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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 | 0.12 | 99.00% | 481.45 | 3,000PCR: 12.98 | 0.20 | 0.31% | 1.50 | 2.80 | 37.11% | -0.003 | 0.000 | -0.077 | 0.054 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 438.90 | 3,050PCR: 4.40 | 1.80 | 1.94% | 0.08 | 0.00 | 44.68% | -0.016 | 0.000 | -0.473 | 0.276 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.04 | 99.00% | 540.00 | 3,100PCR: 46.60 | 0.60 | 0.89% | 2.04 | 12.95 | 35.64% | -0.007 | 0.000 | -0.194 | 0.141 | Login To Trade |
0.079 | -0.088 | 0.000 | 0.996 | 29.30% | 0.00 | 0.02 | 48.85% | 495.05 | 3,150PCR: 14.22 | 1.00 | 1.44% | 0.22 | 0.35 | 34.67% | -0.012 | 0.000 | -0.292 | 0.219 | Login To Trade |
0.713 | -1.179 | 0.000 | 0.950 | 42.97% | 0.35 | 0.05 | 47.52% | 450.00 | 3,200PCR: 5.26 | 1.20 | 1.73% | 0.25 | 2.63 | 32.23% | -0.015 | 0.000 | -0.325 | 0.262 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 255.25 | 3,250PCR: 88.50 | 1.50 | 2.26% | 0.31 | 0.00 | 29.79% | -0.020 | 0.000 | -0.384 | 0.335 | Login To Trade |
0.679 | -0.835 | 0.000 | 0.953 | 31.98% | 1.58 | 0.58 | 48.00% | 348.00 | 3,300PCR: 2.28 | 2.40 | 3.41% | 1.32 | 13.48 | 28.56% | -0.031 | 0.000 | -0.530 | 0.482 | Login To Trade |
0.762 | -0.823 | 0.001 | 0.945 | 28.08% | 2.63 | 0.02 | 48.00% | 295.85 | 3,350PCR: 11.29 | 3.40 | 4.73% | 0.28 | 55.48 | 26.37% | -0.044 | 0.001 | -0.655 | 0.646 | Login To Trade |
0.689 | -0.592 | 0.001 | 0.952 | 22.34% | 3.50 | 0.62 | 48.34% | 246.75 | 3,400PCR: 4.16 | 4.75 | 6.56% | 2.58 | 143.50 | 24.41% | -0.064 | 0.001 | -0.805 | 0.858 | Login To Trade |
1.277 | -1.157 | 0.001 | 0.892 | 23.56% | 0.88 | 0.24 | 47.01% | 199.85 | 3,450PCR: 4.79 | 6.55 | 9.11% | 1.14 | 97.65 | 21.85% | -0.092 | 0.001 | -0.952 | 1.133 | Login To Trade |
1.830 | -1.710 | 0.002 | 0.816 | 24.29% | 16.80 | 1.46 | 45.02% | 160.70 | 3,500PCR: 1.12 | 11.10 | 13.82% | 1.63 | 91.88 | 20.75% | -0.148 | 0.002 | -1.267 | 1.587 | Login To Trade |
2.217 | -1.816 | 0.002 | 0.743 | 21.30% | 11.55 | 0.35 | 42.95% | 114.45 | 3,550PCR: 2.85 | 18.80 | 20.46% | 1.00 | 118.13 | 19.29% | -0.237 | 0.002 | -1.574 | 2.122 | Login To Trade |
2.586 | -1.952 | 0.003 | 0.634 | 19.62% | 178.15 | 1.47 | 39.24% | 78.00 | 3,600PCR: 0.99 | 33.30 | 28.38% | 1.46 | 331.63 | 19.17% | -0.363 | 0.003 | -1.901 | 2.579 | Login To Trade |
2.742 | -2.086 | 0.003 | 0.489 | 19.78% | 605.68 | 2.11 | 33.04% | 49.95 | 3,650PCR: 0.30 | 56.00 | 35.94% | 0.64 | 161.88 | 19.26% | -0.512 | 0.003 | -2.031 | 2.742 | Login To Trade |
2.539 | -1.931 | 0.003 | 0.347 | 19.78% | 467.60 | 2.59 | 25.66% | 31.00 | 3,700PCR: 0.34 | 86.90 | 41.71% | 0.88 | 19.43 | 19.56% | -0.654 | 0.003 | -1.907 | 2.535 | Login To Trade |
2.066 | -1.605 | 0.002 | 0.226 | 20.20% | 149.63 | 0.92 | 18.02% | 17.80 | 3,750PCR: 0.28 | 123.35 | 46.13% | 0.25 | 5.25 | 18.62% | -0.794 | 0.002 | -1.403 | 1.959 | Login To Trade |
1.569 | -1.249 | 0.002 | 0.145 | 20.69% | 230.48 | 2.16 | 12.18% | 10.45 | 3,800PCR: 0.20 | 168.80 | 47.54% | 0.42 | 4.20 | 21.91% | -0.840 | 0.002 | -1.408 | 1.671 | Login To Trade |
1.096 | -0.905 | 0.001 | 0.088 | 21.48% | 122.85 | 0.78 | 7.60% | 5.90 | 3,850PCR: 0.07 | 194.95 | 99.00% | 0.05 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.773 | -0.664 | 0.001 | 0.056 | 22.34% | 104.13 | 1.05 | 4.89% | 3.55 | 3,900PCR: 0.53 | 256.00 | 99.00% | 0.56 | 1.93 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.581 | -0.540 | 0.001 | 0.039 | 24.17% | 4.73 | 0.23 | 3.43% | 2.55 | 3,950PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.455 | -0.451 | 0.000 | 0.029 | 25.76% | 25.55 | 1.70 | 2.53% | 1.95 | 4,000PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.177 | -0.180 | 0.000 | 0.010 | 26.37% | 0.00 | 0.08 | 0.83% | 0.60 | 4,100PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.275 | -0.366 | 0.000 | 0.016 | 34.67% | 1.75 | 0.09 | 1.34% | 1.30 | 4,200PCR: 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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