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Span Margin Calculator
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
Call | Put | ||||||||||||||||||
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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 | |
2.075 | -3.256 | 0.001 | 0.815 | 75.32% | 0.00 | 0.00 | 41.83% | 500.00 | 2,600PCR: 162.00 | 4.40 | 4.55% | 0.41 | 56.00 | 35.16% | -0.039 | 0.000 | -0.482 | 0.658 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,640PCR: -- | 6.20 | 5.98% | 0.07 | 5.50 | 34.55% | -0.053 | 0.000 | -0.603 | 0.838 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,680PCR: -- | 7.85 | 7.39% | 0.06 | 2.50 | 33.33% | -0.067 | 0.001 | -0.701 | 1.010 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 322.40 | 2,700PCR: 8.38 | 10.15 | 8.86% | 0.17 | 17.25 | 33.81% | -0.082 | 0.001 | -0.829 | 1.177 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,720PCR: -- | 12.80 | 10.42% | 0.10 | 7.50 | 34.24% | -0.098 | 0.001 | -0.961 | 1.347 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,760PCR: -- | 17.50 | 13.06% | 0.01 | 0.25 | 33.87% | -0.128 | 0.001 | -1.148 | 1.626 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,780PCR: -- | 21.05 | 14.76% | 0.06 | 5.25 | 34.12% | -0.147 | 0.001 | -1.275 | 1.794 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.06 | 99.00% | 226.00 | 2,800PCR: 11.71 | 23.20 | 15.96% | 0.70 | 20.25 | 33.39% | -0.162 | 0.001 | -1.330 | 1.912 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,820PCR: -- | 35.20 | 19.62% | 0.08 | 0.00 | 37.17% | -0.206 | 0.001 | -1.720 | 2.220 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,840PCR: -- | 32.50 | 19.63% | 0.28 | 15.25 | 33.84% | -0.209 | 0.001 | -1.578 | 2.238 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,860PCR: -- | 28.10 | 19.24% | 0.04 | 0.25 | 29.79% | -0.207 | 0.001 | -1.381 | 2.225 | Login To Trade |
2.575 | -1.940 | 0.001 | 0.730 | 36.16% | 1.75 | 0.03 | 41.35% | 203.95 | 2,880PCR: 3.50 | 39.30 | 22.49% | 0.11 | 3.75 | 32.38% | -0.250 | 0.001 | -1.670 | 2.475 | Login To Trade |
2.625 | -1.809 | 0.001 | 0.719 | 33.08% | 1.25 | 0.09 | 41.16% | 182.05 | 2,900PCR: 9.42 | 47.00 | 24.60% | 0.85 | 23.75 | 33.08% | -0.281 | 0.001 | -1.809 | 2.625 | Login To Trade |
2.858 | -2.551 | 0.001 | 0.658 | 42.85% | 0.50 | 0.02 | 38.43% | 195.95 | 2,920PCR: 4.43 | 50.45 | 26.01% | 0.08 | 5.25 | 31.98% | -0.304 | 0.001 | -1.814 | 2.723 | Login To Trade |
2.869 | -2.105 | 0.001 | 0.655 | 35.22% | 0.25 | 0.01 | 38.75% | 161.80 | 2,940PCR: 15.50 | 57.30 | 27.81% | 0.16 | 15.75 | 31.92% | -0.334 | 0.002 | -1.883 | 2.831 | Login To Trade |
2.985 | -2.699 | 0.001 | 0.611 | 43.40% | 0.25 | 0.02 | 36.56% | 173.90 | 2,960PCR: 6.50 | 67.25 | 29.80% | 0.13 | 9.25 | 32.75% | -0.367 | 0.002 | -1.999 | 2.930 | Login To Trade |
3.003 | -2.076 | 0.002 | 0.602 | 33.17% | 1.00 | 0.03 | 36.82% | 131.95 | 2,980PCR: 3.50 | 75.15 | 31.31% | 0.11 | 9.00 | 32.93% | -0.394 | 0.002 | -2.056 | 2.997 | Login To Trade |
3.055 | -2.096 | 0.002 | 0.571 | 32.93% | 41.00 | 0.37 | 35.59% | 120.95 | 3,000PCR: 2.72 | 83.40 | 32.92% | 1.01 | 40.25 | 32.75% | -0.424 | 0.002 | -2.082 | 3.052 | Login To Trade |
