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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 | 1,200PCR: -- | 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 | 0.02 | 99.00% | 156.00 | 1,240PCR: 13.25 | 0.75 | 2.43% | 0.23 | 2.55 | 30.27% | -0.021 | 0.001 | -0.135 | 0.160 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,260PCR: -- | 1.35 | 3.83% | 0.02 | 0.00 | 29.79% | -0.034 | 0.001 | -0.198 | 0.240 | Login To Trade |
1.003 | -2.201 | 0.001 | 0.749 | 78.98% | 0.00 | 0.03 | 40.14% | 178.70 | 1,280PCR: 33.33 | 1.05 | 3.74% | 0.85 | 33.58 | 25.39% | -0.034 | 0.001 | -0.168 | 0.238 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.06 | 99.00% | 100.60 | 1,300PCR: 25.53 | 1.70 | 5.52% | 1.63 | 161.08 | 23.93% | -0.052 | 0.001 | -0.223 | 0.335 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 90.00 | 1,320PCR: 149.00 | 2.70 | 8.05% | 0.63 | 13.18 | 23.19% | -0.079 | 0.002 | -0.298 | 0.463 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 66.20 | 1,340PCR: 133.50 | 4.45 | 12.25% | 1.13 | 38.25 | 21.97% | -0.126 | 0.003 | -0.398 | 0.652 | Login To Trade |
0.896 | -0.587 | 0.004 | 0.794 | 23.56% | 5.10 | 0.27 | 44.23% | 66.65 | 1,360PCR: 3.77 | 7.50 | 17.45% | 1.02 | 53.98 | 22.09% | -0.191 | 0.004 | -0.527 | 0.858 | Login To Trade |
1.125 | -0.813 | 0.004 | 0.679 | 26.00% | 141.53 | 0.17 | 40.40% | 52.80 | 1,380PCR: 6.15 | 11.90 | 23.91% | 1.05 | 68.85 | 20.81% | -0.285 | 0.005 | -0.617 | 1.067 | Login To Trade |
1.203 | -0.702 | 0.006 | 0.616 | 21.00% | 153.85 | 1.20 | 38.30% | 36.05 | 1,400PCR: 2.26 | 18.30 | 29.89% | 2.71 | 152.58 | 21.00% | -0.385 | 0.006 | -0.702 | 1.203 | Login To Trade |
1.253 | -0.786 | 0.006 | 0.483 | 22.58% | 261.80 | 1.14 | 32.45% | 26.05 | 1,420PCR: 1.10 | 27.10 | 36.57% | 1.26 | 42.08 | 19.59% | -0.522 | 0.006 | -0.681 | 1.252 | Login To Trade |
1.197 | -0.702 | 0.006 | 0.379 | 21.12% | 157.68 | 2.78 | 27.21% | 16.50 | 1,440PCR: 0.49 | 39.65 | 40.65% | 1.37 | 11.90 | 21.42% | -0.619 | 0.006 | -0.714 | 1.200 | Login To Trade |
1.043 | -0.644 | 0.005 | 0.272 | 22.22% | 111.35 | 3.39 | 20.80% | 11.35 | 1,460PCR: 0.54 | 51.90 | 45.77% | 1.84 | 3.40 | 17.94% | -0.777 | 0.005 | -0.467 | 0.938 | Login To Trade |
0.856 | -0.511 | 0.004 | 0.191 | 21.48% | 91.38 | 2.32 | 15.36% | 6.75 | 1,480PCR: 0.22 | 65.40 | 48.29% | 0.51 | 5.10 | 16.60% | -0.874 | 0.004 | -0.300 | 0.651 | Login To Trade |
0.663 | -0.418 | 0.003 | 0.130 | 22.71% | 322.58 | 5.73 | 10.76% | 4.55 | 1,500PCR: 0.24 | 96.00 | 46.80% | 1.36 | 0.00 | 31.13% | -0.790 | 0.003 | -0.783 | 0.905 | Login To Trade |
0.501 | -0.316 | 0.002 | 0.088 | 22.71% | 34.85 | 2.65 | 7.46% | 2.80 | 1,520PCR: 0.08 | 126.75 | 45.66% | 0.20 | 0.00 | 48.34% | -0.724 | 0.002 | -1.413 | 1.052 | Login To Trade |
0.388 | -0.263 | 0.002 | 0.063 | 24.41% | 9.78 | 1.77 | 5.37% | 2.00 | 1,540PCR: 0.08 | 145.75 | 46.84% | 0.14 | 0.00 | 49.87% | -0.760 | 0.002 | -1.352 | 0.976 | Login To Trade |
0.304 | -0.213 | 0.001 | 0.046 | 25.15% | 46.33 | 1.40 | 3.95% | 1.50 | 1,560PCR: 0.16 | 167.05 | 47.01% | 0.23 | 0.00 | 57.37% | -0.754 | 0.002 | -1.582 | 0.992 | Login To Trade |
0.240 | -0.179 | 0.001 | 0.035 | 26.86% | 125.38 | 2.12 | 2.94% | 1.15 | 1,580PCR: 0.05 | 165.00 | 50.78% | 0.11 | 0.43 | 20.51% | -0.992 | 0.000 | -0.041 | 0.071 | Login To Trade |
0.178 | -0.135 | 0.001 | 0.024 | 27.34% | 14.03 | 2.96 | 2.04% | 0.80 | 1,600PCR: 0.17 | 203.00 | 48.51% | 0.51 | 0.00 | 59.81% | -0.803 | 0.002 | -1.451 | 0.874 | Login To Trade |
0.121 | -0.092 | 0.000 | 0.015 | 27.34% | 0.00 | 0.91 | 1.30% | 0.45 | 1,620PCR: 0.00 | 169.90 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.125 | -0.105 | 0.000 | 0.016 | 30.27% | 0.43 | 0.46 | 1.33% | 0.50 | 1,640PCR: 0.08 | 191.05 | 99.00% | 0.04 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.084 | -0.070 | 0.000 | 0.010 | 30.27% | 1.70 | 0.54 | 0.83% | 0.35 | 1,660PCR: 0.27 | 242.75 | 99.00% | 0.14 | 2.55 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.080 | -0.071 | 0.000 | 0.009 | 32.23% | 5.10 | 0.48 | 0.77% | 0.30 | 1,680PCR: 0.07 | 228.65 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.074 | -0.070 | 0.000 | 0.009 | 34.18% | 21.25 | 1.71 | 0.70% | 0.30 | 1,700PCR: 0.03 | 294.65 | 50.83% | 0.06 | 0.00 | 63.35% | -0.891 | 0.001 | -1.032 | 0.586 | Login To Trade |
0.090 | -0.098 | 0.000 | 0.011 | 39.06% | 0.00 | 0.16 | 0.85% | 0.45 | 1,740PCR: 0.08 | 271.80 | 99.00% | 0.01 | 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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