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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 | 11,000PCR: -- | 9.30 | 2.11% | 0.05 | 7.15 | 42.11% | -0.016 | 0.000 | -1.249 | 1.483 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 11,500PCR: -- | 16.00 | 3.51% | 0.19 | 32.75 | 38.21% | -0.029 | 0.000 | -1.827 | 2.391 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.15 | 0.00 | 99.00% | 1794.65 | 12,000PCR: 912.00 | 27.65 | 5.85% | 0.46 | 148.95 | 34.21% | -0.051 | 0.000 | -2.610 | 3.815 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 12,250PCR: -- | 36.50 | 7.55% | 0.11 | 32.35 | 32.26% | -0.069 | 0.000 | -3.093 | 4.795 | Login To Trade |
6.388 | -3.999 | 0.000 | 0.899 | 31.30% | 0.40 | 0.01 | 46.40% | 1388.00 | 12,500PCR: 69.74 | 51.95 | 10.06% | 0.80 | 195.35 | 30.65% | -0.096 | 0.000 | -3.772 | 6.152 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 12,750PCR: -- | 75.00 | 13.52% | 0.25 | 134.25 | 29.27% | -0.135 | 0.000 | -4.607 | 7.871 | Login To Trade |
9.761 | -5.452 | 0.000 | 0.812 | 27.93% | 8.55 | 0.05 | 44.32% | 940.00 | 13,000PCR: 27.72 | 109.90 | 17.84% | 1.29 | 424.30 | 28.14% | -0.189 | 0.000 | -5.520 | 9.806 | Login To Trade |
11.694 | -6.268 | 0.000 | 0.742 | 26.80% | 2.80 | 0.01 | 42.26% | 740.30 | 13,250PCR: 30.82 | 161.25 | 22.93% | 0.34 | 131.35 | 27.21% | -0.261 | 0.000 | -6.402 | 11.765 | Login To Trade |
13.460 | -7.379 | 0.000 | 0.646 | 27.41% | 247.15 | 0.33 | 38.88% | 579.85 | 13,500PCR: 3.31 | 234.00 | 28.38% | 1.10 | 487.75 | 26.56% | -0.348 | 0.000 | -7.113 | 13.392 | Login To Trade |
14.338 | -7.710 | 0.000 | 0.548 | 26.89% | 316.70 | 0.40 | 34.93% | 430.00 | 13,750PCR: 1.06 | 337.00 | 33.83% | 0.43 | 185.65 | 26.47% | -0.450 | 0.000 | -7.587 | 14.333 | Login To Trade |
14.309 | -7.659 | 0.000 | 0.446 | 26.76% | 733.20 | 1.77 | 30.15% | 314.00 | 14,000PCR: 0.70 | 470.00 | 38.64% | 1.23 | 205.35 | 26.21% | -0.556 | 0.000 | -7.495 | 14.301 | Login To Trade |
13.448 | -7.301 | 0.000 | 0.352 | 27.15% | 219.30 | 0.71 | 25.14% | 225.00 | 14,250PCR: 0.33 | 631.55 | 42.40% | 0.24 | 21.25 | 26.51% | -0.653 | 0.000 | -7.091 | 13.374 | Login To Trade |
11.987 | -6.669 | 0.000 | 0.271 | 27.82% | 454.40 | 2.18 | 20.19% | 162.00 | 14,500PCR: 0.29 | 820.15 | 45.20% | 0.63 | 13.35 | 27.10% | -0.736 | 0.000 | -6.420 | 11.846 | Login To Trade |
10.262 | -5.826 | 0.000 | 0.204 | 28.39% | 187.40 | 1.09 | 15.76% | 113.80 | 14,750PCR: 0.40 | 1039.90 | 46.86% | 0.43 | 4.90 | 29.34% | -0.787 | 0.000 | -6.172 | 10.518 | Login To Trade |
8.565 | -4.999 | 0.000 | 0.153 | 29.18% | 653.25 | 3.93 | 12.11% | 82.30 | 15,000PCR: 0.31 | 1240.00 | 48.63% | 1.23 | 12.75 | 28.06% | -0.857 | 0.000 | -4.586 | 8.172 | Login To Trade |
7.000 | -4.198 | 0.000 | 0.114 | 29.98% | 122.35 | 0.93 | 9.16% | 59.00 | 15,250PCR: 0.18 | 1372.10 | 99.00% | 0.17 | 0.55 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
5.688 | -3.518 | 0.000 | 0.086 | 30.93% | 237.50 | 2.86 | 6.94% | 43.00 | 15,500PCR: 0.22 | 1701.85 | 49.27% | 0.63 | 3.65 | 38.35% | -0.860 | 0.000 | -6.178 | 8.056 | Login To Trade |
4.622 | -2.956 | 0.000 | 0.066 | 31.98% | 74.60 | 0.70 | 5.29% | 32.20 | 15,750PCR: 0.16 | 1848.00 | 99.00% | 0.11 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
3.788 | -2.509 | 0.000 | 0.051 | 33.11% | 244.05 | 2.72 | 4.09% | 25.00 | 16,000PCR: 0.08 | 2191.20 | 50.93% | 0.22 | 0.40 | 32.71% | -0.951 | 0.000 | -2.391 | 3.655 | Login To Trade |
3.331 | -2.332 | 0.000 | 0.043 | 35.00% | 13.95 | 0.26 | 3.45% | 21.75 | 16,250PCR: 0.10 | 2531.35 | 50.22% | 0.03 | 0.10 | 51.61% | -0.870 | 0.000 | -7.924 | 7.677 | Login To Trade |
2.525 | -1.778 | 0.000 | 0.031 | 35.22% | 57.20 | 1.07 | 2.44% | 16.80 | 16,500PCR: 0.08 | 2833.75 | 50.20% | 0.09 | 0.15 | 61.25% | -0.846 | 0.000 | -10.514 | 8.583 | Login To Trade |
2.039 | -1.471 | 0.000 | 0.024 | 36.07% | 6.55 | 0.21 | 1.87% | 11.40 | 16,750PCR: 0.06 | 3072.40 | 50.58% | 0.01 | 0.15 | 63.49% | -0.857 | 0.000 | -10.369 | 8.166 | Login To Trade |
1.759 | -1.320 | 0.000 | 0.020 | 37.51% | 71.80 | 1.23 | 1.55% | 9.70 | 17,000PCR: 0.10 | 3100.00 | 99.00% | 0.12 | 0.25 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.513 | -1.248 | 0.000 | 0.017 | 41.26% | 7.10 | 0.35 | 1.26% | 8.70 | 17,500PCR: 0.11 | 2585.00 | 99.00% | 0.04 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.109 | -0.961 | 0.000 | 0.012 | 43.33% | 10.90 | 0.34 | 0.86% | 6.15 | 18,000PCR: 0.17 | 4015.65 | 99.00% | 0.06 | 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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