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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 | 0.20 | 99.00% | 22.60 | 108PCR: 47.00 | 0.04 | 0.70% | 9.52 | 0.00 | 62.50% | -0.005 | 0.001 | -0.010 | 0.004 | Login To Trade |
0.018 | -0.061 | 0.003 | 0.969 | 82.03% | 0.00 | 5.67 | 46.49% | 34.30 | 110PCR: 1.81 | 0.03 | 1.08% | 10.26 | 0.00 | 62.50% | -0.008 | 0.001 | -0.015 | 0.006 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 2.16 | 99.00% | 29.23 | 112PCR: 1.72 | 0.04 | 1.53% | 3.71 | 0.00 | 62.50% | -0.011 | 0.002 | -0.020 | 0.008 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 1.62 | 99.00% | 30.85 | 113PCR: 1.71 | 0.07 | 1.96% | 2.77 | 0.00 | 62.50% | -0.015 | 0.002 | -0.025 | 0.010 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.74 | 99.00% | 16.55 | 114PCR: 3.91 | 0.08 | 2.33% | 2.90 | 0.00 | 62.50% | -0.018 | 0.003 | -0.030 | 0.012 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 13.50 | 99.00% | 28.58 | 115PCR: 1.40 | 0.06 | 0.50% | 18.83 | 20.25 | 46.88% | -0.004 | 0.001 | -0.006 | 0.003 | Login To Trade |
0.027 | -0.081 | 0.005 | 0.952 | 74.22% | 0.00 | 0.27 | 46.46% | 28.43 | 116PCR: 30.50 | 0.12 | 3.28% | 8.24 | 0.00 | 62.50% | -0.026 | 0.004 | -0.040 | 0.016 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.47 | 99.00% | 13.80 | 117PCR: 15.14 | 0.12 | 2.13% | 7.16 | 0.00 | 54.69% | -0.017 | 0.003 | -0.025 | 0.011 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.20 | 99.00% | 25.95 | 118PCR: 53.33 | 0.08 | 1.11% | 10.80 | 0.00 | 46.88% | -0.009 | 0.002 | -0.012 | 0.006 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 119PCR: -- | 0.11 | 3.16% | 7.36 | 0.00 | 54.69% | -0.026 | 0.004 | -0.035 | 0.016 | Login To Trade |
0.001 | -0.001 | 0.000 | 0.999 | 31.25% | 0.00 | 27.20 | 48.95% | 24.00 | 120PCR: 4.43 | 0.11 | 1.87% | 120.49 | 182.25 | 46.88% | -0.015 | 0.003 | -0.020 | 0.010 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.74 | 99.00% | 17.70 | 121PCR: 7.00 | 0.13 | 2.32% | 5.20 | 0.00 | 46.88% | -0.019 | 0.004 | -0.024 | 0.013 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 122PCR: -- | 0.13 | 2.86% | 8.78 | 0.00 | 46.88% | -0.024 | 0.005 | -0.029 | 0.015 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 2.09 | 99.00% | 15.80 | 123PCR: 3.32 | 0.16 | 3.57% | 6.95 | 0.00 | 46.88% | -0.030 | 0.006 | -0.035 | 0.018 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 2.23 | 99.00% | 17.11 | 124PCR: 2.97 | 0.17 | 4.41% | 6.62 | 33.75 | 46.88% | -0.038 | 0.007 | -0.042 | 0.022 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 14.58 | 99.00% | 18.50 | 125PCR: 6.19 | 0.19 | 3.82% | 90.32 | 81.00 | 42.97% | -0.034 | 0.007 | -0.035 | 0.020 | Login To Trade |
