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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% | 24.00 | 1.84 | 99.00% | 23.00 | 100PCR: 7.00 | 0.10 | 2.16% | 12.88 | 120.00 | 39.06% | -0.017 | 0.003 | -0.011 | 0.014 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.08 | 99.00% | 19.40 | 103PCR: 6.00 | 0.15 | 4.31% | 0.48 | 0.00 | 39.06% | -0.036 | 0.006 | -0.020 | 0.025 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.56 | 99.00% | 16.20 | 104PCR: 6.14 | 0.15 | 3.32% | 3.44 | 32.00 | 35.16% | -0.028 | 0.006 | -0.015 | 0.021 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 6.08 | 99.00% | 17.65 | 105PCR: 3.12 | 0.10 | 2.55% | 18.96 | 1,328.00 | 31.25% | -0.022 | 0.005 | -0.010 | 0.017 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.08 | 99.00% | 16.20 | 106PCR: 97.00 | 0.20 | 5.12% | 7.76 | 112.00 | 35.16% | -0.044 | 0.008 | -0.021 | 0.030 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.40 | 99.00% | 15.25 | 107PCR: 21.80 | 0.20 | 4.16% | 8.72 | 840.00 | 31.25% | -0.037 | 0.008 | -0.016 | 0.026 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.32 | 99.00% | 14.30 | 108PCR: 48.75 | 0.20 | 5.27% | 15.60 | 552.00 | 31.25% | -0.047 | 0.010 | -0.020 | 0.032 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 1.12 | 99.00% | 13.10 | 109PCR: 3.93 | 0.25 | 6.54% | 4.40 | 416.00 | 31.25% | -0.059 | 0.012 | -0.024 | 0.038 | Login To Trade |
0.033 | -0.018 | 0.012 | 0.951 | 27.34% | 648.00 | 12.96 | 47.58% | 13.70 | 110PCR: 4.27 | 0.30 | 8.05% | 55.28 | 6,120.00 | 31.25% | -0.073 | 0.014 | -0.028 | 0.045 | Login To Trade |
0.027 | -0.013 | 0.011 | 0.961 | 23.44% | 16.00 | 0.80 | 48.36% | 12.55 | 111PCR: 18.10 | 0.35 | 8.20% | 14.48 | 992.00 | 29.30% | -0.077 | 0.015 | -0.027 | 0.047 | Login To Trade |
0.048 | -0.026 | 0.017 | 0.919 | 27.34% | 136.00 | 1.44 | 46.91% | 11.85 | 112PCR: 13.33 | 0.40 | 10.01% | 19.20 | 1,680.00 | 29.30% | -0.095 | 0.018 | -0.032 | 0.055 | Login To Trade |
0.073 | -0.049 | 0.021 | 0.856 | 33.20% | 104.00 | 2.72 | 45.39% | 11.25 | 113PCR: 5.47 | 0.50 | 11.16% | 14.88 | 1,080.00 | 28.32% | -0.109 | 0.020 | -0.034 | 0.060 | Login To Trade |
0.077 | -0.048 | 0.024 | 0.846 | 31.25% | 160.00 | 3.52 | 45.15% | 10.30 | 114PCR: 3.16 | 0.60 | 12.42% | 11.12 | 1,104.00 | 27.34% | -0.125 | 0.023 | -0.036 | 0.066 | Login To Trade |
0.076 | -0.042 | 0.027 | 0.848 | 27.34% | 1,792.00 | 39.12 | 45.30% | 9.20 | 115PCR: 1.39 | 0.75 | 14.72% | 54.40 | 12,304.00 | 27.34% | -0.152 | 0.027 | -0.042 | 0.076 | Login To Trade |
0.077 | -0.038 | 0.030 | 0.844 | 24.41% | 888.00 | 9.44 | 45.36% | 8.15 | 116PCR: 1.75 | 0.85 | 16.41% | 16.48 | 4,632.00 | 26.37% | -0.174 | 0.030 | -0.044 | 0.083 | Login To Trade |
0.088 | -0.043 | 0.035 | 0.809 | 24.41% | 856.00 | 6.72 | 44.31% | 7.35 | 117PCR: 2.63 | 1.05 | 19.05% | 17.68 | 5,624.00 | 26.37% | -0.208 | 0.034 | -0.049 | 0.092 | Login To Trade |
0.098 | -0.048 | 0.038 | 0.771 | 24.41% | 3,176.00 | 26.00 | 43.37% | 6.55 | 118PCR: 2.05 | 1.25 | 21.84% | 53.28 | 14,696.00 | 26.37% | -0.244 | 0.037 | -0.053 | 0.101 | Login To Trade |
