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Span Margin Calculator
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 0.05 | 99.00% | 20.89 | 120PCR: 71.00 | 0.12 | 3.88% | 3.69 | 62.40 | 39.06% | -0.033 | 0.006 | -0.024 | 0.024 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 122PCR: -- | 0.34 | 6.35% | 0.42 | 0.00 | 41.02% | -0.056 | 0.009 | -0.039 | 0.036 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 124PCR: -- | 0.14 | 3.85% | 1.30 | 0.00 | 31.25% | -0.034 | 0.007 | -0.020 | 0.024 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.10 | 99.00% | 12.06 | 126PCR: 21.00 | 0.40 | 7.88% | 2.18 | 0.00 | 35.16% | -0.073 | 0.012 | -0.041 | 0.045 | Login To Trade |
0.093 | -0.152 | 0.014 | 0.790 | 62.50% | 0.00 | 0.05 | 42.23% | 16.58 | 127PCR: 20.00 | 0.41 | 8.31% | 1.04 | 0.00 | 33.20% | -0.078 | 0.014 | -0.041 | 0.047 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.05 | 99.00% | 10.62 | 128PCR: 34.00 | 0.32 | 7.55% | 1.77 | 577.20 | 29.30% | -0.071 | 0.015 | -0.034 | 0.044 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 129PCR: -- | 0.61 | 11.55% | 0.10 | 0.00 | 33.20% | -0.113 | 0.018 | -0.054 | 0.062 | Login To Trade |
0.065 | -0.054 | 0.020 | 0.877 | 31.25% | 109.20 | 1.25 | 46.21% | 11.46 | 130PCR: 8.83 | 0.46 | 11.12% | 11.02 | 535.60 | 29.30% | -0.109 | 0.020 | -0.046 | 0.060 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.10 | 99.00% | 8.67 | 131PCR: 21.00 | 0.47 | 11.27% | 2.18 | 0.00 | 27.34% | -0.112 | 0.022 | -0.044 | 0.061 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.52 | 99.00% | 7.97 | 132PCR: 11.10 | 0.62 | 13.88% | 5.77 | 213.20 | 27.34% | -0.142 | 0.025 | -0.052 | 0.072 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 133PCR: -- | 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 | 0.10 | 99.00% | 6.37 | 134PCR: 51.00 | 0.77 | 15.96% | 5.30 | 156.00 | 24.41% | -0.172 | 0.032 | -0.053 | 0.082 | Login To Trade |
0.089 | -0.053 | 0.038 | 0.804 | 22.46% | 46.80 | 2.60 | 44.69% | 6.64 | 135PCR: 7.14 | 1.08 | 19.96% | 18.56 | 816.40 | 25.39% | -0.223 | 0.037 | -0.064 | 0.096 | Login To Trade |
0.036 | -0.009 | 0.036 | 0.944 | 9.77% | 0.00 | 0.88 | 48.16% | 4.97 | 136PCR: 4.65 | 1.30 | 22.88% | 4.11 | 249.60 | 25.39% | -0.263 | 0.040 | -0.070 | 0.105 | Login To Trade |
0.070 | -0.021 | 0.058 | 0.865 | 11.72% | 0.00 | 0.05 | 46.41% | 4.34 | 137PCR: 47.00 | 1.67 | 25.39% | 2.44 | 156.00 | 25.39% | -0.305 | 0.043 | -0.075 | 0.113 | Login To Trade |
0.119 | -0.080 | 0.045 | 0.649 | 25.39% | 561.60 | 2.60 | 39.41% | 4.83 | 138PCR: 2.30 | 1.90 | 27.78% | 5.98 | 223.60 | 24.41% | -0.346 | 0.047 | -0.076 | 0.118 | Login To Trade |
0.125 | -0.095 | 0.042 | 0.593 | 28.81% | 104.00 | 2.65 | 36.90% | 4.68 | 139PCR: 0.84 | 2.23 | 30.81% | 2.24 | 109.20 | 24.41% | -0.395 | 0.049 | -0.080 | 0.124 | Login To Trade |
0.127 | -0.082 | 0.050 | 0.555 | 24.41% | 3,406.00 | 20.54 | 35.66% | 3.55 | 140PCR: 1.76 | 2.75 | 33.06% | 36.14 | 2,761.20 | 24.41% | -0.445 | 0.050 | -0.082 | 0.127 | Login To Trade |
0.128 | -0.082 | 0.051 | 0.504 | 24.41% | 1,903.20 | 4.47 | 33.14% | 3.10 | 141PCR: 1.12 | 3.05 | 35.81% | 4.99 | 696.80 | 23.44% | -0.497 | 0.053 | -0.079 | 0.128 | Login To Trade |
