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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% | 458.65 | 1,480PCR: 1.00 | 0.30 | 0.52% | 0.00 | 0.00 | 42.97% | -0.004 | 0.000 | -0.050 | 0.059 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 426.05 | 1,520PCR: 2.00 | 0.50 | 0.91% | 0.05 | 0.00 | 41.99% | -0.007 | 0.000 | -0.083 | 0.099 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 357.70 | 1,600PCR: 21.22 | 0.50 | 0.96% | 0.72 | 3.00 | 34.18% | -0.008 | 0.000 | -0.074 | 0.108 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 319.70 | 1,620PCR: 9.50 | 1.10 | 2.00% | 0.14 | 0.00 | 36.62% | -0.016 | 0.000 | -0.152 | 0.208 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 206.00 | 1,640PCR: 53.00 | 0.60 | 1.26% | 0.80 | 2.63 | 31.74% | -0.010 | 0.000 | -0.089 | 0.141 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 299.50 | 1,660PCR: 13.40 | 1.10 | 2.10% | 0.25 | 1.13 | 32.71% | -0.017 | 0.000 | -0.146 | 0.223 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 168.40 | 1,680PCR: 122.00 | 1.20 | 2.35% | 0.46 | 0.00 | 31.25% | -0.020 | 0.000 | -0.155 | 0.248 | Login To Trade |
0.832 | -0.753 | 0.001 | 0.911 | 45.29% | 0.38 | 0.12 | 45.93% | 291.10 | 1,700PCR: 18.47 | 1.50 | 2.86% | 2.22 | 24.00 | 30.27% | -0.024 | 0.000 | -0.180 | 0.297 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 187.95 | 1,720PCR: 322.00 | 1.90 | 3.57% | 1.21 | 9.75 | 29.54% | -0.031 | 0.001 | -0.214 | 0.363 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.09 | 99.00% | 232.00 | 1,740PCR: 10.60 | 2.50 | 4.58% | 0.99 | 50.25 | 29.05% | -0.041 | 0.001 | -0.263 | 0.452 | Login To Trade |
0.553 | -0.316 | 0.001 | 0.948 | 28.56% | 0.00 | 0.18 | 47.62% | 225.00 | 1,760PCR: 4.17 | 3.00 | 5.36% | 0.74 | 23.63 | 27.83% | -0.048 | 0.001 | -0.290 | 0.521 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.21 | 99.00% | 145.10 | 1,780PCR: 3.49 | 3.75 | 6.55% | 0.72 | 40.13 | 26.98% | -0.060 | 0.001 | -0.335 | 0.622 | Login To Trade |
0.758 | -0.402 | 0.001 | 0.922 | 26.49% | 6.75 | 5.62 | 47.17% | 186.00 | 1,800PCR: 0.72 | 5.00 | 8.26% | 4.03 | 148.88 | 26.49% | -0.078 | 0.001 | -0.402 | 0.758 | Login To Trade |
1.174 | -0.744 | 0.001 | 0.856 | 31.68% | 2.25 | 3.19 | 45.32% | 173.55 | 1,820PCR: 0.52 | 6.65 | 10.34% | 1.67 | 42.00 | 26.06% | -0.101 | 0.001 | -0.477 | 0.915 | Login To Trade |
1.052 | -0.525 | 0.002 | 0.878 | 24.96% | 12.75 | 3.95 | 46.23% | 149.05 | 1,840PCR: 0.66 | 8.75 | 12.75% | 2.62 | 152.25 | 25.63% | -0.128 | 0.002 | -0.557 | 1.087 | Login To Trade |
1.440 | -0.855 | 0.002 | 0.802 | 29.66% | 6.75 | 3.49 | 43.96% | 138.50 | 1,860PCR: 0.70 | 11.80 | 15.66% | 2.44 | 114.75 | 25.45% | -0.164 | 0.002 | -0.652 | 1.280 | Login To Trade |
1.452 | -0.718 | 0.002 | 0.800 | 24.72% | 7.13 | 2.49 | 44.14% | 115.80 | 1,880PCR: 0.80 | 15.60 | 18.83% | 1.98 | 120.75 | 25.27% | -0.205 | 0.002 | -0.744 | 1.472 | Login To Trade |
