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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 | |
2.930 | -4.135 | 0.000 | 0.792 | 73.70% | 0.00 | 0.00 | 41.04% | 600.00 | 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: -- | 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 | 3,400PCR: -- | 1.35 | 1.96% | 0.08 | 0.00 | 21.00% | -0.017 | 0.000 | -0.176 | 0.439 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,440PCR: -- | 1.90 | 2.71% | 0.08 | 0.00 | 20.26% | -0.024 | 0.000 | -0.227 | 0.586 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,480PCR: -- | 2.10 | 3.03% | 0.06 | 0.00 | 18.55% | -0.028 | 0.000 | -0.232 | 0.654 | Login To Trade |
1.913 | -1.017 | 0.001 | 0.891 | 27.77% | 0.18 | 0.05 | 46.37% | 340.00 | 3,500PCR: 20.14 | 2.65 | 3.77% | 0.99 | 2.28 | 18.55% | -0.035 | 0.000 | -0.281 | 0.791 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 293.00 | 3,520PCR: 13.50 | 3.75 | 5.00% | 0.05 | 0.35 | 18.68% | -0.047 | 0.001 | -0.360 | 1.006 | Login To Trade |
1.983 | -0.869 | 0.001 | 0.885 | 22.89% | 0.70 | 0.00 | 46.50% | 278.00 | 3,560PCR: 330.50 | 4.35 | 5.93% | 1.16 | 2.45 | 17.21% | -0.057 | 0.001 | -0.386 | 1.171 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,580PCR: -- | 6.00 | 7.59% | 0.63 | 1.40 | 17.40% | -0.074 | 0.001 | -0.479 | 1.440 | Login To Trade |
2.651 | -1.282 | 0.001 | 0.824 | 25.27% | 0.53 | 0.12 | 44.76% | 250.00 | 3,600PCR: 24.68 | 6.95 | 8.64% | 3.07 | 40.25 | 16.85% | -0.086 | 0.001 | -0.518 | 1.606 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,620PCR: -- | 7.45 | 9.47% | 0.07 | 1.23 | 15.99% | -0.096 | 0.001 | -0.532 | 1.738 | Login To Trade |
3.707 | -3.490 | 0.001 | 0.669 | 49.16% | 0.00 | 0.01 | 38.33% | 300.00 | 3,640PCR: 45.40 | 10.45 | 11.92% | 0.40 | 7.53 | 16.30% | -0.124 | 0.001 | -0.652 | 2.091 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,660PCR: -- | 13.05 | 14.06% | 0.15 | 4.55 | 16.17% | -0.149 | 0.001 | -0.737 | 2.380 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,680PCR: -- | 13.60 | 15.16% | 1.07 | 1.75 | 15.05% | -0.164 | 0.002 | -0.729 | 2.530 | Login To Trade |
3.376 | -1.361 | 0.002 | 0.731 | 21.06% | 1.05 | 0.47 | 42.22% | 161.00 | 3,700PCR: 4.07 | 20.40 | 18.98% | 1.90 | 67.55 | 16.05% | -0.214 | 0.002 | -0.916 | 2.981 | Login To Trade |
3.842 | -2.524 | 0.001 | 0.636 | 34.32% | 0.00 | 0.02 | 38.02% | 196.65 | 3,720PCR: 10.70 | 22.90 | 20.94% | 0.19 | 1.05 | 15.29% | -0.242 | 0.002 | -0.936 | 3.198 | Login To Trade |
3.599 | -1.205 | 0.002 | 0.692 | 17.49% | 0.35 | 0.02 | 41.12% | 120.75 | 3,740PCR: 13.07 | 31.45 | 24.45% | 0.32 | 22.05 | 16.14% | -0.295 | 0.002 | -1.091 | 3.528 | Login To Trade |
3.806 | -1.327 | 0.002 | 0.646 | 18.22% | 0.88 | 0.04 | 39.39% | 110.50 | 3,760PCR: 5.38 | 38.10 | 27.16% | 0.20 | 24.68 | 16.16% | -0.339 | 0.002 | -1.158 | 3.744 | Login To Trade |
3.899 | -1.164 | 0.002 | 0.619 | 15.59% | 22.05 | 0.08 | 38.53% | 88.05 | 3,780PCR: 3.02 | 44.85 | 29.70% | 0.24 | 60.38 | 15.96% | -0.384 | 0.002 | -1.194 | 3.906 | Login To Trade |
4.019 | -1.195 | 0.003 | 0.570 | 15.53% | 284.55 | 1.30 | 36.57% | 76.20 | 3,800PCR: 1.04 | 52.70 | 32.20% | 1.34 | 205.10 | 15.79% | -0.431 | 0.002 | -1.216 | 4.020 | Login To Trade |
4.076 | -1.208 | 0.003 | 0.520 | 15.47% | 121.98 | 0.21 | 34.38% | 65.45 | 3,820PCR: 1.68 | 63.20 | 34.64% | 0.35 | 53.20 | 16.05% | -0.480 | 0.002 | -1.253 | 4.076 | Login To Trade |
4.070 | -1.230 | 0.003 | 0.470 | 15.78% | 73.68 | 0.35 | 32.06% | 57.10 | 3,840PCR: 3.54 | 74.00 | 36.84% | 1.24 | 73.50 | 16.14% | -0.528 | 0.002 | -1.258 | 4.071 | Login To Trade |
