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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 | |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 3.75 | 0.08 | 99.00% | 148.15 | 640PCR: 186.90 | 0.55 | 2.34% | 14.02 | 915.75 | 39.06% | -0.018 | 0.001 | -0.071 | 0.098 | Login To Trade |
0.134 | -0.075 | 0.001 | 0.973 | 30.27% | 3.75 | 0.21 | 47.96% | 115.00 | 680PCR: 30.57 | 1.50 | 5.47% | 6.42 | 1,116.75 | 35.16% | -0.047 | 0.001 | -0.138 | 0.212 | Login To Trade |
0.230 | -0.124 | 0.002 | 0.948 | 29.30% | 48.75 | 3.80 | 47.53% | 95.75 | 700PCR: 5.35 | 2.65 | 8.46% | 20.35 | 3,751.50 | 33.69% | -0.077 | 0.002 | -0.195 | 0.312 | Login To Trade |
0.433 | -0.294 | 0.003 | 0.879 | 36.62% | 8.25 | 0.14 | 45.56% | 88.90 | 710PCR: 38.47 | 3.30 | 10.30% | 5.48 | 1,321.50 | 32.71% | -0.097 | 0.002 | -0.224 | 0.369 | Login To Trade |
0.424 | -0.248 | 0.003 | 0.883 | 31.49% | 101.25 | 0.87 | 45.96% | 78.35 | 720PCR: 15.97 | 4.20 | 12.34% | 13.89 | 2,525.25 | 31.86% | -0.119 | 0.003 | -0.254 | 0.431 | Login To Trade |
0.502 | -0.288 | 0.004 | 0.851 | 31.01% | 92.25 | 1.46 | 45.15% | 69.35 | 730PCR: 6.10 | 5.35 | 14.76% | 8.87 | 3,119.25 | 31.01% | -0.148 | 0.004 | -0.287 | 0.500 | Login To Trade |
0.567 | -0.313 | 0.004 | 0.820 | 29.79% | 170.25 | 2.63 | 44.39% | 60.85 | 740PCR: 4.09 | 6.80 | 17.57% | 10.74 | 2,913.75 | 30.27% | -0.183 | 0.004 | -0.322 | 0.574 | Login To Trade |
0.648 | -0.354 | 0.005 | 0.775 | 29.54% | 581.25 | 4.91 | 43.06% | 53.00 | 750PCR: 6.64 | 8.65 | 20.60% | 32.55 | 6,504.00 | 29.30% | -0.225 | 0.005 | -0.351 | 0.648 | Login To Trade |
0.717 | -0.379 | 0.005 | 0.728 | 28.56% | 552.75 | 4.79 | 41.61% | 45.10 | 760PCR: 2.91 | 11.00 | 24.18% | 13.91 | 6,963.75 | 29.05% | -0.277 | 0.005 | -0.389 | 0.723 | Login To Trade |
0.784 | -0.420 | 0.006 | 0.668 | 28.93% | 962.25 | 4.15 | 39.54% | 38.60 | 770PCR: 2.75 | 14.05 | 27.49% | 11.41 | 5,483.25 | 28.56% | -0.330 | 0.006 | -0.414 | 0.782 | Login To Trade |
0.830 | -0.441 | 0.006 | 0.607 | 28.69% | 3,348.75 | 12.86 | 37.24% | 32.30 | 780PCR: 2.25 | 17.70 | 30.99% | 28.99 | 8,893.50 | 28.32% | -0.392 | 0.006 | -0.435 | 0.830 | Login To Trade |
0.857 | -0.453 | 0.006 | 0.544 | 28.56% | 9,107.25 | 20.27 | 34.58% | 26.80 | 790PCR: 1.07 | 22.00 | 34.33% | 21.79 | 8,192.25 | 28.08% | -0.456 | 0.006 | -0.445 | 0.857 | Login To Trade |
