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Span Margin Calculator
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
Call | Put | ||||||||||||||||||
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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 | |
0.167 | -0.316 | 0.001 | 0.952 | 61.52% | 0.00 | 0.17 | 46.58% | 149.50 | 640PCR: 89.45 | 0.20 | 1.24% | 14.76 | 48.75 | 42.97% | -0.010 | 0.000 | -0.058 | 0.044 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 660PCR: -- | 0.35 | 1.76% | 9.37 | 40.50 | 39.06% | -0.015 | 0.001 | -0.074 | 0.061 | Login To Trade |
0.191 | -0.267 | 0.002 | 0.943 | 45.41% | 0.00 | 0.26 | 47.06% | 109.30 | 680PCR: 33.53 | 0.65 | 2.90% | 8.55 | 24.75 | 36.13% | -0.025 | 0.001 | -0.108 | 0.097 | Login To Trade |
0.090 | -0.079 | 0.001 | 0.977 | 28.32% | 2.25 | 2.57 | 48.43% | 87.80 | 700PCR: 11.33 | 1.25 | 5.54% | 29.15 | 91.50 | 34.67% | -0.050 | 0.002 | -0.183 | 0.172 | Login To Trade |
0.244 | -0.267 | 0.003 | 0.921 | 35.64% | 0.00 | 0.30 | 47.02% | 79.70 | 710PCR: 25.03 | 1.60 | 7.00% | 7.51 | 27.75 | 33.20% | -0.065 | 0.002 | -0.215 | 0.211 | Login To Trade |
0.359 | -0.440 | 0.003 | 0.866 | 39.79% | 0.75 | 1.85 | 45.54% | 72.00 | 720PCR: 10.83 | 2.05 | 8.87% | 20.06 | 64.50 | 31.74% | -0.085 | 0.003 | -0.252 | 0.259 | Login To Trade |
0.333 | -0.322 | 0.004 | 0.880 | 31.49% | 0.75 | 1.79 | 46.25% | 60.70 | 730PCR: 7.31 | 2.70 | 11.06% | 13.10 | 123.00 | 30.03% | -0.110 | 0.004 | -0.288 | 0.312 | Login To Trade |
0.382 | -0.338 | 0.005 | 0.853 | 28.81% | 2.25 | 3.14 | 45.72% | 51.05 | 740PCR: 5.14 | 3.60 | 13.94% | 16.14 | 177.00 | 28.56% | -0.144 | 0.005 | -0.331 | 0.377 | Login To Trade |
0.452 | -0.381 | 0.006 | 0.809 | 27.34% | 11.25 | 10.31 | 44.58% | 42.40 | 750PCR: 3.30 | 4.75 | 17.53% | 34.06 | 447.00 | 27.10% | -0.190 | 0.006 | -0.376 | 0.451 | Login To Trade |
0.521 | -0.403 | 0.007 | 0.756 | 25.15% | 15.00 | 12.17 | 43.08% | 33.55 | 760PCR: 2.03 | 6.55 | 21.81% | 24.75 | 384.75 | 25.88% | -0.250 | 0.007 | -0.421 | 0.528 | Login To Trade |
0.597 | -0.453 | 0.009 | 0.676 | 24.66% | 69.00 | 14.72 | 40.44% | 26.65 | 770PCR: 1.70 | 9.10 | 26.68% | 25.01 | 408.75 | 25.27% | -0.327 | 0.009 | -0.466 | 0.599 | Login To Trade |
0.649 | -0.499 | 0.009 | 0.583 | 25.02% | 227.25 | 34.61 | 36.83% | 20.55 | 780PCR: 0.81 | 12.60 | 31.66% | 28.20 | 303.75 | 24.41% | -0.416 | 0.010 | -0.487 | 0.648 | Login To Trade |
0.663 | -0.503 | 0.010 | 0.487 | 24.66% | 429.75 | 25.06 | 32.61% | 15.20 | 790PCR: 0.62 | 17.40 | 36.41% | 15.41 | 366.75 | 24.41% | -0.514 | 0.010 | -0.498 | 0.663 | Login To Trade |
0.639 | -0.495 | 0.009 | 0.394 | 25.15% | 1,581.75 | 96.14 | 27.88% | 11.20 | 800PCR: 0.46 | 23.35 | 40.52% | 44.60 | 430.50 | 24.41% | -0.612 | 0.009 | -0.478 | 0.636 | Login To Trade |
0.586 | -0.458 | 0.008 | 0.309 | 25.39% | 634.50 | 46.84 | 23.02% | 8.15 | 810PCR: 0.21 | 30.40 | 43.35% | 9.99 | 47.25 | 25.39% | -0.691 | 0.008 | -0.457 | 0.585 | Login To Trade |
0.517 | -0.416 | 0.007 | 0.240 | 26.12% | 1,422.00 | 105.82 | 18.61% | 6.00 | 820PCR: 0.19 | 38.35 | 45.73% | 20.57 | 22.50 | 25.63% | -0.765 | 0.007 | -0.402 | 0.510 | Login To Trade |
0.447 | -0.372 | 0.006 | 0.187 | 27.10% | 404.25 | 51.97 | 14.92% | 4.45 | 830PCR: 0.14 | 46.10 | 47.62% | 7.49 | 0.75 | 25.15% | -0.833 | 0.006 | -0.322 | 0.417 | Login To Trade |
0.372 | -0.319 | 0.005 | 0.141 | 27.83% | 174.00 | 39.60 | 11.54% | 3.25 | 840PCR: 0.15 | 53.10 | 50.13% | 5.92 | 0.00 | 17.58% | -0.958 | 0.003 | -0.081 | 0.149 | Login To Trade |
0.313 | -0.278 | 0.004 | 0.110 | 28.81% | 383.25 | 75.02 | 9.13% | 2.40 | 850PCR: 0.27 | 64.95 | 49.17% | 20.02 | 4.50 | 28.81% | -0.890 | 0.004 | -0.277 | 0.313 | Login To Trade |
0.260 | -0.238 | 0.003 | 0.086 | 29.79% | 114.00 | 26.43 | 7.14% | 1.80 | 860PCR: 0.14 | 70.55 | 99.00% | 3.74 | 1.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.206 | -0.192 | 0.003 | 0.063 | 30.27% | 103.50 | 19.69 | 5.31% | 1.30 | 870PCR: 0.03 | 84.65 | 49.88% | 0.61 | 0.00 | 33.69% | -0.914 | 0.003 | -0.270 | 0.261 | Login To Trade |
0.169 | -0.162 | 0.002 | 0.049 | 31.25% | 61.50 | 19.41 | 4.12% | 1.00 | 880PCR: 0.05 | 92.05 | 99.00% | 0.98 | 0.75 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.133 | -0.130 | 0.002 | 0.036 | 31.74% | 5.25 | 6.38 | 3.06% | 0.80 | 890PCR: 0.10 | 98.70 | 99.00% | 0.65 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.121 | -0.125 | 0.001 | 0.033 | 33.69% | 93.00 | 63.01 | 2.70% | 0.70 | 900PCR: 0.07 | 109.00 | 99.00% | 4.30 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.089 | -0.099 | 0.001 | 0.022 | 36.13% | 30.00 | 20.45 | 1.84% | 0.50 | 920PCR: 0.02 | 154.05 | 48.54% | 0.31 | 0.00 | 95.21% | -0.750 | 0.002 | -1.546 | 0.528 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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