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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 | |
1.738 | -8.393 | 0.000 | 0.773 | 135.19% | 0.00 | 0.00 | 38.96% | 559.90 | 2,500PCR: 7.00 | 1.55 | 2.17% | 0.03 | 2.80 | 40.53% | -0.018 | 0.000 | -0.373 | 0.258 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.05 | 99.00% | 314.10 | 2,600PCR: 3.21 | 2.50 | 3.58% | 0.15 | 1.40 | 34.67% | -0.032 | 0.000 | -0.509 | 0.411 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,650PCR: -- | 3.60 | 4.97% | 0.00 | 0.40 | 32.59% | -0.045 | 0.001 | -0.642 | 0.551 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 232.40 | 2,700PCR: 30.91 | 4.90 | 6.84% | 0.68 | 96.20 | 29.54% | -0.065 | 0.001 | -0.771 | 0.730 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,750PCR: -- | 7.70 | 9.95% | 0.47 | 41.80 | 27.89% | -0.099 | 0.001 | -1.001 | 1.005 | Login To Trade |
1.597 | -1.727 | 0.002 | 0.803 | 30.27% | 19.00 | 0.17 | 44.35% | 159.65 | 2,800PCR: 6.13 | 12.45 | 14.78% | 1.04 | 173.80 | 25.76% | -0.157 | 0.002 | -1.272 | 1.383 | Login To Trade |
1.933 | -1.960 | 0.002 | 0.721 | 28.38% | 48.80 | 0.50 | 41.91% | 118.95 | 2,850PCR: 1.06 | 22.75 | 22.02% | 0.53 | 212.80 | 25.09% | -0.256 | 0.002 | -1.658 | 1.851 | Login To Trade |
2.202 | -2.073 | 0.003 | 0.615 | 26.37% | 775.40 | 2.22 | 38.12% | 82.30 | 2,900PCR: 0.84 | 39.45 | 29.45% | 1.86 | 312.20 | 25.39% | -0.376 | 0.003 | -1.983 | 2.187 | Login To Trade |
2.296 | -2.219 | 0.003 | 0.485 | 27.07% | 537.60 | 1.17 | 32.49% | 57.40 | 2,950PCR: 0.72 | 60.20 | 35.91% | 0.84 | 98.60 | 26.67% | -0.503 | 0.003 | -2.192 | 2.301 | Login To Trade |
2.169 | -2.179 | 0.002 | 0.367 | 28.14% | 1,004.60 | 4.87 | 26.36% | 39.65 | 3,000PCR: 0.38 | 94.35 | 41.41% | 1.84 | 62.80 | 26.37% | -0.637 | 0.003 | -2.036 | 2.162 | Login To Trade |
1.930 | -1.985 | 0.002 | 0.277 | 28.81% | 165.60 | 1.56 | 20.93% | 25.70 | 3,050PCR: 0.32 | 124.35 | 45.30% | 0.50 | 17.00 | 24.84% | -0.754 | 0.002 | -1.611 | 1.816 | Login To Trade |
1.563 | -1.666 | 0.002 | 0.190 | 29.85% | 340.40 | 3.20 | 15.10% | 17.50 | 3,100PCR: 0.18 | 165.70 | 48.45% | 0.59 | 1.40 | 22.77% | -0.875 | 0.002 | -0.966 | 1.188 | Login To Trade |
1.308 | -1.468 | 0.001 | 0.144 | 31.43% | 68.00 | 1.50 | 11.68% | 12.25 | 3,150PCR: 0.05 | 223.75 | 47.61% | 0.07 | 0.00 | 36.07% | -0.819 | 0.001 | -1.956 | 1.518 | Login To Trade |
1.048 | -1.247 | 0.001 | 0.105 | 33.33% | 178.20 | 3.50 | 8.63% | 9.40 | 3,200PCR: 0.17 | 311.35 | 46.36% | 0.59 | 0.00 | 61.83% | -0.737 | 0.001 | -4.155 | 1.882 | Login To Trade |
0.855 | -1.063 | 0.001 | 0.080 | 34.79% | 18.00 | 0.59 | 6.59% | 7.05 | 3,250PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.665 | -0.864 | 0.001 | 0.058 | 36.38% | 93.00 | 1.68 | 4.77% | 5.00 | 3,300PCR: 0.06 | 350.15 | 99.00% | 0.11 | 5.80 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.461 | -0.591 | 0.000 | 0.036 | 35.89% | 0.00 | 0.09 | 3.03% | 2.95 | 3,350PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.451 | -0.645 | 0.000 | 0.036 | 40.04% | 33.40 | 1.14 | 2.91% | 3.15 | 3,400PCR: 0.02 | 470.95 | 50.41% | 0.02 | 1.80 | 54.08% | -0.905 | 0.001 | -1.877 | 0.972 | Login To Trade |
0.320 | -0.500 | 0.000 | 0.024 | 43.70% | 21.00 | 1.44 | 1.89% | 2.15 | 3,500PCR: 0.03 | 589.60 | 50.24% | 0.04 | 0.00 | 78.49% | -0.854 | 0.001 | -3.705 | 1.322 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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