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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 | |
0.625 | -0.637 | 0.001 | 0.917 | 57.13% | 0.00 | 0.04 | 45.25% | 284.95 | 1,200PCR: 0.13 | 0.20 | 0.60% | 0.01 | 0.00 | 29.30% | -0.005 | 0.000 | -0.030 | 0.057 | Login To Trade |
0.907 | -1.017 | 0.001 | 0.860 | 62.74% | 0.00 | 0.05 | 43.51% | 253.75 | 1,240PCR: 0.22 | 0.40 | 1.18% | 0.01 | 0.00 | 27.34% | -0.010 | 0.000 | -0.052 | 0.107 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,280PCR: -- | 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 | 1,300PCR: -- | 1.20 | 3.47% | 0.05 | 0.00 | 24.90% | -0.031 | 0.001 | -0.126 | 0.283 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,320PCR: -- | 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 | 1,340PCR: -- | 2.50 | 6.46% | 0.01 | 0.00 | 22.95% | -0.060 | 0.001 | -0.201 | 0.489 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,360PCR: -- | 1.45 | 4.94% | 0.55 | 11.00 | 17.58% | -0.047 | 0.001 | -0.125 | 0.399 | Login To Trade |
1.119 | -0.576 | 0.002 | 0.807 | 28.81% | 0.00 | 0.01 | 44.04% | 107.10 | 1,380PCR: 61.50 | 2.00 | 6.83% | 0.62 | 0.50 | 16.11% | -0.067 | 0.002 | -0.152 | 0.528 | Login To Trade |
0.709 | -0.185 | 0.003 | 0.901 | 14.65% | 2.50 | 0.14 | 47.29% | 76.85 | 1,400PCR: 10.59 | 3.75 | 11.30% | 1.43 | 36.50 | 15.87% | -0.116 | 0.003 | -0.226 | 0.799 | Login To Trade |
1.220 | -0.410 | 0.004 | 0.777 | 18.80% | 0.00 | 0.03 | 43.76% | 65.50 | 1,420PCR: 25.40 | 6.40 | 16.79% | 0.64 | 22.50 | 15.38% | -0.184 | 0.004 | -0.299 | 1.087 | Login To Trade |
1.414 | -0.417 | 0.005 | 0.703 | 16.54% | 2.00 | 0.12 | 41.50% | 47.00 | 1,440PCR: 9.96 | 10.55 | 23.28% | 1.20 | 29.00 | 14.77% | -0.277 | 0.006 | -0.361 | 1.368 | Login To Trade |
1.584 | -0.454 | 0.006 | 0.594 | 16.05% | 55.50 | 0.62 | 37.47% | 33.20 | 1,460PCR: 2.07 | 17.95 | 30.39% | 1.27 | 44.50 | 14.47% | -0.398 | 0.006 | -0.407 | 1.575 | Login To Trade |
1.625 | -0.455 | 0.006 | 0.471 | 15.69% | 149.00 | 1.61 | 32.05% | 22.70 | 1,480PCR: 0.47 | 26.00 | 37.00% | 0.76 | 13.00 | 14.04% | -0.534 | 0.007 | -0.407 | 1.623 | Login To Trade |
1.516 | -0.425 | 0.006 | 0.352 | 15.69% | 102.50 | 2.87 | 25.80% | 14.55 | 1,500PCR: 0.37 | 37.50 | 42.36% | 1.05 | 9.50 | 13.49% | -0.673 | 0.007 | -0.355 | 1.474 | Login To Trade |
1.290 | -0.363 | 0.005 | 0.247 | 15.75% | 37.50 | 0.51 | 19.32% | 9.30 | 1,520PCR: 0.24 | 44.05 | 99.00% | 0.12 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.011 | -0.285 | 0.004 | 0.164 | 15.81% | 37.00 | 1.21 | 13.52% | 5.50 | 1,540PCR: 0.04 | 74.60 | 46.49% | 0.05 | 0.00 | 18.74% | -0.793 | 0.004 | -0.390 | 1.167 | Login To Trade |
0.747 | -0.215 | 0.003 | 0.106 | 16.11% | 18.00 | 0.83 | 9.01% | 3.30 | 1,560PCR: 0.31 | 81.05 | 99.00% | 0.26 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.540 | -0.160 | 0.002 | 0.069 | 16.60% | 14.50 | 0.54 | 5.94% | 2.05 | 1,580PCR: 0.07 | 103.15 | 99.00% | 0.04 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.394 | -0.122 | 0.001 | 0.046 | 17.33% | 17.50 | 0.94 | 4.01% | 1.35 | 1,600PCR: 0.10 | 129.00 | 49.42% | 0.09 | 0.00 | 22.22% | -0.901 | 0.002 | -0.281 | 0.709 | Login To Trade |
0.469 | -0.176 | 0.001 | 0.057 | 21.00% | 0.00 | 0.31 | 4.85% | 2.10 | 1,620PCR: 0.02 | 145.55 | 50.44% | 0.01 | 0.00 | 18.80% | -0.961 | 0.001 | -0.115 | 0.342 | Login To Trade |
0.431 | -0.177 | 0.001 | 0.051 | 22.95% | 0.00 | 0.20 | 4.33% | 1.95 | 1,640PCR: 0.00 | 0.00 | 99.00% | 0.00 | 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 | 1,680PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.108 | -0.045 | 0.000 | 0.010 | 23.44% | 0.00 | 0.16 | 0.82% | 0.35 | 1,720PCR: 0.03 | 242.00 | 99.00% | 0.01 | 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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