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Span Margin Calculator
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
Call | Put | ||||||||||||||||||
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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 | |
0.551 | -0.960 | 0.001 | 0.908 | 83.62% | 3.50 | 0.38 | 43.88% | 312.00 | 1,000PCR: 2.74 | 1.85 | 3.40% | 1.05 | 175.00 | 54.20% | -0.025 | 0.000 | -0.224 | 0.198 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.35 | 0.00 | 99.00% | 223.00 | 1,060PCR: 193.00 | 3.15 | 5.58% | 0.68 | 78.40 | 48.58% | -0.045 | 0.001 | -0.321 | 0.318 | Login To Trade |
0.283 | -0.223 | 0.001 | 0.961 | 37.84% | 8.75 | 0.30 | 47.42% | 200.65 | 1,100PCR: 9.38 | 4.50 | 7.71% | 2.79 | 859.60 | 44.68% | -0.066 | 0.001 | -0.399 | 0.429 | Login To Trade |
0.747 | -0.901 | 0.001 | 0.858 | 57.86% | 3.50 | 0.14 | 43.99% | 193.85 | 1,120PCR: 5.40 | 5.60 | 9.22% | 0.76 | 287.35 | 43.21% | -0.082 | 0.001 | -0.454 | 0.504 | Login To Trade |
0.764 | -0.820 | 0.001 | 0.854 | 51.51% | 12.60 | 0.20 | 44.22% | 172.30 | 1,140PCR: 6.62 | 7.05 | 11.10% | 1.34 | 439.25 | 41.75% | -0.102 | 0.001 | -0.516 | 0.593 | Login To Trade |
0.720 | -0.628 | 0.002 | 0.866 | 41.87% | 25.90 | 0.23 | 45.05% | 148.80 | 1,160PCR: 16.20 | 9.30 | 13.74% | 3.69 | 640.85 | 41.14% | -0.131 | 0.002 | -0.608 | 0.710 | Login To Trade |
0.846 | -0.733 | 0.002 | 0.829 | 41.63% | 21.00 | 0.24 | 44.08% | 131.90 | 1,180PCR: 8.72 | 12.45 | 16.56% | 2.08 | 348.60 | 40.41% | -0.165 | 0.002 | -0.696 | 0.827 | Login To Trade |
0.961 | -0.821 | 0.002 | 0.790 | 41.02% | 256.90 | 1.93 | 42.98% | 116.00 | 1,200PCR: 4.94 | 15.95 | 19.79% | 9.54 | 2,185.05 | 39.92% | -0.206 | 0.002 | -0.790 | 0.950 | Login To Trade |
1.077 | -0.917 | 0.002 | 0.742 | 40.89% | 146.30 | 0.42 | 41.45% | 101.05 | 1,220PCR: 4.08 | 21.35 | 23.11% | 1.71 | 658.35 | 39.61% | -0.253 | 0.002 | -0.878 | 1.065 | Login To Trade |
1.174 | -0.993 | 0.003 | 0.691 | 40.59% | 488.60 | 0.92 | 39.75% | 87.30 | 1,240PCR: 2.56 | 27.15 | 26.67% | 2.35 | 1,039.50 | 39.37% | -0.307 | 0.003 | -0.959 | 1.169 | Login To Trade |
1.251 | -1.042 | 0.003 | 0.635 | 39.98% | 1,494.85 | 1.44 | 37.73% | 73.00 | 1,260PCR: 1.65 | 34.50 | 30.01% | 2.38 | 1,386.70 | 39.25% | -0.363 | 0.003 | -1.022 | 1.250 | Login To Trade |
1.304 | -1.071 | 0.003 | 0.578 | 39.43% | 2,203.95 | 2.33 | 35.44% | 61.60 | 1,280PCR: 0.87 | 42.90 | 33.26% | 2.03 | 991.20 | 39.06% | -0.423 | 0.003 | -1.061 | 1.304 | Login To Trade |
1.327 | -1.083 | 0.003 | 0.514 | 39.18% | 4,981.20 | 9.15 | 32.69% | 51.55 | 1,300PCR: 1.00 | 52.45 | 36.30% | 9.19 | 1,542.45 | 38.82% | -0.486 | 0.003 | -1.073 | 1.327 | Login To Trade |
1.319 | -1.085 | 0.003 | 0.455 | 39.49% | 2,216.90 | 4.90 | 29.82% | 42.50 | 1,320PCR: 0.46 | 63.50 | 38.94% | 2.27 | 254.45 | 38.70% | -0.545 | 0.003 | -1.064 | 1.320 | Login To Trade |
1.284 | -1.059 | 0.003 | 0.397 | 39.61% | 2,502.85 | 7.02 | 26.85% | 35.10 | 1,340PCR: 0.34 | 74.20 | 41.44% | 2.39 | 170.10 | 37.72% | -0.609 | 0.003 | -1.005 | 1.279 | Login To Trade |
1.222 | -1.007 | 0.003 | 0.342 | 39.55% | 1,930.25 | 7.01 | 23.78% | 28.50 | 1,360PCR: 0.20 | 87.95 | 43.45% | 1.43 | 108.85 | 38.09% | -0.663 | 0.003 | -0.965 | 1.216 | Login To Trade |
1.144 | -0.946 | 0.003 | 0.292 | 39.67% | 1,019.90 | 3.78 | 20.87% | 23.05 | 1,380PCR: 0.12 | 102.45 | 45.24% | 0.44 | 16.10 | 37.90% | -0.718 | 0.003 | -0.888 | 1.125 | Login To Trade |
1.050 | -0.876 | 0.002 | 0.247 | 40.04% | 3,696.00 | 14.36 | 17.99% | 18.55 | 1,400PCR: 0.21 | 117.40 | 46.71% | 3.02 | 108.15 | 37.66% | -0.767 | 0.002 | -0.800 | 1.020 | Login To Trade |
0.948 | -0.788 | 0.002 | 0.206 | 39.92% | 1,011.15 | 3.24 | 15.28% | 14.65 | 1,420PCR: 0.02 | 132.10 | 48.19% | 0.07 | 3.85 | 35.52% | -0.825 | 0.002 | -0.635 | 0.858 | Login To Trade |
0.847 | -0.711 | 0.002 | 0.171 | 40.28% | 666.05 | 4.45 | 12.91% | 11.60 | 1,440PCR: 0.03 | 144.90 | 49.90% | 0.13 | 3.15 | 28.93% | -0.912 | 0.002 | -0.321 | 0.532 | Login To Trade |
0.742 | -0.626 | 0.002 | 0.140 | 40.53% | 377.65 | 1.67 | 10.69% | 8.95 | 1,460PCR: 0.06 | 167.55 | 49.78% | 0.11 | 4.55 | 35.89% | -0.890 | 0.002 | -0.468 | 0.626 | Login To Trade |
0.639 | -0.540 | 0.001 | 0.113 | 40.53% | 618.10 | 3.69 | 8.70% | 7.10 | 1,480PCR: 0.11 | 179.95 | 99.00% | 0.41 | 6.30 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.472 | -0.406 | 0.001 | 0.075 | 41.26% | 940.45 | 4.04 | 5.80% | 4.45 | 1,520PCR: 0.01 | 239.70 | 49.50% | 0.02 | 0.00 | 61.52% | -0.821 | 0.001 | -1.118 | 0.872 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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