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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% | 0.00 | 2,100PCR: -- | 0.60 | 0.98% | 0.00 | 0.40 | 49.80% | -0.008 | 0.000 | -0.200 | 0.104 | Login To Trade |
0.422 | -0.892 | 0.000 | 0.961 | 54.93% | 0.40 | 0.00 | 47.28% | 430.00 | 2,200PCR: -- | 1.70 | 2.39% | 0.06 | 0.20 | 46.39% | -0.020 | 0.000 | -0.425 | 0.238 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,250PCR: -- | 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 | 2,300PCR: -- | 2.70 | 3.90% | 0.19 | 3.60 | 39.31% | -0.034 | 0.000 | -0.569 | 0.376 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,350PCR: -- | 3.40 | 5.03% | 0.14 | 5.20 | 35.52% | -0.046 | 0.001 | -0.651 | 0.476 | Login To Trade |
1.557 | -4.604 | 0.001 | 0.755 | 76.90% | 0.00 | 0.01 | 41.02% | 285.00 | 2,400PCR: 49.75 | 4.45 | 6.70% | 0.40 | 12.00 | 30.88% | -0.064 | 0.001 | -0.731 | 0.615 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,450PCR: -- | 6.45 | 9.85% | 0.84 | 25.40 | 28.44% | -0.098 | 0.001 | -0.936 | 0.856 | Login To Trade |
1.358 | -1.620 | 0.002 | 0.807 | 31.01% | 1.60 | 0.03 | 44.49% | 142.35 | 2,500PCR: 63.53 | 12.30 | 15.34% | 1.91 | 39.20 | 25.94% | -0.164 | 0.002 | -1.220 | 1.223 | Login To Trade |
1.724 | -1.995 | 0.002 | 0.699 | 30.09% | 6.20 | 0.07 | 41.12% | 98.35 | 2,550PCR: 12.29 | 21.00 | 22.67% | 0.86 | 25.40 | 25.63% | -0.265 | 0.003 | -1.601 | 1.624 | Login To Trade |
1.944 | -1.990 | 0.003 | 0.567 | 26.61% | 149.20 | 0.76 | 36.23% | 62.70 | 2,600PCR: 0.73 | 41.75 | 32.40% | 0.56 | 66.00 | 25.88% | -0.432 | 0.003 | -1.934 | 1.943 | Login To Trade |
1.929 | -1.993 | 0.003 | 0.417 | 26.86% | 185.00 | 1.11 | 29.18% | 38.85 | 2,650PCR: 0.46 | 67.85 | 39.44% | 0.51 | 41.20 | 25.45% | -0.588 | 0.003 | -1.883 | 1.923 | Login To Trade |
1.701 | -1.841 | 0.003 | 0.293 | 28.14% | 363.00 | 1.92 | 22.04% | 23.75 | 2,700PCR: 0.42 | 102.00 | 45.00% | 0.81 | 12.60 | 23.25% | -0.748 | 0.003 | -1.411 | 1.577 | Login To Trade |
1.349 | -1.453 | 0.002 | 0.191 | 28.02% | 92.80 | 1.83 | 15.30% | 13.90 | 2,750PCR: 0.12 | 141.45 | 46.47% | 0.23 | 3.00 | 29.48% | -0.790 | 0.002 | -1.621 | 1.430 | Login To Trade |
1.010 | -1.137 | 0.001 | 0.123 | 29.30% | 182.40 | 2.55 | 10.21% | 8.40 | 2,800PCR: 0.27 | 176.00 | 50.10% | 0.69 | 0.00 | 19.29% | -0.960 | 0.001 | -0.317 | 0.428 | Login To Trade |
0.770 | -0.919 | 0.001 | 0.085 | 31.01% | 31.80 | 1.05 | 7.13% | 5.80 | 2,850PCR: 0.20 | 214.15 | 99.00% | 0.21 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.562 | -0.705 | 0.001 | 0.056 | 32.59% | 69.80 | 1.98 | 4.76% | 3.80 | 2,900PCR: 0.45 | 276.05 | 50.59% | 0.90 | 1.00 | 27.59% | -0.970 | 0.001 | -0.356 | 0.335 | Login To Trade |
0.534 | -0.767 | 0.001 | 0.053 | 37.35% | 0.20 | 0.33 | 4.39% | 4.00 | 2,950PCR: 0.89 | 325.05 | 50.87% | 0.29 | 0.60 | 27.34% | -0.987 | 0.000 | -0.172 | 0.164 | Login To Trade |
0.378 | -0.553 | 0.000 | 0.034 | 38.09% | 53.60 | 1.97 | 2.85% | 2.55 | 3,000PCR: 0.21 | 375.55 | 51.00% | 0.41 | 2.00 | 33.20% | -0.982 | 0.000 | -0.280 | 0.220 | Login To Trade |
0.473 | -0.832 | 0.000 | 0.045 | 45.78% | 0.00 | 0.09 | 3.64% | 4.10 | 3,050PCR: 0.72 | 385.00 | 99.00% | 0.07 | 0.40 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.257 | -0.422 | 0.000 | 0.022 | 42.72% | 11.20 | 0.93 | 1.75% | 1.65 | 3,100PCR: 0.10 | 446.50 | 99.00% | 0.09 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.175 | -0.289 | 0.000 | 0.014 | 42.97% | 0.00 | 0.11 | 1.11% | 1.00 | 3,150PCR: 0.51 | 422.10 | 99.00% | 0.06 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.207 | -0.386 | 0.000 | 0.017 | 48.34% | 2.80 | 0.56 | 1.32% | 1.45 | 3,200PCR: 0.12 | 568.65 | 99.00% | 0.07 | 1.60 | 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 | 3,250PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.098 | -0.183 | 0.000 | 0.007 | 48.83% | 0.00 | 0.05 | 0.54% | 0.55 | 3,300PCR: 0.33 | 685.75 | 51.78% | 0.02 | 0.00 | 78.13% | -0.930 | 0.000 | -1.995 | 0.664 | Login To Trade |
0.045 | -0.083 | 0.000 | 0.003 | 48.83% | 0.00 | 0.08 | 0.22% | 0.20 | 3,400PCR: 0.18 | 730.75 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.072 | -0.177 | 0.000 | 0.005 | 63.48% | 0.00 | 0.17 | 0.35% | 0.50 | 3,600PCR: 0.01 | 984.45 | 52.85% | 0.00 | 0.00 | 97.53% | -0.948 | 0.000 | -1.987 | 0.530 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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