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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 | 1,200PCR: -- | 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 | 1,240PCR: -- | 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 | 1,280PCR: -- | 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: -- | 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 | 0.01 | 99.00% | 132.50 | 1,320PCR: 19.00 | 0.45 | 1.73% | 0.10 | 2.00 | 27.83% | -0.015 | 0.001 | -0.112 | 0.112 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,340PCR: -- | 1.60 | 4.74% | 0.38 | 0.50 | 30.76% | -0.043 | 0.001 | -0.294 | 0.268 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.04 | 99.00% | 110.15 | 1,360PCR: 16.88 | 1.05 | 4.06% | 0.68 | 42.50 | 24.90% | -0.038 | 0.001 | -0.213 | 0.239 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.04 | 99.00% | 73.45 | 1,380PCR: 13.57 | 1.85 | 6.20% | 0.48 | 19.00 | 23.93% | -0.060 | 0.002 | -0.295 | 0.345 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 7.00 | 0.43 | 99.00% | 77.80 | 1,400PCR: 4.49 | 2.60 | 8.97% | 1.91 | 67.00 | 21.85% | -0.090 | 0.003 | -0.368 | 0.471 | Login To Trade |
0.568 | -0.381 | 0.004 | 0.884 | 18.80% | 8.00 | 0.17 | 46.93% | 66.00 | 1,420PCR: 9.64 | 4.30 | 13.25% | 1.59 | 49.00 | 20.39% | -0.140 | 0.004 | -0.471 | 0.647 | Login To Trade |
0.826 | -0.544 | 0.005 | 0.794 | 18.43% | 38.00 | 0.64 | 44.61% | 48.70 | 1,440PCR: 2.61 | 7.65 | 19.55% | 1.67 | 88.50 | 20.14% | -0.223 | 0.005 | -0.623 | 0.867 | Login To Trade |
1.071 | -0.757 | 0.006 | 0.653 | 19.78% | 266.50 | 1.77 | 39.92% | 34.90 | 1,460PCR: 1.00 | 12.30 | 26.87% | 1.78 | 73.50 | 18.37% | -0.337 | 0.007 | -0.695 | 1.059 | Login To Trade |
1.156 | -0.784 | 0.007 | 0.517 | 18.98% | 459.50 | 2.33 | 34.36% | 22.50 | 1,480PCR: 0.43 | 20.30 | 34.09% | 1.01 | 31.50 | 18.68% | -0.472 | 0.007 | -0.771 | 1.156 | Login To Trade |
1.108 | -0.753 | 0.007 | 0.383 | 19.04% | 372.00 | 7.14 | 27.69% | 14.40 | 1,500PCR: 0.29 | 32.35 | 40.64% | 2.04 | 14.50 | 19.04% | -0.625 | 0.007 | -0.748 | 1.100 | Login To Trade |
0.944 | -0.650 | 0.006 | 0.261 | 19.29% | 135.00 | 3.18 | 20.34% | 8.70 | 1,520PCR: 0.32 | 49.35 | 43.58% | 1.02 | 2.00 | 22.83% | -0.703 | 0.005 | -0.820 | 1.006 | Login To Trade |
0.735 | -0.535 | 0.004 | 0.170 | 20.39% | 173.00 | 2.10 | 14.04% | 5.20 | 1,540PCR: 0.13 | 88.75 | 42.56% | 0.27 | 0.00 | 47.00% | -0.642 | 0.003 | -1.819 | 1.084 | Login To Trade |
0.558 | -0.428 | 0.003 | 0.114 | 21.48% | 65.50 | 1.83 | 9.67% | 3.35 | 1,560PCR: 0.13 | 101.55 | 44.45% | 0.25 | 0.00 | 45.84% | -0.699 | 0.003 | -1.656 | 1.012 | Login To Trade |
0.403 | -0.316 | 0.002 | 0.073 | 21.97% | 28.50 | 0.79 | 6.34% | 2.05 | 1,580PCR: 0.11 | 121.55 | 45.39% | 0.09 | 0.00 | 51.03% | -0.721 | 0.002 | -1.779 | 0.976 | Login To Trade |
0.319 | -0.276 | 0.002 | 0.054 | 24.17% | 81.50 | 3.04 | 4.71% | 1.60 | 1,600PCR: 0.13 | 144.50 | 45.91% | 0.39 | 0.00 | 59.08% | -0.726 | 0.002 | -2.042 | 0.968 | Login To Trade |
0.203 | -0.174 | 0.001 | 0.031 | 23.93% | 1.00 | 0.64 | 2.73% | 0.80 | 1,620PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.156 | -0.142 | 0.001 | 0.023 | 25.39% | 1.00 | 0.23 | 1.98% | 0.60 | 1,640PCR: 0.20 | 148.55 | 99.00% | 0.05 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.166 | -0.170 | 0.001 | 0.024 | 28.81% | 1.50 | 0.18 | 2.08% | 0.75 | 1,660PCR: 0.56 | 172.40 | 99.00% | 0.10 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.134 | -0.145 | 0.001 | 0.019 | 30.27% | 3.00 | 0.31 | 1.61% | 0.55 | 1,680PCR: 0.05 | 220.90 | 48.34% | 0.02 | 0.00 | 72.88% | -0.789 | 0.001 | -2.183 | 0.839 | Login To Trade |
0.073 | -0.076 | 0.000 | 0.009 | 29.30% | 0.00 | 0.21 | 0.79% | 0.30 | 1,700PCR: 0.02 | 192.00 | 99.00% | 0.01 | 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 | 1,720PCR: -- | 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 | 1,760PCR: -- | 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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