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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 | |
0.031 | -0.044 | 0.001 | 0.981 | 58.59% | 0.00 | 0.60 | 46.94% | 68.35 | 210PCR: 1.52 | 0.10 | 0.72% | 0.92 | 2.63 | 46.88% | -0.005 | 0.001 | -0.011 | 0.010 | Login To Trade |
0.160 | -0.423 | 0.003 | 0.844 | 111.33% | 0.00 | 0.34 | 41.09% | 65.00 | 220PCR: 2.46 | 0.15 | 2.10% | 0.84 | 26.25 | 46.88% | -0.016 | 0.001 | -0.030 | 0.027 | Login To Trade |
0.166 | -0.413 | 0.004 | 0.834 | 104.49% | 0.00 | 0.03 | 41.17% | 60.00 | 225PCR: 9.00 | 0.15 | 2.24% | 0.24 | 0.00 | 42.97% | -0.018 | 0.002 | -0.030 | 0.029 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.55 | 99.00% | 40.50 | 230PCR: 3.33 | 0.20 | 2.36% | 1.84 | 126.00 | 39.06% | -0.019 | 0.002 | -0.029 | 0.031 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 235PCR: -- | 7.10 | 21.25% | 0.03 | 0.00 | 91.31% | -0.190 | 0.004 | -0.394 | 0.181 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 2.63 | 1.00 | 99.00% | 37.90 | 240PCR: 9.00 | 0.30 | 3.43% | 8.98 | 299.25 | 33.20% | -0.030 | 0.003 | -0.036 | 0.045 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.13 | 99.00% | 33.00 | 245PCR: 26.00 | 0.40 | 4.79% | 3.41 | 120.75 | 31.25% | -0.043 | 0.004 | -0.045 | 0.061 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 247.50PCR: -- | 0.50 | 6.24% | 0.95 | 63.00 | 31.25% | -0.057 | 0.005 | -0.057 | 0.076 | Login To Trade |
0.068 | -0.044 | 0.006 | 0.951 | 27.34% | 34.13 | 1.39 | 47.82% | 28.40 | 250PCR: 14.58 | 0.60 | 7.84% | 20.29 | 1,212.75 | 31.25% | -0.073 | 0.007 | -0.069 | 0.092 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 252.50PCR: -- | 0.80 | 9.22% | 1.84 | 107.63 | 30.27% | -0.087 | 0.008 | -0.076 | 0.106 | Login To Trade |
0.166 | -0.155 | 0.010 | 0.834 | 39.06% | 13.13 | 0.55 | 44.49% | 25.40 | 255PCR: 18.38 | 0.95 | 10.62% | 10.13 | 960.75 | 29.30% | -0.103 | 0.009 | -0.084 | 0.120 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 7.88 | 0.16 | 99.00% | 17.30 | 257.50PCR: 27.83 | 1.25 | 12.73% | 4.38 | 496.13 | 28.81% | -0.128 | 0.011 | -0.096 | 0.139 | Login To Trade |
0.155 | -0.103 | 0.013 | 0.850 | 27.83% | 223.13 | 2.26 | 45.46% | 19.50 | 260PCR: 9.94 | 1.50 | 14.55% | 22.44 | 4,635.75 | 27.83% | -0.150 | 0.013 | -0.103 | 0.155 | Login To Trade |
0.205 | -0.172 | 0.013 | 0.764 | 35.16% | 0.00 | 0.18 | 42.69% | 18.75 | 262.50PCR: 15.86 | 2.00 | 17.49% | 2.91 | 714.00 | 27.83% | -0.187 | 0.015 | -0.119 | 0.179 | Login To Trade |
0.218 | -0.175 | 0.015 | 0.737 | 33.69% | 128.63 | 1.08 | 41.92% | 16.70 | 265PCR: 10.12 | 2.45 | 20.07% | 10.89 | 3,919.13 | 27.34% | -0.223 | 0.016 | -0.130 | 0.199 | Login To Trade |
0.220 | -0.143 | 0.018 | 0.731 | 27.34% | 47.25 | 0.21 | 42.00% | 13.50 | 267.50PCR: 19.38 | 3.10 | 23.38% | 4.07 | 997.50 | 27.34% | -0.270 | 0.018 | -0.143 | 0.220 | Login To Trade |
0.235 | -0.148 | 0.020 | 0.689 | 26.37% | 5,467.88 | 10.74 | 40.71% | 11.60 | 270PCR: 2.01 | 3.80 | 26.07% | 21.63 | 8,287.13 | 26.86% | -0.314 | 0.020 | -0.151 | 0.236 | Login To Trade |
0.251 | -0.161 | 0.021 | 0.632 | 26.86% | 2,777.25 | 1.08 | 38.60% | 10.05 | 272.50PCR: 8.49 | 4.55 | 29.29% | 9.14 | 2,034.38 | 26.37% | -0.366 | 0.021 | -0.158 | 0.251 | Login To Trade |
0.261 | -0.164 | 0.022 | 0.581 | 26.37% | 18,241.13 | 8.64 | 36.43% | 8.60 | 275PCR: 1.71 | 5.50 | 32.27% | 14.73 | 5,271.00 | 27.34% | -0.419 | 0.021 | -0.170 | 0.261 | Login To Trade |