1.642 | -0.810 | 0.003 | 0.751 | 24.66% | 269.25 | 4.50 | 42.68% | 101.00 | 1,900PCR: 1.00 | 20.20 | 22.13% | 4.48 | 454.88 | 25.02% | -0.251 | 0.003 | -0.827 | 1.652 | Login To Trade |
1.815 | -0.906 | 0.003 | 0.696 | 24.96% | 75.38 | 1.64 | 40.82% | 87.00 | 1,920PCR: 1.27 | 25.80 | 25.57% | 2.09 | 213.75 | 24.84% | -0.304 | 0.003 | -0.901 | 1.813 | Login To Trade |
1.943 | -0.966 | 0.003 | 0.638 | 24.87% | 253.50 | 1.71 | 38.73% | 74.00 | 1,940PCR: 0.88 | 32.75 | 28.98% | 1.51 | 312.00 | 24.72% | -0.361 | 0.003 | -0.960 | 1.942 | Login To Trade |
2.030 | -1.038 | 0.003 | 0.576 | 25.57% | 1,197.75 | 4.09 | 36.21% | 63.80 | 1,960PCR: 0.33 | 41.55 | 32.33% | 1.34 | 402.00 | 24.96% | -0.422 | 0.003 | -1.013 | 2.029 | Login To Trade |
2.067 | -1.049 | 0.003 | 0.516 | 25.39% | 1,141.88 | 2.40 | 33.61% | 52.55 | 1,980PCR: 0.66 | 51.00 | 35.36% | 1.59 | 438.38 | 24.90% | -0.484 | 0.003 | -1.029 | 2.067 | Login To Trade |
2.059 | -1.043 | 0.003 | 0.460 | 25.33% | 3,960.00 | 9.84 | 30.92% | 44.25 | 2,000PCR: 0.16 | 62.00 | 38.12% | 1.62 | 336.75 | 25.02% | -0.545 | 0.003 | -1.029 | 2.055 | Login To Trade |
2.000 | -1.021 | 0.003 | 0.398 | 25.51% | 493.88 | 1.05 | 27.75% | 36.05 | 2,020PCR: 0.06 | 75.10 | 40.45% | 0.07 | 4.88 | 25.54% | -0.602 | 0.003 | -1.022 | 2.001 | Login To Trade |
1.907 | -0.980 | 0.003 | 0.344 | 25.70% | 643.88 | 2.37 | 24.71% | 29.50 | 2,040PCR: 0.05 | 93.30 | 42.08% | 0.11 | 0.00 | 28.20% | -0.641 | 0.003 | -1.093 | 1.938 | Login To Trade |
1.782 | -0.918 | 0.003 | 0.292 | 25.76% | 140.25 | 0.54 | 21.66% | 23.75 | 2,060PCR: 0.39 | 101.00 | 44.44% | 0.21 | 33.38 | 24.78% | -0.716 | 0.003 | -0.871 | 1.758 | Login To Trade |
1.641 | -0.846 | 0.002 | 0.248 | 25.76% | 276.75 | 3.01 | 18.84% | 18.55 | 2,080PCR: 0.05 | 111.35 | 46.72% | 0.14 | 1.13 | 21.61% | -0.798 | 0.003 | -0.631 | 1.461 | Login To Trade |
1.474 | -0.766 | 0.002 | 0.205 | 26.00% | 810.38 | 1.47 | 15.96% | 15.05 | 2,100PCR: 0.05 | 133.90 | 46.91% | 0.08 | 28.13 | 25.88% | -0.796 | 0.002 | -0.760 | 1.469 | Login To Trade |
1.298 | -0.674 | 0.002 | 0.167 | 25.94% | 176.25 | 2.41 | 13.28% | 11.60 | 2,120PCR: 0.00 | 298.00 | 43.18% | 0.00 | 0.00 | 103.88% | -0.545 | 0.001 | -4.270 | 2.055 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 2,140PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.991 | -0.525 | 0.001 | 0.113 | 26.49% | 268.50 | 1.69 | 9.16% | 7.30 | 2,160PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.730 | -0.396 | 0.001 | 0.074 | 27.10% | 367.88 | 1.54 | 6.14% | 4.35 | 2,200PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.516 | -0.285 | 0.001 | 0.048 | 27.59% | 15.00 | 0.12 | 3.96% | 2.80 | 2,240PCR: 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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