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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 | |
2.776 | -4.008 | 0.000 | 0.804 | 72.20% | 0.00 | 0.00 | 41.58% | 600.00 | 3,320PCR: 0.00 | 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% | 0.00 | 0.00 | 99.00% | 0.00 | 3,360PCR: -- | 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% | 0.00 | 0.00 | 99.00% | 0.00 | 3,400PCR: -- | 1.50 | 2.00% | 0.13 | 5.43 | 22.22% | -0.018 | 0.000 | -0.195 | 0.438 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,440PCR: -- | 2.85 | 3.48% | 0.08 | 0.00 | 22.58% | -0.032 | 0.000 | -0.321 | 0.711 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,480PCR: -- | 2.10 | 3.04% | 0.06 | 0.00 | 19.53% | -0.028 | 0.000 | -0.250 | 0.640 | Login To Trade |
1.361 | -0.656 | 0.001 | 0.929 | 24.11% | 0.00 | 0.05 | 47.46% | 340.00 | 3,500PCR: 19.82 | 2.65 | 3.64% | 0.97 | 10.15 | 19.41% | -0.034 | 0.000 | -0.291 | 0.751 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 293.00 | 3,520PCR: 14.00 | 3.00 | 4.19% | 0.05 | 0.00 | 18.92% | -0.039 | 0.000 | -0.322 | 0.850 | Login To Trade |
0.919 | -0.310 | 0.001 | 0.957 | 16.85% | 1.05 | 0.01 | 48.41% | 279.00 | 3,560PCR: 220.33 | 3.40 | 4.88% | 1.16 | 1.40 | 17.21% | -0.046 | 0.001 | -0.336 | 0.976 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,580PCR: -- | 5.00 | 6.57% | 0.63 | 0.00 | 17.58% | -0.064 | 0.001 | -0.441 | 1.253 | Login To Trade |
2.133 | -0.946 | 0.001 | 0.869 | 22.19% | 2.63 | 0.13 | 46.17% | 251.00 | 3,600PCR: 23.10 | 5.80 | 7.59% | 2.91 | 43.75 | 17.09% | -0.075 | 0.001 | -0.484 | 1.416 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,620PCR: -- | 8.70 | 10.03% | 0.07 | 0.00 | 17.70% | -0.101 | 0.001 | -0.629 | 1.778 | Login To Trade |
3.576 | -3.440 | 0.001 | 0.682 | 48.10% | 0.00 | 0.01 | 38.97% | 300.00 | 3,640PCR: 49.00 | 8.75 | 10.56% | 0.43 | 7.70 | 16.48% | -0.108 | 0.001 | -0.614 | 1.862 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,660PCR: -- | 10.50 | 12.29% | 0.15 | 3.85 | 16.11% | -0.128 | 0.001 | -0.678 | 2.104 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,680PCR: -- | 13.50 | 14.71% | 1.08 | 2.98 | 15.93% | -0.158 | 0.002 | -0.772 | 2.422 | Login To Trade |
2.756 | -0.902 | 0.002 | 0.806 | 16.36% | 2.63 | 0.46 | 44.80% | 154.00 | 3,700PCR: 4.05 | 17.65 | 17.34% | 1.88 | 71.75 | 16.24% | -0.192 | 0.002 | -0.890 | 2.741 | Login To Trade |
2.567 | -0.650 | 0.002 | 0.827 | 12.66% | 0.00 | 0.02 | 45.59% | 128.00 | 3,720PCR: 8.31 | 21.60 | 19.85% | 0.19 | 17.85 | 16.08% | -0.227 | 0.002 | -0.972 | 3.022 | Login To Trade |
3.251 | -1.006 | 0.002 | 0.741 | 15.47% | 0.00 | 0.02 | 42.89% | 120.75 | 3,740PCR: 12.14 | 23.25 | 21.60% | 0.30 | 5.43 | 14.98% | -0.253 | 0.002 | -0.962 | 3.209 | Login To Trade |
3.643 | -1.357 | 0.002 | 0.668 | 18.62% | 1.75 | 0.04 | 40.21% | 118.00 | 3,760PCR: 5.95 | 30.75 | 24.97% | 0.22 | 3.33 | 15.50% | -0.304 | 0.002 | -1.088 | 3.510 | Login To Trade |
3.695 | -1.087 | 0.003 | 0.656 | 14.71% | 14.88 | 0.15 | 40.01% | 90.70 | 3,780PCR: 1.91 | 38.15 | 27.87% | 0.29 | 43.40 | 15.64% | -0.352 | 0.002 | -1.166 | 3.727 | Login To Trade |
3.885 | -1.243 | 0.002 | 0.597 | 15.99% | 386.40 | 1.38 | 37.66% | 83.40 | 3,800PCR: 2.01 | 45.65 | 30.58% | 2.78 | 281.05 | 15.56% | -0.401 | 0.003 | -1.208 | 3.880 | Login To Trade |
3.976 | -1.272 | 0.003 | 0.548 | 15.99% | 222.95 | 0.76 | 35.63% | 72.20 | 3,820PCR: 0.49 | 55.25 | 33.20% | 0.37 | 72.10 | 15.75% | -0.451 | 0.003 | -1.252 | 3.975 | Login To Trade |
4.005 | -1.242 | 0.003 | 0.498 | 15.50% | 139.48 | 0.60 | 33.39% | 60.15 | 3,840PCR: 1.42 | 64.50 | 35.59% | 0.85 | 51.28 | 15.38% | -0.502 | 0.003 | -1.232 | 4.005 | Login To Trade |
