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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 | |
1.724 | -1.839 | 0.000 | 0.921 | 53.34% | 0.00 | 0.00 | 45.72% | 785.00 | 3,700PCR: 25.50 | 2.75 | 2.17% | 0.08 | 5.10 | 34.91% | -0.018 | 0.000 | -0.357 | 0.511 | Login To Trade |
1.809 | -1.691 | 0.000 | 0.916 | 46.75% | 0.00 | 0.00 | 45.95% | 685.40 | 3,800PCR: 204.00 | 3.40 | 2.80% | 0.31 | 7.20 | 31.74% | -0.024 | 0.000 | -0.414 | 0.653 | Login To Trade |
2.246 | -2.019 | 0.000 | 0.887 | 44.95% | 0.30 | 0.01 | 45.36% | 595.35 | 3,900PCR: 64.67 | 5.20 | 4.30% | 0.87 | 9.60 | 29.79% | -0.038 | 0.000 | -0.572 | 0.961 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,950PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.217 | -0.637 | 0.000 | 0.949 | 26.18% | 0.90 | 0.22 | 47.77% | 471.55 | 4,000PCR: 9.32 | 8.25 | 6.52% | 2.03 | 164.55 | 27.71% | -0.060 | 0.000 | -0.770 | 1.390 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 4,050PCR: -- | 11.05 | 8.11% | 0.03 | 5.85 | 26.73% | -0.077 | 0.001 | -0.898 | 1.680 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 4,100PCR: -- | 14.30 | 10.13% | 1.34 | 141.90 | 25.94% | -0.099 | 0.001 | -1.052 | 2.028 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 4,150PCR: -- | 30.70 | 15.78% | 0.00 | 0.15 | 29.54% | -0.162 | 0.001 | -1.696 | 2.870 | Login To Trade |
2.773 | -1.312 | 0.001 | 0.846 | 23.65% | 11.10 | 0.24 | 45.49% | 287.80 | 4,200PCR: 9.28 | 25.55 | 15.58% | 2.27 | 385.35 | 24.63% | -0.163 | 0.001 | -1.419 | 2.880 | Login To Trade |
3.904 | -2.674 | 0.001 | 0.724 | 34.24% | 1.95 | 0.04 | 41.24% | 286.25 | 4,250PCR: 23.76 | 34.10 | 19.05% | 0.89 | 149.10 | 23.99% | -0.209 | 0.001 | -1.610 | 3.356 | Login To Trade |
3.857 | -1.902 | 0.001 | 0.731 | 24.66% | 13.65 | 0.53 | 42.02% | 212.00 | 4,300PCR: 3.73 | 45.35 | 22.72% | 1.96 | 348.45 | 23.77% | -0.261 | 0.001 | -1.807 | 3.800 | Login To Trade |
4.213 | -2.006 | 0.001 | 0.674 | 23.80% | 24.15 | 0.22 | 40.11% | 178.35 | 4,350PCR: 3.87 | 59.60 | 26.74% | 0.87 | 157.35 | 23.64% | -0.324 | 0.001 | -1.986 | 4.202 | Login To Trade |
4.494 | -2.123 | 0.001 | 0.607 | 23.62% | 337.05 | 1.92 | 37.59% | 146.20 | 4,400PCR: 1.56 | 79.15 | 30.63% | 3.00 | 589.20 | 23.38% | -0.392 | 0.001 | -2.100 | 4.491 | Login To Trade |
4.645 | -2.220 | 0.001 | 0.535 | 23.90% | 736.20 | 2.36 | 34.56% | 119.00 | 4,450PCR: 0.85 | 101.15 | 34.34% | 2.01 | 800.10 | 23.38% | -0.464 | 0.002 | -2.171 | 4.644 | Login To Trade |
4.638 | -2.256 | 0.001 | 0.461 | 24.32% | 2,373.30 | 10.02 | 31.08% | 96.50 | 4,500PCR: 0.74 | 127.70 | 37.85% | 7.39 | 889.20 | 23.16% | -0.542 | 0.002 | -2.147 | 4.635 | Login To Trade |
