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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 | |
3.540 | -6.268 | 0.000 | 0.859 | 84.99% | 0.00 | 0.00 | 42.55% | 1280.00 | 5,000PCR: 608.00 | 7.00 | 3.23% | 0.61 | 17.70 | 43.58% | -0.026 | 0.000 | -0.861 | 0.948 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 5,200PCR: -- | 16.45 | 6.40% | 0.11 | 2.60 | 43.33% | -0.054 | 0.000 | -1.574 | 1.743 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 5,300PCR: -- | 21.10 | 7.90% | 0.13 | 4.50 | 41.81% | -0.069 | 0.000 | -1.836 | 2.108 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 645.00 | 5,400PCR: 142.00 | 31.30 | 10.54% | 0.14 | 4.30 | 41.90% | -0.096 | 0.000 | -2.354 | 2.697 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 5,450PCR: -- | 34.65 | 11.50% | 0.06 | 3.20 | 40.95% | -0.107 | 0.000 | -2.484 | 2.912 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 545.00 | 5,500PCR: 345.00 | 40.30 | 12.84% | 0.35 | 24.80 | 40.59% | -0.121 | 0.000 | -2.703 | 3.197 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 5,550PCR: -- | 46.95 | 14.30% | 0.05 | 8.20 | 40.28% | -0.138 | 0.000 | -2.935 | 3.497 | Login To Trade |
3.484 | -2.658 | 0.000 | 0.862 | 36.62% | 0.10 | 0.00 | 45.24% | 619.25 | 5,600PCR: 109.67 | 56.20 | 16.08% | 0.33 | 9.50 | 40.44% | -0.159 | 0.000 | -3.236 | 3.842 | Login To Trade |
2.201 | -1.122 | 0.000 | 0.927 | 24.48% | 0.00 | 0.00 | 47.41% | 540.00 | 5,650PCR: 47.00 | 65.55 | 17.78% | 0.05 | 3.30 | 40.31% | -0.180 | 0.000 | -3.494 | 4.160 | Login To Trade |
4.023 | -2.899 | 0.001 | 0.829 | 34.59% | 0.00 | 0.01 | 44.46% | 529.25 | 5,700PCR: 22.27 | 72.50 | 19.16% | 0.25 | 17.80 | 39.38% | -0.199 | 0.000 | -3.624 | 4.417 | Login To Trade |
4.735 | -3.885 | 0.001 | 0.776 | 39.38% | 0.10 | 0.00 | 42.65% | 511.60 | 5,750PCR: 34.00 | 83.05 | 20.89% | 0.10 | 3.30 | 39.06% | -0.222 | 0.001 | -3.837 | 4.715 | Login To Trade |
4.933 | -3.850 | 0.001 | 0.759 | 37.46% | 0.60 | 0.11 | 42.23% | 465.45 | 5,800PCR: 3.52 | 100.25 | 23.08% | 0.38 | 10.80 | 39.83% | -0.252 | 0.001 | -4.195 | 5.056 | Login To Trade |
4.926 | -3.274 | 0.001 | 0.760 | 31.91% | 0.50 | 0.02 | 42.57% | 401.50 | 5,850PCR: 2.71 | 108.70 | 24.52% | 0.06 | 6.90 | 38.59% | -0.275 | 0.001 | -4.245 | 5.281 | Login To Trade |
5.501 | -4.284 | 0.001 | 0.701 | 37.38% | 0.70 | 0.11 | 40.29% | 395.30 | 5,900PCR: 2.15 | 121.80 | 26.25% | 0.24 | 15.30 | 38.02% | -0.302 | 0.001 | -4.374 | 5.522 | Login To Trade |
5.598 | -3.780 | 0.001 | 0.689 | 32.41% | 0.40 | 0.04 | 40.16% | 334.55 | 5,950PCR: 3.76 | 136.70 | 28.03% | 0.14 | 6.50 | 37.55% | -0.331 | 0.001 | -4.493 | 5.744 | Login To Trade |
5.934 | -4.557 | 0.001 | 0.639 | 36.87% | 26.50 | 0.39 | 38.05% | 328.80 | 6,000PCR: 2.95 | 155.90 | 29.87% | 1.14 | 107.60 | 37.22% | -0.363 | 0.001 | -4.606 | 5.941 | Login To Trade |