0.107 | -0.052 | 0.042 | 0.729 | 24.41% | 2,992.00 | 9.92 | 42.09% | 5.80 | 119PCR: 2.13 | 1.50 | 23.80% | 21.12 | 11,816.00 | 25.39% | -0.278 | 0.041 | -0.055 | 0.108 | Login To Trade |
0.116 | -0.059 | 0.044 | 0.677 | 25.39% | 32,528.00 | 165.44 | 40.27% | 5.20 | 120PCR: 0.80 | 1.70 | 26.83% | 132.56 | 27,656.00 | 25.39% | -0.322 | 0.044 | -0.059 | 0.116 | Login To Trade |
0.121 | -0.059 | 0.048 | 0.636 | 24.41% | 11,904.00 | 18.56 | 38.70% | 4.45 | 121PCR: 1.63 | 2.15 | 29.44% | 30.24 | 13,584.00 | 25.39% | -0.368 | 0.046 | -0.062 | 0.122 | Login To Trade |
0.126 | -0.061 | 0.049 | 0.585 | 24.41% | 23,272.00 | 35.52 | 36.43% | 3.90 | 122PCR: 0.75 | 2.45 | 32.10% | 26.48 | 14,480.00 | 25.39% | -0.415 | 0.048 | -0.064 | 0.126 | Login To Trade |
0.128 | -0.063 | 0.050 | 0.536 | 24.41% | 25,224.00 | 48.40 | 34.49% | 3.40 | 123PCR: 0.59 | 3.00 | 34.61% | 28.56 | 14,544.00 | 25.39% | -0.464 | 0.048 | -0.065 | 0.128 | Login To Trade |
0.129 | -0.063 | 0.051 | 0.486 | 24.41% | 18,808.00 | 26.56 | 32.25% | 2.90 | 124PCR: 0.34 | 3.45 | 36.55% | 9.12 | 4,184.00 | 24.41% | -0.513 | 0.051 | -0.063 | 0.129 | Login To Trade |
0.127 | -0.062 | 0.050 | 0.435 | 24.41% | 78,440.00 | 211.12 | 29.73% | 2.40 | 125PCR: 0.33 | 4.05 | 38.83% | 70.40 | 7,632.00 | 24.90% | -0.562 | 0.049 | -0.063 | 0.127 | Login To Trade |
0.124 | -0.060 | 0.049 | 0.386 | 24.41% | 14,048.00 | 12.80 | 27.23% | 2.10 | 126PCR: 0.29 | 4.60 | 40.91% | 3.76 | 1,176.00 | 25.39% | -0.609 | 0.047 | -0.063 | 0.124 | Login To Trade |
0.119 | -0.060 | 0.045 | 0.347 | 25.39% | 16,016.00 | 21.92 | 25.05% | 1.75 | 127PCR: 0.14 | 5.45 | 42.36% | 3.04 | 1,392.00 | 26.37% | -0.646 | 0.044 | -0.063 | 0.120 | Login To Trade |
0.113 | -0.058 | 0.043 | 0.306 | 25.39% | 12,536.00 | 18.00 | 22.68% | 1.50 | 128PCR: 0.15 | 6.00 | 43.77% | 2.64 | 568.00 | 24.41% | -0.702 | 0.044 | -0.055 | 0.112 | Login To Trade |
0.106 | -0.054 | 0.040 | 0.266 | 25.39% | 4,272.00 | 11.60 | 20.11% | 1.25 | 129PCR: 0.08 | 6.70 | 45.34% | 0.96 | 232.00 | 24.41% | -0.743 | 0.041 | -0.051 | 0.104 | Login To Trade |
0.098 | -0.050 | 0.037 | 0.229 | 25.39% | 21,600.00 | 105.04 | 17.65% | 1.05 | 130PCR: 0.07 | 7.60 | 46.06% | 7.20 | 752.00 | 25.39% | -0.771 | 0.037 | -0.050 | 0.098 | Login To Trade |
0.089 | -0.045 | 0.034 | 0.196 | 25.39% | 1,024.00 | 4.24 | 15.22% | 0.90 | 131PCR: 0.08 | 8.65 | 46.58% | 0.32 | 200.00 | 28.32% | -0.777 | 0.033 | -0.055 | 0.097 | Login To Trade |
0.081 | -0.041 | 0.030 | 0.166 | 25.39% | 2,872.00 | 16.88 | 13.08% | 0.75 | 132PCR: 0.15 | 9.20 | 48.01% | 2.48 | 280.00 | 25.39% | -0.834 | 0.030 | -0.041 | 0.081 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 133PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.066 | -0.035 | 0.024 | 0.124 | 26.37% | 3,560.00 | 27.28 | 10.06% | 0.50 | 134PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.054 | -0.030 | 0.019 | 0.095 | 27.34% | 1,656.00 | 10.00 | 7.76% | 0.35 | 136PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.047 | -0.028 | 0.015 | 0.078 | 29.30% | 880.00 | 6.80 | 6.41% | 0.30 | 138PCR: 0.07 | 14.55 | 50.89% | 0.48 | 128.00 | 15.63% | -0.997 | 0.002 | -0.001 | 0.003 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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