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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 | |
0.018 | -0.320 | 0.008 | 0.924 | 140.63% | 24.00 | 2.16 | 45.74% | 22.80 | 100PCR: 3.52 | 0.01 | 0.12% | 7.60 | 64.00 | 62.50% | -0.001 | 0.000 | -0.003 | 0.000 | Login To Trade |
0.010 | -0.120 | 0.007 | 0.964 | 93.75% | 0.00 | 0.08 | 47.54% | 19.40 | 103PCR: 9.00 | 0.02 | 0.40% | 0.72 | 0.00 | 62.50% | -0.003 | 0.001 | -0.010 | 0.001 | Login To Trade |
0.020 | -0.290 | 0.010 | 0.916 | 117.19% | 8.00 | 0.64 | 45.97% | 18.80 | 104PCR: 4.50 | 0.01 | 0.75% | 2.88 | 16.00 | 62.50% | -0.006 | 0.002 | -0.018 | 0.002 | Login To Trade |
0.014 | -0.168 | 0.009 | 0.945 | 93.75% | 104.00 | 4.88 | 47.05% | 17.50 | 105PCR: 1.90 | 0.01 | 1.11% | 9.28 | 120.00 | 62.50% | -0.009 | 0.003 | -0.025 | 0.003 | Login To Trade |
0.004 | -0.035 | 0.004 | 0.986 | 62.50% | 0.00 | 0.08 | 48.60% | 16.20 | 106PCR: 60.00 | 0.01 | 1.62% | 4.80 | 40.00 | 62.50% | -0.014 | 0.004 | -0.035 | 0.004 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 31.25% | 0.00 | 0.40 | 49.35% | 15.25 | 107PCR: 12.00 | 0.02 | 2.27% | 4.80 | 24.00 | 62.50% | -0.020 | 0.006 | -0.048 | 0.006 | Login To Trade |
0.026 | -0.338 | 0.015 | 0.880 | 105.47% | 16.00 | 0.32 | 45.33% | 15.04 | 108PCR: 30.75 | 0.02 | 0.01% | 9.84 | 232.00 | 31.25% | -0.000 | 0.000 | -0.000 | 0.000 | Login To Trade |
0.023 | -0.258 | 0.016 | 0.897 | 89.84% | 0.00 | 1.12 | 45.98% | 13.82 | 109PCR: 5.36 | 0.02 | 0.02% | 6.00 | 0.00 | 31.25% | -0.000 | 0.000 | -0.000 | 0.000 | Login To Trade |
0.021 | -0.207 | 0.017 | 0.908 | 78.13% | 32.00 | 6.40 | 46.78% | 12.60 | 110PCR: 5.63 | 0.02 | 0.07% | 36.00 | 712.00 | 31.25% | -0.001 | 0.001 | -0.001 | 0.000 | Login To Trade |
0.032 | -0.410 | 0.019 | 0.831 | 101.56% | 0.00 | 0.56 | 44.23% | 12.40 | 111PCR: 13.14 | 0.04 | 0.17% | 7.36 | 168.00 | 31.25% | -0.002 | 0.001 | -0.003 | 0.001 | Login To Trade |
0.029 | -0.299 | 0.022 | 0.855 | 82.03% | 8.00 | 1.52 | 45.27% | 11.00 | 112PCR: 9.58 | 0.02 | 0.40% | 14.56 | 184.00 | 31.25% | -0.004 | 0.003 | -0.005 | 0.001 | Login To Trade |
0.026 | -0.216 | 0.024 | 0.877 | 66.41% | 48.00 | 1.84 | 46.04% | 9.75 | 113PCR: 4.43 | 0.03 | 0.86% | 8.16 | 520.00 | 31.25% | -0.008 | 0.005 | -0.011 | 0.003 | Login To Trade |
0.026 | -0.190 | 0.027 | 0.878 | 58.59% | 40.00 | 2.32 | 46.50% | 8.63 | 114PCR: 4.41 | 0.04 | 1.71% | 10.24 | 592.00 | 31.25% | -0.016 | 0.010 | -0.020 | 0.005 | Login To Trade |
0.017 | -0.084 | 0.027 | 0.930 | 39.06% | 208.00 | 8.88 | 47.59% | 7.15 | 115PCR: 3.91 | 0.02 | 3.25% | 34.72 | 2,160.00 | 31.25% | -0.031 | 0.017 | -0.035 | 0.009 | Login To Trade |
0.014 | -0.055 | 0.027 | 0.946 | 31.25% | 80.00 | 8.16 | 48.05% | 6.33 | 116PCR: 1.06 | 0.05 | 5.61% | 8.64 | 504.00 | 31.25% | -0.054 | 0.027 | -0.055 | 0.014 | Login To Trade |
0.021 | -0.081 | 0.040 | 0.911 | 31.25% | 168.00 | 4.48 | 47.45% | 5.39 | 117PCR: 3.04 | 0.05 | 0.37% | 13.60 | 840.00 | 15.63% | -0.004 | 0.006 | -0.003 | 0.002 | Login To Trade |
0.025 | -0.086 | 0.056 | 0.884 | 27.34% | 456.00 | 8.64 | 47.49% | 4.24 | 118PCR: 2.04 | 0.08 | 7.43% | 17.60 | 2,288.00 | 23.44% | -0.075 | 0.047 | -0.053 | 0.018 | Login To Trade |
0.022 | -0.053 | 0.068 | 0.905 | 19.53% | 584.00 | 6.24 | 47.04% | 3.36 | 119PCR: 2.19 | 0.13 | 9.06% | 13.68 | 2,248.00 | 19.53% | -0.095 | 0.068 | -0.053 | 0.022 | Login To Trade |
