 | -1.401 | 1.586 | Login To Trade |
1.554 | -1.325 | 0.003 | 0.419 | 30.70% | 252.00 | 0.69 | 28.83% | 35.85 | 1,820PCR: 0.53 | 63.60 | 39.74% | 0.36 | 34.30 | 29.72% | -0.584 | 0.003 | -1.280 | 1.551 | Login To Trade |
1.486 | -1.275 | 0.003 | 0.359 | 30.88% | 320.25 | 1.64 | 25.55% | 28.80 | 1,840PCR: 0.32 | 79.90 | 42.21% | 0.53 | 17.85 | 29.30% | -0.650 | 0.003 | -1.199 | 1.473 | Login To Trade |
1.386 | -1.189 | 0.003 | 0.302 | 30.88% | 284.90 | 2.60 | 22.21% | 22.75 | 1,860PCR: 0.10 | 89.45 | 44.29% | 0.27 | 8.40 | 28.99% | -0.711 | 0.003 | -1.094 | 1.358 | Login To Trade |
1.273 | -1.109 | 0.003 | 0.253 | 31.37% | 200.90 | 1.50 | 19.15% | 18.30 | 1,880PCR: 0.05 | 120.85 | 44.10% | 0.07 | 3.50 | 41.20% | -0.687 | 0.002 | -1.613 | 1.410 | Login To Trade |
1.139 | -0.993 | 0.002 | 0.208 | 31.37% | 759.85 | 4.60 | 16.10% | 14.35 | 1,900PCR: 0.02 | 120.30 | 47.34% | 0.09 | 4.90 | 28.69% | -0.815 | 0.002 | -0.846 | 1.062 | Login To Trade |
1.010 | -0.894 | 0.002 | 0.171 | 31.86% | 46.55 | 0.51 | 13.50% | 11.20 | 1,920PCR: 0.03 | 135.50 | 48.81% | 0.02 | 5.60 | 26.37% | -0.877 | 0.002 | -0.592 | 0.808 | Login To Trade |
0.874 | -0.776 | 0.002 | 0.137 | 31.98% | 45.50 | 0.56 | 11.02% | 8.60 | 1,940PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.783 | -0.722 | 0.002 | 0.117 | 33.20% | 224.35 | 1.91 | 9.46% | 7.40 | 1,960PCR: 0.03 | 165.00 | 99.00% | 0.07 | 0.00 | 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 | 1,980PCR: -- | 225.10 | 46.97% | 0.02 | 0.00 | 62.50% | -0.744 | 0.001 | -2.223 | 1.280 | Login To Trade |
0.599 | -0.577 | 0.001 | 0.081 | 34.67% | 277.20 | 2.12 | 6.62% | 4.90 | 2,000PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.512 | -0.500 | 0.001 | 0.066 | 35.16% | 16.10 | 0.22 | 5.40% | 3.90 | 2,020PCR: 0.06 | 266.90 | 47.71% | 0.01 | 0.00 | 70.43% | -0.756 | 0.001 | -2.443 | 1.248 | Login To Trade |
0.452 | -0.454 | 0.001 | 0.057 | 36.13% | 89.95 | 1.31 | 4.60% | 3.35 | 2,040PCR: 0.01 | 255.60 | 50.31% | 0.01 | 0.00 | 41.50% | -0.914 | 0.001 | -0.717 | 0.622 | Login To Trade |
0.386 | -0.392 | 0.001 | 0.046 | 36.62% | 39.55 | 0.36 | 3.76% | 2.75 | 2,060PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.335 | -0.347 | 0.001 | 0.039 | 37.35% | 2.45 | 0.05 | 3.14% | 2.25 | 2,080PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.217 | -0.226 | 0.000 | 0.023 | 37.35% | 0.70 | 0.02 | 1.86% | 1.25 | 2,120PCR: 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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