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Span Margin Calculator
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
Call | Put | ||||||||||||||||||
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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 | 0.23 | 99.00% | 61.50 | 320PCR: 25.50 | 0.55 | 3.83% | 5.97 | 197.60 | 37.11% | -0.032 | 0.002 | -0.049 | 0.077 | Login To Trade |
0.142 | -0.076 | 0.004 | 0.933 | 31.25% | 11.70 | 1.24 | 47.07% | 47.60 | 340PCR: 5.53 | 1.10 | 7.74% | 6.83 | 331.50 | 31.74% | -0.070 | 0.004 | -0.080 | 0.147 | Login To Trade |
0.165 | -0.073 | 0.005 | 0.919 | 25.88% | 27.30 | 0.51 | 46.99% | 37.70 | 350PCR: 9.69 | 1.60 | 10.81% | 4.91 | 453.70 | 28.81% | -0.103 | 0.006 | -0.097 | 0.197 | Login To Trade |
0.257 | -0.112 | 0.009 | 0.848 | 25.39% | 41.60 | 4.46 | 45.35% | 28.85 | 360PCR: 2.20 | 2.65 | 15.91% | 9.79 | 279.50 | 26.86% | -0.164 | 0.008 | -0.124 | 0.271 | Login To Trade |
0.347 | -0.144 | 0.012 | 0.751 | 24.17% | 106.60 | 4.00 | 42.60% | 20.65 | 370PCR: 2.37 | 4.55 | 22.97% | 9.48 | 817.70 | 25.63% | -0.261 | 0.012 | -0.156 | 0.355 | Login To Trade |
0.420 | -0.181 | 0.014 | 0.609 | 25.15% | 925.60 | 14.35 | 37.51% | 14.45 | 380PCR: 1.44 | 7.70 | 30.65% | 20.63 | 652.60 | 24.66% | -0.389 | 0.014 | -0.177 | 0.419 | Login To Trade |
0.434 | -0.185 | 0.015 | 0.465 | 24.90% | 1,465.10 | 29.51 | 31.12% | 9.25 | 390PCR: 1.01 | 12.45 | 37.88% | 29.72 | 254.80 | 24.41% | -0.537 | 0.015 | -0.182 | 0.434 | Login To Trade |
0.395 | -0.170 | 0.013 | 0.329 | 25.15% | 1,381.90 | 36.28 | 23.72% | 5.75 | 400PCR: 0.74 | 18.90 | 43.23% | 26.99 | 120.90 | 24.66% | -0.675 | 0.013 | -0.166 | 0.393 | Login To Trade |
0.325 | -0.144 | 0.011 | 0.222 | 25.88% | 748.80 | 32.53 | 17.00% | 3.45 | 410PCR: 0.51 | 26.60 | 46.70% | 16.59 | 62.40 | 24.90% | -0.788 | 0.011 | -0.135 | 0.317 | Login To Trade |
0.250 | -0.115 | 0.008 | 0.146 | 26.86% | 1,017.90 | 34.33 | 11.61% | 2.10 | 420PCR: 0.36 | 35.80 | 48.41% | 12.29 | 9.10 | 27.83% | -0.845 | 0.008 | -0.124 | 0.261 | Login To Trade |
0.178 | -0.084 | 0.005 | 0.090 | 27.34% | 114.40 | 10.21 | 7.32% | 1.25 | 430PCR: 0.77 | 44.85 | 49.78% | 7.90 | 18.20 | 28.81% | -0.897 | 0.006 | -0.097 | 0.196 | Login To Trade |
0.132 | -0.065 | 0.004 | 0.061 | 28.81% | 106.60 | 8.66 | 4.93% | 0.80 | 440PCR: 1.09 | 54.40 | 50.50% | 9.45 | 22.10 | 30.27% | -0.929 | 0.004 | -0.077 | 0.148 | Login To Trade |
0.098 | -0.051 | 0.003 | 0.042 | 30.27% | 130.00 | 8.31 | 3.35% | 0.55 | 450PCR: 0.43 | 64.15 | 50.97% | 3.59 | 11.70 | 32.23% | -0.948 | 0.003 | -0.065 | 0.117 | Login To Trade |
0.078 | -0.043 | 0.002 | 0.032 | 32.23% | 68.90 | 5.43 | 2.51% | 0.40 | 460PCR: 0.43 | 76.50 | 50.53% | 2.35 | 0.00 | 49.80% | -0.878 | 0.004 | -0.189 | 0.222 | Login To Trade |
0.045 | -0.027 | 0.001 | 0.017 | 35.16% | 0.00 | 3.04 | 1.28% | 0.25 | 480PCR: 2.64 | 98.50 | 50.97% | 8.02 | 0.00 | 66.89% | -0.853 | 0.003 | -0.288 | 0.251 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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