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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 | |
0.839 | -5.350 | 0.001 | 0.771 | 178.53% | 0.00 | 0.01 | 37.06% | 333.50 | 1,160PCR: 0.00 | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 204.50 | 1,200PCR: 7.75 | 0.15 | 0.62% | 0.19 | 16.20 | 33.20% | -0.005 | 0.000 | -0.049 | 0.042 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,220PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,240PCR: -- | 0.60 | 1.96% | 0.04 | 6.00 | 32.23% | -0.017 | 0.001 | -0.135 | 0.117 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,260PCR: -- | 0.35 | 1.62% | 0.07 | 0.00 | 27.34% | -0.014 | 0.001 | -0.099 | 0.101 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,280PCR: -- | 1.00 | 3.44% | 2.11 | 27.60 | 27.83% | -0.031 | 0.001 | -0.195 | 0.196 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,300PCR: -- | 1.80 | 5.74% | 5.30 | 219.00 | 27.34% | -0.054 | 0.002 | -0.298 | 0.305 | Login To Trade |
0.175 | -0.116 | 0.001 | 0.973 | 18.55% | 2.40 | 0.10 | 48.89% | 95.00 | 1,320PCR: 17.81 | 2.55 | 8.01% | 1.71 | 95.40 | 25.39% | -0.079 | 0.002 | -0.368 | 0.406 | Login To Trade |
0.601 | -0.550 | 0.003 | 0.865 | 25.63% | 9.60 | 0.35 | 46.26% | 79.50 | 1,340PCR: 8.03 | 4.15 | 11.90% | 2.80 | 198.00 | 24.29% | -0.122 | 0.003 | -0.488 | 0.562 | Login To Trade |
0.745 | -0.617 | 0.004 | 0.813 | 23.19% | 24.00 | 0.44 | 44.96% | 61.20 | 1,360PCR: 4.78 | 6.90 | 17.26% | 2.09 | 139.20 | 23.44% | -0.190 | 0.004 | -0.629 | 0.751 | Login To Trade |
0.937 | -0.766 | 0.005 | 0.717 | 22.89% | 234.00 | 0.95 | 42.02% | 46.00 | 1,380PCR: 2.04 | 11.20 | 23.64% | 1.94 | 148.20 | 22.71% | -0.281 | 0.005 | -0.758 | 0.935 | Login To Trade |
1.070 | -0.873 | 0.006 | 0.600 | 22.83% | 2,257.20 | 5.21 | 37.71% | 33.15 | 1,400PCR: 0.82 | 18.00 | 30.52% | 4.28 | 422.40 | 22.34% | -0.398 | 0.006 | -0.853 | 1.069 | Login To Trade |
1.103 | -0.897 | 0.006 | 0.475 | 22.77% | 1,365.60 | 4.36 | 32.21% | 22.85 | 1,420PCR: 0.58 | 27.40 | 36.75% | 2.54 | 74.40 | 22.22% | -0.526 | 0.006 | -0.875 | 1.103 | Login To Trade |
1.032 | -0.864 | 0.006 | 0.356 | 23.44% | 789.00 | 5.68 | 25.93% | 15.30 | 1,440PCR: 0.54 | 39.50 | 41.75% | 3.09 | 11.40 | 22.09% | -0.652 | 0.006 | -0.808 | 1.024 | Login To Trade |
0.890 | -0.753 | 0.005 | 0.255 | 23.68% | 795.60 | 7.25 | 19.79% | 9.85 | 1,460PCR: 0.40 | 54.35 | 45.20% | 2.90 | 11.40 | 22.71% | -0.754 | 0.005 | -0.707 | 0.872 | Login To Trade |
0.722 | -0.629 | 0.004 | 0.178 | 24.41% | 442.20 | 6.47 | 14.44% | 6.40 | 1,480PCR: 0.55 | 69.90 | 47.89% | 3.54 | 0.60 | 21.48% | -0.854 | 0.004 | -0.486 | 0.634 | Login To Trade |
0.579 | -0.533 | 0.003 | 0.128 | 25.76% | 487.80 | 11.05 | 10.64% | 4.45 | 1,500PCR: 0.22 | 88.40 | 49.01% | 2.47 | 20.40 | 22.95% | -0.900 | 0.003 | -0.398 | 0.486 | Login To Trade |
0.434 | -0.409 | 0.002 | 0.086 | 26.37% | 122.40 | 2.40 | 7.28% | 2.85 | 1,520PCR: 0.33 | 108.20 | 49.53% | 0.78 | 0.00 | 26.12% | -0.916 | 0.002 | -0.398 | 0.426 | Login To Trade |
0.328 | -0.320 | 0.002 | 0.059 | 27.34% | 56.40 | 5.17 | 5.09% | 1.90 | 1,540PCR: 0.11 | 120.95 | 99.00% | 0.59 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.251 | -0.256 | 0.001 | 0.043 | 28.56% | 82.80 | 1.89 | 3.64% | 1.35 | 1,560PCR: 0.37 | 146.50 | 50.51% | 0.69 | 3.60 | 26.86% | -0.967 | 0.001 | -0.197 | 0.205 | Login To Trade |
0.194 | -0.206 | 0.001 | 0.031 | 29.79% | 15.00 | 3.21 | 2.65% | 0.95 | 1,580PCR: 0.04 | 133.00 | 99.00% | 0.14 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.136 | -0.146 | 0.001 | 0.020 | 30.27% | 34.80 | 6.68 | 1.72% | 0.60 | 1,600PCR: 0.25 | 187.00 | 50.76% | 1.67 | 0.60 | 35.16% | -0.960 | 0.001 | -0.297 | 0.237 | Login To Trade |
0.102 | -0.113 | 0.000 | 0.015 | 31.25% | 7.20 | 0.37 | 1.22% | 0.45 | 1,620PCR: 0.10 | 162.00 | 99.00% | 0.04 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.089 | -0.106 | 0.000 | 0.013 | 33.20% | 1.80 | 3.54 | 1.04% | 0.40 | 1,640PCR: 0.00 | 179.00 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.053 | -0.067 | 0.000 | 0.007 | 35.16% | 0.00 | 0.23 | 0.57% | 0.20 | 1,680PCR: 0.79 | 271.50 | 50.94% | 0.18 | 8.40 | 60.55% | -0.918 | 0.001 | -0.908 | 0.420 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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