0.006 | -0.008 | 0.003 | 0.991 | 31.25% | 0.00 | 3.38 | 48.95% | 18.00 | 126PCR: 4.50 | 0.21 | 4.72% | 15.19 | 54.00 | 42.97% | -0.042 | 0.008 | -0.041 | 0.024 | Login To Trade |
0.021 | -0.034 | 0.008 | 0.963 | 39.06% | 0.00 | 8.98 | 47.92% | 17.11 | 127PCR: 1.59 | 0.25 | 5.75% | 14.31 | 0.00 | 42.97% | -0.052 | 0.009 | -0.049 | 0.028 | Login To Trade |
0.025 | -0.041 | 0.009 | 0.954 | 39.06% | 0.00 | 7.76 | 47.61% | 16.27 | 128PCR: 2.60 | 0.27 | 6.04% | 20.18 | 13.50 | 41.02% | -0.055 | 0.010 | -0.049 | 0.029 | Login To Trade |
0.034 | -0.058 | 0.012 | 0.933 | 41.02% | 0.00 | 6.08 | 47.29% | 15.27 | 129PCR: 2.62 | 0.28 | 6.35% | 15.93 | 243.00 | 39.06% | -0.059 | 0.011 | -0.049 | 0.031 | Login To Trade |
0.029 | -0.041 | 0.012 | 0.947 | 35.16% | 20.25 | 58.86 | 47.60% | 14.08 | 130PCR: 2.27 | 0.34 | 7.72% | 133.38 | 283.50 | 39.06% | -0.072 | 0.013 | -0.058 | 0.036 | Login To Trade |
0.026 | -0.033 | 0.012 | 0.953 | 31.25% | 6.75 | 17.21 | 47.84% | 13.15 | 131PCR: 1.38 | 0.34 | 8.23% | 23.76 | 13.50 | 37.11% | -0.078 | 0.015 | -0.058 | 0.038 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 16.27 | 99.00% | 11.80 | 132PCR: 1.73 | 0.43 | 8.75% | 28.22 | 108.00 | 35.16% | -0.085 | 0.017 | -0.059 | 0.041 | Login To Trade |
0.048 | -0.068 | 0.019 | 0.896 | 35.16% | 0.00 | 7.09 | 46.87% | 11.37 | 133PCR: 3.00 | 0.49 | 10.73% | 21.26 | 60.75 | 35.16% | -0.105 | 0.020 | -0.069 | 0.048 | Login To Trade |
0.004 | -0.003 | 0.004 | 0.994 | 15.63% | 0.00 | 8.10 | 48.95% | 10.07 | 134PCR: 3.50 | 0.50 | 11.19% | 28.35 | 60.75 | 33.20% | -0.112 | 0.022 | -0.068 | 0.050 | Login To Trade |
0.067 | -0.104 | 0.025 | 0.830 | 38.09% | 249.75 | 61.16 | 44.94% | 9.87 | 135PCR: 1.07 | 0.66 | 13.62% | 65.21 | 506.25 | 33.20% | -0.140 | 0.025 | -0.080 | 0.059 | Login To Trade |
0.060 | -0.074 | 0.029 | 0.856 | 30.27% | 40.50 | 24.17 | 45.86% | 8.63 | 136PCR: 1.57 | 0.76 | 15.40% | 37.87 | 108.00 | 32.23% | -0.162 | 0.029 | -0.085 | 0.065 | Login To Trade |
0.053 | -0.051 | 0.033 | 0.879 | 23.44% | 0.00 | 15.46 | 46.44% | 7.36 | 137PCR: 1.36 | 0.82 | 17.38% | 20.99 | 47.25 | 31.25% | -0.186 | 0.033 | -0.090 | 0.071 | Login To Trade |
0.063 | -0.060 | 0.038 | 0.845 | 23.44% | 0.00 | 17.48 | 45.99% | 6.51 | 138PCR: 2.05 | 1.05 | 19.57% | 35.78 | 81.00 | 30.27% | -0.217 | 0.037 | -0.096 | 0.077 | Login To Trade |
0.082 | -0.095 | 0.042 | 0.758 | 28.32% | 6.75 | 12.02 | 43.04% | 6.06 | 139PCR: 1.57 | 1.21 | 21.57% | 18.90 | 135.00 | 29.30% | -0.249 | 0.041 | -0.100 | 0.084 | Login To Trade |
0.091 | -0.109 | 0.045 | 0.705 | 29.30% | 499.50 | 149.31 | 41.39% | 5.25 | 140PCR: 0.66 | 1.50 | 24.85% | 99.02 | 1,269.00 | 29.30% | -0.295 | 0.045 | -0.109 | 0.091 | Login To Trade |
0.097 | -0.120 | 0.046 | 0.653 | 30.27% | 499.50 | 25.92 | 39.29% | 4.59 | 141PCR: 0.54 | 1.78 | 27.28% | 13.91 | 270.00 | 28.32% | -0.338 | 0.049 | -0.111 | 0.096 | Login To Trade |
