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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 | 96PCR: -- | 0.35 | 6.96% | 1.24 | 0.00 | 41.02% | -0.060 | 0.010 | -0.029 | 0.035 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 98PCR: -- | 0.25 | 6.60% | 0.20 | 0.00 | 35.16% | -0.058 | 0.011 | -0.024 | 0.034 | Login To Trade |
0.100 | -0.215 | 0.011 | 0.714 | 107.42% | 0.00 | 0.26 | 36.60% | 19.28 | 100PCR: 48.00 | 0.33 | 7.32% | 12.48 | 260.00 | 31.25% | -0.068 | 0.014 | -0.024 | 0.038 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 101PCR: -- | 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 | 102PCR: -- | 0.46 | 11.02% | 3.58 | 468.00 | 31.25% | -0.105 | 0.020 | -0.034 | 0.054 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 103PCR: -- | 0.56 | 12.38% | 2.15 | 273.00 | 30.27% | -0.122 | 0.023 | -0.036 | 0.059 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 104PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.077 | -0.046 | 0.029 | 0.822 | 30.27% | 143.00 | 1.82 | 44.39% | 8.53 | 105PCR: 7.14 | 0.83 | 16.38% | 13.00 | 663.00 | 29.30% | -0.171 | 0.029 | -0.044 | 0.075 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 106PCR: -- | 0.99 | 19.10% | 2.67 | 292.50 | 29.30% | -0.204 | 0.033 | -0.049 | 0.083 | Login To Trade |
0.110 | -0.150 | 0.018 | 0.646 | 68.36% | 0.00 | 0.13 | 36.34% | 10.98 | 107PCR: 25.50 | 1.23 | 21.77% | 3.32 | 162.50 | 29.30% | -0.240 | 0.036 | -0.054 | 0.092 | Login To Trade |
0.097 | -0.053 | 0.041 | 0.733 | 27.34% | 13.00 | 1.76 | 42.03% | 5.96 | 108PCR: 5.96 | 1.45 | 23.87% | 10.47 | 370.50 | 28.32% | -0.274 | 0.040 | -0.056 | 0.098 | Login To Trade |
0.113 | -0.139 | 0.021 | 0.612 | 61.52% | 0.00 | 0.07 | 35.52% | 9.02 | 109PCR: 21.00 | 1.68 | 26.18% | 1.37 | 58.50 | 27.34% | -0.311 | 0.044 | -0.057 | 0.104 | Login To Trade |
0.110 | -0.063 | 0.045 | 0.639 | 28.32% | 1,267.50 | 13.33 | 38.33% | 4.80 | 110PCR: 3.16 | 2.12 | 29.40% | 42.06 | 1,423.50 | 28.32% | -0.361 | 0.045 | -0.063 | 0.110 | Login To Trade |
0.115 | -0.066 | 0.046 | 0.591 | 28.81% | 461.50 | 2.34 | 36.63% | 4.23 | 111PCR: 1.64 | 2.52 | 31.98% | 3.84 | 825.50 | 28.32% | -0.408 | 0.046 | -0.065 | 0.114 | Login To Trade |
0.117 | -0.066 | 0.048 | 0.544 | 28.32% | 1,079.00 | 5.46 | 34.59% | 3.66 | 112PCR: 1.21 | 3.00 | 34.32% | 6.63 | 845.00 | 28.32% | -0.456 | 0.048 | -0.066 | 0.117 | Login To Trade |
0.118 | -0.067 | 0.048 | 0.497 | 28.32% | 1,007.50 | 6.76 | 32.34% | 3.19 | 113PCR: 0.74 | 3.53 | 36.48% | 5.01 | 325.00 | 28.32% | -0.503 | 0.048 | -0.067 | 0.118 | Login To Trade |
0.117 | -0.066 | 0.047 | 0.449 | 28.32% | 585.00 | 11.31 | 30.05% | 2.75 | 114PCR: 0.36 | 4.03 | 38.57% | 4.10 | 175.50 | 27.83% | -0.552 | 0.048 | -0.065 | 0.117 | Login To Trade |
