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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 | 580PCR: -- | 0.30 | 1.73% | 0.18 | 0.00 | 27.34% | -0.015 | 0.001 | -0.035 | 0.067 | Login To Trade |
0.070 | -0.029 | 0.001 | 0.985 | 21.48% | 0.00 | 0.02 | 48.65% | 78.30 | 600PCR: 42.00 | 0.50 | 3.16% | 1.01 | 14.40 | 24.41% | -0.028 | 0.002 | -0.055 | 0.116 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 610PCR: -- | 0.40 | 2.96% | 1.63 | 8.80 | 21.00% | -0.027 | 0.002 | -0.045 | 0.112 | Login To Trade |
0.505 | -0.417 | 0.004 | 0.801 | 42.97% | 0.00 | 0.02 | 43.09% | 67.90 | 620PCR: 97.67 | 1.10 | 6.54% | 2.34 | 49.60 | 22.22% | -0.062 | 0.003 | -0.094 | 0.221 | Login To Trade |
0.522 | -0.370 | 0.004 | 0.790 | 36.87% | 0.00 | 0.01 | 43.11% | 57.00 | 630PCR: 153.00 | 1.70 | 9.41% | 1.22 | 35.20 | 21.48% | -0.092 | 0.004 | -0.124 | 0.300 | Login To Trade |
0.474 | -0.225 | 0.006 | 0.821 | 24.66% | 0.00 | 0.06 | 44.70% | 42.90 | 640PCR: 27.86 | 2.75 | 13.70% | 1.56 | 31.20 | 20.75% | -0.142 | 0.006 | -0.162 | 0.407 | Login To Trade |
0.542 | -0.232 | 0.007 | 0.775 | 22.22% | 2.40 | 0.28 | 43.56% | 34.00 | 650PCR: 12.57 | 4.45 | 18.78% | 3.52 | 104.80 | 20.51% | -0.207 | 0.008 | -0.204 | 0.518 | Login To Trade |
0.635 | -0.260 | 0.009 | 0.693 | 21.24% | 20.00 | 0.30 | 40.95% | 25.85 | 660PCR: 10.05 | 6.90 | 24.80% | 3.06 | 126.40 | 19.90% | -0.296 | 0.010 | -0.239 | 0.625 | Login To Trade |
0.699 | -0.277 | 0.010 | 0.603 | 20.63% | 184.00 | 1.58 | 37.57% | 19.55 | 670PCR: 1.66 | 10.25 | 30.55% | 2.63 | 104.00 | 19.78% | -0.394 | 0.011 | -0.265 | 0.697 | Login To Trade |
0.722 | -0.286 | 0.011 | 0.491 | 20.63% | 624.00 | 6.99 | 32.69% | 14.00 | 680PCR: 0.71 | 14.80 | 36.32% | 4.94 | 113.60 | 19.17% | -0.512 | 0.011 | -0.266 | 0.722 | Login To Trade |
0.694 | -0.267 | 0.011 | 0.388 | 20.02% | 408.00 | 4.63 | 27.57% | 9.60 | 690PCR: 0.39 | 20.80 | 40.54% | 1.79 | 58.40 | 19.78% | -0.613 | 0.011 | -0.264 | 0.693 | Login To Trade |
0.616 | -0.238 | 0.009 | 0.286 | 20.14% | 421.60 | 9.34 | 21.59% | 6.35 | 700PCR: 0.41 | 27.70 | 44.39% | 3.87 | 39.20 | 19.29% | -0.723 | 0.010 | -0.225 | 0.606 | Login To Trade |
0.512 | -0.195 | 0.008 | 0.203 | 19.78% | 196.00 | 2.62 | 16.18% | 3.95 | 710PCR: 0.20 | 37.90 | 45.37% | 0.51 | 0.00 | 24.41% | -0.746 | 0.007 | -0.273 | 0.581 | Login To Trade |
0.390 | -0.148 | 0.006 | 0.134 | 19.78% | 224.80 | 5.34 | 11.02% | 2.40 | 720PCR: 0.22 | 40.60 | 99.00% | 1.18 | 1.60 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.308 | -0.122 | 0.005 | 0.096 | 20.51% | 74.40 | 1.80 | 8.08% | 1.60 | 730PCR: 0.08 | 51.45 | 50.41% | 0.15 | 0.00 | 13.67% | -0.976 | 0.002 | -0.027 | 0.102 | Login To Trade |
0.224 | -0.090 | 0.003 | 0.063 | 21.00% | 24.00 | 2.89 | 5.35% | 1.05 | 740PCR: 0.06 | 60.00 | 99.00% | 0.18 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.178 | -0.075 | 0.003 | 0.047 | 21.97% | 56.00 | 2.94 | 4.00% | 0.75 | 750PCR: 0.22 | 68.25 | 99.00% | 0.66 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.149 | -0.067 | 0.002 | 0.038 | 23.44% | 8.00 | 0.59 | 3.21% | 0.60 | 760PCR: 0.12 | 75.15 | 99.00% | 0.07 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.136 | -0.066 | 0.002 | 0.034 | 25.39% | 2.40 | 0.14 | 2.83% | 0.60 | 770PCR: 0.06 | 94.00 | 50.25% | 0.01 | 0.00 | 33.94% | -0.912 | 0.003 | -0.189 | 0.289 | Login To Trade |
0.141 | -0.077 | 0.002 | 0.035 | 28.32% | 0.00 | 0.18 | 2.90% | 0.70 | 780PCR: 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 | -0.039 | 0.001 | 0.016 | 28.32% | 5.60 | 3.38 | 1.29% | 0.30 | 800PCR: 0.17 | 119.20 | 99.00% | 0.58 | 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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