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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 | |
0.880 | -15.877 | 0.000 | 0.832 | 180.42% | 0.00 | 0.01 | 41.94% | 558.65 | 2,500PCR: 0.00 | 6.00 | 5.09% | 0.00 | 0.00 | 95.46% | -0.042 | 0.000 | -3.026 | 0.317 | Login To Trade |
0.964 | -15.124 | 0.001 | 0.806 | 156.98% | 0.60 | 0.01 | 41.76% | 460.75 | 2,600PCR: 7.17 | 0.50 | 0.85% | 0.09 | 0.60 | 52.73% | -0.007 | 0.000 | -0.374 | 0.071 | Login To Trade |
1.088 | -18.737 | 0.001 | 0.761 | 172.24% | 0.00 | 0.00 | 39.95% | 440.00 | 2,650PCR: 7.00 | 0.35 | 0.72% | 0.01 | 0.20 | 42.97% | -0.006 | 0.000 | -0.268 | 0.062 | Login To Trade |
1.118 | -17.372 | 0.001 | 0.750 | 155.46% | 0.00 | 0.03 | 40.02% | 391.35 | 2,700PCR: 6.54 | 0.50 | 1.08% | 0.17 | 0.20 | 39.06% | -0.010 | 0.000 | -0.355 | 0.091 | Login To Trade |
1.015 | -10.010 | 0.001 | 0.788 | 98.63% | 1.20 | 0.01 | 42.71% | 290.45 | 2,750PCR: 27.75 | 1.85 | 3.38% | 0.22 | 0.00 | 41.50% | -0.031 | 0.001 | -1.027 | 0.248 | Login To Trade |
1.142 | -11.687 | 0.001 | 0.739 | 102.36% | 0.00 | 0.01 | 41.05% | 262.00 | 2,800PCR: 31.50 | 1.95 | 4.13% | 0.25 | 5.00 | 34.18% | -0.039 | 0.001 | -1.022 | 0.299 | Login To Trade |
1.226 | -11.374 | 0.001 | 0.696 | 92.77% | 0.00 | 0.01 | 39.84% | 212.50 | 2,850PCR: 16.00 | 3.20 | 7.00% | 0.16 | 10.80 | 29.17% | -0.070 | 0.001 | -1.371 | 0.470 | Login To Trade |
1.234 | -7.342 | 0.002 | 0.692 | 59.51% | 2.40 | 0.06 | 40.58% | 138.50 | 2,900PCR: 9.21 | 5.50 | 11.59% | 0.52 | 1.20 | 25.63% | -0.122 | 0.002 | -1.828 | 0.713 | Login To Trade |
1.347 | -7.275 | 0.002 | 0.608 | 54.02% | 0.00 | 0.07 | 37.61% | 100.00 | 2,950PCR: 8.61 | 14.00 | 23.03% | 0.57 | 4.20 | 22.89% | -0.279 | 0.004 | -2.694 | 1.177 | Login To Trade |
1.401 | -3.317 | 0.005 | 0.513 | 23.68% | 73.40 | 0.68 | 34.41% | 34.50 | 3,000PCR: 2.72 | 35.15 | 35.55% | 1.85 | 82.60 | 24.11% | -0.508 | 0.005 | -3.373 | 1.399 | Login To Trade |
1.201 | -2.873 | 0.004 | 0.289 | 23.93% | 145.80 | 0.63 | 22.39% | 16.50 | 3,050PCR: 0.30 | 70.80 | 43.58% | 0.19 | 12.00 | 26.61% | -0.713 | 0.004 | -3.180 | 1.195 | Login To Trade |
0.833 | -2.217 | 0.003 | 0.154 | 26.61% | 127.20 | 0.74 | 12.97% | 7.40 | 3,100PCR: 0.26 | 96.00 | 99.00% | 0.19 | 4.40 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.491 | -1.437 | 0.001 | 0.074 | 29.30% | 42.40 | 1.02 | 6.52% | 3.30 | 3,150PCR: 0.08 | 150.00 | 99.00% | 0.08 | 0.20 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.239 | -0.688 | 0.001 | 0.030 | 28.81% | 130.40 | 1.72 | 2.70% | 1.20 | 3,200PCR: 0.07 | 182.00 | 99.00% | 0.12 | 7.40 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.183 | -0.626 | 0.000 | 0.022 | 34.18% | 10.20 | 0.40 | 1.95% | 0.95 | 3,250PCR: 0.14 | 205.30 | 99.00% | 0.05 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.153 | -0.585 | 0.000 | 0.018 | 38.09% | 38.40 | 0.53 | 1.57% | 0.80 | 3,300PCR: 0.42 | 250.60 | 99.00% | 0.22 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.178 | -0.824 | 0.000 | 0.021 | 46.39% | 11.60 | 0.15 | 1.82% | 1.25 | 3,350PCR: 0.16 | 331.00 | 99.00% | 0.02 | 0.80 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.125 | -0.600 | 0.000 | 0.014 | 47.85% | 22.60 | 0.52 | 1.20% | 0.85 | 3,400PCR: 0.05 | 380.00 | 99.00% | 0.03 | 0.80 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.104 | -0.528 | 0.000 | 0.011 | 50.78% | 0.00 | 0.05 | 0.95% | 0.70 | 3,450PCR: 0.04 | 400.75 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.064 | -0.327 | 0.000 | 0.006 | 50.78% | 0.80 | 0.16 | 0.55% | 0.40 | 3,500PCR: 0.08 | 395.95 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.098 | -0.595 | 0.000 | 0.011 | 60.55% | 0.00 | 0.03 | 0.87% | 0.75 | 3,550PCR: 0.29 | 482.95 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.136 | -0.921 | 0.000 | 0.015 | 68.36% | 0.00 | 0.06 | 1.22% | 1.30 | 3,600PCR: 0.06 | 568.80 | 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 | 31.25% | 0.20 | 0.02 | 0.00% | 0.05 | 3,700PCR: 1.33 | 694.35 | 99.00% | 0.02 | 1.80 | 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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