4.496 | -2.205 | 0.001 | 0.395 | 24.52% | 938.85 | 3.35 | 27.63% | 77.55 | 4,550PCR: 0.22 | 159.10 | 40.49% | 0.73 | 186.30 | 23.83% | -0.606 | 0.001 | -2.145 | 4.499 | Login To Trade |
4.259 | -2.100 | 0.001 | 0.335 | 24.66% | 1,206.45 | 6.50 | 24.29% | 61.85 | 4,600PCR: 0.32 | 193.55 | 42.90% | 2.07 | 78.30 | 23.99% | -0.671 | 0.001 | -2.027 | 4.226 | Login To Trade |
3.927 | -1.958 | 0.001 | 0.279 | 24.93% | 494.85 | 2.04 | 20.88% | 49.30 | 4,650PCR: 0.38 | 232.45 | 44.71% | 0.78 | 26.25 | 24.70% | -0.724 | 0.001 | -1.929 | 3.904 | Login To Trade |
3.576 | -1.831 | 0.001 | 0.233 | 25.60% | 1,098.90 | 6.55 | 17.87% | 39.55 | 4,700PCR: 0.39 | 271.00 | 46.24% | 2.57 | 31.80 | 24.96% | -0.774 | 0.001 | -1.754 | 3.513 | Login To Trade |
3.199 | -1.675 | 0.001 | 0.193 | 26.18% | 233.55 | 2.14 | 15.07% | 31.70 | 4,750PCR: 0.23 | 311.90 | 47.57% | 0.49 | 3.00 | 24.72% | -0.822 | 0.001 | -1.504 | 3.042 | Login To Trade |
2.853 | -1.536 | 0.001 | 0.161 | 26.92% | 655.50 | 8.17 | 12.76% | 25.80 | 4,800PCR: 0.29 | 357.90 | 48.32% | 2.36 | 38.55 | 25.88% | -0.850 | 0.001 | -1.413 | 2.731 | Login To Trade |
2.497 | -1.376 | 0.001 | 0.132 | 27.56% | 142.20 | 0.95 | 10.60% | 20.90 | 4,850PCR: 0.28 | 337.05 | 99.00% | 0.26 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
2.219 | -1.255 | 0.001 | 0.112 | 28.29% | 277.65 | 4.03 | 9.01% | 17.00 | 4,900PCR: 0.26 | 452.45 | 49.37% | 1.06 | 3.60 | 28.35% | -0.888 | 0.001 | -1.262 | 2.226 | Login To Trade |
1.963 | -1.143 | 0.001 | 0.094 | 29.11% | 74.40 | 0.73 | 7.64% | 14.60 | 4,950PCR: 0.00 | 203.20 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.755 | -1.054 | 0.000 | 0.081 | 30.03% | 720.15 | 12.51 | 6.58% | 12.60 | 5,000PCR: 0.15 | 541.20 | 50.53% | 1.87 | 0.60 | 25.82% | -0.950 | 0.000 | -0.626 | 1.213 | Login To Trade |
1.538 | -0.947 | 0.000 | 0.068 | 30.76% | 62.85 | 0.35 | 5.53% | 10.50 | 5,050PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.343 | -0.842 | 0.000 | 0.057 | 31.37% | 135.45 | 2.32 | 4.64% | 8.55 | 5,100PCR: 0.05 | 580.40 | 99.00% | 0.12 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.032 | -0.675 | 0.000 | 0.041 | 32.71% | 61.80 | 1.01 | 3.32% | 6.50 | 5,200PCR: 0.49 | 705.00 | 99.00% | 0.49 | 0.30 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.669 | -0.482 | 0.000 | 0.024 | 36.01% | 36.90 | 1.05 | 1.91% | 3.75 | 5,400PCR: 0.16 | 924.20 | 99.00% | 0.17 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.663 | -0.521 | 0.000 | 0.024 | 39.31% | 48.60 | 0.46 | 1.85% | 4.00 | 5,500PCR: 0.06 | 1011.60 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.408 | -0.312 | 0.000 | 0.014 | 38.33% | 1.95 | 0.27 | 1.04% | 2.10 | 5,600PCR: 0.90 | 1087.30 | 99.00% | 0.24 | 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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