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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 | 6,000PCR: -- | 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 | 6,100PCR: -- | 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 | 6,200PCR: -- | 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 | 6,300PCR: -- | 1.05 | 0.85% | 0.02 | 0.00 | 21.97% | -0.007 | 0.000 | -0.168 | 0.383 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 6,400PCR: -- | 6.40 | 3.66% | 0.00 | 0.13 | 25.76% | -0.033 | 0.000 | -0.710 | 1.378 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 6,500PCR: -- | 4.25 | 2.95% | 0.04 | 3.13 | 21.48% | -0.027 | 0.000 | -0.501 | 1.165 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 6,600PCR: -- | 4.75 | 3.52% | 0.07 | 0.50 | 19.29% | -0.033 | 0.000 | -0.531 | 1.377 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 6,650PCR: -- | 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 | 6,700PCR: -- | 5.00 | 4.06% | 0.64 | 7.88 | 16.78% | -0.038 | 0.000 | -0.529 | 1.575 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 6,750PCR: -- | 8.95 | 6.36% | 0.00 | 0.00 | 17.46% | -0.062 | 0.000 | -0.804 | 2.302 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 6,800PCR: -- | 9.15 | 6.85% | 0.16 | 14.13 | 16.05% | -0.067 | 0.000 | -0.791 | 2.463 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 6,850PCR: -- | 11.85 | 8.58% | 0.52 | 22.50 | 15.53% | -0.086 | 0.001 | -0.924 | 2.974 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 6,900PCR: -- | 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 | 6,950PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
5.054 | -1.453 | 0.001 | 0.815 | 14.37% | 8.50 | 0.11 | 45.17% | 263.00 | 7,000PCR: 8.90 | 29.10 | 16.98% | 1.01 | 42.25 | 14.59% | -0.188 | 0.001 | -1.491 | 5.111 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 7,050PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
6.595 | -1.890 | 0.001 | 0.699 | 14.33% | 15.13 | 0.11 | 41.55% | 192.00 | 7,100PCR: 4.25 | 52.50 | 24.92% | 0.45 | 43.13 | 14.83% | -0.304 | 0.001 | -1.965 | 6.623 | Login To Trade |
7.089 | -1.973 | 0.001 | 0.640 | 13.92% | 11.50 | 0.07 | 39.46% | 159.25 | 7,150PCR: 1.58 | 68.00 | 28.82% | 0.11 | 23.63 | 14.42% | -0.370 | 0.001 | -2.062 | 7.149 | Login To Trade |
7.458 | -2.126 | 0.002 | 0.565 | 14.25% | 217.00 | 0.53 | 36.46% | 128.00 | 7,200PCR: 1.56 | 92.50 | 32.63% | 0.83 | 91.88 | 14.48% | -0.442 | 0.001 | -2.164 | 7.473 | Login To Trade |
7.557 | -2.158 | 0.002 | 0.492 | 14.27% | 79.13 | 0.52 | 33.20% | 103.00 | 7,250PCR: 0.65 | 116.55 | 36.09% | 0.34 | 9.88 | 14.40% | -0.514 | 0.002 | -2.175 | 7.549 | Login To Trade |
7.394 | -2.119 | 0.001 | 0.417 | 14.33% | 82.88 | 0.95 | 29.51% | 80.55 | 7,300PCR: 0.95 | 140.05 | 39.21% | 0.91 | 17.25 | 14.13% | -0.588 | 0.002 | -2.082 | 7.368 | Login To Trade |
6.979 | -2.018 | 0.001 | 0.345 | 14.46% | 28.63 | 0.83 | 25.54% | 62.00 | 7,350PCR: 0.49 | 191.10 | 41.14% | 0.41 | 2.38 | 16.46% | -0.635 | 0.001 | -2.343 | 7.119 | Login To Trade |
