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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 | 0.12 | 99.00% | 218.15 | 1,280PCR: 2.90 | 0.25 | 0.83% | 0.35 | 12.00 | 31.25% | -0.007 | 0.000 | -0.047 | 0.078 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 217.00 | 1,300PCR: 50.75 | 0.20 | 0.53% | 1.22 | 30.00 | 27.34% | -0.004 | 0.000 | -0.028 | 0.053 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 152.85 | 1,320PCR: 174.00 | 0.35 | 1.16% | 2.09 | 60.00 | 28.32% | -0.010 | 0.000 | -0.059 | 0.108 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.11 | 99.00% | 206.80 | 1,340PCR: 20.74 | 0.45 | 1.29% | 2.36 | 20.40 | 26.37% | -0.011 | 0.000 | -0.061 | 0.120 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 148.75 | 1,360PCR: 250.50 | 0.50 | 1.61% | 3.01 | 44.40 | 24.90% | -0.014 | 0.000 | -0.071 | 0.148 | Login To Trade |
0.522 | -0.329 | 0.001 | 0.936 | 32.71% | 4.20 | 0.08 | 47.13% | 194.50 | 1,380PCR: 44.54 | 0.70 | 2.24% | 3.47 | 28.20 | 23.93% | -0.020 | 0.001 | -0.092 | 0.200 | Login To Trade |
0.401 | -0.199 | 0.001 | 0.955 | 25.88% | 25.80 | 0.65 | 47.85% | 171.70 | 1,400PCR: 3.24 | 1.10 | 3.22% | 2.10 | 205.80 | 22.95% | -0.029 | 0.001 | -0.122 | 0.276 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.54 | 99.00% | 118.10 | 1,420PCR: 3.06 | 1.65 | 4.55% | 1.65 | 167.40 | 22.22% | -0.042 | 0.001 | -0.160 | 0.375 | Login To Trade |
0.619 | -0.279 | 0.002 | 0.921 | 23.44% | 15.00 | 1.79 | 47.27% | 133.25 | 1,440PCR: 1.87 | 2.50 | 6.62% | 3.34 | 490.80 | 21.48% | -0.063 | 0.001 | -0.214 | 0.517 | Login To Trade |
0.710 | -0.292 | 0.002 | 0.905 | 21.36% | 19.80 | 1.46 | 47.04% | 114.70 | 1,460PCR: 2.54 | 3.85 | 9.31% | 3.70 | 493.80 | 21.00% | -0.092 | 0.002 | -0.278 | 0.690 | Login To Trade |
0.911 | -0.359 | 0.003 | 0.865 | 20.51% | 24.00 | 0.69 | 46.13% | 95.60 | 1,480PCR: 2.57 | 5.90 | 12.78% | 1.78 | 342.00 | 20.39% | -0.132 | 0.003 | -0.350 | 0.894 | Login To Trade |
1.017 | -0.346 | 0.003 | 0.841 | 17.70% | 323.40 | 5.47 | 45.63% | 77.00 | 1,500PCR: 0.96 | 8.75 | 17.11% | 5.23 | 820.20 | 19.90% | -0.186 | 0.003 | -0.430 | 1.123 | Login To Trade |
1.347 | -0.493 | 0.004 | 0.745 | 19.04% | 363.60 | 3.88 | 42.75% | 62.20 | 1,520PCR: 0.67 | 13.00 | 22.29% | 2.59 | 616.80 | 19.35% | -0.259 | 0.004 | -0.504 | 1.355 | Login To Trade |
1.540 | -0.575 | 0.004 | 0.657 | 19.41% | 1,839.00 | 3.56 | 39.77% | 49.70 | 1,540PCR: 0.80 | 18.80 | 27.45% | 2.86 | 879.60 | 19.17% | -0.341 | 0.005 | -0.567 | 1.537 | Login To Trade |
1.651 | -0.597 | 0.005 | 0.564 | 18.80% | 3,494.40 | 3.59 | 36.09% | 37.20 | 1,560PCR: 0.52 | 26.75 | 32.74% | 1.88 | 1,255.20 | 19.10% | -0.437 | 0.005 | -0.607 | 1.651 | Login To Trade |
1.665 | -0.610 | 0.005 | 0.463 | 19.04% | 2,946.60 | 3.75 | 31.48% | 27.50 | 1,580PCR: 0.50 | 36.25 | 37.41% | 1.89 | 549.60 | 18.68% | -0.538 | 0.005 | -0.598 | 1.665 | Login To Trade |
1.579 | -0.578 | 0.005 | 0.367 | 19.04% | 3,420.60 | 8.42 | 26.44% | 19.60 | 1,600PCR: 0.22 | 48.70 | 41.28% | 1.87 | 173.40 | 18.86% | -0.634 | 0.005 | -0.572 | 1.577 | Login To Trade |
1.407 | -0.512 | 0.004 | 0.278 | 18.92% | 753.00 | 1.78 | 21.19% | 13.25 | 1,620PCR: 0.34 | 63.30 | 44.18% | 0.60 | 19.20 | 19.35% | -0.717 | 0.004 | -0.528 | 1.418 | Login To Trade |
1.188 | -0.441 | 0.004 | 0.204 | 19.29% | 873.00 | 2.67 | 16.25% | 9.00 | 1,640PCR: 0.16 | 79.60 | 46.51% | 0.41 | 18.60 | 19.41% | -0.794 | 0.004 | -0.445 | 1.193 | Login To Trade |
0.942 | -0.343 | 0.003 | 0.142 | 18.92% | 492.60 | 1.28 | 11.73% | 5.65 | 1,660PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.747 | -0.282 | 0.002 | 0.102 | 19.65% | 685.20 | 4.33 | 8.58% | 3.95 | 1,680PCR: 0.12 | 114.50 | 49.09% | 0.54 | 3.00 | 19.90% | -0.895 | 0.002 | -0.291 | 0.762 | Login To Trade |
0.572 | -0.219 | 0.002 | 0.072 | 19.90% | 133.80 | 0.37 | 6.10% | 2.60 | 1,700PCR: 0.53 | 135.00 | 49.08% | 0.20 | 20.40 | 24.17% | -0.884 | 0.002 | -0.381 | 0.819 | Login To Trade |
0.404 | -0.155 | 0.001 | 0.046 | 20.02% | 558.60 | 5.38 | 3.95% | 1.60 | 1,720PCR: 0.08 | 147.60 | 99.00% | 0.41 | 12.60 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.297 | -0.130 | 0.001 | 0.032 | 22.71% | 7.80 | 0.02 | 2.68% | 1.15 | 1,760PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 1,800PCR: -- | 0.00 | 99.00% | 0.00 | 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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