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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 | 11,500PCR: -- | 5.00 | 1.38% | 0.01 | 2.78 | 48.46% | -0.011 | 0.000 | -1.438 | 0.771 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 1421.40 | 12,000PCR: 122.00 | 8.70 | 2.39% | 0.18 | 107.25 | 42.91% | -0.020 | 0.000 | -2.144 | 1.299 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 12,250PCR: -- | 10.30 | 2.94% | 0.07 | 8.55 | 39.06% | -0.025 | 0.000 | -2.373 | 1.579 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 12,500PCR: -- | 14.00 | 3.98% | 0.33 | 57.15 | 36.47% | -0.035 | 0.000 | -2.919 | 2.081 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 1292.50 | 12,750PCR: 73.00 | 20.90 | 5.78% | 0.11 | 40.88 | 33.94% | -0.053 | 0.000 | -3.779 | 2.896 | Login To Trade |
5.960 | -9.570 | 0.000 | 0.859 | 41.75% | 1.05 | 0.03 | 45.47% | 1188.00 | 13,000PCR: 23.91 | 30.05 | 8.36% | 0.79 | 178.13 | 31.98% | -0.081 | 0.000 | -4.904 | 3.987 | Login To Trade |
7.319 | -11.490 | 0.000 | 0.806 | 40.82% | 1.28 | 0.03 | 44.07% | 990.95 | 13,250PCR: 7.32 | 51.00 | 12.36% | 0.23 | 83.48 | 29.77% | -0.126 | 0.000 | -6.315 | 5.516 | Login To Trade |
7.655 | -8.756 | 0.000 | 0.791 | 29.74% | 21.38 | 0.16 | 44.07% | 701.25 | 13,500PCR: 3.81 | 80.80 | 17.71% | 0.61 | 204.60 | 28.44% | -0.194 | 0.000 | -8.003 | 7.316 | Login To Trade |
9.397 | -10.445 | 0.001 | 0.690 | 28.90% | 49.28 | 0.11 | 40.85% | 513.00 | 13,750PCR: 2.01 | 142.00 | 25.12% | 0.22 | 92.48 | 27.69% | -0.302 | 0.001 | -9.888 | 9.283 | Login To Trade |
10.483 | -12.009 | 0.001 | 0.564 | 29.79% | 525.75 | 0.44 | 35.95% | 370.35 | 14,000PCR: 0.68 | 237.95 | 32.48% | 0.30 | 143.55 | 27.17% | -0.432 | 0.001 | -10.935 | 10.465 | Login To Trade |
10.476 | -11.396 | 0.001 | 0.434 | 28.28% | 422.33 | 0.32 | 29.99% | 234.85 | 14,250PCR: 0.22 | 363.20 | 38.81% | 0.07 | 27.38 | 26.69% | -0.571 | 0.001 | -10.729 | 10.453 | Login To Trade |
9.530 | -10.876 | 0.001 | 0.321 | 29.67% | 555.15 | 0.54 | 23.66% | 150.00 | 14,500PCR: 0.08 | 531.00 | 43.50% | 0.05 | 4.35 | 27.11% | -0.696 | 0.001 | -9.704 | 9.305 | Login To Trade |
7.962 | -9.154 | 0.000 | 0.224 | 29.89% | 214.88 | 0.39 | 17.48% | 100.85 | 14,750PCR: 0.01 | 844.55 | 44.26% | 0.00 | 0.00 | 41.72% | -0.701 | 0.000 | -14.842 | 9.251 | Login To Trade |
6.198 | -7.286 | 0.000 | 0.150 | 30.56% | 538.20 | 1.16 | 12.17% | 61.50 | 15,000PCR: 0.03 | 900.00 | 49.43% | 0.04 | 0.60 | 22.35% | -0.921 | 0.000 | -3.381 | 3.933 | Login To Trade |
4.690 | -5.681 | 0.000 | 0.101 | 31.49% | 107.70 | 0.23 | 8.36% | 40.00 | 15,250PCR: 0.01 | 1653.10 | 44.55% | 0.00 | 0.00 | 88.62% | -0.649 | 0.000 | -33.660 | 9.876 | Login To Trade |
3.607 | -4.619 | 0.000 | 0.071 | 33.29% | 208.95 | 0.48 | 5.94% | 27.15 | 15,500PCR: 0.02 | 1887.15 | 45.44% | 0.01 | 0.00 | 95.05% | -0.666 | 0.000 | -35.437 | 9.694 | Login To Trade |
2.828 | -3.817 | 0.000 | 0.052 | 35.10% | 33.38 | 0.07 | 4.34% | 20.20 | 15,750PCR: 0.13 | 1900.00 | 47.55% | 0.01 | 0.00 | 74.36% | -0.762 | 0.000 | -23.535 | 8.230 | Login To Trade |
2.184 | -3.066 | 0.000 | 0.038 | 36.50% | 175.35 | 0.48 | 3.14% | 14.25 | 16,000PCR: 0.16 | 1880.00 | 50.90% | 0.08 | 0.30 | 25.39% | -0.995 | 0.000 | -0.369 | 0.378 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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