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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 | 0.39 | 99.00% | 166.00 | 700PCR: 9.60 | 0.20 | 0.86% | 3.70 | 4.90 | 35.16% | -0.007 | 0.000 | -0.030 | 0.043 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.06 | 99.00% | 125.50 | 720PCR: 14.11 | 0.25 | 1.37% | 0.89 | 18.90 | 33.20% | -0.011 | 0.000 | -0.044 | 0.067 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 133.95 | 730PCR: 402.00 | 0.40 | 1.76% | 2.81 | 4.90 | 32.23% | -0.015 | 0.001 | -0.054 | 0.084 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 103.00 | 740PCR: 54.00 | 0.50 | 2.18% | 0.76 | 26.60 | 31.25% | -0.018 | 0.001 | -0.064 | 0.103 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 1.40 | 0.43 | 99.00% | 119.00 | 750PCR: 4.92 | 0.65 | 2.76% | 2.10 | 25.20 | 30.27% | -0.024 | 0.001 | -0.077 | 0.127 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 1.07 | 99.00% | 87.00 | 760PCR: 2.23 | 0.80 | 3.51% | 2.39 | 20.30 | 29.30% | -0.030 | 0.001 | -0.093 | 0.158 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.21 | 99.00% | 97.45 | 770PCR: 11.37 | 1.10 | 4.42% | 2.39 | 101.50 | 28.32% | -0.039 | 0.001 | -0.110 | 0.195 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.12 | 99.00% | 73.85 | 780PCR: 34.35 | 1.35 | 5.58% | 4.09 | 215.60 | 27.34% | -0.051 | 0.002 | -0.131 | 0.239 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.27 | 99.00% | 77.75 | 790PCR: 10.13 | 1.85 | 7.24% | 2.77 | 79.80 | 26.61% | -0.068 | 0.002 | -0.159 | 0.299 | Login To Trade |
0.395 | -0.214 | 0.003 | 0.902 | 27.10% | 53.20 | 1.55 | 46.73% | 77.70 | 800PCR: 4.85 | 2.70 | 9.56% | 7.50 | 578.20 | 26.37% | -0.092 | 0.003 | -0.200 | 0.378 | Login To Trade |
0.458 | -0.235 | 0.003 | 0.880 | 25.63% | 14.70 | 0.31 | 46.26% | 68.05 | 810PCR: 12.59 | 3.65 | 12.22% | 3.88 | 374.50 | 25.88% | -0.122 | 0.003 | -0.240 | 0.463 | Login To Trade |
0.555 | -0.285 | 0.004 | 0.841 | 25.63% | 28.70 | 1.08 | 45.25% | 59.85 | 820PCR: 7.76 | 5.00 | 15.22% | 8.37 | 413.00 | 25.51% | -0.158 | 0.004 | -0.282 | 0.553 | Login To Trade |
0.657 | -0.337 | 0.005 | 0.792 | 25.63% | 44.10 | 1.37 | 43.84% | 51.65 | 830PCR: 1.89 | 6.65 | 18.61% | 2.60 | 345.10 | 24.90% | -0.202 | 0.005 | -0.321 | 0.645 | Login To Trade |
0.740 | -0.372 | 0.006 | 0.742 | 25.15% | 275.80 | 4.00 | 42.36% | 44.05 | 840PCR: 1.13 | 8.70 | 22.17% | 4.51 | 607.60 | 24.41% | -0.252 | 0.006 | -0.357 | 0.731 | Login To Trade |
0.814 | -0.396 | 0.006 | 0.684 | 24.29% | 823.90 | 11.50 | 40.45% | 36.25 | 850PCR: 0.71 | 11.65 | 26.25% | 8.12 | 1,075.90 | 24.17% | -0.315 | 0.006 | -0.393 | 0.813 | Login To Trade |
