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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 | 0.02 | 99.00% | 188.65 | 1,080PCR: 0.67 | 0.25 | 0.89% | 0.01 | 0.00 | 33.20% | -0.007 | 0.000 | -0.054 | 0.058 | Login To Trade |
0.181 | -0.191 | 0.001 | 0.973 | 38.09% | 5.00 | 0.18 | 47.88% | 190.60 | 1,100PCR: 4.36 | 0.35 | 1.19% | 0.76 | 3.13 | 31.25% | -0.010 | 0.000 | -0.067 | 0.077 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.12 | 99.00% | 153.00 | 1,120PCR: 1.32 | 0.40 | 1.62% | 0.16 | 0.00 | 29.30% | -0.014 | 0.000 | -0.083 | 0.102 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 156.00 | 1,130PCR: 28.33 | 0.35 | 1.56% | 0.53 | 3.75 | 27.34% | -0.014 | 0.000 | -0.075 | 0.099 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.06 | 99.00% | 134.05 | 1,140PCR: 12.10 | 0.30 | 1.49% | 0.76 | 1.88 | 25.39% | -0.013 | 0.001 | -0.068 | 0.097 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.24 | 99.00% | 133.15 | 1,150PCR: 10.16 | 0.40 | 1.80% | 2.41 | 5.00 | 24.41% | -0.016 | 0.001 | -0.078 | 0.115 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.06 | 99.00% | 119.60 | 1,160PCR: 86.20 | 0.35 | 1.78% | 5.39 | 0.63 | 22.46% | -0.016 | 0.001 | -0.071 | 0.114 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 108.80 | 1,170PCR: 162.00 | 0.50 | 2.36% | 5.06 | 10.00 | 21.97% | -0.021 | 0.001 | -0.090 | 0.147 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.07 | 99.00% | 105.00 | 1,180PCR: 102.18 | 0.60 | 2.98% | 7.03 | 20.63 | 21.00% | -0.028 | 0.001 | -0.106 | 0.181 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.10 | 99.00% | 86.10 | 1,190PCR: 9.50 | 0.80 | 3.54% | 0.95 | 48.75 | 20.02% | -0.033 | 0.001 | -0.118 | 0.212 | Login To Trade |
0.165 | -0.076 | 0.001 | 0.975 | 16.60% | 11.88 | 2.01 | 48.93% | 89.80 | 1,200PCR: 1.78 | 0.95 | 4.56% | 3.58 | 313.75 | 19.04% | -0.043 | 0.002 | -0.139 | 0.263 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 74.30 | 1,210PCR: 113.40 | 1.30 | 5.97% | 3.54 | 48.13 | 18.55% | -0.058 | 0.002 | -0.171 | 0.332 | Login To Trade |
0.384 | -0.182 | 0.003 | 0.930 | 17.09% | 6.88 | 0.41 | 48.02% | 70.90 | 1,220PCR: 9.21 | 1.65 | 7.31% | 3.80 | 245.63 | 17.33% | -0.073 | 0.003 | -0.190 | 0.396 | Login To Trade |
0.423 | -0.181 | 0.003 | 0.921 | 15.38% | 3.13 | 1.13 | 47.83% | 61.55 | 1,230PCR: 3.43 | 2.15 | 9.36% | 3.88 | 255.00 | 16.60% | -0.095 | 0.004 | -0.224 | 0.486 | Login To Trade |
0.617 | -0.276 | 0.005 | 0.866 | 16.11% | 15.63 | 1.98 | 46.57% | 52.55 | 1,240PCR: 1.61 | 3.15 | 12.61% | 3.18 | 488.13 | 16.11% | -0.134 | 0.005 | -0.276 | 0.617 | Login To Trade |
0.694 | -0.278 | 0.006 | 0.841 | 14.40% | 111.88 | 1.24 | 46.04% | 43.35 | 1,250PCR: 3.63 | 4.30 | 16.14% | 4.51 | 843.13 | 15.63% | -0.178 | 0.006 | -0.324 | 0.747 | Login To Trade |
0.878 | -0.357 | 0.007 | 0.766 | 14.65% | 248.75 | 6.81 | 43.87% | 34.90 | 1,260PCR: 1.28 | 6.10 | 20.66% | 8.68 | 995.00 | 14.89% | -0.240 | 0.007 | -0.369 | 0.891 | Login To Trade |