4.003 | -1.209 | 0.002 | 0.422 | 15.78% | 65.63 | 0.58 | 29.61% | 48.55 | 3,860PCR: 1.83 | 83.60 | 38.92% | 1.06 | 28.00 | 15.69% | -0.579 | 0.002 | -1.202 | 4.002 | Login To Trade |
3.877 | -1.169 | 0.002 | 0.374 | 15.75% | 46.55 | 0.53 | 27.07% | 40.80 | 3,880PCR: 0.89 | 97.70 | 40.67% | 0.48 | 19.60 | 16.14% | -0.622 | 0.002 | -1.202 | 3.888 | Login To Trade |
3.704 | -1.121 | 0.002 | 0.330 | 15.81% | 223.13 | 3.83 | 24.51% | 34.30 | 3,900PCR: 0.39 | 104.25 | 42.92% | 1.50 | 22.40 | 14.33% | -0.688 | 0.002 | -0.993 | 3.619 | Login To Trade |
3.497 | -1.069 | 0.002 | 0.289 | 15.96% | 72.98 | 2.11 | 22.05% | 28.90 | 3,920PCR: 0.17 | 106.00 | 46.50% | 0.36 | 1.75 | 10.22% | -0.813 | 0.003 | -0.539 | 2.753 | Login To Trade |
3.229 | -0.973 | 0.002 | 0.247 | 15.75% | 26.43 | 0.89 | 19.34% | 23.10 | 3,940PCR: 0.28 | 134.90 | 45.56% | 0.25 | 2.45 | 14.59% | -0.771 | 0.002 | -0.865 | 3.099 | Login To Trade |
2.983 | -0.913 | 0.002 | 0.214 | 15.99% | 30.45 | 2.67 | 17.11% | 19.55 | 3,960PCR: 0.03 | 141.60 | 48.33% | 0.08 | 0.35 | 10.77% | -0.883 | 0.002 | -0.413 | 2.003 | Login To Trade |
2.707 | -0.832 | 0.002 | 0.182 | 16.05% | 5.25 | 0.31 | 14.86% | 16.00 | 3,980PCR: 0.25 | 173.40 | 46.71% | 0.08 | 0.00 | 16.78% | -0.806 | 0.002 | -0.902 | 2.808 | Login To Trade |
2.492 | -0.788 | 0.001 | 0.160 | 16.51% | 141.05 | 4.24 | 13.22% | 13.95 | 4,000PCR: 0.06 | 199.00 | 46.46% | 0.26 | 0.00 | 20.02% | -0.791 | 0.001 | -1.126 | 2.938 | Login To Trade |
2.198 | -0.691 | 0.001 | 0.133 | 16.42% | 13.48 | 0.23 | 11.14% | 11.05 | 4,020PCR: 0.10 | 163.00 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.959 | -0.623 | 0.001 | 0.113 | 16.60% | 10.68 | 0.26 | 9.56% | 9.15 | 4,040PCR: 0.03 | 220.00 | 49.45% | 0.01 | 0.00 | 13.92% | -0.927 | 0.001 | -0.378 | 1.420 | Login To Trade |
1.735 | -0.558 | 0.001 | 0.096 | 16.78% | 9.63 | 0.28 | 8.16% | 7.55 | 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 |
1.734 | -0.604 | 0.001 | 0.095 | 18.19% | 0.00 | 0.15 | 8.11% | 8.15 | 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 |
1.318 | -0.430 | 0.001 | 0.066 | 17.03% | 41.65 | 1.84 | 5.75% | 5.00 | 4,100PCR: 0.02 | 225.00 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.179 | -0.393 | 0.001 | 0.058 | 17.40% | 12.08 | 0.53 | 5.00% | 4.30 | 4,120PCR: 0.05 | 217.10 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.147 | -0.402 | 0.001 | 0.056 | 18.31% | 2.98 | 0.23 | 4.81% | 4.30 | 4,140PCR: 0.02 | 317.00 | 50.41% | 0.01 | 0.00 | 15.26% | -0.973 | 0.000 | -0.188 | 0.645 | Login To Trade |
0.903 | -0.310 | 0.001 | 0.041 | 17.94% | 0.70 | 0.72 | 3.60% | 3.00 | 4,160PCR: 0.04 | 273.00 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.853 | -0.319 | 0.000 | 0.038 | 19.53% | 10.33 | 1.29 | 3.32% | 3.00 | 4,200PCR: 0.08 | 390.00 | 49.42% | 0.10 | 0.18 | 27.71% | -0.890 | 0.001 | -1.021 | 1.925 | Login To Trade |
0.640 | -0.239 | 0.000 | 0.027 | 19.53% | 3.15 | 0.86 | 2.35% | 2.00 | 4,240PCR: 0.00 | 302.60 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.601 | -0.243 | 0.000 | 0.025 | 21.12% | 0.88 | 2.71 | 2.16% | 2.00 | 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 |
0.539 | -0.229 | 0.000 | 0.022 | 22.22% | 2.45 | 0.14 | 1.88% | 1.85 | 4,320PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.418 | -0.182 | 0.000 | 0.016 | 22.71% | 0.00 | 0.07 | 1.39% | 1.30 | 4,360PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.294 | -0.128 | 0.000 | 0.011 | 22.71% | 3.33 | 0.39 | 0.92% | 0.85 | 4,400PCR: 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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