0.114 | -0.065 | 0.046 | 0.403 | 28.32% | 4,030.00 | 48.10 | 27.76% | 2.33 | 115PCR: 0.62 | 4.63 | 40.49% | 29.64 | 253.50 | 27.83% | -0.599 | 0.047 | -0.063 | 0.114 | Login To Trade |
0.111 | -0.065 | 0.043 | 0.364 | 29.30% | 351.00 | 12.42 | 25.81% | 2.02 | 116PCR: 0.27 | 5.96 | 41.51% | 3.38 | 13.00 | 34.18% | -0.613 | 0.038 | -0.077 | 0.113 | Login To Trade |
0.106 | -0.062 | 0.042 | 0.323 | 29.30% | 1,053.00 | 19.76 | 23.38% | 1.72 | 117PCR: 0.51 | 5.99 | 43.75% | 10.01 | 45.50 | 28.32% | -0.684 | 0.043 | -0.059 | 0.105 | Login To Trade |
0.100 | -0.059 | 0.039 | 0.284 | 29.30% | 1,053.00 | 28.21 | 20.91% | 1.48 | 118PCR: 0.29 | 6.77 | 44.81% | 8.13 | 78.00 | 28.32% | -0.723 | 0.040 | -0.056 | 0.099 | Login To Trade |
0.093 | -0.055 | 0.037 | 0.248 | 29.30% | 500.50 | 8.13 | 18.56% | 1.26 | 119PCR: 0.29 | 6.43 | 49.43% | 2.34 | 0.00 | 13.67% | -0.933 | 0.032 | -0.010 | 0.038 | Login To Trade |
0.088 | -0.053 | 0.034 | 0.223 | 30.27% | 3,367.00 | 101.73 | 17.04% | 1.07 | 120PCR: 0.12 | 8.34 | 46.87% | 11.96 | 32.50 | 28.32% | -0.794 | 0.034 | -0.048 | 0.084 | Login To Trade |
0.081 | -0.049 | 0.031 | 0.193 | 30.27% | 130.00 | 2.99 | 14.92% | 0.91 | 121PCR: 0.15 | 7.73 | 99.00% | 0.46 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.073 | -0.044 | 0.028 | 0.166 | 30.27% | 598.00 | 9.49 | 12.95% | 0.77 | 122PCR: 0.08 | 6.20 | 99.00% | 0.72 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.069 | -0.043 | 0.025 | 0.150 | 31.25% | 260.00 | 5.33 | 11.78% | 0.68 | 123PCR: 0.07 | 7.49 | 99.00% | 0.39 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.062 | -0.038 | 0.023 | 0.128 | 31.25% | 318.50 | 4.10 | 10.15% | 0.56 | 124PCR: 0.03 | 6.88 | 99.00% | 0.13 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.055 | -0.034 | 0.020 | 0.108 | 31.25% | 1,612.00 | 28.15 | 8.64% | 0.48 | 125PCR: 0.04 | 8.65 | 99.00% | 1.17 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.054 | -0.036 | 0.019 | 0.106 | 33.20% | 0.00 | 2.86 | 8.38% | 0.49 | 126PCR: 0.02 | 12.42 | 99.00% | 0.07 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.048 | -0.032 | 0.017 | 0.090 | 33.20% | 84.50 | 3.12 | 7.23% | 0.36 | 127PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.037 | -0.023 | 0.014 | 0.064 | 31.25% | 253.50 | 2.93 | 5.14% | 0.27 | 128PCR: 0.00 | 0.00 | 99.00% | 0.00 | 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 | 129PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.032 | -0.021 | 0.011 | 0.054 | 33.20% | 929.50 | 21.78 | 4.31% | 0.23 | 130PCR: 0.03 | 16.20 | 99.00% | 0.65 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.029 | -0.020 | 0.009 | 0.046 | 35.16% | 156.00 | 2.41 | 3.71% | 0.17 | 132PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.022 | -0.015 | 0.007 | 0.034 | 35.16% | 0.00 | 1.82 | 2.64% | 0.17 | 134PCR: 0.07 | 19.53 | 99.00% | 0.13 | 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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