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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 | 150PCR: -- | 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 | 155PCR: -- | 0.38 | 5.55% | 0.50 | 2.50 | 37.11% | -0.048 | 0.005 | -0.034 | 0.048 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 160PCR: -- | 0.38 | 6.33% | 0.85 | 25.00 | 31.25% | -0.057 | 0.007 | -0.033 | 0.055 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 162.50PCR: -- | 0.60 | 8.72% | 0.00 | 2.50 | 31.25% | -0.081 | 0.010 | -0.044 | 0.073 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 165PCR: -- | 0.81 | 11.72% | 1.78 | 137.50 | 31.25% | -0.113 | 0.013 | -0.056 | 0.093 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 167.50PCR: -- | 0.97 | 13.29% | 0.68 | 97.50 | 28.32% | -0.133 | 0.016 | -0.057 | 0.104 | Login To Trade |
0.137 | -0.085 | 0.018 | 0.797 | 32.23% | 0.00 | 0.30 | 43.62% | 13.80 | 170PCR: 22.75 | 1.40 | 17.06% | 6.83 | 457.50 | 28.81% | -0.178 | 0.019 | -0.070 | 0.127 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 172.50PCR: -- | 1.99 | 21.18% | 0.45 | 60.00 | 28.32% | -0.235 | 0.022 | -0.081 | 0.149 | Login To Trade |
0.184 | -0.209 | 0.013 | 0.628 | 59.08% | 0.00 | 0.03 | 36.18% | 15.00 | 175PCR: 169.00 | 2.54 | 24.72% | 4.23 | 87.50 | 27.83% | -0.287 | 0.025 | -0.089 | 0.166 | Login To Trade |
0.183 | -0.107 | 0.026 | 0.628 | 30.27% | 15.00 | 0.10 | 37.93% | 8.12 | 177.50PCR: 7.25 | 3.41 | 29.23% | 0.73 | 20.00 | 27.34% | -0.362 | 0.028 | -0.096 | 0.182 | Login To Trade |
0.191 | -0.100 | 0.029 | 0.573 | 27.34% | 1,315.00 | 7.20 | 36.02% | 6.26 | 180PCR: 1.15 | 4.35 | 32.79% | 8.25 | 525.00 | 27.34% | -0.427 | 0.029 | -0.100 | 0.191 | Login To Trade |
0.193 | -0.103 | 0.030 | 0.490 | 27.83% | 2,707.50 | 4.83 | 32.14% | 5.01 | 182.50PCR: 0.41 | 5.44 | 36.81% | 1.98 | 242.50 | 25.88% | -0.513 | 0.032 | -0.096 | 0.193 | Login To Trade |
0.190 | -0.098 | 0.030 | 0.422 | 26.86% | 2,480.00 | 7.85 | 28.89% | 3.86 | 185PCR: 0.72 | 6.98 | 39.67% | 5.65 | 305.00 | 27.34% | -0.576 | 0.029 | -0.100 | 0.190 | Login To Trade |
0.180 | -0.098 | 0.027 | 0.352 | 28.32% | 122.50 | 4.75 | 25.01% | 2.98 | 187.50PCR: 0.46 | 8.33 | 42.63% | 2.18 | 7.50 | 25.39% | -0.659 | 0.030 | -0.087 | 0.178 | Login To Trade |
0.166 | -0.087 | 0.026 | 0.289 | 27.34% | 1,267.50 | 18.25 | 21.26% | 2.36 | 190PCR: 0.35 | 10.27 | 44.64% | 6.35 | 27.50 | 26.86% | -0.715 | 0.026 | -0.085 | 0.165 | Login To Trade |
0.148 | -0.081 | 0.022 | 0.233 | 28.32% | 187.50 | 4.65 | 17.59% | 1.85 | 192.50PCR: 0.24 | 11.41 | 48.46% | 1.10 | 0.00 | 18.55% | -0.874 | 0.023 | -0.036 | 0.100 | Login To Trade |
0.132 | -0.072 | 0.020 | 0.190 | 28.32% | 117.50 | 12.40 | 14.68% | 1.41 | 195PCR: 0.40 | 14.68 | 47.20% | 4.93 | 30.00 | 30.27% | -0.793 | 0.019 | -0.081 | 0.139 | Login To Trade |
0.114 | -0.064 | 0.017 | 0.151 | 29.30% | 30.00 | 0.90 | 11.90% | 1.11 | 197.50PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.102 | -0.059 | 0.014 | 0.129 | 30.27% | 1,525.00 | 28.93 | 10.27% | 0.88 | 200PCR: 0.16 | 18.78 | 49.41% | 4.55 | 35.00 | 28.32% | -0.888 | 0.014 | -0.051 | 0.093 | Login To Trade |
0.094 | -0.058 | 0.012 | 0.115 | 32.23% | 0.00 | 1.48 | 9.11% | 0.82 | 202.50PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.074 | -0.044 | 0.010 | 0.082 | 31.25% | 265.00 | 9.63 | 6.61% | 0.57 | 205PCR: 0.05 | 24.33 | 49.40% | 0.48 | 12.50 | 39.06% | -0.863 | 0.012 | -0.080 | 0.107 | Login To Trade |
0.067 | -0.043 | 0.009 | 0.073 | 33.20% | 122.50 | 1.53 | 5.81% | 0.47 | 207.50PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.056 | -0.036 | 0.007 | 0.058 | 33.20% | 115.00 | 8.03 | 4.60% | 0.41 | 210PCR: 0.03 | 24.50 | 99.00% | 0.23 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.035 | -0.022 | 0.004 | 0.032 | 33.20% | 2.50 | 2.25 | 2.56% | 0.20 | 215PCR: 0.00 | 32.46 | 99.00% | 0.00 | 7.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.034 | -0.024 | 0.004 | 0.031 | 37.11% | 0.00 | 0.83 | 2.40% | 0.20 | 220PCR: 0.82 | 37.67 | 99.00% | 0.68 | 40.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.017 | -0.011 | 0.002 | 0.013 | 35.16% | 0.00 | 0.35 | 1.03% | 0.09 | 225PCR: 0.43 | 36.75 | 99.00% | 0.15 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.111 | -0.177 | 0.006 | 0.146 | 82.52% | 0.00 | 0.10 | 9.26% | 2.75 | 235PCR: 0.25 | 46.00 | 99.00% | 0.03 | 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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