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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 | 980PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.821 | -1.041 | 0.001 | 0.815 | 65.92% | 0.00 | 0.01 | 42.19% | 175.25 | 1,000PCR: 0.00 | 0.25 | 1.26% | 0.00 | 2.20 | 23.44% | -0.011 | 0.000 | -0.040 | 0.088 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,020PCR: -- | 0.25 | 1.38% | 0.01 | 1.65 | 20.51% | -0.012 | 0.001 | -0.038 | 0.097 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,030PCR: -- | 0.35 | 1.65% | 0.01 | 1.65 | 19.53% | -0.015 | 0.001 | -0.043 | 0.115 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,040PCR: -- | 0.50 | 2.57% | 0.40 | 1.10 | 19.53% | -0.023 | 0.001 | -0.063 | 0.169 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,050PCR: -- | 0.70 | 3.33% | 1.85 | 47.85 | 18.80% | -0.031 | 0.001 | -0.077 | 0.213 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,060PCR: -- | 1.05 | 4.70% | 0.68 | 34.65 | 18.55% | -0.044 | 0.002 | -0.102 | 0.287 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,070PCR: -- | 1.50 | 6.24% | 3.69 | 36.30 | 18.07% | -0.060 | 0.002 | -0.128 | 0.367 | Login To Trade |
0.970 | -0.711 | 0.003 | 0.753 | 38.09% | 0.00 | 0.01 | 41.91% | 90.00 | 1,080PCR: 253.00 | 2.10 | 8.50% | 1.39 | 44.55 | 17.82% | -0.084 | 0.003 | -0.163 | 0.474 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,090PCR: -- | 3.20 | 11.52% | 0.69 | 41.25 | 17.82% | -0.118 | 0.004 | -0.208 | 0.608 | Login To Trade |
0.829 | -0.321 | 0.004 | 0.812 | 20.14% | 229.35 | 1.07 | 44.74% | 58.45 | 1,100PCR: 1.73 | 4.70 | 15.02% | 1.84 | 51.15 | 17.82% | -0.160 | 0.004 | -0.257 | 0.749 | Login To Trade |
1.157 | -1.133 | 0.002 | 0.633 | 50.90% | 0.00 | 0.01 | 36.87% | 84.50 | 1,110PCR: 135.00 | 6.25 | 18.41% | 0.74 | 51.70 | 17.33% | -0.205 | 0.005 | -0.291 | 0.873 | Login To Trade |
1.032 | -0.370 | 0.006 | 0.722 | 18.68% | 13.20 | 0.05 | 42.04% | 42.05 | 1,120PCR: 24.89 | 8.65 | 22.45% | 1.23 | 100.65 | 17.21% | -0.263 | 0.006 | -0.332 | 1.003 | Login To Trade |
1.128 | -0.405 | 0.006 | 0.659 | 18.68% | 14.85 | 0.06 | 39.86% | 35.30 | 1,130PCR: 16.09 | 11.90 | 26.74% | 0.97 | 141.35 | 17.33% | -0.331 | 0.007 | -0.371 | 1.114 | Login To Trade |
1.192 | -0.417 | 0.007 | 0.594 | 18.19% | 334.40 | 1.14 | 37.42% | 28.75 | 1,140PCR: 2.26 | 16.15 | 30.92% | 2.57 | 243.65 | 17.70% | -0.404 | 0.007 | -0.405 | 1.191 | Login To Trade |
1.224 | -0.422 | 0.007 | 0.523 | 17.94% | 589.60 | 1.77 | 34.35% | 23.00 | 1,150PCR: 0.86 | 20.30 | 34.55% | 1.53 | 153.45 | 17.33% | -0.476 | 0.007 | -0.408 | 1.224 | Login To Trade |
1.217 | -0.421 | 0.007 | 0.452 | 18.01% | 309.65 | 1.01 | 30.98% | 18.35 | 1,160PCR: 1.04 | 25.60 | 37.91% | 1.06 | 52.25 | 17.33% | -0.551 | 0.007 | -0.406 | 1.216 | Login To Trade |
