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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 | 880PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.211 | -0.140 | 0.001 | 0.966 | 33.20% | 14.85 | 0.08 | 47.71% | 155.70 | 920PCR: 4.00 | 1.40 | 4.17% | 0.32 | 0.00 | 33.94% | -0.036 | 0.001 | -0.150 | 0.221 | Login To Trade |
0.809 | -1.155 | 0.001 | 0.791 | 71.41% | 0.00 | 0.01 | 41.22% | 160.50 | 940PCR: 33.50 | 1.60 | 5.04% | 0.30 | 32.85 | 30.76% | -0.044 | 0.001 | -0.163 | 0.264 | Login To Trade |
0.478 | -0.327 | 0.002 | 0.904 | 34.18% | 0.00 | 0.07 | 46.38% | 119.15 | 960PCR: 10.94 | 2.45 | 7.17% | 0.79 | 69.75 | 29.30% | -0.066 | 0.002 | -0.211 | 0.360 | Login To Trade |
0.129 | -0.044 | 0.001 | 0.981 | 17.09% | 0.00 | 0.03 | 48.82% | 94.75 | 980PCR: 48.29 | 3.85 | 10.34% | 1.52 | 129.60 | 28.20% | -0.100 | 0.002 | -0.278 | 0.492 | Login To Trade |
0.745 | -0.473 | 0.003 | 0.817 | 31.74% | 144.00 | 0.23 | 44.25% | 83.65 | 1,000PCR: 20.08 | 6.50 | 14.96% | 4.61 | 490.95 | 27.83% | -0.153 | 0.003 | -0.370 | 0.666 | Login To Trade |
0.863 | -0.499 | 0.004 | 0.765 | 28.93% | 160.20 | 0.16 | 42.87% | 66.00 | 1,020PCR: 1.80 | 11.55 | 21.22% | 0.28 | 75.15 | 28.93% | -0.234 | 0.004 | -0.499 | 0.863 | Login To Trade |
1.013 | -0.611 | 0.004 | 0.674 | 30.15% | 348.30 | 0.50 | 39.75% | 53.25 | 1,040PCR: 2.13 | 16.05 | 26.23% | 1.05 | 313.65 | 27.34% | -0.312 | 0.005 | -0.544 | 0.995 | Login To Trade |
1.096 | -0.640 | 0.005 | 0.585 | 29.17% | 943.20 | 0.91 | 36.36% | 38.90 | 1,060PCR: 1.40 | 24.25 | 31.89% | 1.27 | 687.15 | 27.10% | -0.411 | 0.005 | -0.593 | 1.093 | Login To Trade |
1.121 | -0.640 | 0.005 | 0.487 | 28.56% | 1,576.35 | 3.82 | 32.08% | 29.20 | 1,080PCR: 0.48 | 33.65 | 36.92% | 1.83 | 596.70 | 27.53% | -0.514 | 0.005 | -0.617 | 1.121 | Login To Trade |
1.079 | -0.612 | 0.005 | 0.390 | 28.38% | 1,766.25 | 6.85 | 27.13% | 21.15 | 1,100PCR: 0.31 | 45.15 | 41.13% | 2.16 | 1,409.85 | 26.86% | -0.618 | 0.005 | -0.576 | 1.072 | Login To Trade |
0.982 | -0.563 | 0.004 | 0.303 | 28.69% | 481.95 | 2.10 | 22.13% | 14.95 | 1,120PCR: 0.21 | 58.35 | 44.67% | 0.45 | 184.50 | 25.51% | -0.722 | 0.005 | -0.481 | 0.943 | Login To Trade |
0.841 | -0.478 | 0.004 | 0.224 | 28.44% | 474.30 | 3.04 | 17.10% | 9.95 | 1,140PCR: 0.11 | 86.10 | 44.74% | 0.35 | 15.30 | 39.92% | -0.697 | 0.003 | -0.784 | 0.982 | Login To Trade |
0.689 | -0.393 | 0.003 | 0.162 | 28.56% | 155.25 | 2.25 | 12.74% | 6.60 | 1,160PCR: 0.14 | 90.40 | 48.59% | 0.32 | 0.00 | 26.12% | -0.861 | 0.003 | -0.326 | 0.624 | Login To Trade |
0.553 | -0.323 | 0.002 | 0.117 | 29.17% | 115.20 | 2.31 | 9.40% | 4.55 | 1,180PCR: 0.01 | 97.50 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.440 | -0.265 | 0.002 | 0.086 | 30.03% | 295.20 | 3.15 | 6.94% | 3.20 | 1,200PCR: 0.12 | 128.45 | 50.12% | 0.36 | 3.60 | 29.05% | -0.922 | 0.002 | -0.239 | 0.412 | Login To Trade |
0.401 | -0.260 | 0.002 | 0.076 | 32.47% | 0.00 | 0.16 | 6.06% | 3.00 | 1,220PCR: 0.14 | 147.40 | 50.66% | 0.02 | 0.00 | 29.30% | -0.947 | 0.001 | -0.177 | 0.302 | Login To Trade |
0.278 | -0.178 | 0.001 | 0.047 | 31.98% | 27.90 | 0.56 | 3.83% | 1.70 | 1,240PCR: 0.02 | 152.95 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 1,260PCR: -- | 153.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.215 | -0.153 | 0.001 | 0.034 | 35.64% | 0.45 | 0.21 | 2.72% | 1.30 | 1,280PCR: 0.34 | 208.80 | 51.15% | 0.07 | 0.00 | 42.48% | -0.936 | 0.001 | -0.300 | 0.354 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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