0.034 | -0.083 | 0.107 | 0.816 | 19.53% | 3,200.00 | 58.88 | 45.93% | 2.36 | 120PCR: 1.13 | 0.22 | 16.65% | 66.24 | 12,992.00 | 19.53% | -0.184 | 0.107 | -0.083 | 0.034 | Login To Trade |
0.044 | -0.097 | 0.153 | 0.707 | 17.58% | 1,792.00 | 12.40 | 42.07% | 1.55 | 121PCR: 1.46 | 0.43 | 23.84% | 18.16 | 4,760.00 | 17.58% | -0.293 | 0.153 | -0.097 | 0.044 | Login To Trade |
0.051 | -0.099 | 0.198 | 0.543 | 15.63% | 9,320.00 | 20.16 | 35.11% | 0.93 | 122PCR: 3.85 | 0.78 | 32.32% | 77.52 | 17,264.00 | 15.63% | -0.457 | 0.198 | -0.099 | 0.051 | Login To Trade |
0.049 | -0.119 | 0.152 | 0.379 | 19.53% | 24,312.00 | 41.20 | 28.39% | 0.55 | 123PCR: 0.44 | 1.41 | 39.81% | 17.92 | 16,416.00 | 17.58% | -0.635 | 0.167 | -0.106 | 0.048 | Login To Trade |
0.040 | -0.097 | 0.124 | 0.240 | 19.53% | 14,296.00 | 38.96 | 19.29% | 0.35 | 124PCR: 0.62 | 2.22 | 44.22% | 24.32 | 4,784.00 | 21.48% | -0.739 | 0.118 | -0.112 | 0.042 | Login To Trade |
0.031 | -0.084 | 0.088 | 0.160 | 21.48% | 28,312.00 | 170.32 | 13.56% | 0.23 | 125PCR: 0.18 | 3.08 | 47.21% | 31.44 | 10,344.00 | 19.53% | -0.864 | 0.087 | -0.068 | 0.028 | Login To Trade |
0.024 | -0.070 | 0.062 | 0.108 | 23.44% | 8,912.00 | 38.64 | 9.47% | 0.16 | 126PCR: 0.15 | 4.01 | 48.49% | 5.76 | 624.00 | 23.44% | -0.892 | 0.062 | -0.070 | 0.024 | Login To Trade |
0.014 | -0.041 | 0.037 | 0.054 | 23.44% | 6,312.00 | 31.28 | 4.77% | 0.10 | 127PCR: 0.29 | 4.97 | 49.73% | 9.12 | 864.00 | 15.63% | -0.991 | 0.013 | -0.006 | 0.003 | Login To Trade |
0.019 | -0.075 | 0.037 | 0.081 | 31.25% | 4,288.00 | 19.92 | 7.25% | 0.10 | 128PCR: 0.21 | 5.91 | 50.73% | 4.16 | 288.00 | 15.63% | -0.998 | 0.004 | -0.002 | 0.001 | Login To Trade |
0.013 | -0.052 | 0.026 | 0.051 | 31.25% | 2,696.00 | 14.80 | 4.52% | 0.09 | 129PCR: 0.10 | 6.88 | 50.25% | 1.44 | 80.00 | 31.25% | -0.949 | 0.026 | -0.052 | 0.013 | Login To Trade |
0.009 | -0.034 | 0.017 | 0.030 | 31.25% | 9,752.00 | 115.76 | 2.70% | 0.08 | 130PCR: 0.09 | 7.85 | 50.15% | 10.16 | 472.00 | 31.25% | -0.970 | 0.017 | -0.034 | 0.009 | Login To Trade |
0.005 | -0.022 | 0.011 | 0.018 | 31.25% | 1,144.00 | 12.16 | 1.55% | 0.07 | 131PCR: 0.04 | 7.13 | 99.00% | 0.48 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.003 | -0.013 | 0.006 | 0.010 | 31.25% | 1,168.00 | 21.28 | 0.85% | 0.05 | 132PCR: 0.16 | 9.35 | 99.00% | 3.36 | 32.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.002 | -0.007 | 0.004 | 0.005 | 31.25% | 1,208.00 | 8.96 | 0.44% | 0.05 | 133PCR: 0.02 | 9.59 | 99.00% | 0.16 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.001 | -0.004 | 0.002 | 0.003 | 31.25% | 1,136.00 | 24.56 | 0.23% | 0.02 | 134PCR: 0.02 | 9.79 | 99.00% | 0.48 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.001 | -0.002 | 0.001 | 0.001 | 31.25% | 720.00 | 6.48 | 0.11% | 0.02 | 135PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | -0.001 | 0.001 | 0.001 | 31.25% | 728.00 | 29.92 | 0.05% | 0.02 | 136PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | -0.000 | 0.000 | 0.000 | 31.25% | 96.00 | 15.36 | 0.01% | 0.01 | 138PCR: 0.04 | 15.67 | 99.00% | 0.56 | 8.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.006 | -0.049 | 0.006 | 0.020 | 62.50% | 160.00 | 5.28 | 1.72% | 0.01 | 140PCR: 0.00 | 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 | 142PCR: -- | 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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