1.174 | -0.413 | 0.007 | 0.384 | 18.31% | 409.20 | 2.11 | 27.46% | 14.70 | 1,170PCR: 1.00 | 32.35 | 40.67% | 2.11 | 28.60 | 17.94% | -0.619 | 0.007 | -0.404 | 1.172 | Login To Trade |
1.099 | -0.387 | 0.006 | 0.320 | 18.31% | 278.85 | 4.83 | 23.75% | 11.65 | 1,180PCR: 0.35 | 36.80 | 43.70% | 1.69 | 27.50 | 15.81% | -0.709 | 0.007 | -0.321 | 1.054 | Login To Trade |
1.003 | -0.357 | 0.006 | 0.263 | 18.49% | 111.65 | 1.84 | 20.21% | 9.00 | 1,190PCR: 0.35 | 56.15 | 42.77% | 0.65 | 0.00 | 27.10% | -0.660 | 0.004 | -0.587 | 1.126 | Login To Trade |
0.894 | -0.321 | 0.005 | 0.213 | 18.68% | 804.10 | 11.63 | 16.88% | 6.80 | 1,200PCR: 0.11 | 52.00 | 47.46% | 1.28 | 14.85 | 15.14% | -0.840 | 0.005 | -0.218 | 0.750 | Login To Trade |
0.772 | -0.277 | 0.004 | 0.168 | 18.68% | 51.15 | 0.96 | 13.68% | 5.10 | 1,210PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.655 | -0.237 | 0.004 | 0.131 | 18.80% | 90.20 | 2.18 | 10.93% | 3.70 | 1,220PCR: 0.02 | 47.75 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.533 | -0.191 | 0.003 | 0.098 | 18.68% | 52.80 | 1.73 | 8.33% | 2.60 | 1,230PCR: 0.03 | 53.05 | 99.00% | 0.05 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.451 | -0.166 | 0.003 | 0.079 | 19.17% | 109.45 | 2.57 | 6.70% | 2.05 | 1,240PCR: 0.58 | 70.90 | 99.00% | 1.50 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.362 | -0.134 | 0.002 | 0.059 | 19.29% | 905.85 | 2.88 | 5.08% | 1.50 | 1,250PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.270 | -0.099 | 0.002 | 0.041 | 19.04% | 81.40 | 0.84 | 3.55% | 0.95 | 1,260PCR: 0.01 | 114.75 | 48.77% | 0.01 | 0.00 | 30.40% | -0.857 | 0.002 | -0.406 | 0.696 | Login To Trade |
0.223 | -0.084 | 0.001 | 0.032 | 19.53% | 77.00 | 1.20 | 2.81% | 0.75 | 1,270PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.167 | -0.063 | 0.001 | 0.023 | 19.53% | 539.00 | 4.11 | 1.99% | 0.50 | 1,280PCR: 0.00 | 95.00 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.137 | -0.053 | 0.001 | 0.018 | 20.02% | 13.75 | 0.19 | 1.57% | 0.40 | 1,290PCR: 0.06 | 112.25 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.142 | -0.059 | 0.001 | 0.019 | 21.48% | 74.25 | 1.44 | 1.62% | 0.45 | 1,300PCR: 0.01 | 119.00 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.082 | -0.034 | 0.000 | 0.010 | 21.48% | 58.30 | 2.83 | 0.85% | 0.20 | 1,320PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.072 | -0.032 | 0.000 | 0.009 | 23.44% | 57.20 | 1.60 | 0.72% | 0.20 | 1,340PCR: 0.00 | 152.60 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.067 | -0.033 | 0.000 | 0.008 | 25.39% | 0.55 | 0.43 | 0.65% | 0.20 | 1,360PCR: 0.04 | 165.20 | 99.00% | 0.02 | 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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