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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 | 0.00 | 99.00% | 0.00 | 300PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 2.55 | 0.54 | 99.00% | 49.35 | 310PCR: 28.76 | 0.25 | 2.49% | 15.40 | 233.33 | 41.02% | -0.021 | 0.002 | -0.053 | 0.036 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 3.83 | 0.34 | 99.00% | 43.00 | 320PCR: 9.44 | 0.35 | 4.03% | 3.25 | 90.53 | 37.11% | -0.035 | 0.003 | -0.074 | 0.056 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 325PCR: -- | 0.40 | 4.26% | 0.04 | 11.48 | 33.20% | -0.039 | 0.004 | -0.071 | 0.060 | Login To Trade |
0.088 | -0.104 | 0.005 | 0.937 | 33.20% | 36.98 | 0.47 | 47.53% | 34.50 | 330PCR: 18.35 | 0.60 | 6.15% | 8.66 | 1,554.23 | 32.23% | -0.058 | 0.005 | -0.094 | 0.082 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 10.20 | 0.82 | 99.00% | 28.60 | 335PCR: 1.77 | 0.70 | 7.42% | 1.44 | 126.23 | 29.30% | -0.071 | 0.006 | -0.102 | 0.097 | Login To Trade |
0.140 | -0.149 | 0.009 | 0.883 | 29.79% | 164.48 | 3.05 | 46.50% | 25.05 | 340PCR: 5.85 | 1.10 | 10.56% | 17.82 | 1,221.45 | 28.32% | -0.106 | 0.009 | -0.132 | 0.131 | Login To Trade |
0.163 | -0.154 | 0.012 | 0.854 | 26.37% | 59.93 | 0.93 | 45.90% | 20.25 | 345PCR: 4.85 | 1.55 | 14.27% | 4.51 | 327.68 | 26.86% | -0.150 | 0.012 | -0.160 | 0.166 | Login To Trade |
0.215 | -0.210 | 0.015 | 0.773 | 27.34% | 720.38 | 6.82 | 43.65% | 16.40 | 350PCR: 2.48 | 2.30 | 19.28% | 16.92 | 2,133.08 | 25.88% | -0.215 | 0.016 | -0.193 | 0.208 | Login To Trade |
0.250 | -0.231 | 0.019 | 0.694 | 25.88% | 861.90 | 1.61 | 41.10% | 12.50 | 355PCR: 4.61 | 3.45 | 24.89% | 7.41 | 1,871.70 | 24.90% | -0.299 | 0.020 | -0.220 | 0.247 | Login To Trade |
0.276 | -0.241 | 0.022 | 0.596 | 24.41% | 4,336.28 | 14.45 | 37.42% | 9.00 | 360PCR: 2.06 | 5.00 | 30.88% | 29.82 | 3,011.55 | 23.93% | -0.402 | 0.023 | -0.236 | 0.276 | Login To Trade |
0.284 | -0.253 | 0.022 | 0.483 | 24.90% | 2,898.08 | 11.96 | 32.50% | 6.50 | 365PCR: 0.97 | 7.35 | 36.53% | 11.62 | 1,392.30 | 23.68% | -0.519 | 0.024 | -0.240 | 0.284 | Login To Trade |
0.270 | -0.240 | 0.021 | 0.374 | 24.90% | 4,565.78 | 54.01 | 26.80% | 4.50 | 370PCR: 1.06 | 10.35 | 41.24% | 57.34 | 677.03 | 23.93% | -0.632 | 0.022 | -0.230 | 0.269 | Login To Trade |
0.243 | -0.229 | 0.018 | 0.287 | 26.37% | 2,488.80 | 29.39 | 21.77% | 3.25 | 375PCR: 0.65 | 14.15 | 44.33% | 19.24 | 144.08 | 24.90% | -0.725 | 0.019 | -0.211 | 0.238 | Login To Trade |
0.209 | -0.204 | 0.015 | 0.216 | 27.34% | 5,490.15 | 80.90 | 16.97% | 2.35 | 380PCR: 0.43 | 18.20 | 46.68% | 34.59 | 202.73 | 25.88% | -0.798 | 0.015 | -0.185 | 0.201 | Login To Trade |
0.177 | -0.182 | 0.012 | 0.165 | 28.81% | 1,735.28 | 21.20 | 13.30% | 1.75 | 385PCR: 0.37 | 22.85 | 47.84% | 7.92 | 15.30 | 28.32% | -0.840 | 0.012 | -0.175 | 0.173 | Login To Trade |
0.144 | -0.154 | 0.010 | 0.122 | 29.79% | 2,361.30 | 46.24 | 10.09% | 1.25 | 390PCR: 0.14 | 27.75 | 48.50% | 6.31 | 82.88 | 31.74% | -0.862 | 0.010 | -0.178 | 0.157 | Login To Trade |
0.127 | -0.146 | 0.008 | 0.102 | 32.23% | 749.70 | 12.39 | 8.42% | 1.05 | 395PCR: 0.21 | 27.25 | 99.00% | 2.56 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.106 | -0.128 | 0.006 | 0.080 | 33.69% | 2,820.30 | 63.04 | 6.64% | 0.85 | 400PCR: 0.18 | 36.75 | 50.16% | 11.13 | 67.58 | 30.27% | -0.942 | 0.005 | -0.090 | 0.083 | Login To Trade |
0.095 | -0.123 | 0.005 | 0.069 | 36.13% | 316.20 | 6.25 | 5.73% | 0.75 | 405PCR: 0.06 | 41.80 | 50.35% | 0.34 | 17.85 | 34.18% | -0.942 | 0.005 | -0.101 | 0.083 | Login To Trade |
0.084 | -0.114 | 0.004 | 0.059 | 38.09% | 453.90 | 19.80 | 4.83% | 0.65 | 410PCR: 0.17 | 45.40 | 99.00% | 3.39 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.069 | -0.096 | 0.004 | 0.046 | 39.06% | 39.53 | 2.51 | 3.79% | 0.50 | 415PCR: 0.16 | 43.05 | 99.00% | 0.41 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.052 | -0.073 | 0.003 | 0.033 | 39.06% | 842.78 | 39.59 | 2.69% | 0.50 | 420PCR: 0.15 | 56.15 | 50.66% | 5.89 | 0.00 | 7.81% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.056 | -0.086 | 0.003 | 0.035 | 42.97% | 3.83 | 0.33 | 2.87% | 0.40 | 425PCR: 0.50 | 43.95 | 99.00% | 0.17 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.051 | -0.081 | 0.002 | 0.032 | 44.92% | 201.45 | 5.20 | 2.53% | 0.40 | 430PCR: 0.15 | 40.70 | 99.00% | 0.79 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.036 | -0.061 | 0.002 | 0.021 | 46.88% | 86.70 | 9.73 | 1.69% | 0.25 | 440PCR: 0.75 | 76.10 | 99.00% | 7.27 | 11.48 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.032 | -0.058 | 0.001 | 0.018 | 50.78% | 0.00 | 0.93 | 1.42% | 0.20 | 450PCR: 0.00 | 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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