0.127 | -0.082 | 0.051 | 0.454 | 24.41% | 1,383.20 | 5.56 | 30.70% | 2.65 | 142PCR: 1.25 | 3.67 | 37.74% | 6.97 | 218.40 | 23.44% | -0.549 | 0.053 | -0.079 | 0.127 | Login To Trade |
0.124 | -0.080 | 0.049 | 0.404 | 24.41% | 218.40 | 4.84 | 28.34% | 2.20 | 143PCR: 0.51 | 4.00 | 40.26% | 2.44 | 36.40 | 21.48% | -0.611 | 0.056 | -0.070 | 0.123 | Login To Trade |
0.120 | -0.081 | 0.046 | 0.363 | 25.39% | 114.40 | 2.08 | 25.94% | 1.98 | 144PCR: 2.50 | 4.93 | 42.01% | 5.20 | 1,560.00 | 24.41% | -0.643 | 0.048 | -0.077 | 0.120 | Login To Trade |
0.114 | -0.073 | 0.045 | 0.311 | 24.41% | 2,501.20 | 23.87 | 23.08% | 1.53 | 145PCR: 0.30 | 5.53 | 43.69% | 7.12 | 166.40 | 23.44% | -0.697 | 0.046 | -0.069 | 0.112 | Login To Trade |
0.108 | -0.072 | 0.041 | 0.278 | 25.39% | 124.80 | 6.08 | 21.13% | 1.31 | 146PCR: 0.44 | 5.95 | 45.73% | 2.65 | 0.00 | 19.53% | -0.783 | 0.047 | -0.049 | 0.094 | Login To Trade |
0.100 | -0.067 | 0.038 | 0.240 | 25.39% | 119.60 | 21.06 | 18.56% | 1.10 | 147PCR: 0.36 | 7.18 | 45.81% | 7.64 | 0.00 | 24.41% | -0.770 | 0.039 | -0.063 | 0.098 | Login To Trade |
0.091 | -0.061 | 0.035 | 0.205 | 25.39% | 306.80 | 10.82 | 16.12% | 0.92 | 148PCR: 0.41 | 7.93 | 46.87% | 4.42 | 88.40 | 23.44% | -0.815 | 0.035 | -0.053 | 0.086 | Login To Trade |
0.082 | -0.055 | 0.031 | 0.173 | 25.39% | 52.00 | 5.88 | 14.01% | 0.70 | 149PCR: 0.30 | 9.88 | 45.64% | 1.77 | 0.00 | 36.13% | -0.739 | 0.028 | -0.099 | 0.104 | Login To Trade |
0.073 | -0.049 | 0.028 | 0.145 | 25.39% | 2,522.00 | 51.69 | 11.82% | 0.61 | 150PCR: 0.36 | 9.46 | 49.13% | 18.46 | 228.80 | 21.48% | -0.896 | 0.026 | -0.033 | 0.058 | Login To Trade |
0.065 | -0.043 | 0.025 | 0.121 | 25.39% | 135.20 | 5.67 | 9.88% | 0.52 | 151PCR: 0.01 | 4.07 | 99.00% | 0.05 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.060 | -0.042 | 0.022 | 0.108 | 26.37% | 223.60 | 9.57 | 8.98% | 0.43 | 152PCR: 0.01 | 9.30 | 99.00% | 0.05 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.056 | -0.040 | 0.020 | 0.098 | 27.34% | 140.40 | 1.20 | 8.15% | 0.37 | 153PCR: 0.09 | 12.20 | 49.74% | 0.10 | 0.00 | 23.44% | -0.932 | 0.017 | -0.026 | 0.042 | Login To Trade |
0.048 | -0.035 | 0.017 | 0.081 | 27.34% | 197.60 | 3.43 | 6.72% | 0.35 | 154PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.042 | -0.030 | 0.015 | 0.067 | 27.34% | 650.00 | 18.15 | 5.54% | 0.29 | 155PCR: 0.21 | 16.31 | 47.25% | 3.74 | 0.00 | 52.73% | -0.769 | 0.018 | -0.136 | 0.098 | Login To Trade |
0.042 | -0.032 | 0.014 | 0.068 | 29.30% | 234.00 | 1.14 | 5.64% | 0.26 | 156PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 157PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 158PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 159PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.029 | -0.024 | 0.009 | 0.042 | 31.25% | 130.00 | 24.13 | 3.44% | 0.18 | 160PCR: 0.01 | 16.68 | 99.00% | 0.26 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 161PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 162PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.024 | -0.022 | 0.006 | 0.033 | 35.16% | 130.00 | 3.69 | 2.66% | 0.12 | 164PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.010 | -0.008 | 0.003 | 0.012 | 31.25% | 41.60 | 3.33 | 1.00% | 0.09 | 166PCR: 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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