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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 | 920PCR: -- | 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 | 0.00 | 99.00% | 0.00 | 960PCR: -- | 0.95 | 3.37% | 0.28 | 22.05 | 28.81% | -0.029 | 0.001 | -0.111 | 0.193 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 980PCR: -- | 1.35 | 4.65% | 0.59 | 50.93 | 26.86% | -0.042 | 0.001 | -0.139 | 0.258 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 5.25 | 0.11 | 99.00% | 109.75 | 1,000PCR: 13.38 | 2.15 | 7.15% | 1.48 | 132.83 | 25.88% | -0.067 | 0.002 | -0.194 | 0.375 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,020PCR: -- | 3.90 | 10.98% | 2.54 | 211.58 | 25.15% | -0.108 | 0.003 | -0.270 | 0.537 | Login To Trade |
1.073 | -1.853 | 0.002 | 0.647 | 86.30% | 0.00 | 0.01 | 35.33% | 131.70 | 1,040PCR: 251.00 | 6.15 | 15.59% | 1.32 | 220.50 | 24.05% | -0.164 | 0.004 | -0.343 | 0.713 | Login To Trade |
0.869 | -0.375 | 0.005 | 0.774 | 21.61% | 98.18 | 0.61 | 43.55% | 55.20 | 1,060PCR: 3.59 | 10.00 | 21.44% | 2.18 | 288.75 | 23.32% | -0.243 | 0.005 | -0.422 | 0.904 | Login To Trade |
1.067 | -0.500 | 0.005 | 0.653 | 23.44% | 505.58 | 1.61 | 39.38% | 41.30 | 1,080PCR: 1.63 | 15.55 | 27.94% | 2.62 | 317.10 | 23.07% | -0.345 | 0.005 | -0.491 | 1.065 | Login To Trade |
1.148 | -0.532 | 0.006 | 0.538 | 23.19% | 1,464.75 | 5.26 | 34.73% | 29.15 | 1,100PCR: 0.55 | 24.35 | 34.25% | 2.88 | 257.25 | 22.83% | -0.464 | 0.006 | -0.524 | 1.148 | Login To Trade |
1.136 | -0.527 | 0.006 | 0.429 | 23.19% | 1,116.68 | 5.23 | 29.53% | 20.50 | 1,120PCR: 0.36 | 35.00 | 39.46% | 1.88 | 43.58 | 22.95% | -0.581 | 0.006 | -0.518 | 1.129 | Login To Trade |
1.026 | -0.484 | 0.005 | 0.314 | 23.62% | 883.58 | 6.12 | 23.13% | 13.80 | 1,140PCR: 0.44 | 50.15 | 43.25% | 2.68 | 22.05 | 24.41% | -0.681 | 0.005 | -0.504 | 1.032 | Login To Trade |
0.862 | -0.408 | 0.004 | 0.223 | 23.68% | 805.35 | 6.79 | 17.27% | 8.80 | 1,160PCR: 0.68 | 65.55 | 45.99% | 4.61 | 9.45 | 24.90% | -0.766 | 0.004 | -0.441 | 0.885 | Login To Trade |
0.688 | -0.333 | 0.003 | 0.155 | 24.17% | 810.08 | 7.04 | 12.44% | 5.70 | 1,180PCR: 0.16 | 80.85 | 48.34% | 1.15 | 11.03 | 23.32% | -0.856 | 0.003 | -0.306 | 0.657 | Login To Trade |
0.533 | -0.265 | 0.003 | 0.107 | 24.90% | 313.43 | 6.62 | 8.80% | 3.85 | 1,200PCR: 0.27 | 98.00 | 49.49% | 1.77 | 16.28 | 23.68% | -0.905 | 0.003 | -0.232 | 0.489 | Login To Trade |
0.410 | -0.212 | 0.002 | 0.075 | 25.88% | 48.83 | 1.51 | 6.24% | 2.65 | 1,220PCR: 0.04 | 117.20 | 50.43% | 0.06 | 2.10 | 22.46% | -0.953 | 0.002 | -0.128 | 0.286 | Login To Trade |
0.314 | -0.168 | 0.001 | 0.053 | 26.86% | 60.38 | 2.95 | 4.42% | 1.80 | 1,240PCR: 0.03 | 112.15 | 99.00% | 0.09 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.244 | -0.137 | 0.001 | 0.039 | 28.08% | 46.73 | 1.03 | 3.22% | 1.25 | 1,260PCR: 0.07 | 134.50 | 99.00% | 0.07 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.193 | -0.113 | 0.001 | 0.029 | 29.30% | 134.93 | 1.27 | 2.40% | 0.95 | 1,280PCR: 0.01 | 103.50 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.142 | -0.093 | 0.001 | 0.020 | 32.71% | 1.58 | 0.80 | 1.63% | 0.70 | 1,320PCR: 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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