6.059 | -4.118 | 0.001 | 0.614 | 32.62% | 2.40 | 0.13 | 37.36% | 273.70 | 6,050PCR: 1.10 | 171.40 | 31.58% | 0.14 | 8.00 | 36.68% | -0.394 | 0.001 | -4.659 | 6.096 | Login To Trade |
6.216 | -4.683 | 0.001 | 0.572 | 36.16% | 95.70 | 0.38 | 35.42% | 267.80 | 6,100PCR: 0.67 | 192.00 | 33.39% | 0.26 | 52.70 | 36.50% | -0.429 | 0.001 | -4.728 | 6.218 | Login To Trade |
6.291 | -4.706 | 0.001 | 0.537 | 35.90% | 67.00 | 0.21 | 33.93% | 243.00 | 6,150PCR: 0.88 | 215.30 | 35.05% | 0.19 | 35.10 | 36.25% | -0.463 | 0.001 | -4.752 | 6.291 | Login To Trade |
6.319 | -4.718 | 0.001 | 0.502 | 35.84% | 167.40 | 1.16 | 32.34% | 215.50 | 6,200PCR: 0.27 | 240.00 | 36.68% | 0.32 | 26.40 | 36.07% | -0.498 | 0.001 | -4.749 | 6.319 | Login To Trade |
6.296 | -4.709 | 0.001 | 0.467 | 35.90% | 43.70 | 0.24 | 30.65% | 192.35 | 6,250PCR: 0.21 | 267.85 | 38.22% | 0.05 | 5.00 | 36.12% | -0.532 | 0.001 | -4.739 | 6.299 | Login To Trade |
6.228 | -4.623 | 0.001 | 0.432 | 35.63% | 90.70 | 0.64 | 28.95% | 171.10 | 6,300PCR: 0.17 | 294.10 | 39.60% | 0.11 | 6.20 | 37.03% | -0.564 | 0.001 | -4.813 | 6.239 | Login To Trade |
6.119 | -4.579 | 0.001 | 0.400 | 35.92% | 6.80 | 0.09 | 27.23% | 153.85 | 6,350PCR: 0.28 | 346.95 | 40.75% | 0.02 | 1.90 | 39.20% | -0.589 | 0.001 | -5.032 | 6.162 | Login To Trade |
5.944 | -4.336 | 0.001 | 0.363 | 35.02% | 47.70 | 0.38 | 25.29% | 131.00 | 6,400PCR: 0.10 | 385.15 | 41.82% | 0.04 | 0.80 | 40.21% | -0.615 | 0.001 | -5.072 | 6.054 | Login To Trade |
5.769 | -4.289 | 0.001 | 0.335 | 35.69% | 5.30 | 0.05 | 23.63% | 119.15 | 6,450PCR: 0.08 | 393.85 | 43.33% | 0.00 | 0.10 | 35.98% | -0.664 | 0.001 | -4.332 | 5.779 | Login To Trade |
5.549 | -4.135 | 0.001 | 0.305 | 35.77% | 109.50 | 1.28 | 21.87% | 105.25 | 6,500PCR: 0.02 | 440.65 | 44.09% | 0.03 | 1.40 | 37.99% | -0.682 | 0.001 | -4.469 | 5.646 | Login To Trade |
5.310 | -3.977 | 0.001 | 0.278 | 35.95% | 3.80 | 0.03 | 20.18% | 93.15 | 6,550PCR: 0.06 | 464.30 | 45.32% | 0.00 | 0.50 | 35.60% | -0.725 | 0.001 | -3.922 | 5.289 | Login To Trade |
5.038 | -3.770 | 0.001 | 0.250 | 35.92% | 23.60 | 0.51 | 18.46% | 81.30 | 6,600PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
4.586 | -3.255 | 0.001 | 0.212 | 34.07% | 1.70 | 0.02 | 16.00% | 62.15 | 6,650PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
4.445 | -3.318 | 0.001 | 0.201 | 35.83% | 30.00 | 0.43 | 15.17% | 60.00 | 6,700PCR: 0.01 | 592.45 | 47.26% | 0.01 | 0.40 | 37.69% | -0.786 | 0.001 | -3.624 | 4.615 | Login To Trade |
3.833 | -2.861 | 0.000 | 0.159 | 35.83% | 16.80 | 0.13 | 12.22% | 45.40 | 6,800PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
3.014 | -2.150 | 0.000 | 0.112 | 34.24% | 4.10 | 0.09 | 8.83% | 28.30 | 6,900PCR: 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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