0.873 | -0.420 | 0.007 | 0.619 | 24.05% | 2,220.40 | 8.71 | 38.05% | 29.95 | 860PCR: 0.83 | 15.00 | 29.97% | 7.20 | 1,300.60 | 23.80% | -0.380 | 0.007 | -0.415 | 0.872 | Login To Trade |
0.907 | -0.442 | 0.007 | 0.545 | 24.35% | 5,516.70 | 8.12 | 34.95% | 24.50 | 870PCR: 0.34 | 19.20 | 33.82% | 2.74 | 843.50 | 23.44% | -0.454 | 0.007 | -0.425 | 0.907 | Login To Trade |
0.911 | -0.443 | 0.007 | 0.474 | 24.29% | 2,101.40 | 9.52 | 31.67% | 19.80 | 880PCR: 0.57 | 24.20 | 37.25% | 5.43 | 356.30 | 23.68% | -0.528 | 0.007 | -0.431 | 0.911 | Login To Trade |
0.887 | -0.435 | 0.007 | 0.405 | 24.54% | 683.20 | 3.82 | 28.19% | 15.65 | 890PCR: 0.27 | 30.15 | 40.27% | 1.04 | 126.00 | 23.32% | -0.602 | 0.007 | -0.412 | 0.883 | Login To Trade |
0.838 | -0.411 | 0.006 | 0.339 | 24.54% | 3,437.00 | 37.54 | 24.53% | 12.10 | 900PCR: 0.21 | 36.80 | 42.69% | 7.90 | 259.00 | 23.68% | -0.665 | 0.007 | -0.395 | 0.834 | Login To Trade |
0.768 | -0.377 | 0.006 | 0.278 | 24.54% | 702.80 | 5.13 | 20.87% | 9.35 | 910PCR: 0.03 | 62.20 | 41.95% | 0.13 | 0.00 | 45.17% | -0.609 | 0.004 | -0.794 | 0.879 | Login To Trade |
0.684 | -0.332 | 0.005 | 0.223 | 24.29% | 437.50 | 5.82 | 17.29% | 6.95 | 920PCR: 0.13 | 51.45 | 46.50% | 0.77 | 14.00 | 23.19% | -0.788 | 0.005 | -0.308 | 0.663 | Login To Trade |
0.597 | -0.295 | 0.005 | 0.178 | 24.66% | 429.80 | 4.63 | 14.16% | 5.25 | 930PCR: 0.03 | 73.05 | 44.76% | 0.15 | 0.00 | 41.63% | -0.695 | 0.004 | -0.667 | 0.802 | Login To Trade |
0.509 | -0.251 | 0.004 | 0.140 | 24.66% | 263.20 | 4.74 | 11.29% | 3.95 | 940PCR: 0.10 | 76.80 | 46.41% | 0.47 | 0.00 | 36.87% | -0.757 | 0.004 | -0.528 | 0.717 | Login To Trade |
0.431 | -0.217 | 0.003 | 0.110 | 25.15% | 307.30 | 3.40 | 9.03% | 3.00 | 950PCR: 0.06 | 77.80 | 49.51% | 0.22 | 15.40 | 23.44% | -0.906 | 0.003 | -0.179 | 0.382 | Login To Trade |
0.360 | -0.183 | 0.003 | 0.086 | 25.39% | 401.10 | 4.04 | 7.13% | 2.15 | 960PCR: 0.08 | 95.95 | 47.61% | 0.32 | 0.00 | 41.38% | -0.789 | 0.003 | -0.547 | 0.661 | Login To Trade |
0.291 | -0.149 | 0.002 | 0.065 | 25.63% | 100.80 | 2.76 | 5.44% | 1.65 | 970PCR: 0.05 | 101.00 | 49.10% | 0.13 | 0.00 | 35.16% | -0.860 | 0.003 | -0.358 | 0.509 | Login To Trade |
0.249 | -0.132 | 0.002 | 0.054 | 26.37% | 82.60 | 0.90 | 4.46% | 1.35 | 980PCR: 0.31 | 114.00 | 48.72% | 0.28 | 0.00 | 43.46% | -0.827 | 0.003 | -0.510 | 0.586 | Login To Trade |
0.204 | -0.110 | 0.002 | 0.042 | 26.86% | 67.20 | 4.08 | 3.48% | 1.00 | 990PCR: 0.12 | 122.00 | 49.39% | 0.48 | 0.70 | 42.24% | -0.856 | 0.002 | -0.438 | 0.519 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 1,000PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 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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