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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% | 570.00 | 3,200PCR: 44.00 | 0.85 | 1.07% | 0.15 | 2.80 | 32.23% | -0.009 | 0.000 | -0.182 | 0.203 | Login To Trade |
2.088 | -4.566 | 0.000 | 0.835 | 78.70% | 0.00 | 0.00 | 42.78% | 605.00 | 3,240PCR: 0.00 | 1.60 | 1.86% | 0.00 | 0.70 | 32.96% | -0.016 | 0.000 | -0.304 | 0.332 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,280PCR: -- | 8.90 | 6.50% | 0.00 | 0.00 | 41.87% | -0.057 | 0.000 | -1.122 | 0.965 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 455.00 | 3,300PCR: 120.00 | 1.65 | 2.11% | 0.84 | 9.63 | 29.79% | -0.018 | 0.000 | -0.312 | 0.377 | Login To Trade |
0.003 | -0.001 | 0.000 | 1.000 | 15.63% | 0.35 | 0.00 | 49.31% | 462.00 | 3,320PCR: 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 | 0.00 | 99.00% | 0.00 | 3,360PCR: -- | 2.35 | 2.91% | 0.06 | 0.00 | 27.83% | -0.026 | 0.000 | -0.391 | 0.505 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.35 | 0.04 | 99.00% | 378.00 | 3,400PCR: 22.39 | 3.00 | 3.73% | 0.90 | 47.95 | 26.61% | -0.034 | 0.000 | -0.467 | 0.631 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,440PCR: -- | 4.55 | 5.26% | 0.14 | 0.00 | 26.25% | -0.049 | 0.001 | -0.621 | 0.851 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,480PCR: -- | 4.25 | 5.42% | 0.14 | 1.23 | 23.32% | -0.051 | 0.001 | -0.572 | 0.883 | Login To Trade |
0.647 | -0.349 | 0.001 | 0.965 | 19.41% | 1.75 | 0.22 | 48.58% | 283.30 | 3,500PCR: 14.16 | 6.00 | 7.01% | 3.05 | 217.53 | 23.68% | -0.068 | 0.001 | -0.721 | 1.096 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 247.40 | 3,520PCR: 29.29 | 6.50 | 7.67% | 0.36 | 24.85 | 22.83% | -0.075 | 0.001 | -0.752 | 1.185 | Login To Trade |
2.406 | -2.583 | 0.001 | 0.792 | 38.64% | 0.00 | 0.02 | 43.46% | 281.70 | 3,540PCR: 13.82 | 7.90 | 8.92% | 0.27 | 8.40 | 22.46% | -0.088 | 0.001 | -0.840 | 1.346 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.06 | 99.00% | 206.05 | 3,560PCR: 11.29 | 8.90 | 10.00% | 0.67 | 11.20 | 21.73% | -0.101 | 0.001 | -0.894 | 1.481 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.05 | 99.00% | 181.65 | 3,580PCR: 5.96 | 11.20 | 11.94% | 0.27 | 31.50 | 21.55% | -0.123 | 0.001 | -1.023 | 1.709 | Login To Trade |
1.738 | -0.949 | 0.001 | 0.874 | 19.65% | 0.35 | 0.66 | 46.60% | 191.50 | 3,600PCR: 2.58 | 13.30 | 13.61% | 1.70 | 168.53 | 21.18% | -0.143 | 0.001 | -1.116 | 1.897 | Login To Trade |
2.036 | -1.143 | 0.001 | 0.841 | 20.20% | 1.05 | 0.16 | 45.72% | 176.45 | 3,620PCR: 3.16 | 15.70 | 15.43% | 0.50 | 28.35 | 20.81% | -0.166 | 0.001 | -1.210 | 2.093 | Login To Trade |
2.237 | -1.222 | 0.002 | 0.816 | 19.65% | 3.33 | 0.14 | 45.04% | 159.00 | 3,640PCR: 3.25 | 19.00 | 17.63% | 0.46 | 45.33 | 20.57% | -0.195 | 0.002 | -1.322 | 2.314 | Login To Trade |
2.546 | -1.431 | 0.002 | 0.770 | 20.23% | 5.43 | 0.44 | 43.71% | 143.15 | 3,660PCR: 1.02 | 22.85 | 19.93% | 0.45 | 88.38 | 20.29% | -0.227 | 0.002 | -1.426 | 2.529 | Login To Trade |
2.754 | -1.532 | 0.002 | 0.734 | 20.02% | 5.43 | 0.22 | 42.57% | 127.85 | 3,680PCR: 5.29 | 27.60 | 22.55% | 1.17 | 108.68 | 19.93% | -0.265 | 0.002 | -1.522 | 2.750 | Login To Trade |
2.934 | -1.611 | 0.002 | 0.697 | 19.78% | 214.73 | 2.74 | 41.33% | 113.85 | 3,700PCR: 1.57 | 32.95 | 25.09% | 4.29 | 865.73 | 19.90% | -0.304 | 0.002 | -1.624 | 2.938 | Login To Trade |
3.096 | -1.703 | 0.002 | 0.655 | 19.81% | 56.88 | 0.46 | 39.82% | 101.45 | 3,720PCR: 1.89 | 38.55 | 27.61% | 0.87 | 157.68 | 19.32% | -0.347 | 0.002 | -1.663 | 3.098 | Login To Trade |
3.230 | -1.736 | 0.002 | 0.606 | 19.35% | 129.33 | 0.43 | 38.00% | 86.00 | 3,740PCR: 1.99 | 46.45 | 30.23% | 0.86 | 274.93 | 19.20% | -0.393 | 0.002 | -1.721 | 3.228 | Login To Trade |
