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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 | 640PCR: -- | 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 | 0.01 | 99.00% | 105.00 | 660PCR: 2.00 | 0.30 | 1.54% | 0.02 | 0.00 | 27.34% | -0.013 | 0.001 | -0.037 | 0.068 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 670PCR: -- | 0.20 | 1.13% | 0.29 | 2.20 | 23.44% | -0.010 | 0.001 | -0.025 | 0.052 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 680PCR: -- | 0.30 | 2.05% | 0.92 | 8.80 | 23.44% | -0.018 | 0.001 | -0.042 | 0.089 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 690PCR: -- | 0.30 | 1.91% | 0.58 | 66.00 | 20.51% | -0.017 | 0.001 | -0.035 | 0.086 | Login To Trade |
0.302 | -0.165 | 0.003 | 0.920 | 27.34% | 8.80 | 0.33 | 47.06% | 74.00 | 700PCR: 44.73 | 0.40 | 2.88% | 14.76 | 282.70 | 19.53% | -0.026 | 0.002 | -0.048 | 0.123 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 710PCR: -- | 0.65 | 4.30% | 5.48 | 181.50 | 18.55% | -0.040 | 0.002 | -0.065 | 0.175 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.10 | 99.00% | 37.85 | 720PCR: 59.11 | 1.20 | 7.44% | 5.85 | 591.80 | 18.55% | -0.072 | 0.004 | -0.103 | 0.279 | Login To Trade |
0.397 | -0.145 | 0.005 | 0.883 | 18.31% | 19.80 | 0.57 | 46.68% | 44.15 | 730PCR: 7.73 | 2.05 | 11.17% | 4.42 | 448.80 | 18.07% | -0.114 | 0.005 | -0.141 | 0.390 | Login To Trade |
0.512 | -0.177 | 0.007 | 0.830 | 17.33% | 94.60 | 1.10 | 45.35% | 35.20 | 740PCR: 5.88 | 3.35 | 16.03% | 6.47 | 793.10 | 17.58% | -0.173 | 0.007 | -0.182 | 0.518 | Login To Trade |
0.641 | -0.216 | 0.009 | 0.751 | 16.85% | 916.30 | 4.25 | 43.14% | 27.10 | 750PCR: 2.04 | 5.35 | 21.69% | 8.67 | 988.90 | 17.09% | -0.252 | 0.009 | -0.221 | 0.645 | Login To Trade |
0.751 | -0.251 | 0.011 | 0.647 | 16.72% | 2,257.20 | 9.49 | 39.56% | 20.15 | 760PCR: 0.93 | 8.25 | 28.01% | 8.80 | 1,115.40 | 16.72% | -0.353 | 0.011 | -0.251 | 0.751 | Login To Trade |
0.803 | -0.271 | 0.012 | 0.532 | 16.85% | 2,328.70 | 9.71 | 34.80% | 14.60 | 770PCR: 0.71 | 12.60 | 34.11% | 6.92 | 510.40 | 16.85% | -0.468 | 0.012 | -0.271 | 0.803 | Login To Trade |
0.789 | -0.274 | 0.011 | 0.418 | 17.33% | 3,463.90 | 14.03 | 29.30% | 10.40 | 780PCR: 0.33 | 17.95 | 39.30% | 4.69 | 275.00 | 16.72% | -0.586 | 0.011 | -0.263 | 0.787 | Login To Trade |
0.719 | -0.253 | 0.010 | 0.316 | 17.58% | 1,546.60 | 7.57 | 23.62% | 7.15 | 790PCR: 0.34 | 24.90 | 43.04% | 2.59 | 39.60 | 17.21% | -0.688 | 0.010 | -0.246 | 0.715 | Login To Trade |
0.619 | -0.225 | 0.008 | 0.234 | 18.19% | 3,307.70 | 40.90 | 18.32% | 5.00 | 800PCR: 0.06 | 32.60 | 45.85% | 2.28 | 29.70 | 17.58% | -0.775 | 0.009 | -0.213 | 0.606 | Login To Trade |
0.499 | -0.183 | 0.007 | 0.164 | 18.31% | 545.60 | 6.61 | 13.37% | 3.15 | 810PCR: 0.40 | 58.25 | 43.07% | 2.65 | 0.00 | 43.70% | -0.642 | 0.004 | -0.659 | 0.754 | Login To Trade |
0.383 | -0.142 | 0.005 | 0.111 | 18.55% | 708.40 | 9.96 | 9.35% | 2.00 | 820PCR: 0.05 | 58.00 | 45.81% | 0.51 | 0.00 | 33.20% | -0.743 | 0.005 | -0.433 | 0.651 | Login To Trade |
0.290 | -0.110 | 0.004 | 0.076 | 19.04% | 222.20 | 4.03 | 6.54% | 1.30 | 830PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.214 | -0.084 | 0.003 | 0.052 | 19.53% | 99.00 | 6.20 | 4.47% | 0.80 | 840PCR: 0.04 | 76.70 | 47.42% | 0.28 | 0.00 | 37.60% | -0.791 | 0.004 | -0.436 | 0.581 | Login To Trade |
0.156 | -0.063 | 0.002 | 0.035 | 20.02% | 159.50 | 8.81 | 3.03% | 0.55 | 850PCR: 0.00 | 81.00 | 49.48% | 0.01 | 0.00 | 28.81% | -0.892 | 0.003 | -0.215 | 0.374 | Login To Trade |
0.112 | -0.046 | 0.001 | 0.024 | 20.51% | 105.60 | 10.26 | 2.02% | 0.40 | 860PCR: 0.00 | 81.50 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.089 | -0.038 | 0.001 | 0.018 | 21.48% | 0.00 | 1.94 | 1.54% | 0.30 | 870PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.057 | -0.024 | 0.001 | 0.011 | 21.48% | 0.00 | 3.53 | 0.91% | 0.15 | 880PCR: 0.02 | 114.00 | 49.65% | 0.07 | 0.00 | 43.46% | -0.864 | 0.003 | -0.384 | 0.441 | Login To Trade |
0.087 | -0.048 | 0.001 | 0.017 | 27.34% | 1.10 | 1.10 | 1.44% | 0.35 | 900PCR: 0.04 | 147.75 | 48.61% | 0.04 | 0.00 | 73.73% | -0.758 | 0.002 | -0.929 | 0.630 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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