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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 | 0.00 | 99.00% | 0.00 | 520PCR: -- | 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 | 0.00 | 99.00% | 0.00 | 540PCR: -- | 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 | 0.00 | 99.00% | 0.00 | 560PCR: -- | 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 | 0.00 | 99.00% | 0.00 | 570PCR: -- | 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 | 0.00 | 99.00% | 0.00 | 580PCR: -- | 0.50 | 3.09% | 0.40 | 9.35 | 34.18% | -0.027 | 0.001 | -0.087 | 0.092 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 590PCR: -- | 0.65 | 4.00% | 0.30 | 14.45 | 32.23% | -0.035 | 0.002 | -0.104 | 0.116 | Login To Trade |
0.127 | -0.100 | 0.002 | 0.961 | 28.32% | 0.00 | 0.17 | 48.08% | 69.45 | 600PCR: 10.25 | 0.85 | 4.95% | 1.74 | 39.95 | 29.79% | -0.045 | 0.002 | -0.117 | 0.141 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 610PCR: -- | 1.10 | 6.57% | 2.08 | 11.05 | 27.83% | -0.062 | 0.003 | -0.140 | 0.181 | Login To Trade |
0.145 | -0.085 | 0.003 | 0.953 | 21.00% | 0.00 | 0.09 | 48.30% | 50.30 | 620PCR: 23.73 | 1.80 | 9.48% | 2.22 | 57.80 | 26.86% | -0.093 | 0.004 | -0.184 | 0.247 | Login To Trade |
0.276 | -0.174 | 0.005 | 0.892 | 22.71% | 5.95 | 0.22 | 46.87% | 41.50 | 630PCR: 8.46 | 2.70 | 13.13% | 1.87 | 53.55 | 25.63% | -0.135 | 0.006 | -0.230 | 0.323 | Login To Trade |
0.390 | -0.249 | 0.008 | 0.820 | 22.95% | 12.75 | 0.53 | 44.97% | 33.15 | 640PCR: 4.40 | 4.25 | 18.31% | 2.32 | 111.35 | 25.15% | -0.200 | 0.007 | -0.291 | 0.417 | Login To Trade |
0.499 | -0.332 | 0.009 | 0.722 | 23.93% | 22.95 | 1.55 | 41.96% | 26.00 | 650PCR: 2.20 | 6.60 | 23.95% | 3.41 | 169.15 | 24.54% | -0.283 | 0.009 | -0.343 | 0.503 | Login To Trade |
0.566 | -0.364 | 0.011 | 0.621 | 23.19% | 103.70 | 1.82 | 38.35% | 19.10 | 660PCR: 1.78 | 9.70 | 29.82% | 3.24 | 148.75 | 23.80% | -0.381 | 0.011 | -0.375 | 0.567 | Login To Trade |
0.593 | -0.380 | 0.012 | 0.507 | 23.07% | 846.60 | 4.06 | 33.54% | 13.55 | 670PCR: 0.97 | 14.60 | 35.53% | 3.93 | 165.75 | 24.41% | -0.492 | 0.011 | -0.402 | 0.593 | Login To Trade |
0.573 | -0.377 | 0.011 | 0.396 | 23.68% | 688.50 | 9.21 | 27.99% | 9.60 | 680PCR: 0.34 | 20.55 | 40.08% | 3.15 | 38.25 | 24.90% | -0.598 | 0.010 | -0.398 | 0.575 | Login To Trade |
0.516 | -0.346 | 0.010 | 0.298 | 24.17% | 337.45 | 6.38 | 22.35% | 6.60 | 690PCR: 0.54 | 27.50 | 43.51% | 3.43 | 26.35 | 25.39% | -0.692 | 0.009 | -0.369 | 0.523 | Login To Trade |
0.437 | -0.300 | 0.008 | 0.217 | 24.66% | 1,088.85 | 14.47 | 17.11% | 4.50 | 700PCR: 0.31 | 35.25 | 46.00% | 4.56 | 14.45 | 25.88% | -0.771 | 0.008 | -0.324 | 0.451 | Login To Trade |
0.357 | -0.252 | 0.006 | 0.157 | 25.39% | 73.95 | 4.92 | 12.73% | 3.00 | 710PCR: 0.27 | 46.70 | 46.38% | 1.33 | 0.00 | 33.69% | -0.771 | 0.006 | -0.421 | 0.450 | Login To Trade |
0.286 | -0.210 | 0.005 | 0.114 | 26.37% | 94.35 | 6.45 | 9.41% | 2.10 | 720PCR: 0.37 | 50.05 | 99.00% | 2.40 | 2.55 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.226 | -0.172 | 0.004 | 0.082 | 27.34% | 51.85 | 4.31 | 6.89% | 1.50 | 730PCR: 0.36 | 62.85 | 49.22% | 1.54 | 11.05 | 31.49% | -0.884 | 0.004 | -0.253 | 0.290 | Login To Trade |
0.192 | -0.156 | 0.003 | 0.067 | 29.30% | 73.10 | 6.40 | 5.57% | 1.20 | 740PCR: 0.14 | 72.20 | 49.84% | 0.88 | 6.80 | 32.23% | -0.913 | 0.003 | -0.211 | 0.236 | Login To Trade |
0.152 | -0.128 | 0.002 | 0.049 | 30.27% | 86.70 | 6.04 | 4.12% | 0.95 | 750PCR: 0.14 | 83.75 | 49.60% | 0.86 | 0.00 | 41.50% | -0.881 | 0.003 | -0.340 | 0.295 | Login To Trade |
0.133 | -0.119 | 0.002 | 0.042 | 32.23% | 34.00 | 1.53 | 3.46% | 0.75 | 760PCR: 0.19 | 98.20 | 48.88% | 0.30 | 0.00 | 57.86% | -0.821 | 0.003 | -0.625 | 0.389 | Login To Trade |
0.106 | -0.098 | 0.001 | 0.032 | 33.20% | 27.20 | 0.82 | 2.62% | 0.60 | 770PCR: 0.01 | 74.50 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.095 | -0.093 | 0.001 | 0.028 | 35.16% | 5.10 | 1.16 | 2.27% | 0.55 | 780PCR: 0.23 | 104.00 | 99.00% | 0.26 | 0.85 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.071 | -0.075 | 0.001 | 0.020 | 38.09% | 25.50 | 3.38 | 1.58% | 0.40 | 800PCR: 0.06 | 125.00 | 99.00% | 0.20 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.057 | -0.062 | 0.001 | 0.015 | 39.06% | 0.00 | 0.27 | 1.21% | 0.30 | 810PCR: 0.09 | 141.00 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.042 | -0.046 | 0.001 | 0.011 | 39.06% | 0.00 | 0.37 | 0.85% | 0.25 | 820PCR: 0.12 | 131.00 | 99.00% | 0.04 | 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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