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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 | |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 300PCR: -- | 2.20 | 10.19% | 0.51 | 17.05 | 57.62% | -0.086 | 0.003 | -0.175 | 0.146 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 310PCR: -- | 2.55 | 11.70% | 1.67 | 29.45 | 51.76% | -0.104 | 0.004 | -0.181 | 0.168 | Login To Trade |
0.234 | -0.272 | 0.005 | 0.831 | 55.66% | 0.00 | 0.09 | 43.40% | 48.20 | 320PCR: 10.00 | 4.40 | 16.80% | 0.93 | 20.15 | 53.22% | -0.159 | 0.005 | -0.251 | 0.226 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 325PCR: -- | 5.60 | 19.35% | 0.19 | 20.15 | 53.71% | -0.190 | 0.005 | -0.283 | 0.253 | Login To Trade |
0.288 | -0.351 | 0.006 | 0.762 | 58.59% | 0.00 | 0.09 | 41.11% | 41.50 | 330PCR: 9.00 | 5.80 | 20.42% | 0.84 | 41.85 | 49.80% | -0.207 | 0.006 | -0.277 | 0.267 | Login To Trade |
0.277 | -0.256 | 0.007 | 0.779 | 44.43% | 0.00 | 0.06 | 42.42% | 33.85 | 335PCR: 7.75 | 7.55 | 23.47% | 0.48 | 15.50 | 51.27% | -0.248 | 0.007 | -0.315 | 0.295 | Login To Trade |
0.301 | -0.273 | 0.008 | 0.742 | 43.46% | 1.55 | 0.56 | 41.35% | 29.90 | 340PCR: 3.92 | 8.55 | 25.55% | 2.19 | 72.85 | 49.56% | -0.280 | 0.007 | -0.324 | 0.313 | Login To Trade |
0.327 | -0.308 | 0.008 | 0.693 | 45.17% | 20.15 | 0.48 | 39.57% | 27.05 | 345PCR: 0.74 | 10.25 | 28.12% | 0.36 | 26.35 | 49.56% | -0.320 | 0.008 | -0.344 | 0.333 | Login To Trade |
0.348 | -0.352 | 0.008 | 0.641 | 48.58% | 62.00 | 1.94 | 37.45% | 25.10 | 350PCR: 2.02 | 12.15 | 30.50% | 3.92 | 85.25 | 49.32% | -0.360 | 0.008 | -0.358 | 0.349 | Login To Trade |
0.360 | -0.361 | 0.009 | 0.598 | 48.10% | 15.50 | 0.17 | 35.75% | 22.10 | 355PCR: 3.91 | 14.95 | 33.13% | 0.67 | 54.25 | 51.27% | -0.405 | 0.008 | -0.386 | 0.361 | Login To Trade |
0.368 | -0.377 | 0.009 | 0.553 | 49.07% | 203.05 | 3.41 | 33.83% | 19.80 | 360PCR: 1.05 | 16.35 | 35.09% | 3.60 | 119.35 | 48.58% | -0.447 | 0.009 | -0.373 | 0.368 | Login To Trade |
0.371 | -0.378 | 0.009 | 0.510 | 48.83% | 82.15 | 0.79 | 31.89% | 17.30 | 365PCR: 0.65 | 19.10 | 37.13% | 0.51 | 34.10 | 48.83% | -0.490 | 0.009 | -0.378 | 0.371 | Login To Trade |
0.370 | -0.367 | 0.009 | 0.464 | 47.61% | 111.60 | 8.03 | 29.81% | 14.65 | 370PCR: 0.74 | 22.70 | 39.06% | 5.94 | 10.85 | 51.03% | -0.530 | 0.008 | -0.394 | 0.370 | Login To Trade |
0.363 | -0.349 | 0.009 | 0.417 | 46.14% | 51.15 | 2.29 | 27.50% | 12.15 | 375PCR: 1.16 | 27.25 | 40.61% | 2.67 | 3.10 | 55.18% | -0.561 | 0.008 | -0.422 | 0.367 | Login To Trade |
0.355 | -0.362 | 0.008 | 0.383 | 48.83% | 54.25 | 3.91 | 25.54% | 11.35 | 380PCR: 0.35 | 28.05 | 42.41% | 1.35 | 13.95 | 48.58% | -0.618 | 0.008 | -0.360 | 0.355 | Login To Trade |
0.341 | -0.336 | 0.008 | 0.338 | 47.36% | 21.70 | 0.60 | 23.12% | 9.25 | 385PCR: 0.51 | 35.85 | 43.12% | 0.31 | 0.00 | 61.28% | -0.615 | 0.007 | -0.455 | 0.356 | Login To Trade |
0.323 | -0.317 | 0.008 | 0.299 | 47.12% | 34.10 | 3.32 | 20.83% | 7.80 | 390PCR: 0.72 | 34.45 | 45.30% | 2.37 | 0.00 | 46.88% | -0.702 | 0.008 | -0.315 | 0.323 | Login To Trade |
0.306 | -0.305 | 0.007 | 0.267 | 47.85% | 26.35 | 0.22 | 18.82% | 6.85 | 395PCR: 0.36 | 41.25 | 45.54% | 0.08 | 1.55 | 56.15% | -0.695 | 0.007 | -0.382 | 0.326 | Login To Trade |
0.291 | -0.299 | 0.007 | 0.242 | 49.32% | 88.35 | 6.76 | 17.21% | 6.15 | 400PCR: 0.11 | 41.00 | 47.86% | 0.71 | 0.00 | 42.48% | -0.797 | 0.007 | -0.233 | 0.263 | Login To Trade |
0.256 | -0.244 | 0.006 | 0.193 | 45.90% | 7.75 | 0.31 | 14.16% | 4.30 | 405PCR: 0.25 | 50.10 | 47.05% | 0.08 | 1.55 | 60.06% | -0.736 | 0.006 | -0.381 | 0.305 | Login To Trade |
0.236 | -0.229 | 0.006 | 0.170 | 46.63% | 18.60 | 0.64 | 12.54% | 3.75 | 410PCR: 0.05 | 48.95 | 49.63% | 0.03 | 0.00 | 39.55% | -0.874 | 0.006 | -0.159 | 0.193 | Login To Trade |
0.215 | -0.210 | 0.005 | 0.147 | 46.88% | 12.40 | 0.47 | 10.91% | 3.15 | 415PCR: 0.13 | 55.70 | 49.19% | 0.06 | 0.00 | 50.29% | -0.834 | 0.005 | -0.244 | 0.233 | Login To Trade |
0.198 | -0.198 | 0.005 | 0.131 | 47.85% | 34.10 | 1.27 | 9.72% | 2.75 | 420PCR: 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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