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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 | 0.12 | 99.00% | 481.45 | 3,000PCR: 13.17 | 0.30 | 0.41% | 1.52 | 9.28 | 29.30% | -0.003 | 0.000 | -0.056 | 0.095 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 438.90 | 3,050PCR: 3.70 | 0.65 | 0.85% | 0.06 | 0.00 | 29.79% | -0.007 | 0.000 | -0.111 | 0.186 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.04 | 99.00% | 540.00 | 3,100PCR: 49.60 | 0.35 | 0.51% | 2.17 | 61.78 | 25.39% | -0.004 | 0.000 | -0.061 | 0.121 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 394.20 | 3,150PCR: 29.00 | 0.80 | 1.15% | 0.25 | 0.70 | 25.88% | -0.010 | 0.000 | -0.129 | 0.250 | Login To Trade |
1.242 | -0.919 | 0.000 | 0.934 | 36.99% | 0.00 | 0.04 | 46.87% | 494.80 | 3,200PCR: 8.76 | 1.50 | 1.91% | 0.38 | 9.63 | 25.63% | -0.017 | 0.000 | -0.203 | 0.396 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 255.25 | 3,250PCR: 107.50 | 1.95 | 2.51% | 0.38 | 5.08 | 24.17% | -0.022 | 0.000 | -0.246 | 0.508 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 1.40 | 0.62 | 99.00% | 376.20 | 3,300PCR: 2.10 | 2.25 | 3.03% | 1.30 | 31.85 | 22.22% | -0.027 | 0.000 | -0.269 | 0.606 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.04 | 99.00% | 319.60 | 3,350PCR: 13.30 | 4.25 | 5.10% | 0.54 | 13.83 | 22.09% | -0.047 | 0.001 | -0.421 | 0.952 | Login To Trade |
1.891 | -1.002 | 0.001 | 0.883 | 26.49% | 0.88 | 0.70 | 46.28% | 299.00 | 3,400PCR: 2.51 | 6.45 | 7.30% | 1.76 | 112.70 | 21.18% | -0.070 | 0.001 | -0.549 | 1.296 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.23 | 99.00% | 207.70 | 3,450PCR: 3.58 | 10.10 | 10.49% | 0.82 | 55.48 | 20.14% | -0.105 | 0.001 | -0.707 | 1.754 | Login To Trade |
2.202 | -0.836 | 0.001 | 0.855 | 18.98% | 17.15 | 1.88 | 45.97% | 198.00 | 3,500PCR: 0.96 | 15.70 | 14.62% | 1.80 | 127.75 | 19.74% | -0.154 | 0.001 | -0.905 | 2.292 | Login To Trade |
2.877 | -1.103 | 0.002 | 0.777 | 19.17% | 54.25 | 0.46 | 43.80% | 158.00 | 3,550PCR: 1.82 | 24.50 | 19.84% | 0.84 | 82.60 | 19.23% | -0.224 | 0.002 | -1.108 | 2.882 | Login To Trade |
3.479 | -1.385 | 0.002 | 0.672 | 19.90% | 163.80 | 1.99 | 40.28% | 121.80 | 3,600PCR: 0.75 | 38.25 | 25.79% | 1.49 | 174.83 | 19.10% | -0.313 | 0.002 | -1.306 | 3.417 | Login To Trade |
3.760 | -1.418 | 0.002 | 0.584 | 18.86% | 457.80 | 1.69 | 36.96% | 89.05 | 3,650PCR: 0.46 | 57.40 | 31.58% | 0.78 | 102.55 | 18.83% | -0.416 | 0.002 | -1.416 | 3.760 | Login To Trade |
3.828 | -1.481 | 0.002 | 0.466 | 19.35% | 782.60 | 2.51 | 31.64% | 63.20 | 3,700PCR: 0.29 | 81.50 | 36.84% | 0.73 | 102.03 | 19.00% | -0.525 | 0.002 | -1.459 | 3.839 | Login To Trade |
3.639 | -1.388 | 0.002 | 0.370 | 19.07% | 193.03 | 0.94 | 26.63% | 45.50 | 3,750PCR: 0.26 | 112.15 | 41.64% | 0.24 | 9.28 | 18.02% | -0.646 | 0.002 | -1.291 | 3.583 | Login To Trade |
3.212 | -1.218 | 0.002 | 0.274 | 18.95% | 409.33 | 2.42 | 20.94% | 30.00 | 3,800PCR: 0.19 | 145.80 | 44.45% | 0.47 | 5.95 | 18.89% | -0.727 | 0.002 | -1.212 | 3.208 | Login To Trade |
2.684 | -1.037 | 0.002 | 0.198 | 19.32% | 132.83 | 0.67 | 15.83% | 19.65 | 3,850PCR: 0.08 | 194.95 | 45.74% | 0.05 | 0.00 | 22.61% | -0.762 | 0.001 | -1.350 | 2.986 | Login To Trade |
2.117 | -0.825 | 0.001 | 0.137 | 19.47% | 232.58 | 1.99 | 11.36% | 12.75 | 3,900PCR: 0.30 | 241.50 | 47.01% | 0.59 | 4.73 | 24.72% | -0.802 | 0.001 | -1.327 | 2.684 | Login To Trade |
1.666 | -0.673 | 0.001 | 0.098 | 20.20% | 19.95 | 0.35 | 8.25% | 8.80 | 3,950PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.237 | -0.507 | 0.001 | 0.066 | 20.51% | 63.53 | 2.01 | 5.63% | 5.60 | 4,000PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.695 | -0.305 | 0.000 | 0.032 | 21.97% | 1.58 | 0.08 | 2.75% | 2.60 | 4,100PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.522 | -0.257 | 0.000 | 0.023 | 24.66% | 5.95 | 0.15 | 1.92% | 2.00 | 4,200PCR: 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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