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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 | 11,000PCR: -- | 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% | 0.00 | 0.00 | 99.00% | 0.00 | 11,250PCR: -- | 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% | 0.00 | 0.00 | 99.00% | 1415.05 | 11,500PCR: 0.00 | 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% | 0.00 | 0.00 | 99.00% | 0.00 | 11,750PCR: -- | 29.15 | 7.54% | 0.00 | 0.00 | 26.15% | -0.071 | 0.000 | -2.357 | 4.687 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 12,000PCR: -- | 70.65 | 13.64% | 0.33 | 29.70 | 28.09% | -0.137 | 0.000 | -4.108 | 7.604 | Login To Trade |
9.193 | -4.459 | 0.000 | 0.817 | 25.22% | 0.08 | 0.00 | 44.58% | 829.00 | 12,250PCR: 9.00 | 104.90 | 18.32% | 0.01 | 1.20 | 26.81% | -0.196 | 0.000 | -4.950 | 9.601 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 12,500PCR: -- | 175.30 | 24.64% | 0.21 | 11.48 | 27.24% | -0.286 | 0.000 | -6.178 | 11.795 | Login To Trade |
13.220 | -6.667 | 0.000 | 0.618 | 26.22% | 6.38 | 0.04 | 37.83% | 491.30 | 12,750PCR: 3.49 | 256.65 | 30.36% | 0.14 | 17.55 | 26.50% | -0.383 | 0.000 | -6.743 | 13.230 | Login To Trade |
13.826 | -7.106 | 0.000 | 0.509 | 26.73% | 83.10 | 0.42 | 33.18% | 358.90 | 13,000PCR: 1.72 | 377.05 | 35.83% | 0.72 | 33.90 | 26.86% | -0.490 | 0.000 | -7.141 | 13.826 | Login To Trade |
13.430 | -6.920 | 0.000 | 0.404 | 26.79% | 21.23 | 0.22 | 27.97% | 258.10 | 13,250PCR: 0.40 | 514.95 | 40.36% | 0.09 | 1.05 | 26.49% | -0.597 | 0.000 | -6.835 | 13.418 | Login To Trade |
12.211 | -6.346 | 0.000 | 0.309 | 27.02% | 59.85 | 0.72 | 22.56% | 178.85 | 13,500PCR: 0.64 | 690.00 | 43.80% | 0.46 | 3.60 | 27.05% | -0.691 | 0.000 | -6.353 | 12.214 | Login To Trade |
10.391 | -5.382 | 0.000 | 0.225 | 26.93% | 16.88 | 0.28 | 17.21% | 117.00 | 13,750PCR: 0.25 | 783.00 | 49.21% | 0.07 | 0.00 | 15.63% | -0.911 | 0.000 | -1.683 | 5.602 | Login To Trade |
8.679 | -4.675 | 0.000 | 0.167 | 28.01% | 94.20 | 1.39 | 13.14% | 82.70 | 14,000PCR: 0.18 | 1033.95 | 49.67% | 0.24 | 3.68 | 19.38% | -0.923 | 0.000 | -1.872 | 5.022 | Login To Trade |
6.859 | -3.747 | 0.000 | 0.118 | 28.40% | 6.08 | 0.16 | 9.49% | 55.25 | 14,250PCR: 0.02 | 550.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
5.356 | -2.999 | 0.000 | 0.084 | 29.11% | 25.20 | 0.54 | 6.83% | 37.70 | 14,500PCR: 0.06 | 1784.00 | 47.29% | 0.03 | 0.15 | 55.82% | -0.747 | 0.000 | -11.906 | 11.092 | Login To Trade |
4.109 | -2.356 | 0.000 | 0.060 | 29.82% | 3.38 | 0.10 | 4.85% | 25.70 | 14,750PCR: 0.01 | 1425.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
3.436 | -2.083 | 0.000 | 0.048 | 31.52% | 64.13 | 0.61 | 3.84% | 20.95 | 15,000PCR: 0.06 | 2070.50 | 50.39% | 0.03 | 0.08 | 39.73% | -0.904 | 0.000 | -4.514 | 5.907 | Login To Trade |
1.712 | -1.045 | 0.000 | 0.021 | 31.74% | 0.15 | 0.00 | 1.64% | 8.05 | 15,500PCR: 8.00 | 1990.00 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.685 | -1.115 | 0.000 | 0.020 | 34.42% | 0.75 | 0.04 | 1.58% | 8.55 | 15,750PCR: 0.12 | 1880.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.588 | -1.120 | 0.000 | 0.019 | 36.68% | 24.45 | 0.20 | 1.45% | 8.45 | 16,000PCR: 0.19 | 2920.00 | 99.00% | 0.04 | 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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