3.089 | -2.172 | 0.002 | 0.540 | 33.75% | 7.50 | 0.11 | 34.20% | 111.90 | 3,020PCR: 2.47 | 93.60 | 34.66% | 0.28 | 10.25 | 32.53% | -0.460 | 0.002 | -2.094 | 3.089 | Login To Trade |
3.104 | -2.122 | 0.002 | 0.509 | 32.81% | 22.50 | 0.22 | 32.85% | 100.10 | 3,040PCR: 0.89 | 99.95 | 35.94% | 0.20 | 20.50 | 31.77% | -0.488 | 0.002 | -2.056 | 3.106 | Login To Trade |
3.100 | -2.143 | 0.002 | 0.479 | 33.17% | 34.25 | 0.27 | 31.39% | 91.45 | 3,060PCR: 0.95 | 110.30 | 37.58% | 0.26 | 15.25 | 31.22% | -0.525 | 0.002 | -2.015 | 3.099 | Login To Trade |
3.083 | -2.080 | 0.002 | 0.450 | 32.38% | 108.75 | 0.20 | 30.05% | 81.35 | 3,080PCR: 0.28 | 120.20 | 39.00% | 0.06 | 6.00 | 30.73% | -0.558 | 0.002 | -1.966 | 3.071 | Login To Trade |
3.036 | -2.062 | 0.002 | 0.416 | 32.59% | 116.00 | 0.77 | 28.31% | 73.65 | 3,100PCR: 0.23 | 132.15 | 40.30% | 0.18 | 10.50 | 30.67% | -0.591 | 0.002 | -1.932 | 3.024 | Login To Trade |
2.977 | -2.010 | 0.002 | 0.386 | 32.41% | 11.50 | 0.15 | 26.69% | 65.15 | 3,120PCR: 0.36 | 127.45 | 42.41% | 0.05 | 1.25 | 24.69% | -0.657 | 0.002 | -1.472 | 2.861 | Login To Trade |
2.901 | -1.951 | 0.002 | 0.356 | 32.29% | 20.25 | 0.12 | 25.05% | 58.35 | 3,140PCR: 0.26 | 160.75 | 42.50% | 0.03 | 2.00 | 31.56% | -0.648 | 0.002 | -1.899 | 2.889 | Login To Trade |
2.852 | -2.049 | 0.001 | 0.340 | 34.48% | 0.25 | 0.00 | 24.02% | 57.90 | 3,160PCR: 9.00 | 169.15 | 43.82% | 0.03 | 2.25 | 29.60% | -0.689 | 0.002 | -1.695 | 2.749 | Login To Trade |
2.705 | -1.811 | 0.001 | 0.300 | 32.14% | 2.00 | 0.03 | 21.77% | 45.60 | 3,180PCR: 0.23 | 182.95 | 44.81% | 0.01 | 0.50 | 29.30% | -0.720 | 0.002 | -1.599 | 2.619 | Login To Trade |
2.598 | -1.749 | 0.001 | 0.275 | 32.32% | 130.25 | 1.03 | 20.24% | 41.95 | 3,200PCR: 0.08 | 202.95 | 45.32% | 0.09 | 5.00 | 31.22% | -0.733 | 0.001 | -1.665 | 2.561 | Login To Trade |
2.459 | -1.632 | 0.001 | 0.247 | 31.86% | 1.50 | 0.04 | 18.48% | 35.05 | 3,220PCR: 0.06 | 192.15 | 48.90% | 0.00 | 0.00 | 18.31% | -0.892 | 0.001 | -0.552 | 1.446 | Login To Trade |
2.186 | -1.326 | 0.001 | 0.201 | 29.11% | 0.00 | 0.03 | 15.54% | 24.60 | 3,240PCR: 0.25 | 195.20 | 99.00% | 0.01 | 0.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
2.226 | -1.507 | 0.001 | 0.207 | 32.50% | 7.00 | 0.09 | 15.78% | 28.40 | 3,260PCR: 0.12 | 244.95 | 47.85% | 0.01 | 0.75 | 28.56% | -0.826 | 0.001 | -1.189 | 1.997 | Login To Trade |
1.999 | -1.289 | 0.001 | 0.174 | 30.94% | 3.50 | 0.70 | 13.55% | 21.70 | 3,280PCR: 0.00 | 287.05 | 46.63% | 0.00 | 0.00 | 40.10% | -0.759 | 0.001 | -2.026 | 2.425 | Login To Trade |
1.750 | -1.149 | 0.001 | 0.142 | 31.49% | 1.50 | 0.08 | 11.21% | 17.20 | 3,320PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.574 | -1.077 | 0.001 | 0.122 | 32.84% | 12.75 | 0.09 | 9.64% | 14.80 | 3,360PCR: 0.03 | 331.55 | 50.09% | 0.00 | 0.50 | 26.73% | -0.926 | 0.001 | -0.605 | 1.086 | Login To Trade |
1.359 | -0.936 | 0.001 | 0.099 | 33.08% | 47.50 | 0.42 | 7.90% | 11.70 | 3,400PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.155 | -0.811 | 0.001 | 0.080 | 33.69% | 26.00 | 0.26 | 6.38% | 9.20 | 3,440PCR: 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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