3.310 | -1.731 | 0.003 | 0.561 | 18.83% | 252.00 | 0.85 | 36.17% | 73.20 | 3,760PCR: 0.85 | 55.45 | 32.64% | 0.72 | 277.20 | 19.20% | -0.440 | 0.002 | -1.766 | 3.311 | Login To Trade |
3.348 | -1.782 | 0.003 | 0.508 | 19.17% | 294.18 | 1.11 | 33.83% | 63.60 | 3,780PCR: 0.77 | 64.00 | 35.04% | 0.85 | 170.63 | 19.17% | -0.489 | 0.003 | -1.783 | 3.348 | Login To Trade |
3.333 | -1.738 | 0.003 | 0.460 | 18.77% | 804.13 | 5.96 | 31.57% | 54.00 | 3,800PCR: 0.32 | 75.00 | 37.25% | 1.91 | 282.28 | 19.38% | -0.538 | 0.002 | -1.795 | 3.335 | Login To Trade |
3.262 | -1.717 | 0.002 | 0.409 | 18.95% | 152.43 | 2.56 | 28.97% | 45.35 | 3,820PCR: 0.20 | 85.40 | 39.43% | 0.51 | 68.25 | 18.83% | -0.591 | 0.003 | -1.706 | 3.261 | Login To Trade |
3.146 | -1.653 | 0.002 | 0.362 | 18.92% | 217.35 | 2.65 | 26.37% | 37.90 | 3,840PCR: 0.10 | 97.60 | 41.03% | 0.26 | 31.50 | 19.10% | -0.632 | 0.002 | -1.680 | 3.165 | Login To Trade |
2.966 | -1.556 | 0.002 | 0.311 | 18.89% | 203.70 | 1.68 | 23.44% | 31.75 | 3,860PCR: 0.18 | 111.35 | 42.90% | 0.29 | 8.40 | 18.77% | -0.685 | 0.002 | -1.555 | 2.982 | Login To Trade |
2.807 | -1.489 | 0.002 | 0.276 | 19.10% | 143.33 | 1.32 | 21.23% | 26.70 | 3,880PCR: 0.03 | 125.00 | 44.09% | 0.04 | 2.63 | 19.01% | -0.721 | 0.002 | -1.491 | 2.824 | Login To Trade |
2.591 | -1.362 | 0.002 | 0.237 | 18.92% | 448.18 | 3.37 | 18.67% | 21.95 | 3,900PCR: 0.06 | 135.45 | 46.10% | 0.19 | 18.38 | 16.85% | -0.791 | 0.002 | -1.129 | 2.414 | Login To Trade |
2.412 | -1.319 | 0.002 | 0.209 | 19.68% | 73.50 | 0.53 | 16.73% | 18.10 | 3,920PCR: 0.07 | 156.70 | 46.26% | 0.04 | 2.80 | 19.35% | -0.792 | 0.002 | -1.294 | 2.408 | Login To Trade |
2.197 | -1.196 | 0.002 | 0.179 | 19.59% | 67.55 | 0.61 | 14.60% | 15.65 | 3,940PCR: 0.05 | 162.45 | 49.02% | 0.03 | 0.00 | 13.43% | -0.913 | 0.001 | -0.497 | 1.333 | Login To Trade |
1.979 | -1.099 | 0.001 | 0.152 | 19.99% | 65.28 | 0.99 | 12.63% | 13.05 | 3,960PCR: 0.03 | 185.40 | 48.64% | 0.03 | 0.88 | 16.72% | -0.889 | 0.001 | -0.740 | 1.592 | Login To Trade |
1.807 | -1.017 | 0.001 | 0.133 | 20.26% | 27.13 | 0.73 | 11.15% | 11.15 | 3,980PCR: 0.03 | 199.05 | 50.11% | 0.02 | 0.00 | 11.96% | -0.972 | 0.001 | -0.180 | 0.543 | Login To Trade |
1.626 | -0.934 | 0.001 | 0.115 | 20.69% | 234.50 | 4.08 | 9.68% | 9.30 | 4,000PCR: 0.04 | 223.50 | 49.51% | 0.18 | 4.90 | 17.09% | -0.928 | 0.001 | -0.544 | 1.146 | Login To Trade |
1.459 | -0.849 | 0.001 | 0.099 | 20.94% | 12.25 | 0.26 | 8.40% | 8.05 | 4,020PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.323 | -0.787 | 0.001 | 0.086 | 21.42% | 66.50 | 0.98 | 7.39% | 7.00 | 4,040PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.180 | -0.718 | 0.001 | 0.074 | 21.91% | 9.63 | 0.21 | 6.39% | 5.95 | 4,060PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.065 | -0.659 | 0.001 | 0.065 | 22.28% | 82.08 | 0.90 | 5.60% | 5.30 | 4,080PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.853 | -0.544 | 0.001 | 0.049 | 22.95% | 23.45 | 0.80 | 4.24% | 3.90 | 4,120PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.669 | -0.438 | 0.000 | 0.036 | 23.56% | 23.45 | 0.55 | 3.15% | 2.80 | 4,160PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.601 | -0.419 | 0.000 | 0.032 | 25.15% | 49.88 | 1.16 | 2.74% | 2.55 | 4,200PCR: 0.00 | 461.60 | 48.25% | 0.01 | 0.00 | 50.84% | -0.809 | 0.001 | -3.228 | 2.286 | Login To Trade |
0.481 | -0.344 | 0.000 | 0.024 | 25.76% | 32.73 | 1.29 | 2.09% | 1.95 | 4,240PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.351 | -0.253 | 0.000 | 0.017 | 25.88% | 0.35 | 0.01 | 1.44% | 1.30 | 4,280PCR: 0.00 | 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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