3.970 | -1.236 | 0.003 | 0.447 | 15.56% | 62.30 | 0.64 | 30.95% | 51.25 | 3,860PCR: 1.64 | 73.85 | 37.87% | 1.06 | 20.83 | 15.20% | -0.554 | 0.003 | -1.206 | 3.968 | Login To Trade |
3.877 | -1.226 | 0.002 | 0.399 | 15.81% | 43.93 | 0.56 | 28.46% | 44.05 | 3,880PCR: 0.83 | 83.00 | 40.11% | 0.47 | 3.85 | 14.50% | -0.611 | 0.003 | -1.116 | 3.849 | Login To Trade |
3.720 | -1.163 | 0.002 | 0.350 | 15.63% | 249.03 | 3.76 | 25.76% | 36.85 | 3,900PCR: 0.40 | 97.50 | 41.86% | 1.49 | 8.05 | 14.89% | -0.657 | 0.003 | -1.099 | 3.690 | Login To Trade |
3.522 | -1.105 | 0.002 | 0.306 | 15.69% | 59.85 | 2.13 | 23.13% | 30.10 | 3,920PCR: 0.17 | 112.00 | 43.41% | 0.36 | 0.35 | 15.08% | -0.702 | 0.002 | -1.050 | 3.482 | Login To Trade |
3.268 | -1.015 | 0.002 | 0.262 | 15.53% | 24.85 | 0.93 | 20.36% | 24.20 | 3,940PCR: 0.26 | 141.65 | 43.33% | 0.24 | 0.18 | 19.47% | -0.691 | 0.002 | -1.377 | 3.535 | Login To Trade |
3.002 | -0.936 | 0.002 | 0.224 | 15.59% | 75.25 | 2.66 | 17.82% | 19.80 | 3,960PCR: 0.03 | 141.60 | 46.05% | 0.08 | 0.00 | 14.83% | -0.788 | 0.002 | -0.863 | 2.908 | Login To Trade |
2.722 | -0.852 | 0.002 | 0.190 | 15.66% | 3.68 | 0.29 | 15.42% | 16.10 | 3,980PCR: 0.27 | 173.40 | 45.23% | 0.08 | 0.00 | 20.11% | -0.750 | 0.002 | -1.284 | 3.192 | Login To Trade |
2.470 | -0.787 | 0.002 | 0.163 | 15.93% | 141.75 | 4.35 | 13.44% | 13.50 | 4,000PCR: 0.06 | 186.00 | 46.41% | 0.26 | 0.00 | 19.10% | -0.792 | 0.002 | -1.100 | 2.880 | Login To Trade |
2.201 | -0.707 | 0.001 | 0.137 | 16.05% | 9.63 | 0.25 | 11.48% | 11.00 | 4,020PCR: 0.09 | 163.00 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.954 | -0.634 | 0.001 | 0.115 | 16.24% | 14.88 | 0.32 | 9.79% | 9.05 | 4,040PCR: 0.04 | 199.00 | 99.00% | 0.01 | 0.70 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.643 | -0.525 | 0.001 | 0.091 | 15.99% | 5.95 | 0.25 | 7.83% | 6.70 | 4,060PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.564 | -0.529 | 0.001 | 0.085 | 16.91% | 2.98 | 0.20 | 7.33% | 6.50 | 4,080PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.325 | -0.446 | 0.001 | 0.068 | 16.85% | 63.00 | 1.81 | 5.95% | 5.00 | 4,100PCR: 0.02 | 225.00 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.158 | -0.396 | 0.001 | 0.058 | 17.09% | 11.03 | 0.43 | 5.03% | 4.15 | 4,120PCR: 0.06 | 217.10 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.032 | -0.360 | 0.001 | 0.050 | 17.46% | 1.58 | 0.22 | 4.35% | 3.60 | 4,140PCR: 0.02 | 317.00 | 49.05% | 0.01 | 0.00 | 23.68% | -0.885 | 0.001 | -0.924 | 1.951 | Login To Trade |
0.731 | -0.243 | 0.000 | 0.033 | 16.60% | 0.88 | 0.70 | 2.87% | 2.10 | 4,160PCR: 0.04 | 273.00 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.750 | -0.280 | 0.000 | 0.034 | 18.68% | 23.98 | 1.24 | 2.93% | 2.45 | 4,200PCR: 0.08 | 390.00 | 48.83% | 0.10 | 0.00 | 31.49% | -0.858 | 0.001 | -1.421 | 2.256 | Login To Trade |
0.531 | -0.200 | 0.000 | 0.022 | 18.80% | 13.83 | 0.72 | 1.94% | 1.50 | 4,240PCR: 0.00 | 302.60 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.340 | -0.128 | 0.000 | 0.013 | 18.80% | 10.15 | 2.64 | 1.15% | 0.85 | 4,280PCR: 0.00 | 436.00 | 99.00% | 0.00 | 0.35 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.324 | -0.130 | 0.000 | 0.013 | 20.02% | 2.45 | 0.14 | 1.08% | 0.90 | 4,320PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.338 | -0.147 | 0.000 | 0.013 | 21.73% | 0.00 | 0.07 | 1.12% | 1.00 | 4,360PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.334 | -0.155 | 0.000 | 0.013 | 23.19% | 1.75 | 0.39 | 1.09% | 1.00 | 4,400PCR: 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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