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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 | 0.01 | 99.00% | 198.05 | 1,080PCR: 134.00 | 0.80 | 1.90% | 0.97 | 3.63 | 40.53% | -0.015 | 0.000 | -0.108 | 0.133 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,120PCR: -- | 1.10 | 2.69% | 1.27 | 46.40 | 36.62% | -0.022 | 0.000 | -0.136 | 0.186 | Login To Trade |
0.942 | -1.564 | 0.001 | 0.816 | 83.01% | 0.00 | 0.17 | 41.34% | 247.00 | 1,140PCR: 8.39 | 1.40 | 3.35% | 1.40 | 15.23 | 34.67% | -0.028 | 0.001 | -0.158 | 0.228 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 147.65 | 1,160PCR: 92.00 | 1.45 | 3.66% | 1.33 | 21.03 | 32.23% | -0.031 | 0.001 | -0.161 | 0.250 | Login To Trade |
0.729 | -0.704 | 0.001 | 0.875 | 48.34% | 0.00 | 0.02 | 44.89% | 185.40 | 1,180PCR: 66.33 | 2.30 | 5.33% | 1.44 | 31.18 | 32.23% | -0.047 | 0.001 | -0.224 | 0.348 | Login To Trade |
0.362 | -0.205 | 0.001 | 0.950 | 28.32% | 11.60 | 0.75 | 47.69% | 154.40 | 1,200PCR: 13.84 | 2.65 | 6.33% | 10.43 | 233.45 | 30.03% | -0.057 | 0.001 | -0.245 | 0.407 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.14 | 99.00% | 118.15 | 1,220PCR: 13.95 | 3.95 | 8.61% | 1.92 | 201.55 | 29.30% | -0.081 | 0.001 | -0.311 | 0.531 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.73 | 1.83 | 99.00% | 110.55 | 1,240PCR: 2.74 | 5.30 | 11.16% | 5.00 | 332.05 | 27.71% | -0.109 | 0.002 | -0.366 | 0.661 | Login To Trade |
0.846 | -0.477 | 0.002 | 0.845 | 28.20% | 2.90 | 1.84 | 45.20% | 102.60 | 1,260PCR: 2.40 | 7.15 | 14.62% | 4.42 | 348.00 | 27.47% | -0.149 | 0.002 | -0.453 | 0.824 | Login To Trade |
0.693 | -0.249 | 0.003 | 0.884 | 17.94% | 15.23 | 1.86 | 46.75% | 76.00 | 1,280PCR: 2.92 | 10.50 | 18.43% | 5.42 | 260.28 | 25.88% | -0.199 | 0.003 | -0.511 | 0.988 | Login To Trade |
1.135 | -0.563 | 0.004 | 0.746 | 24.78% | 485.75 | 5.89 | 42.51% | 68.00 | 1,300PCR: 1.13 | 15.00 | 23.08% | 6.64 | 595.23 | 26.18% | -0.264 | 0.004 | -0.607 | 1.159 | Login To Trade |
1.297 | -0.665 | 0.004 | 0.661 | 25.63% | 611.18 | 3.67 | 39.53% | 55.50 | 1,320PCR: 1.20 | 21.15 | 27.99% | 4.40 | 486.48 | 25.02% | -0.344 | 0.004 | -0.652 | 1.302 | Login To Trade |
1.387 | -0.677 | 0.004 | 0.578 | 24.41% | 2,085.10 | 4.86 | 36.36% | 43.50 | 1,340PCR: 0.88 | 28.90 | 32.42% | 4.28 | 701.80 | 25.27% | -0.424 | 0.004 | -0.701 | 1.388 | Login To Trade |
1.413 | -0.695 | 0.005 | 0.486 | 24.60% | 1,895.15 | 8.63 | 32.28% | 32.50 | 1,360PCR: 0.41 | 39.00 | 36.69% | 3.57 | 281.30 | 25.27% | -0.513 | 0.004 | -0.714 | 1.413 | Login To Trade |
1.368 | -0.681 | 0.004 | 0.399 | 24.90% | 1,174.50 | 4.94 | 27.83% | 25.00 | 1,380PCR: 0.37 | 51.15 | 40.29% | 1.83 | 73.23 | 25.82% | -0.597 | 0.004 | -0.708 | 1.372 | Login To Trade |
1.262 | -0.630 | 0.004 | 0.317 | 24.96% | 1,823.38 | 10.14 | 23.19% | 18.20 | 1,400PCR: 0.12 | 66.25 | 43.38% | 1.26 | 46.40 | 26.25% | -0.681 | 0.004 | -0.663 | 1.264 | Login To Trade |
1.115 | -0.562 | 0.004 | 0.246 | 25.21% | 501.70 | 2.78 | 18.72% | 12.65 | 1,420PCR: 0.05 | 93.10 | 43.63% | 0.15 | 0.00 | 37.23% | -0.669 | 0.003 | -0.956 | 1.284 | Login To Trade |
0.941 | -0.484 | 0.003 | 0.184 | 25.70% | 1,186.10 | 10.30 | 14.48% | 8.85 | 1,440PCR: 0.00 | 119.00 | 44.53% | 0.04 | 0.00 | 45.41% | -0.681 | 0.002 | -1.149 | 1.265 | Login To Trade |
0.782 | -0.401 | 0.002 | 0.138 | 25.63% | 445.15 | 4.55 | 11.16% | 6.20 | 1,460PCR: 0.00 | 132.50 | 45.69% | 0.01 | 0.00 | 45.41% | -0.717 | 0.002 | -1.089 | 1.200 | Login To Trade |
0.623 | -0.327 | 0.002 | 0.100 | 26.25% | 125.43 | 3.17 | 8.22% | 4.30 | 1,480PCR: 0.00 | 143.90 | 47.54% | 0.01 | 0.00 | 40.28% | -0.789 | 0.002 | -0.824 | 1.023 | Login To Trade |
0.413 | -0.230 | 0.001 | 0.058 | 27.83% | 71.05 | 1.53 | 4.82% | 2.40 | 1,520PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.278 | -0.163 | 0.001 | 0.036 | 29.30% | 69.60 | 3.67 | 2.93% | 1.45 | 1,560PCR: 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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