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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 | 2,500PCR: -- | 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 | 0.01 | 99.00% | 425.85 | 2,600PCR: 10.00 | 0.85 | 1.38% | 0.10 | 0.00 | 38.57% | -0.012 | 0.000 | -0.270 | 0.168 | Login To Trade |
0.746 | -1.681 | 0.001 | 0.929 | 54.08% | 0.80 | 0.01 | 46.75% | 406.50 | 2,650PCR: 5.67 | 2.05 | 2.82% | 0.03 | 0.00 | 39.79% | -0.024 | 0.000 | -0.525 | 0.317 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 259.85 | 2,700PCR: 8.38 | 1.80 | 2.77% | 0.22 | 3.00 | 34.42% | -0.025 | 0.000 | -0.457 | 0.318 | Login To Trade |
1.476 | -4.165 | 0.001 | 0.815 | 67.75% | 0.00 | 0.00 | 43.32% | 337.00 | 2,750PCR: 122.00 | 4.65 | 5.84% | 0.24 | 2.40 | 35.89% | -0.054 | 0.001 | -0.905 | 0.605 | Login To Trade |
1.252 | -2.379 | 0.001 | 0.856 | 45.59% | 0.60 | 0.01 | 45.31% | 266.10 | 2,800PCR: 47.20 | 5.50 | 7.19% | 0.47 | 7.40 | 31.98% | -0.069 | 0.001 | -0.974 | 0.731 | Login To Trade |
1.366 | -2.223 | 0.001 | 0.836 | 39.06% | 0.40 | 0.01 | 45.03% | 216.15 | 2,850PCR: 41.50 | 9.85 | 11.34% | 0.33 | 9.00 | 31.31% | -0.114 | 0.001 | -1.392 | 1.067 | Login To Trade |
1.639 | -2.526 | 0.002 | 0.779 | 36.99% | 0.60 | 0.06 | 43.49% | 173.55 | 2,900PCR: 8.10 | 13.80 | 15.29% | 0.50 | 25.80 | 28.44% | -0.163 | 0.002 | -1.611 | 1.359 | Login To Trade |
1.901 | -2.750 | 0.002 | 0.707 | 34.73% | 4.20 | 0.09 | 41.26% | 133.35 | 2,950PCR: 2.14 | 27.75 | 22.94% | 0.18 | 5.40 | 29.97% | -0.267 | 0.002 | -2.269 | 1.817 | Login To Trade |
2.052 | -2.395 | 0.002 | 0.650 | 28.02% | 91.20 | 0.98 | 39.51% | 93.00 | 3,000PCR: 1.20 | 40.40 | 28.39% | 1.18 | 38.80 | 29.39% | -0.356 | 0.002 | -2.527 | 2.064 | Login To Trade |
2.206 | -2.469 | 0.003 | 0.524 | 26.86% | 123.40 | 0.59 | 34.40% | 62.05 | 3,050PCR: 0.30 | 59.80 | 34.65% | 0.18 | 26.20 | 28.29% | -0.476 | 0.003 | -2.600 | 2.206 | Login To Trade |
2.132 | -2.424 | 0.003 | 0.394 | 27.28% | 140.60 | 0.88 | 27.97% | 41.05 | 3,100PCR: 0.27 | 94.30 | 39.72% | 0.24 | 10.80 | 31.31% | -0.590 | 0.002 | -2.810 | 2.154 | Login To Trade |
1.863 | -2.350 | 0.002 | 0.281 | 30.27% | 49.80 | 1.02 | 21.25% | 26.85 | 3,150PCR: 0.12 | 129.65 | 44.51% | 0.12 | 1.00 | 29.24% | -0.726 | 0.002 | -2.240 | 1.839 | Login To Trade |
1.548 | -1.890 | 0.002 | 0.199 | 29.30% | 81.40 | 1.78 | 15.85% | 17.65 | 3,200PCR: 0.09 | 170.75 | 46.92% | 0.17 | 3.60 | 30.40% | -0.806 | 0.002 | -1.924 | 1.519 | Login To Trade |
1.204 | -1.583 | 0.001 | 0.136 | 31.56% | 11.20 | 0.45 | 11.13% | 11.65 | 3,250PCR: 0.12 | 198.35 | 99.00% | 0.05 | 0.80 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.943 | -1.297 | 0.001 | 0.096 | 33.02% | 25.40 | 0.72 | 8.02% | 8.05 | 3,300PCR: 0.32 | 330.05 | 45.41% | 0.23 | 0.00 | 76.35% | -0.694 | 0.001 | -6.165 | 1.938 | Login To Trade |
0.710 | -1.007 | 0.001 | 0.066 | 34.06% | 10.40 | 0.17 | 5.56% | 5.30 | 3,350PCR: 0.13 | 291.30 | 99.00% | 0.02 | 1.20 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.606 | -0.930 | 0.001 | 0.054 | 36.87% | 101.80 | 0.55 | 4.51% | 4.50 | 3,400PCR: 0.04 | 385.00 | 48.54% | 0.02 | 0.00 | 62.19% | -0.820 | 0.001 | -3.754 | 1.448 | Login To Trade |
0.546 | -0.914 | 0.000 | 0.047 | 40.16% | 0.00 | 0.05 | 3.92% | 4.25 | 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 |
0.398 | -0.672 | 0.000 | 0.032 | 40.53% | 4.80 | 0.21 | 2.65% | 2.75 | 3,500PCR: 0.06 | 465.00 | 50.41% | 0.01 | 0.00 | 54.57% | -0.912 | 0.001 | -2.009 | 0.883 | Login To Trade |
0.282 | -0.481 | 0.000 | 0.021 | 41.02% | 0.00 | 0.03 | 1.75% | 1.70 | 3,550PCR: 0.31 | 482.95 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.193 | -0.330 | 0.000 | 0.014 | 41.02% | 0.20 | 0.06 | 1.12% | 1.10 | 3,600PCR: 0.10 | 552.30 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.102 | -0.183 | 0.000 | 0.007 | 42.97% | 0.00 | 0.03 | 0.53% | 0.50 | 3,700PCR: 0.64 | 650.20 | 99.00% | 0.02 | 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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