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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 | |
0.130 | -0.609 | 0.002 | 0.933 | 74.71% | 6.40 | 0.03 | 46.58% | 102.85 | 580PCR: 3.50 | 0.35 | 2.12% | 0.11 | 0.00 | 52.73% | -0.018 | 0.001 | -0.146 | 0.044 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 600PCR: -- | 0.10 | 0.83% | 0.70 | 148.00 | 35.16% | -0.007 | 0.001 | -0.044 | 0.020 | Login To Trade |
0.220 | -0.826 | 0.004 | 0.864 | 60.06% | 0.00 | 0.06 | 45.38% | 65.25 | 620PCR: 13.43 | 0.15 | 1.65% | 0.75 | 51.20 | 29.30% | -0.015 | 0.001 | -0.070 | 0.038 | Login To Trade |
0.235 | -0.783 | 0.004 | 0.850 | 53.22% | 0.00 | 0.02 | 45.22% | 55.80 | 630PCR: 59.00 | 0.30 | 2.68% | 0.94 | 70.40 | 27.34% | -0.025 | 0.002 | -0.101 | 0.059 | Login To Trade |
0.133 | -0.236 | 0.005 | 0.931 | 28.32% | 16.00 | 0.08 | 47.98% | 41.40 | 640PCR: 15.00 | 0.50 | 5.09% | 1.20 | 101.60 | 25.39% | -0.049 | 0.004 | -0.163 | 0.102 | Login To Trade |
0.103 | -0.126 | 0.005 | 0.950 | 19.53% | 22.40 | 0.17 | 48.51% | 31.90 | 650PCR: 13.62 | 1.05 | 9.11% | 2.29 | 245.60 | 24.41% | -0.092 | 0.007 | -0.255 | 0.167 | Login To Trade |
0.268 | -0.392 | 0.011 | 0.816 | 23.44% | 40.80 | 0.43 | 45.27% | 22.95 | 660PCR: 3.72 | 2.15 | 15.78% | 1.61 | 247.20 | 22.46% | -0.174 | 0.011 | -0.363 | 0.259 | Login To Trade |
0.343 | -0.445 | 0.016 | 0.715 | 20.75% | 162.40 | 0.90 | 42.22% | 15.25 | 670PCR: 3.38 | 4.20 | 24.55% | 3.03 | 636.00 | 22.46% | -0.299 | 0.015 | -0.492 | 0.350 | Login To Trade |
0.402 | -0.551 | 0.018 | 0.516 | 21.97% | 1,017.60 | 3.42 | 34.46% | 9.10 | 680PCR: 1.15 | 8.00 | 34.41% | 3.94 | 680.00 | 20.51% | -0.483 | 0.019 | -0.515 | 0.402 | Login To Trade |
0.376 | -0.510 | 0.017 | 0.355 | 21.73% | 1,056.00 | 3.16 | 26.20% | 5.20 | 690PCR: 0.47 | 13.90 | 41.17% | 1.47 | 309.60 | 22.22% | -0.642 | 0.017 | -0.523 | 0.377 | Login To Trade |
0.293 | -0.429 | 0.012 | 0.213 | 23.44% | 1,584.80 | 7.20 | 17.25% | 2.80 | 700PCR: 0.54 | 21.90 | 46.29% | 3.86 | 421.60 | 22.22% | -0.800 | 0.013 | -0.392 | 0.282 | Login To Trade |
0.210 | -0.314 | 0.009 | 0.127 | 23.93% | 699.20 | 3.49 | 10.79% | 1.55 | 710PCR: 0.28 | 30.10 | 48.14% | 0.97 | 32.00 | 23.93% | -0.873 | 0.009 | -0.314 | 0.210 | Login To Trade |
0.151 | -0.254 | 0.006 | 0.081 | 26.86% | 721.60 | 5.94 | 7.05% | 1.00 | 720PCR: 0.31 | 39.50 | 50.33% | 1.83 | 36.00 | 15.63% | -0.992 | 0.001 | -0.021 | 0.021 | Login To Trade |
0.118 | -0.217 | 0.004 | 0.059 | 29.30% | 740.80 | 5.48 | 5.15% | 0.70 | 730PCR: 0.31 | 49.70 | 49.54% | 1.70 | 24.80 | 32.23% | -0.922 | 0.004 | -0.296 | 0.147 | Login To Trade |
0.090 | -0.181 | 0.003 | 0.042 | 32.23% | 228.00 | 2.80 | 3.63% | 0.55 | 740PCR: 0.14 | 58.75 | 99.00% | 0.40 | 49.60 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.077 | -0.170 | 0.002 | 0.035 | 35.16% | 395.20 | 5.85 | 3.01% | 0.45 | 750PCR: 0.13 | 68.50 | 50.62% | 0.77 | 20.80 | 3.91% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.045 | -0.098 | 0.001 | 0.018 | 35.16% | 88.00 | 1.01 | 1.56% | 0.25 | 760PCR: 0.10 | 77.50 | 99.00% | 0.10 | 8.80 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.046 | -0.112 | 0.001 | 0.019 | 39.06% | 30.40 | 0.45 | 1.59% | 0.30 | 770PCR: 0.14 | 86.30 | 99.00% | 0.06 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.027 | -0.065 | 0.001 | 0.010 | 39.06% | 31.20 | 0.69 | 0.84% | 0.15 | 780PCR: 0.01 | 71.30 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.121 | -0.472 | 0.002 | 0.060 | 62.50% | 0.00 | 0.01 | 4.80% | 1.55 | 790PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.029 | -0.085 | 0.001 | 0.011 | 46.88% | 97.60 | 2.78 | 0.89% | 0.20 | 800PCR: 0.17 | 104.70 | 99.00% | 0.46 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.037 | -0.132 | 0.001 | 0.015 | 56.64% | 0.00 | 0.36 | 1.16% | 0.30 | 820PCR: 0.02 | 141.00 | 51.25% | 0.01 | 0.00 | 80.08% | -0.934 | 0.002 | -0.650 | 0.130 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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