1.004 | -0.397 | 0.009 | 0.694 | 14.22% | 566.25 | 7.56 | 41.53% | 28.00 | 1,270PCR: 1.31 | 8.65 | 25.27% | 9.91 | 1,086.25 | 14.77% | -0.312 | 0.008 | -0.416 | 1.013 | Login To Trade |
1.110 | -0.441 | 0.009 | 0.594 | 14.28% | 3,038.75 | 18.57 | 37.81% | 21.00 | 1,280PCR: 0.63 | 11.80 | 30.55% | 11.74 | 2,044.38 | 14.04% | -0.405 | 0.010 | -0.433 | 1.109 | Login To Trade |
1.143 | -0.426 | 0.010 | 0.505 | 13.43% | 4,089.38 | 36.62 | 33.98% | 15.50 | 1,290PCR: 0.18 | 15.80 | 35.03% | 6.54 | 1,620.00 | 13.92% | -0.495 | 0.010 | -0.442 | 1.143 | Login To Trade |
1.109 | -0.417 | 0.010 | 0.404 | 13.55% | 5,008.75 | 32.22 | 28.97% | 11.15 | 1,300PCR: 0.17 | 21.15 | 39.62% | 5.59 | 551.88 | 13.31% | -0.604 | 0.010 | -0.408 | 1.104 | Login To Trade |
1.011 | -0.384 | 0.009 | 0.311 | 13.67% | 1,005.63 | 5.84 | 23.69% | 7.65 | 1,310PCR: 0.06 | 27.85 | 42.77% | 0.34 | 43.13 | 13.73% | -0.689 | 0.009 | -0.386 | 1.013 | Login To Trade |
0.871 | -0.340 | 0.008 | 0.231 | 14.04% | 848.13 | 12.12 | 18.47% | 5.20 | 1,320PCR: 0.09 | 35.80 | 45.41% | 1.05 | 26.25 | 13.92% | -0.771 | 0.008 | -0.335 | 0.867 | Login To Trade |
0.728 | -0.289 | 0.006 | 0.171 | 14.28% | 417.50 | 5.86 | 14.26% | 3.70 | 1,330PCR: 0.11 | 44.50 | 46.66% | 0.66 | 32.50 | 15.26% | -0.812 | 0.006 | -0.327 | 0.771 | Login To Trade |
0.580 | -0.238 | 0.005 | 0.122 | 14.77% | 541.25 | 9.33 | 10.50% | 2.55 | 1,340PCR: 0.01 | 77.00 | 42.78% | 0.09 | 0.00 | 40.59% | -0.650 | 0.003 | -1.196 | 1.061 | Login To Trade |
0.481 | -0.205 | 0.004 | 0.094 | 15.38% | 613.75 | 7.73 | 8.20% | 1.90 | 1,350PCR: 0.08 | 62.75 | 48.55% | 0.63 | 18.13 | 16.85% | -0.885 | 0.004 | -0.261 | 0.557 | Login To Trade |
0.387 | -0.173 | 0.003 | 0.070 | 16.11% | 218.13 | 3.38 | 6.22% | 1.40 | 1,360PCR: 0.01 | 76.55 | 47.72% | 0.04 | 0.00 | 23.68% | -0.839 | 0.004 | -0.459 | 0.698 | Login To Trade |
0.310 | -0.143 | 0.002 | 0.053 | 16.60% | 99.38 | 1.92 | 4.70% | 1.10 | 1,370PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.258 | -0.126 | 0.002 | 0.042 | 17.58% | 100.00 | 2.76 | 3.74% | 0.90 | 1,380PCR: 0.14 | 94.00 | 49.08% | 0.38 | 0.00 | 23.93% | -0.895 | 0.003 | -0.347 | 0.522 | Login To Trade |
0.229 | -0.118 | 0.002 | 0.036 | 18.55% | 23.75 | 0.71 | 3.23% | 0.75 | 1,390PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.195 | -0.106 | 0.001 | 0.030 | 19.53% | 106.25 | 12.88 | 2.65% | 0.60 | 1,400PCR: 0.00 | 111.50 | 50.30% | 0.01 | 0.00 | 20.51% | -0.963 | 0.001 | -0.133 | 0.233 | Login To Trade |
0.101 | -0.055 | 0.001 | 0.014 | 19.53% | 0.00 | 6.44 | 1.22% | 0.30 | 1,420PCR: 0.00 | 144.90 | 47.79% | 0.02 | 0.00 | 48.95% | -0.796 | 0.002 | -1.105 | 0.813 | Login To Trade |
0.047 | -0.026 | 0.000 | 0.006 | 19.53% | 24.38 | 3.69 | 0.51% | 0.15 | 1,440PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.107 | -0.076 | 0.001 | 0.015 | 25.39% | 0.00 | 0.08 | 1.27% | 0.35 | 1,460PCR: 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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