0.266 | -0.164 | 0.023 | 0.526 | 25.88% | 4,399.50 | 7.27 | 34.13% | 7.25 | 277.50PCR: 1.81 | 6.80 | 35.02% | 13.13 | 2,457.00 | 26.12% | -0.478 | 0.023 | -0.165 | 0.266 | Login To Trade |
0.265 | -0.167 | 0.023 | 0.470 | 26.37% | 21,735.00 | 35.73 | 31.46% | 6.10 | 280PCR: 0.54 | 8.10 | 37.48% | 19.45 | 3,199.88 | 26.37% | -0.533 | 0.023 | -0.166 | 0.265 | Login To Trade |
0.259 | -0.163 | 0.022 | 0.410 | 26.37% | 2,677.50 | 8.24 | 28.39% | 5.05 | 282.50PCR: 0.58 | 9.50 | 39.92% | 4.78 | 28.88 | 25.88% | -0.592 | 0.022 | -0.159 | 0.259 | Login To Trade |
0.249 | -0.158 | 0.021 | 0.360 | 26.61% | 9,975.00 | 23.91 | 25.76% | 4.25 | 285PCR: 0.45 | 11.05 | 41.86% | 10.68 | 651.00 | 25.88% | -0.644 | 0.022 | -0.153 | 0.248 | Login To Trade |
0.235 | -0.150 | 0.020 | 0.310 | 26.86% | 1,869.00 | 13.41 | 22.83% | 3.45 | 287.50PCR: 0.38 | 19.00 | 41.17% | 5.12 | 0.00 | 50.54% | -0.587 | 0.012 | -0.312 | 0.260 | Login To Trade |
0.220 | -0.141 | 0.018 | 0.268 | 26.86% | 11,846.63 | 59.27 | 20.20% | 2.90 | 290PCR: 0.31 | 14.75 | 45.00% | 18.24 | 548.63 | 26.37% | -0.738 | 0.018 | -0.136 | 0.217 | Login To Trade |
0.203 | -0.132 | 0.017 | 0.231 | 27.34% | 1,170.75 | 13.99 | 17.76% | 2.40 | 292.50PCR: 0.34 | 17.00 | 46.15% | 4.80 | 21.00 | 27.83% | -0.768 | 0.016 | -0.135 | 0.203 | Login To Trade |
0.187 | -0.126 | 0.015 | 0.201 | 28.32% | 4,835.25 | 45.36 | 15.69% | 2.00 | 295PCR: 0.21 | 19.10 | 47.00% | 9.40 | 120.75 | 28.81% | -0.795 | 0.015 | -0.130 | 0.189 | Login To Trade |
0.166 | -0.112 | 0.013 | 0.166 | 28.32% | 490.88 | 12.47 | 13.16% | 1.65 | 297.50PCR: 0.51 | 21.00 | 48.16% | 6.30 | 18.38 | 26.86% | -0.848 | 0.013 | -0.101 | 0.157 | Login To Trade |
0.153 | -0.107 | 0.012 | 0.147 | 29.30% | 13,453.13 | 138.26 | 11.80% | 1.40 | 300PCR: 0.05 | 24.20 | 47.69% | 7.19 | 396.38 | 33.69% | -0.817 | 0.012 | -0.142 | 0.177 | Login To Trade |
0.137 | -0.097 | 0.010 | 0.125 | 29.79% | 270.38 | 8.11 | 10.06% | 1.20 | 302.50PCR: 0.19 | 25.70 | 49.15% | 1.52 | 0.00 | 29.30% | -0.879 | 0.010 | -0.093 | 0.134 | Login To Trade |
0.123 | -0.089 | 0.009 | 0.107 | 30.27% | 1,409.63 | 10.50 | 8.69% | 1.05 | 305PCR: 0.06 | 27.85 | 49.66% | 0.58 | 0.00 | 29.30% | -0.900 | 0.009 | -0.081 | 0.117 | Login To Trade |
0.112 | -0.083 | 0.008 | 0.094 | 31.25% | 194.25 | 3.70 | 7.61% | 0.90 | 307.50PCR: 0.11 | 19.00 | 99.00% | 0.42 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.098 | -0.073 | 0.007 | 0.078 | 31.25% | 2,506.88 | 18.61 | 6.39% | 0.75 | 310PCR: 0.09 | 31.80 | 99.00% | 1.73 | 2.63 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.088 | -0.068 | 0.006 | 0.069 | 32.23% | 57.75 | 1.84 | 5.61% | 0.65 | 312.50PCR: 0.06 | 30.20 | 99.00% | 0.11 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.083 | -0.066 | 0.006 | 0.064 | 33.20% | 1,128.75 | 8.90 | 5.18% | 0.55 | 315PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.071 | -0.059 | 0.004 | 0.052 | 35.16% | 3,186.75 | 41.29 | 4.21% | 0.45 | 320PCR: 0.03 | 29.05 | 99.00% | 1.23 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.061 | -0.051 | 0.004 | 0.043 | 35.16% | 52.50 | 1.97 | 3.46% | 0.40 | 322.50PCR: 0.19 | 39.80 | 99.00% | 0.37 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.051 | -0.043 | 0.003 | 0.035 | 35.16% | 1,422.75 | 14.18 | 2.80% | 0.35 | 325PCR: 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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