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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 | |
0.187 | -0.217 | 0.003 | 0.896 | 58.11% | 0.00 | 0.05 | 44.90% | 68.20 | 330PCR: 80.00 | 0.30 | 2.77% | 4.00 | 142.50 | 35.16% | -0.023 | 0.002 | -0.039 | 0.056 | Login To Trade |
0.168 | -0.166 | 0.003 | 0.910 | 49.32% | 0.00 | 0.05 | 45.68% | 62.20 | 335PCR: 26.50 | 0.35 | 3.12% | 1.33 | 40.00 | 33.20% | -0.026 | 0.002 | -0.042 | 0.063 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 15.00 | 0.05 | 99.00% | 54.40 | 340PCR: 71.50 | 0.50 | 4.01% | 3.58 | 147.50 | 32.23% | -0.035 | 0.002 | -0.051 | 0.079 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 345PCR: -- | 0.65 | 5.12% | 2.25 | 120.00 | 31.25% | -0.045 | 0.003 | -0.061 | 0.098 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 12.50 | 0.75 | 99.00% | 42.70 | 350PCR: 13.67 | 0.90 | 6.52% | 10.25 | 752.50 | 30.27% | -0.059 | 0.004 | -0.074 | 0.121 | Login To Trade |
0.065 | -0.028 | 0.003 | 0.973 | 21.48% | 27.50 | 0.15 | 48.43% | 40.20 | 355PCR: 16.83 | 1.15 | 8.52% | 2.53 | 380.00 | 29.79% | -0.080 | 0.005 | -0.091 | 0.153 | Login To Trade |
0.199 | -0.120 | 0.006 | 0.886 | 30.27% | 57.50 | 1.40 | 46.14% | 36.70 | 360PCR: 10.41 | 1.55 | 11.03% | 14.58 | 595.00 | 29.30% | -0.106 | 0.006 | -0.111 | 0.190 | Login To Trade |
0.352 | -0.442 | 0.005 | 0.713 | 62.74% | 0.00 | 0.10 | 39.17% | 42.65 | 365PCR: 71.75 | 2.20 | 13.82% | 7.18 | 705.00 | 28.81% | -0.139 | 0.007 | -0.132 | 0.229 | Login To Trade |
0.249 | -0.128 | 0.009 | 0.842 | 25.63% | 120.00 | 1.05 | 45.29% | 27.15 | 370PCR: 13.36 | 2.90 | 16.94% | 14.03 | 1,112.50 | 28.08% | -0.178 | 0.009 | -0.151 | 0.269 | Login To Trade |
0.322 | -0.192 | 0.010 | 0.759 | 29.79% | 35.00 | 0.53 | 42.69% | 24.45 | 375PCR: 17.05 | 4.00 | 20.76% | 8.95 | 1,077.50 | 28.08% | -0.229 | 0.010 | -0.176 | 0.313 | Login To Trade |
0.355 | -0.204 | 0.011 | 0.708 | 28.81% | 517.50 | 2.43 | 41.06% | 20.55 | 380PCR: 7.61 | 5.30 | 24.52% | 18.45 | 3,167.50 | 27.83% | -0.284 | 0.012 | -0.195 | 0.350 | Login To Trade |
0.383 | -0.217 | 0.013 | 0.648 | 28.32% | 767.50 | 2.55 | 38.88% | 17.20 | 385PCR: 3.03 | 6.80 | 28.25% | 7.73 | 1,155.00 | 27.10% | -0.346 | 0.013 | -0.207 | 0.381 | Login To Trade |
0.403 | -0.226 | 0.013 | 0.585 | 28.08% | 5,092.50 | 15.78 | 36.38% | 14.00 | 390PCR: 0.97 | 8.95 | 32.15% | 15.23 | 2,432.50 | 27.59% | -0.414 | 0.014 | -0.222 | 0.403 | Login To Trade |
0.412 | -0.229 | 0.014 | 0.516 | 27.83% | 2,847.50 | 10.60 | 33.47% | 11.50 | 395PCR: 0.52 | 11.20 | 35.63% | 5.50 | 890.00 | 27.10% | -0.487 | 0.014 | -0.223 | 0.412 | Login To Trade |
0.408 | -0.229 | 0.014 | 0.445 | 28.08% | 11,462.50 | 61.38 | 30.01% | 9.30 | 400PCR: 0.35 | 13.95 | 38.82% | 21.63 | 1,270.00 | 27.10% | -0.558 | 0.014 | -0.221 | 0.408 | Login To Trade |
0.394 | -0.221 | 0.013 | 0.382 | 28.08% | 2,427.50 | 13.85 | 26.76% | 7.30 | 405PCR: 0.26 | 17.20 | 41.38% | 3.65 | 280.00 | 27.34% | -0.624 | 0.013 | -0.214 | 0.392 | Login To Trade |
0.369 | -0.205 | 0.012 | 0.319 | 27.83% | 6,870.00 | 42.23 | 23.14% | 5.70 | 410PCR: 0.17 | 20.65 | 43.65% | 7.08 | 275.00 | 27.59% | -0.686 | 0.012 | -0.202 | 0.367 | Login To Trade |
0.339 | -0.192 | 0.011 | 0.266 | 28.32% | 1,177.50 | 14.53 | 19.84% | 4.40 | 415PCR: 0.13 | 24.00 | 45.64% | 1.83 | 35.00 | 26.61% | -0.750 | 0.011 | -0.175 | 0.328 | Login To Trade |
0.304 | -0.172 | 0.010 | 0.217 | 28.32% | 3,630.00 | 43.00 | 16.68% | 3.45 | 420PCR: 0.09 | 27.70 | 47.36% | 3.88 | 47.50 | 25.39% | -0.814 | 0.010 | -0.140 | 0.277 | Login To Trade |
0.264 | -0.151 | 0.009 | 0.173 | 28.56% | 852.50 | 10.00 | 13.54% | 2.65 | 425PCR: 0.08 | 37.15 | 45.82% | 0.78 | 0.00 | 42.97% | -0.724 | 0.007 | -0.297 | 0.345 | Login To Trade |
0.229 | -0.132 | 0.007 | 0.139 | 28.81% | 1,437.50 | 24.35 | 11.09% | 2.00 | 430PCR: 0.06 | 40.85 | 46.91% | 1.40 | 0.00 | 42.24% | -0.763 | 0.007 | -0.270 | 0.319 | Login To Trade |
0.197 | -0.115 | 0.006 | 0.112 | 29.30% | 305.00 | 9.60 | 9.00% | 1.55 | 435PCR: 0.02 | 44.85 | 47.75% | 0.15 | 0.00 | 41.99% | -0.795 | 0.006 | -0.247 | 0.294 | Login To Trade |
0.168 | -0.100 | 0.005 | 0.090 | 29.79% | 1,275.00 | 27.18 | 7.29% | 1.20 | 440PCR: 0.06 | 44.00 | 99.00% | 1.63 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.141 | -0.085 | 0.004 | 0.071 | 30.27% | 202.50 | 3.33 | 5.78% | 1.00 | 445PCR: 0.01 | 28.70 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.123 | -0.077 | 0.004 | 0.060 | 31.25% | 922.50 | 22.18 | 4.85% | 0.80 | 450PCR: 0.07 | 61.00 | 48.66% | 1.63 | 0.00 | 54.69% | -0.800 | 0.005 | -0.317 | 0.289 | Login To Trade |
0.078 | -0.049 | 0.002 | 0.034 | 31.25% | 205.00 | 8.65 | 2.75% | 0.45 | 460PCR: 0.04 | 46.00 | 99.00% | 0.33 | 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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