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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 | |
0.135 | -0.113 | 0.003 | 0.929 | 46.88% | 0.00 | 1.13 | 46.10% | 61.50 | 300PCR: 5.27 | 0.30 | 2.58% | 5.98 | 151.73 | 33.20% | -0.021 | 0.002 | -0.030 | 0.051 | Login To Trade |
0.129 | -0.085 | 0.004 | 0.933 | 37.11% | 0.00 | 0.27 | 46.77% | 50.90 | 310PCR: 5.10 | 0.35 | 3.48% | 1.36 | 0.00 | 29.30% | -0.030 | 0.002 | -0.035 | 0.068 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 315PCR: -- | 0.65 | 5.97% | 1.20 | 0.00 | 30.27% | -0.053 | 0.004 | -0.058 | 0.108 | Login To Trade |
0.140 | -0.076 | 0.005 | 0.926 | 30.27% | 10.20 | 1.64 | 46.94% | 41.00 | 320PCR: 6.50 | 0.65 | 6.15% | 10.68 | 495.98 | 27.34% | -0.056 | 0.004 | -0.055 | 0.112 | Login To Trade |
0.223 | -0.141 | 0.006 | 0.859 | 35.40% | 15.30 | 0.18 | 45.07% | 37.10 | 325PCR: 14.71 | 0.85 | 7.57% | 2.63 | 43.35 | 25.39% | -0.071 | 0.005 | -0.061 | 0.135 | Login To Trade |
0.226 | -0.124 | 0.007 | 0.856 | 30.76% | 15.30 | 1.16 | 45.26% | 32.30 | 330PCR: 6.73 | 1.15 | 10.10% | 7.80 | 151.73 | 24.90% | -0.098 | 0.007 | -0.077 | 0.172 | Login To Trade |
0.232 | -0.105 | 0.009 | 0.850 | 25.39% | 3.83 | 0.83 | 45.38% | 26.50 | 335PCR: 5.17 | 1.60 | 13.00% | 4.28 | 94.35 | 23.44% | -0.132 | 0.009 | -0.089 | 0.213 | Login To Trade |
0.254 | -0.102 | 0.011 | 0.828 | 22.46% | 63.75 | 2.24 | 45.04% | 22.05 | 340PCR: 6.76 | 2.25 | 16.61% | 15.17 | 446.25 | 22.95% | -0.176 | 0.011 | -0.106 | 0.258 | Login To Trade |
0.316 | -0.129 | 0.014 | 0.751 | 22.95% | 130.05 | 2.92 | 42.61% | 18.00 | 345PCR: 2.22 | 3.10 | 21.14% | 6.49 | 342.98 | 21.73% | -0.238 | 0.014 | -0.120 | 0.308 | Login To Trade |
0.352 | -0.137 | 0.016 | 0.690 | 21.73% | 716.55 | 13.48 | 40.74% | 14.40 | 350PCR: 1.89 | 4.50 | 26.02% | 25.42 | 1,226.55 | 21.97% | -0.312 | 0.016 | -0.138 | 0.353 | Login To Trade |
0.386 | -0.148 | 0.018 | 0.595 | 21.48% | 1,030.20 | 13.18 | 37.21% | 11.10 | 355PCR: 1.52 | 6.15 | 31.05% | 20.00 | 1,179.38 | 20.75% | -0.403 | 0.019 | -0.143 | 0.385 | Login To Trade |
0.398 | -0.149 | 0.019 | 0.512 | 21.00% | 3,209.18 | 55.87 | 33.60% | 8.45 | 360PCR: 0.81 | 8.35 | 35.49% | 45.20 | 2,127.98 | 21.00% | -0.489 | 0.019 | -0.149 | 0.398 | Login To Trade |
0.387 | -0.147 | 0.018 | 0.409 | 21.24% | 1,938.00 | 18.60 | 28.46% | 6.05 | 365PCR: 0.42 | 11.10 | 40.12% | 7.78 | 553.35 | 20.02% | -0.598 | 0.019 | -0.138 | 0.385 | Login To Trade |
0.361 | -0.137 | 0.017 | 0.330 | 21.24% | 2,258.03 | 45.33 | 24.17% | 4.45 | 370PCR: 0.60 | 14.30 | 42.94% | 27.13 | 277.95 | 20.75% | -0.674 | 0.017 | -0.133 | 0.359 | Login To Trade |
0.315 | -0.121 | 0.015 | 0.248 | 21.48% | 832.58 | 9.75 | 18.95% | 3.10 | 375PCR: 0.25 | 18.30 | 45.75% | 2.46 | 30.60 | 20.51% | -0.763 | 0.015 | -0.113 | 0.307 | Login To Trade |
0.270 | -0.103 | 0.013 | 0.189 | 21.48% | 1,415.25 | 35.22 | 15.02% | 2.15 | 380PCR: 0.52 | 22.05 | 47.34% | 18.33 | 53.55 | 21.00% | -0.817 | 0.013 | -0.099 | 0.265 | Login To Trade |
0.223 | -0.090 | 0.010 | 0.142 | 22.46% | 147.90 | 8.03 | 11.52% | 1.55 | 385PCR: 0.04 | 26.55 | 49.02% | 0.33 | 21.68 | 19.53% | -0.893 | 0.009 | -0.064 | 0.184 | Login To Trade |
0.187 | -0.076 | 0.008 | 0.109 | 22.95% | 467.93 | 18.05 | 9.02% | 1.15 | 390PCR: 0.16 | 31.05 | 49.39% | 2.88 | 17.85 | 21.97% | -0.901 | 0.008 | -0.068 | 0.174 | Login To Trade |
0.151 | -0.065 | 0.006 | 0.082 | 23.93% | 102.00 | 3.24 | 6.83% | 0.85 | 395PCR: 0.21 | 34.60 | 99.00% | 0.68 | 39.53 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.124 | -0.054 | 0.005 | 0.064 | 24.41% | 1,026.38 | 45.31 | 5.28% | 0.65 | 400PCR: 0.21 | 40.45 | 50.53% | 9.50 | 40.80 | 22.46% | -0.952 | 0.004 | -0.040 | 0.100 | Login To Trade |
0.100 | -0.045 | 0.004 | 0.048 | 25.39% | 19.13 | 1.86 | 4.01% | 0.50 | 405PCR: 0.16 | 41.25 | 99.00% | 0.29 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.087 | -0.041 | 0.003 | 0.040 | 26.37% | 80.33 | 4.93 | 3.34% | 0.40 | 410PCR: 0.39 | 50.80 | 50.59% | 1.90 | 84.15 | 29.30% | -0.941 | 0.004 | -0.061 | 0.117 | Login To Trade |
0.054 | -0.026 | 0.002 | 0.023 | 27.34% | 149.18 | 10.28 | 1.86% | 0.25 | 420PCR: 0.23 | 58.75 | 99.00% | 2.38 | 52.28 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.052 | -0.029 | 0.002 | 0.022 | 31.25% | 0.00 | 2.92 | 1.75% | 0.20 | 430PCR: 0.15 | 64.50 | 99.00% | 0.43 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.029 | -0.016 | 0.001 | 0.011 | 31.25% | 19.13 | 0.92 | 0.89% | 0.10 | 440PCR: 6.26 | 80.00 | 99.00% | 5.75 | 2.55 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.016 | -0.009 | 0.001 | 0.005 | 31.25% | 0.00 | 1.31 | 0.43% | 0.10 | 450PCR: 3.40 | 87.50 | 99.00% | 4.46 | 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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