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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 | 290PCR: -- | 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% | 26.78 | 1.15 | 99.00% | 51.00 | 300PCR: 6.32 | 0.30 | 2.63% | 7.25 | 145.35 | 33.20% | -0.022 | 0.002 | -0.033 | 0.049 | Login To Trade |
0.227 | -0.262 | 0.004 | 0.840 | 57.62% | 0.00 | 0.27 | 43.41% | 50.90 | 310PCR: 4.86 | 0.40 | 3.73% | 1.30 | 52.28 | 29.30% | -0.033 | 0.003 | -0.040 | 0.068 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 315PCR: -- | 0.80 | 6.91% | 1.25 | 0.00 | 31.25% | -0.063 | 0.004 | -0.072 | 0.115 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 1.72 | 99.00% | 35.50 | 320PCR: 6.87 | 0.60 | 6.18% | 11.82 | 178.50 | 26.37% | -0.057 | 0.005 | -0.056 | 0.107 | Login To Trade |
0.275 | -0.268 | 0.006 | 0.781 | 48.83% | 0.00 | 0.18 | 42.20% | 37.10 | 325PCR: 18.29 | 0.80 | 7.66% | 3.26 | 164.48 | 24.41% | -0.073 | 0.006 | -0.063 | 0.129 | Login To Trade |
0.161 | -0.074 | 0.008 | 0.902 | 22.95% | 39.53 | 2.49 | 46.94% | 27.00 | 330PCR: 5.30 | 1.00 | 9.97% | 13.18 | 1,195.95 | 22.95% | -0.098 | 0.008 | -0.074 | 0.161 | Login To Trade |
0.212 | -0.095 | 0.011 | 0.855 | 22.46% | 22.95 | 1.21 | 45.89% | 22.45 | 335PCR: 5.76 | 1.45 | 13.59% | 6.97 | 669.38 | 21.97% | -0.140 | 0.011 | -0.091 | 0.207 | Login To Trade |
0.256 | -0.107 | 0.014 | 0.806 | 21.00% | 386.33 | 3.60 | 44.45% | 18.20 | 340PCR: 5.03 | 2.10 | 17.52% | 18.08 | 2,728.50 | 20.75% | -0.191 | 0.014 | -0.105 | 0.254 | Login To Trade |
0.308 | -0.125 | 0.018 | 0.730 | 20.26% | 476.85 | 4.83 | 42.26% | 14.10 | 345PCR: 1.78 | 3.25 | 23.30% | 8.59 | 1,445.85 | 20.51% | -0.272 | 0.017 | -0.127 | 0.309 | Login To Trade |
0.349 | -0.138 | 0.020 | 0.638 | 19.78% | 3,898.95 | 19.70 | 39.10% | 10.65 | 350PCR: 1.59 | 4.55 | 28.67% | 31.34 | 3,315.00 | 19.53% | -0.360 | 0.021 | -0.136 | 0.349 | Login To Trade |
0.370 | -0.145 | 0.022 | 0.530 | 19.53% | 3,957.60 | 20.39 | 34.51% | 7.65 | 355PCR: 1.19 | 6.55 | 34.26% | 24.25 | 1,532.55 | 18.80% | -0.470 | 0.023 | -0.139 | 0.370 | Login To Trade |
0.365 | -0.141 | 0.022 | 0.422 | 19.29% | 4,748.10 | 66.19 | 29.50% | 5.35 | 360PCR: 0.63 | 9.20 | 39.19% | 41.99 | 719.10 | 18.80% | -0.580 | 0.022 | -0.137 | 0.364 | Login To Trade |
0.331 | -0.126 | 0.020 | 0.315 | 19.04% | 2,131.80 | 18.26 | 23.40% | 3.55 | 365PCR: 0.43 | 12.50 | 43.12% | 7.76 | 243.53 | 18.55% | -0.690 | 0.020 | -0.122 | 0.329 | Login To Trade |
