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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 | 980PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.488 | -0.450 | 0.001 | 0.912 | 46.14% | 0.00 | 0.01 | 45.89% | 175.25 | 1,000PCR: 2.00 | 0.25 | 1.16% | 0.02 | 0.00 | 25.39% | -0.010 | 0.000 | -0.041 | 0.080 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,020PCR: -- | 0.15 | 0.81% | 0.06 | 7.15 | 21.48% | -0.007 | 0.000 | -0.026 | 0.060 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,030PCR: -- | 0.35 | 1.65% | 0.01 | 0.00 | 22.46% | -0.014 | 0.001 | -0.050 | 0.112 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,040PCR: -- | 0.35 | 1.60% | 0.46 | 14.30 | 20.51% | -0.014 | 0.001 | -0.045 | 0.110 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,050PCR: -- | 0.35 | 1.93% | 1.84 | 5.50 | 19.53% | -0.017 | 0.001 | -0.051 | 0.131 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,060PCR: -- | 0.65 | 2.93% | 0.68 | 4.40 | 19.53% | -0.027 | 0.001 | -0.074 | 0.189 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,070PCR: -- | 0.75 | 3.47% | 3.64 | 18.15 | 18.55% | -0.032 | 0.001 | -0.082 | 0.221 | Login To Trade |
0.243 | -0.083 | 0.002 | 0.964 | 17.09% | 0.00 | 0.01 | 48.50% | 90.00 | 1,080PCR: 228.00 | 1.10 | 4.91% | 1.25 | 58.85 | 18.31% | -0.046 | 0.002 | -0.109 | 0.298 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,090PCR: -- | 1.65 | 6.79% | 0.70 | 37.40 | 18.07% | -0.066 | 0.002 | -0.142 | 0.392 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 5.50 | 1.03 | 99.00% | 68.75 | 1,100PCR: 1.80 | 2.35 | 9.17% | 1.85 | 136.95 | 17.82% | -0.091 | 0.003 | -0.179 | 0.503 | Login To Trade |
1.059 | -0.879 | 0.003 | 0.703 | 41.50% | 0.00 | 0.01 | 40.08% | 84.50 | 1,110PCR: 148.00 | 3.50 | 12.34% | 0.81 | 22.00 | 17.82% | -0.128 | 0.004 | -0.228 | 0.639 | Login To Trade |
0.753 | -0.257 | 0.005 | 0.837 | 17.09% | 1.10 | 0.04 | 45.61% | 53.80 | 1,120PCR: 29.50 | 4.80 | 15.39% | 1.30 | 51.15 | 17.33% | -0.166 | 0.005 | -0.264 | 0.762 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.06 | 99.00% | 35.30 | 1,130PCR: 17.27 | 6.65 | 19.25% | 1.05 | 118.25 | 17.15% | -0.217 | 0.006 | -0.308 | 0.899 | Login To Trade |
0.998 | -0.314 | 0.007 | 0.737 | 15.75% | 78.10 | 1.06 | 42.74% | 37.05 | 1,140PCR: 2.45 | 9.05 | 23.37% | 2.59 | 141.35 | 16.97% | -0.277 | 0.006 | -0.348 | 1.025 | Login To Trade |
1.129 | -0.383 | 0.007 | 0.654 | 16.97% | 296.45 | 1.53 | 39.75% | 31.60 | 1,150PCR: 1.04 | 12.45 | 27.72% | 1.59 | 85.80 | 17.09% | -0.347 | 0.007 | -0.386 | 1.130 | Login To Trade |
1.196 | -0.402 | 0.008 | 0.580 | 16.78% | 301.40 | 1.16 | 36.91% | 25.35 | 1,160PCR: 1.04 | 16.25 | 31.66% | 1.20 | 106.70 | 16.85% | -0.420 | 0.008 | -0.403 | 1.196 | Login To Trade |
1.221 | -0.411 | 0.008 | 0.503 | 16.85% | 206.80 | 1.86 | 33.51% | 20.20 | 1,170PCR: 1.08 | 21.45 | 35.46% | 2.00 | 35.20 | 17.21% | -0.497 | 0.008 | -0.420 | 1.221 | Login To Trade |
1.200 | -0.410 | 0.007 | 0.427 | 17.09% | 250.25 | 4.65 | 29.84% | 16.00 | 1,180PCR: 0.36 | 27.20 | 38.73% | 1.69 | 13.20 | 17.46% | -0.571 | 0.007 | -0.419 | 1.202 | Login To Trade |
1.138 | -0.386 | 0.007 | 0.354 | 16.97% | 91.30 | 1.77 | 25.85% | 12.15 | 1,190PCR: 0.37 | 56.15 | 39.24% | 0.65 | 0.00 | 36.56% | -0.554 | 0.004 | -0.884 | 1.209 | Login To Trade |
1.047 | -0.360 | 0.006 | 0.289 | 17.21% | 288.75 | 11.79 | 22.00% | 9.35 | 1,200PCR: 0.10 | 42.20 | 43.24% | 1.19 | 17.05 | 19.17% | -0.689 | 0.006 | -0.414 | 1.081 | Login To Trade |
0.925 | -0.316 | 0.006 | 0.228 | 17.09% | 39.60 | 0.86 | 18.02% | 6.80 | 1,210PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.803 | -0.279 | 0.005 | 0.180 | 17.33% | 60.50 | 2.18 | 14.64% | 5.10 | 1,220PCR: 0.02 | 47.75 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.676 | -0.236 | 0.004 | 0.139 | 17.46% | 31.90 | 1.73 | 11.54% | 3.70 | 1,230PCR: 0.03 | 53.05 | 99.00% | 0.05 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.562 | -0.199 | 0.003 | 0.106 | 17.70% | 47.85 | 2.44 | 9.02% | 2.70 | 1,240PCR: 0.61 | 70.90 | 50.38% | 1.50 | 0.00 | 9.77% | -0.989 | 0.001 | -0.017 | 0.089 | Login To Trade |
0.465 | -0.168 | 0.003 | 0.082 | 18.07% | 147.40 | 1.94 | 7.07% | 2.00 | 1,250PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.363 | -0.131 | 0.002 | 0.060 | 18.07% | 19.25 | 0.83 | 5.17% | 1.40 | 1,260PCR: 0.01 | 114.75 | 45.73% | 0.01 | 0.00 | 45.47% | -0.718 | 0.002 | -0.940 | 1.033 | Login To Trade |
0.310 | -0.116 | 0.002 | 0.049 | 18.80% | 33.55 | 1.11 | 4.24% | 1.15 | 1,270PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.204 | -0.074 | 0.001 | 0.029 | 18.07% | 73.70 | 4.08 | 2.56% | 0.65 | 1,280PCR: 0.00 | 95.00 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.152 | -0.057 | 0.001 | 0.021 | 18.55% | 0.00 | 0.19 | 1.81% | 0.40 | 1,290PCR: 0.06 | 112.25 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.150 | -0.058 | 0.001 | 0.020 | 19.53% | 31.90 | 1.47 | 1.76% | 0.40 | 1,300PCR: 0.01 | 119.00 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.098 | -0.040 | 0.001 | 0.012 | 20.51% | 55.00 | 2.83 | 1.06% | 0.30 | 1,320PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.066 | -0.028 | 0.000 | 0.008 | 21.48% | 8.25 | 1.56 | 0.67% | 0.15 | 1,340PCR: 0.00 | 152.60 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.061 | -0.029 | 0.000 | 0.007 | 23.44% | 5.50 | 0.43 | 0.60% | 0.15 | 1,360PCR: 0.04 | 165.20 | 99.00% | 0.02 | 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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