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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 | 0.13 | 99.00% | 51.20 | 330PCR: 33.20 | 0.15 | 2.09% | 4.15 | 152.50 | 35.16% | -0.018 | 0.001 | -0.036 | 0.037 | Login To Trade |
0.171 | -0.280 | 0.004 | 0.881 | 59.08% | 0.00 | 0.10 | 44.94% | 56.00 | 335PCR: 11.50 | 0.20 | 1.85% | 1.15 | 17.50 | 31.25% | -0.016 | 0.002 | -0.030 | 0.034 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.13 | 99.00% | 46.20 | 340PCR: 26.20 | 0.25 | 3.05% | 3.28 | 100.00 | 31.25% | -0.027 | 0.002 | -0.046 | 0.053 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 345PCR: -- | 0.35 | 3.69% | 1.53 | 75.00 | 29.30% | -0.033 | 0.003 | -0.052 | 0.064 | Login To Trade |
0.131 | -0.124 | 0.005 | 0.918 | 34.18% | 15.00 | 0.53 | 46.93% | 39.00 | 350PCR: 17.14 | 0.45 | 4.63% | 9.00 | 422.50 | 27.34% | -0.043 | 0.004 | -0.059 | 0.078 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.20 | 99.00% | 30.45 | 355PCR: 35.13 | 0.60 | 6.54% | 7.03 | 405.00 | 26.37% | -0.062 | 0.005 | -0.077 | 0.105 | Login To Trade |
0.186 | -0.161 | 0.008 | 0.866 | 31.25% | 100.00 | 0.88 | 45.81% | 29.75 | 360PCR: 17.06 | 0.95 | 9.01% | 14.93 | 817.50 | 25.39% | -0.089 | 0.007 | -0.098 | 0.138 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.33 | 99.00% | 20.35 | 365PCR: 16.23 | 1.40 | 12.72% | 5.28 | 402.50 | 24.90% | -0.130 | 0.010 | -0.126 | 0.182 | Login To Trade |
0.270 | -0.242 | 0.011 | 0.756 | 32.23% | 127.50 | 1.85 | 42.68% | 22.00 | 370PCR: 10.86 | 2.05 | 16.73% | 20.10 | 1,512.50 | 23.93% | -0.180 | 0.013 | -0.150 | 0.226 | Login To Trade |
0.275 | -0.181 | 0.016 | 0.748 | 23.68% | 560.00 | 2.45 | 42.85% | 16.00 | 375PCR: 4.20 | 3.20 | 22.10% | 10.30 | 1,027.50 | 23.93% | -0.254 | 0.016 | -0.184 | 0.276 | Login To Trade |
0.316 | -0.212 | 0.018 | 0.658 | 24.17% | 1,420.00 | 8.78 | 39.71% | 12.60 | 380PCR: 2.21 | 4.60 | 27.17% | 19.40 | 1,695.00 | 23.19% | -0.336 | 0.018 | -0.202 | 0.314 | Login To Trade |
0.339 | -0.221 | 0.019 | 0.567 | 23.44% | 1,985.00 | 7.25 | 36.22% | 9.55 | 385PCR: 1.04 | 6.50 | 32.52% | 7.53 | 1,035.00 | 22.95% | -0.432 | 0.020 | -0.216 | 0.339 | Login To Trade |
0.343 | -0.223 | 0.020 | 0.468 | 23.44% | 4,432.50 | 24.13 | 31.69% | 7.00 | 390PCR: 0.52 | 8.95 | 37.24% | 12.53 | 840.00 | 22.71% | -0.534 | 0.020 | -0.216 | 0.342 | Login To Trade |
0.327 | -0.217 | 0.018 | 0.376 | 23.93% | 2,295.00 | 13.23 | 26.80% | 5.15 | 395PCR: 0.40 | 11.95 | 41.22% | 5.28 | 242.50 | 22.71% | -0.632 | 0.019 | -0.205 | 0.325 | Login To Trade |
0.295 | -0.196 | 0.017 | 0.290 | 23.93% | 4,792.50 | 50.23 | 21.83% | 3.65 | 400PCR: 0.39 | 15.40 | 44.28% | 19.65 | 342.50 | 22.46% | -0.724 | 0.017 | -0.180 | 0.288 | Login To Trade |
0.257 | -0.176 | 0.014 | 0.223 | 24.66% | 955.00 | 17.73 | 17.45% | 2.60 | 405PCR: 0.16 | 18.55 | 47.54% | 2.78 | 112.50 | 19.53% | -0.835 | 0.015 | -0.116 | 0.213 | Login To Trade |
0.213 | -0.147 | 0.011 | 0.164 | 24.90% | 2,027.50 | 37.30 | 13.28% | 1.85 | 410PCR: 0.17 | 22.65 | 49.46% | 6.43 | 47.50 | 17.58% | -0.920 | 0.010 | -0.063 | 0.128 | Login To Trade |
0.182 | -0.134 | 0.009 | 0.130 | 26.37% | 377.50 | 12.25 | 10.67% | 1.45 | 415PCR: 0.14 | 29.50 | 47.81% | 1.75 | 2.50 | 30.76% | -0.831 | 0.009 | -0.186 | 0.217 | Login To Trade |
0.151 | -0.115 | 0.007 | 0.100 | 27.34% | 735.00 | 42.93 | 8.33% | 1.05 | 420PCR: 0.08 | 33.00 | 49.57% | 3.43 | 37.50 | 25.39% | -0.917 | 0.007 | -0.093 | 0.132 | Login To Trade |
0.125 | -0.098 | 0.006 | 0.077 | 28.32% | 237.50 | 7.70 | 6.48% | 0.80 | 425PCR: 0.09 | 37.45 | 50.45% | 0.68 | 15.00 | 23.44% | -0.958 | 0.004 | -0.050 | 0.077 | Login To Trade |
0.103 | -0.084 | 0.005 | 0.060 | 29.30% | 410.00 | 22.88 | 5.05% | 0.60 | 430PCR: 0.06 | 45.00 | 48.88% | 1.40 | 0.00 | 43.46% | -0.846 | 0.006 | -0.246 | 0.204 | Login To Trade |
0.093 | -0.081 | 0.004 | 0.053 | 31.25% | 540.00 | 5.68 | 4.40% | 0.55 | 435PCR: 0.03 | 49.80 | 49.30% | 0.18 | 0.00 | 45.41% | -0.862 | 0.006 | -0.240 | 0.190 | Login To Trade |
0.077 | -0.069 | 0.003 | 0.042 | 32.23% | 402.50 | 21.05 | 3.49% | 0.45 | 440PCR: 0.08 | 57.50 | 48.69% | 1.65 | 0.00 | 61.04% | -0.806 | 0.005 | -0.401 | 0.236 | Login To Trade |
0.065 | -0.060 | 0.003 | 0.034 | 33.20% | 20.00 | 2.75 | 2.80% | 0.35 | 445PCR: 0.01 | 28.70 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.060 | -0.059 | 0.002 | 0.031 | 35.16% | 210.00 | 21.05 | 2.54% | 0.35 | 450PCR: 0.08 | 61.00 | 99.00% | 1.68 | 2.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.034 | -0.033 | 0.001 | 0.016 | 35.16% | 47.50 | 7.15 | 1.28% | 0.20 | 460PCR: 0.05 | 46.00 | 99.00% | 0.33 | 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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