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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 | 0.01 | 99.00% | 91.10 | 780PCR: 1.00 | 1.30 | 4.27% | 0.01 | 0.00 | 64.45% | -0.036 | 0.001 | -0.435 | 0.108 | Login To Trade |
0.195 | -0.840 | 0.002 | 0.924 | 68.85% | 0.00 | 0.39 | 46.57% | 124.20 | 800PCR: 10.40 | 0.80 | 3.23% | 4.06 | 37.05 | 50.78% | -0.028 | 0.001 | -0.279 | 0.088 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.05 | 99.00% | 77.45 | 820PCR: 25.00 | 0.90 | 4.11% | 1.30 | 8.45 | 44.92% | -0.037 | 0.001 | -0.309 | 0.110 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 77.10 | 830PCR: 35.00 | 1.10 | 4.92% | 0.68 | 6.50 | 42.48% | -0.045 | 0.002 | -0.344 | 0.130 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 13.00 | 0.66 | 99.00% | 78.95 | 840PCR: 2.35 | 1.20 | 5.64% | 1.54 | 57.20 | 39.06% | -0.053 | 0.002 | -0.358 | 0.147 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 6.50 | 0.16 | 99.00% | 70.80 | 850PCR: 11.29 | 1.50 | 7.01% | 1.76 | 37.05 | 37.11% | -0.067 | 0.003 | -0.411 | 0.177 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.25 | 99.00% | 57.90 | 860PCR: 8.03 | 1.75 | 8.38% | 1.98 | 76.70 | 34.18% | -0.082 | 0.003 | -0.442 | 0.207 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 4.55 | 0.34 | 99.00% | 49.20 | 870PCR: 7.21 | 2.45 | 11.10% | 2.44 | 84.50 | 32.71% | -0.113 | 0.004 | -0.534 | 0.261 | Login To Trade |
0.174 | -0.223 | 0.005 | 0.935 | 20.51% | 7.15 | 0.73 | 48.25% | 41.70 | 880PCR: 7.39 | 3.70 | 14.89% | 5.38 | 118.30 | 31.49% | -0.159 | 0.006 | -0.651 | 0.331 | Login To Trade |
0.384 | -0.691 | 0.007 | 0.799 | 28.81% | 0.00 | 0.70 | 44.61% | 36.00 | 890PCR: 5.64 | 5.65 | 19.70% | 3.92 | 49.40 | 31.74% | -0.223 | 0.007 | -0.806 | 0.407 | Login To Trade |
0.469 | -0.890 | 0.008 | 0.708 | 30.40% | 290.55 | 4.66 | 41.69% | 29.30 | 900PCR: 1.94 | 8.50 | 24.97% | 9.04 | 508.30 | 31.98% | -0.301 | 0.008 | -0.949 | 0.475 | Login To Trade |
0.517 | -0.906 | 0.010 | 0.627 | 28.08% | 54.60 | 1.07 | 38.86% | 21.60 | 910PCR: 1.38 | 11.15 | 29.54% | 1.48 | 37.05 | 30.03% | -0.380 | 0.009 | -0.975 | 0.520 | Login To Trade |
0.543 | -0.978 | 0.010 | 0.524 | 28.81% | 616.85 | 4.90 | 34.55% | 16.05 | 920PCR: 0.80 | 14.75 | 34.43% | 3.91 | 383.50 | 28.32% | -0.476 | 0.010 | -0.962 | 0.543 | Login To Trade |
0.533 | -0.932 | 0.010 | 0.420 | 27.95% | 144.30 | 3.65 | 29.57% | 11.40 | 930PCR: 0.41 | 20.40 | 38.84% | 1.49 | 3.90 | 28.81% | -0.577 | 0.010 | -0.962 | 0.534 | Login To Trade |
0.490 | -0.856 | 0.009 | 0.323 | 27.95% | 208.00 | 3.84 | 24.14% | 7.85 | 940PCR: 0.19 | 28.55 | 41.88% | 0.74 | 21.45 | 32.35% | -0.652 | 0.008 | -1.019 | 0.504 | Login To Trade |
0.428 | -0.771 | 0.008 | 0.244 | 28.81% | 253.50 | 8.56 | 19.13% | 5.60 | 950PCR: 0.08 | 41.00 | 42.91% | 0.71 | 0.00 | 43.70% | -0.669 | 0.006 | -1.350 | 0.494 | Login To Trade |
0.358 | -0.673 | 0.006 | 0.181 | 30.03% | 224.90 | 4.21 | 14.72% | 3.90 | 960PCR: 0.09 | 47.60 | 45.17% | 0.37 | 3.25 | 41.26% | -0.742 | 0.006 | -1.135 | 0.440 | Login To Trade |
0.290 | -0.549 | 0.005 | 0.131 | 30.27% | 135.20 | 1.84 | 10.98% | 2.65 | 970PCR: 0.07 | 68.90 | 43.74% | 0.12 | 0.00 | 71.78% | -0.666 | 0.004 | -2.226 | 0.496 | Login To Trade |
0.218 | -0.413 | 0.004 | 0.088 | 30.27% | 167.70 | 2.52 | 7.59% | 1.65 | 980PCR: 0.03 | 81.75 | 44.24% | 0.08 | 0.00 | 83.50% | -0.669 | 0.003 | -2.583 | 0.495 | Login To Trade |
0.170 | -0.331 | 0.003 | 0.063 | 31.25% | 196.30 | 1.50 | 5.50% | 1.15 | 990PCR: 0.10 | 103.70 | 44.08% | 0.14 | 0.00 | 113.04% | -0.635 | 0.002 | -3.623 | 0.513 | Login To Trade |
0.150 | -0.321 | 0.002 | 0.054 | 34.18% | 1,897.35 | 9.05 | 4.69% | 1.10 | 1,000PCR: 0.07 | 88.80 | 47.45% | 0.62 | 0.00 | 64.21% | -0.794 | 0.003 | -1.560 | 0.389 | Login To Trade |
0.121 | -0.265 | 0.002 | 0.041 | 35.16% | 69.55 | 0.57 | 3.58% | 0.75 | 1,010PCR: 0.10 | 95.85 | 48.35% | 0.06 | 0.00 | 62.01% | -0.830 | 0.003 | -1.339 | 0.346 | Login To Trade |
0.094 | -0.213 | 0.001 | 0.031 | 36.13% | 112.45 | 1.58 | 2.65% | 0.55 | 1,020PCR: 0.04 | 104.95 | 48.89% | 0.07 | 1.95 | 63.48% | -0.849 | 0.003 | -1.266 | 0.319 | Login To Trade |
0.093 | -0.249 | 0.001 | 0.030 | 42.97% | 224.90 | 2.94 | 2.54% | 0.65 | 1,040PCR: 0.01 | 136.40 | 47.95% | 0.03 | 0.00 | 101.32% | -0.769 | 0.002 | -2.627 | 0.415 | Login To Trade |
0.041 | -0.105 | 0.001 | 0.011 | 41.02% | 82.55 | 1.70 | 0.96% | 0.25 | 1,060PCR: 0.01 | 158.80 | 48.34% | 0.01 | 0.00 | 117.19% | -0.764 | 0.002 | -3.075 | 0.420 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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