0.101 | -0.117 | 0.051 | 0.611 | 28.32% | 702.00 | 42.46 | 37.96% | 3.90 | 142PCR: 1.16 | 2.15 | 30.66% | 49.41 | 2,490.75 | 28.32% | -0.397 | 0.052 | -0.117 | 0.102 | Login To Trade |
0.104 | -0.120 | 0.053 | 0.553 | 28.32% | 1,201.50 | 25.58 | 35.81% | 3.30 | 143PCR: 0.70 | 2.52 | 32.87% | 17.82 | 560.25 | 27.34% | -0.438 | 0.055 | -0.116 | 0.104 | Login To Trade |
0.105 | -0.117 | 0.055 | 0.504 | 27.34% | 2,261.25 | 68.85 | 33.35% | 2.80 | 144PCR: 0.55 | 2.97 | 35.41% | 38.21 | 891.00 | 27.34% | -0.493 | 0.055 | -0.117 | 0.105 | Login To Trade |
0.104 | -0.116 | 0.055 | 0.444 | 27.34% | 2,268.00 | 103.28 | 30.34% | 2.32 | 145PCR: 0.35 | 3.60 | 38.06% | 36.65 | 918.00 | 27.34% | -0.556 | 0.055 | -0.116 | 0.104 | Login To Trade |
0.102 | -0.114 | 0.053 | 0.398 | 27.34% | 398.25 | 30.38 | 27.95% | 2.00 | 146PCR: 0.31 | 3.96 | 39.97% | 9.32 | 27.00 | 27.34% | -0.597 | 0.054 | -0.114 | 0.102 | Login To Trade |
0.098 | -0.113 | 0.050 | 0.350 | 28.32% | 162.00 | 13.30 | 25.31% | 1.60 | 147PCR: 0.08 | 4.61 | 42.08% | 1.01 | 13.50 | 26.37% | -0.660 | 0.053 | -0.104 | 0.097 | Login To Trade |
0.092 | -0.106 | 0.047 | 0.303 | 28.32% | 249.75 | 30.98 | 22.54% | 1.30 | 148PCR: 0.31 | 5.42 | 43.34% | 9.52 | 60.75 | 28.32% | -0.691 | 0.047 | -0.107 | 0.093 | Login To Trade |
0.086 | -0.099 | 0.043 | 0.261 | 28.32% | 13.50 | 15.39 | 20.04% | 1.15 | 149PCR: 0.03 | 6.07 | 45.16% | 0.47 | 13.50 | 26.37% | -0.755 | 0.045 | -0.089 | 0.083 | Login To Trade |
0.078 | -0.090 | 0.040 | 0.219 | 28.32% | 911.25 | 79.79 | 17.29% | 0.87 | 150PCR: 0.33 | 6.72 | 46.40% | 26.66 | 216.00 | 25.39% | -0.802 | 0.042 | -0.076 | 0.073 | Login To Trade |
0.072 | -0.086 | 0.035 | 0.193 | 29.30% | 20.25 | 4.25 | 15.57% | 0.76 | 151PCR: 0.02 | 8.02 | 46.48% | 0.07 | 0.00 | 31.25% | -0.790 | 0.035 | -0.097 | 0.076 | Login To Trade |
0.062 | -0.071 | 0.031 | 0.151 | 28.32% | 263.25 | 29.16 | 12.38% | 0.57 | 152PCR: 0.04 | 8.76 | 47.36% | 1.28 | 0.00 | 31.25% | -0.820 | 0.032 | -0.088 | 0.069 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 153PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.050 | -0.060 | 0.025 | 0.111 | 29.30% | 20.25 | 13.30 | 9.37% | 0.38 | 154PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 155PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.036 | -0.043 | 0.018 | 0.070 | 29.30% | 270.00 | 34.97 | 5.97% | 0.26 | 156PCR: 0.19 | 12.15 | 49.95% | 6.75 | 114.75 | 27.34% | -0.942 | 0.016 | -0.034 | 0.031 | Login To Trade |
0.030 | -0.038 | 0.014 | 0.056 | 31.25% | 27.00 | 11.48 | 4.81% | 0.17 | 158PCR: 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 | 160PCR: -- | 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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