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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 | 540PCR: -- | 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 | 560PCR: -- | 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 | 580PCR: -- | 0.65 | 3.76% | 0.29 | 5.95 | 29.30% | -0.033 | 0.001 | -0.075 | 0.128 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 590PCR: -- | 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 | 0.09 | 99.00% | 65.75 | 600PCR: 38.55 | 1.30 | 6.94% | 3.60 | 181.05 | 26.86% | -0.064 | 0.003 | -0.118 | 0.219 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 610PCR: -- | 1.80 | 9.13% | 2.07 | 43.35 | 25.39% | -0.088 | 0.004 | -0.141 | 0.278 | Login To Trade |
0.088 | -0.024 | 0.002 | 0.979 | 13.67% | 12.75 | 0.09 | 49.04% | 46.55 | 620PCR: 19.00 | 2.65 | 12.21% | 1.62 | 72.25 | 24.41% | -0.123 | 0.005 | -0.173 | 0.354 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 630PCR: -- | 4.00 | 16.51% | 1.66 | 91.80 | 23.56% | -0.176 | 0.006 | -0.212 | 0.450 | Login To Trade |
0.539 | -0.244 | 0.008 | 0.762 | 22.58% | 81.60 | 0.31 | 43.16% | 32.00 | 640PCR: 7.50 | 5.95 | 21.49% | 2.30 | 119.00 | 23.19% | -0.243 | 0.008 | -0.253 | 0.546 | Login To Trade |
0.633 | -0.292 | 0.009 | 0.667 | 23.07% | 58.65 | 0.94 | 39.94% | 25.10 | 650PCR: 3.33 | 8.80 | 27.01% | 3.15 | 448.80 | 22.58% | -0.330 | 0.009 | -0.285 | 0.631 | Login To Trade |
0.683 | -0.307 | 0.010 | 0.577 | 22.46% | 564.40 | 2.24 | 36.39% | 18.90 | 660PCR: 1.34 | 12.65 | 32.29% | 2.99 | 144.50 | 22.71% | -0.424 | 0.010 | -0.310 | 0.683 | Login To Trade |
0.694 | -0.317 | 0.010 | 0.472 | 22.83% | 627.30 | 5.54 | 31.69% | 13.85 | 670PCR: 0.80 | 17.60 | 37.23% | 4.44 | 97.75 | 23.44% | -0.527 | 0.010 | -0.325 | 0.694 | Login To Trade |
0.663 | -0.299 | 0.010 | 0.377 | 22.58% | 689.35 | 10.95 | 26.82% | 9.90 | 680PCR: 0.36 | 23.55 | 40.73% | 3.97 | 42.50 | 24.41% | -0.612 | 0.009 | -0.326 | 0.668 | Login To Trade |
0.594 | -0.271 | 0.009 | 0.287 | 22.83% | 287.30 | 6.42 | 21.51% | 6.90 | 690PCR: 0.60 | 30.50 | 43.96% | 3.83 | 10.20 | 24.05% | -0.702 | 0.008 | -0.290 | 0.604 | Login To Trade |
0.510 | -0.234 | 0.007 | 0.215 | 22.95% | 668.10 | 13.63 | 16.78% | 4.80 | 700PCR: 0.38 | 39.55 | 45.88% | 5.19 | 23.80 | 25.15% | -0.763 | 0.007 | -0.271 | 0.539 | Login To Trade |
0.417 | -0.195 | 0.006 | 0.156 | 23.44% | 308.55 | 5.30 | 12.57% | 3.20 | 710PCR: 0.29 | 48.15 | 47.62% | 1.55 | 1.70 | 25.63% | -0.821 | 0.006 | -0.234 | 0.455 | Login To Trade |
0.337 | -0.161 | 0.005 | 0.114 | 23.93% | 296.65 | 6.28 | 9.38% | 2.30 | 720PCR: 0.39 | 59.50 | 47.57% | 2.43 | 5.95 | 32.71% | -0.805 | 0.005 | -0.314 | 0.480 | Login To Trade |
0.281 | -0.142 | 0.004 | 0.089 | 25.39% | 86.70 | 5.25 | 7.35% | 1.75 | 730PCR: 0.30 | 66.45 | 49.40% | 1.60 | 9.35 | 27.59% | -0.891 | 0.004 | -0.179 | 0.325 | Login To Trade |
0.222 | -0.115 | 0.003 | 0.065 | 25.88% | 478.55 | 6.84 | 5.41% | 1.30 | 740PCR: 0.13 | 77.85 | 49.12% | 0.88 | 0.00 | 35.64% | -0.859 | 0.004 | -0.278 | 0.390 | Login To Trade |
0.186 | -0.102 | 0.002 | 0.052 | 27.34% | 85.00 | 5.31 | 4.32% | 1.00 | 750PCR: 0.17 | 81.45 | 99.00% | 0.91 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.154 | -0.087 | 0.002 | 0.041 | 28.32% | 58.65 | 1.42 | 3.40% | 0.85 | 760PCR: 0.22 | 91.10 | 99.00% | 0.31 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.147 | -0.091 | 0.002 | 0.039 | 30.76% | 0.85 | 0.80 | 3.18% | 0.80 | 770PCR: 0.01 | 74.50 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.118 | -0.074 | 0.001 | 0.030 | 31.25% | 25.50 | 1.22 | 2.41% | 0.60 | 780PCR: 0.15 | 109.00 | 99.00% | 0.19 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.082 | -0.055 | 0.001 | 0.019 | 33.20% | 56.10 | 2.75 | 1.54% | 0.40 | 800PCR: 0.07 | 135.00 | 51.36% | 0.20 | 0.85 | 41.02% | -0.950 | 0.001 | -0.147 | 0.179 | Login To Trade |
0.116 | -0.091 | 0.001 | 0.029 | 39.06% | 0.00 | 0.21 | 2.27% | 0.70 | 810PCR: 0.12 | 111.60 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.057 | -0.040 | 0.001 | 0.013 | 35.16% | 0.00 | 0.45 | 0.99% | 0.30 | 820PCR: 0.09 | 131.00 | 99.00% | 0.04 | 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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