6.492 | -1.912 | 0.001 | 0.291 | 14.72% | 92.63 | 1.95 | 22.23% | 48.65 | 7,400PCR: 0.41 | 245.55 | 42.30% | 0.80 | 4.75 | 19.47% | -0.662 | 0.001 | -2.696 | 6.925 | Login To Trade |
5.851 | -1.761 | 0.001 | 0.237 | 15.05% | 17.88 | 0.44 | 18.75% | 38.95 | 7,450PCR: 0.30 | 284.70 | 43.73% | 0.13 | 0.88 | 20.08% | -0.702 | 0.001 | -2.635 | 6.561 | Login To Trade |
5.170 | -1.576 | 0.001 | 0.192 | 15.24% | 153.38 | 3.45 | 15.59% | 30.00 | 7,500PCR: 0.34 | 311.00 | 45.64% | 1.17 | 1.00 | 18.26% | -0.767 | 0.001 | -2.116 | 5.793 | Login To Trade |
4.523 | -1.407 | 0.001 | 0.155 | 15.55% | 4.88 | 0.33 | 12.91% | 23.65 | 7,550PCR: 0.02 | 371.70 | 45.70% | 0.01 | 0.75 | 21.99% | -0.762 | 0.001 | -2.578 | 5.864 | Login To Trade |
3.897 | -1.251 | 0.001 | 0.125 | 16.05% | 27.25 | 0.94 | 10.55% | 18.55 | 7,600PCR: 0.15 | 409.90 | 46.76% | 0.14 | 0.50 | 21.70% | -0.799 | 0.001 | -2.307 | 5.316 | Login To Trade |
3.292 | -1.071 | 0.001 | 0.099 | 16.27% | 6.25 | 0.12 | 8.46% | 14.10 | 7,650PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
2.799 | -0.931 | 0.001 | 0.079 | 16.63% | 11.38 | 0.47 | 6.86% | 11.15 | 7,700PCR: 0.22 | 491.80 | 48.42% | 0.10 | 0.38 | 21.12% | -0.864 | 0.001 | -1.743 | 4.128 | Login To Trade |
2.367 | -0.805 | 0.000 | 0.064 | 17.00% | 6.75 | 0.08 | 5.55% | 8.80 | 7,750PCR: 0.33 | 310.00 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
2.081 | -0.734 | 0.000 | 0.054 | 17.64% | 20.50 | 1.25 | 4.72% | 7.50 | 7,800PCR: 0.04 | 585.70 | 49.22% | 0.05 | 0.25 | 22.37% | -0.895 | 0.000 | -1.537 | 3.436 | Login To Trade |
1.918 | -0.712 | 0.000 | 0.049 | 18.55% | 0.00 | 0.08 | 4.25% | 7.00 | 7,850PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.548 | -0.576 | 0.000 | 0.037 | 18.62% | 9.25 | 0.18 | 3.27% | 5.20 | 7,900PCR: 0.03 | 551.95 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.741 | -0.720 | 0.000 | 0.043 | 20.69% | 0.00 | 0.02 | 3.73% | 6.80 | 7,950PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.012 | -0.383 | 0.000 | 0.022 | 18.92% | 17.00 | 2.00 | 1.96% | 3.00 | 8,000PCR: 0.02 | 610.00 | 99.00% | 0.04 | 0.00 | 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 | 8,100PCR: -- | 690.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.671 | -0.290 | 0.000 | 0.014 | 21.61% | 0.25 | 0.07 | 1.19% | 1.95 | 8,200PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.410 | -0.176 | 0.000 | 0.008 | 21.48% | 0.38 | 0.02 | 0.67% | 1.05 | 8,300PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.893 | -1.271 | 0.000 | 0.048 | 33.57% | 0.00 | 0.02 | 3.86% | 12.30 | 8,400PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.523 | -0.277 | 0.000 | 0.010 | 26.49% | 1.38 | 0.07 | 0.86% | 1.75 | 8,500PCR: 0.00 | 0.00 | 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 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 8,600PCR: -- | 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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