0.861 | -0.453 | 0.006 | 0.479 | 28.44% | 22,417.50 | 68.60 | 31.61% | 22.00 | 800PCR: 0.73 | 27.00 | 37.34% | 49.88 | 6,880.50 | 27.95% | -0.522 | 0.007 | -0.446 | 0.861 | Login To Trade |
0.843 | -0.444 | 0.006 | 0.415 | 28.44% | 7,784.25 | 25.82 | 28.40% | 17.80 | 810PCR: 0.54 | 32.80 | 40.07% | 13.89 | 1,728.75 | 27.95% | -0.587 | 0.006 | -0.436 | 0.842 | Login To Trade |
0.805 | -0.426 | 0.006 | 0.356 | 28.56% | 20,444.25 | 70.94 | 25.18% | 14.30 | 820PCR: 0.31 | 39.20 | 42.52% | 21.78 | 700.50 | 27.83% | -0.651 | 0.006 | -0.412 | 0.799 | Login To Trade |
0.751 | -0.399 | 0.006 | 0.300 | 28.69% | 6,957.00 | 36.25 | 21.89% | 11.25 | 830PCR: 0.24 | 46.45 | 44.35% | 8.57 | 291.00 | 27.95% | -0.705 | 0.006 | -0.386 | 0.745 | Login To Trade |
0.687 | -0.366 | 0.005 | 0.250 | 28.81% | 5,826.00 | 25.09 | 18.76% | 8.90 | 840PCR: 0.27 | 54.65 | 45.80% | 6.86 | 117.00 | 28.93% | -0.749 | 0.005 | -0.369 | 0.688 | Login To Trade |
0.617 | -0.332 | 0.005 | 0.207 | 29.05% | 7,863.75 | 54.20 | 15.86% | 7.00 | 850PCR: 0.38 | 62.05 | 47.27% | 20.57 | 222.75 | 27.95% | -0.803 | 0.005 | -0.310 | 0.599 | Login To Trade |
0.541 | -0.291 | 0.004 | 0.167 | 29.05% | 3,302.25 | 16.73 | 13.06% | 5.45 | 860PCR: 0.26 | 70.35 | 48.38% | 4.34 | 164.25 | 27.83% | -0.844 | 0.004 | -0.266 | 0.517 | Login To Trade |
0.467 | -0.253 | 0.003 | 0.134 | 29.30% | 3,141.00 | 20.66 | 10.64% | 4.15 | 870PCR: 0.03 | 79.10 | 49.18% | 0.72 | 159.00 | 27.59% | -0.880 | 0.003 | -0.221 | 0.432 | Login To Trade |
0.408 | -0.225 | 0.003 | 0.111 | 29.79% | 2,004.00 | 14.45 | 8.84% | 3.30 | 880PCR: 0.08 | 88.30 | 49.78% | 1.16 | 15.75 | 28.08% | -0.904 | 0.003 | -0.192 | 0.369 | Login To Trade |
0.349 | -0.196 | 0.003 | 0.089 | 30.27% | 1,069.50 | 6.16 | 7.17% | 2.65 | 890PCR: 0.10 | 100.90 | 49.42% | 0.65 | 42.75 | 35.89% | -0.869 | 0.003 | -0.306 | 0.460 | Login To Trade |
0.306 | -0.176 | 0.002 | 0.075 | 31.01% | 5,137.50 | 47.36 | 6.03% | 2.20 | 900PCR: 0.09 | 107.00 | 50.61% | 4.49 | 24.75 | 27.83% | -0.947 | 0.002 | -0.121 | 0.235 | Login To Trade |
0.218 | -0.128 | 0.002 | 0.049 | 31.74% | 1,872.75 | 17.90 | 3.91% | 1.35 | 920PCR: 0.02 | 125.95 | 51.10% | 0.33 | 1.50 | 24.41% | -0.985 | 0.001 | -0.036 | 0.080 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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