0.285 | -0.111 | 0.017 | 0.233 | 19.53% | 2,148.38 | 49.52 | 18.23% | 2.45 | 370PCR: 0.55 | 16.25 | 45.93% | 26.99 | 45.90 | 19.04% | -0.773 | 0.017 | -0.107 | 0.281 | Login To Trade |
0.232 | -0.093 | 0.013 | 0.166 | 20.02% | 1,549.13 | 17.88 | 13.40% | 1.65 | 375PCR: 0.13 | 20.45 | 47.95% | 2.28 | 19.13 | 19.04% | -0.847 | 0.013 | -0.084 | 0.220 | Login To Trade |
0.190 | -0.080 | 0.010 | 0.123 | 21.00% | 2,018.33 | 35.06 | 10.21% | 1.15 | 380PCR: 0.52 | 24.95 | 49.01% | 18.23 | 28.05 | 20.02% | -0.889 | 0.010 | -0.071 | 0.177 | Login To Trade |
0.145 | -0.063 | 0.008 | 0.085 | 21.48% | 346.80 | 5.56 | 7.18% | 0.80 | 385PCR: 0.08 | 29.85 | 49.62% | 0.47 | 24.23 | 21.48% | -0.915 | 0.008 | -0.063 | 0.145 | Login To Trade |
0.129 | -0.060 | 0.006 | 0.073 | 23.44% | 753.53 | 14.96 | 6.12% | 0.65 | 390PCR: 0.16 | 34.55 | 50.12% | 2.46 | 21.68 | 22.46% | -0.936 | 0.006 | -0.052 | 0.117 | Login To Trade |
0.103 | -0.051 | 0.005 | 0.055 | 24.41% | 57.38 | 3.32 | 4.62% | 0.50 | 395PCR: 0.21 | 39.40 | 50.52% | 0.69 | 3.83 | 21.48% | -0.966 | 0.004 | -0.030 | 0.070 | Login To Trade |
0.085 | -0.043 | 0.004 | 0.043 | 25.39% | 1,371.90 | 49.66 | 3.56% | 0.45 | 400PCR: 0.19 | 44.50 | 50.56% | 9.50 | 19.13 | 26.37% | -0.951 | 0.004 | -0.050 | 0.095 | Login To Trade |
0.078 | -0.042 | 0.003 | 0.038 | 27.34% | 62.48 | 1.96 | 3.19% | 0.35 | 405PCR: 0.15 | 41.25 | 99.00% | 0.29 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.065 | -0.037 | 0.003 | 0.031 | 28.32% | 109.65 | 4.95 | 2.54% | 0.30 | 410PCR: 0.39 | 57.50 | 49.72% | 1.94 | 0.00 | 48.34% | -0.856 | 0.005 | -0.204 | 0.212 | Login To Trade |
0.052 | -0.032 | 0.002 | 0.023 | 31.25% | 382.50 | 13.60 | 1.89% | 0.25 | 420PCR: 0.17 | 65.90 | 50.71% | 2.32 | 0.00 | 46.88% | -0.901 | 0.004 | -0.152 | 0.163 | Login To Trade |
0.028 | -0.017 | 0.001 | 0.011 | 31.25% | 124.95 | 2.15 | 0.91% | 0.15 | 430PCR: 0.20 | 64.50 | 99.00% | 0.43 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.028 | -0.020 | 0.001 | 0.012 | 35.16% | 0.00 | 0.91 | 0.90% | 0.10 | 440PCR: 6.41 | 84.00 | 51.63% | 5.80 | 3.83 | 31.25% | -0.995 | 0.001 | -0.009 | 0.014 | Login To Trade |
0.007 | -0.004 | 0.000 | 0.002 | 31.25% | 0.00 | 1.31 | 0.17% | 0.05 | 450PCR: 3.62 | 93.05 | 99.00% | 4.76 | 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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