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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% | 1.13 | 0.02 | 99.00% | 376.05 | 1,480PCR: 0.25 | 0.30 | 0.66% | 0.00 | 0.00 | 41.02% | -0.005 | 0.000 | -0.070 | 0.061 | Login To Trade |
1.199 | -4.753 | 0.001 | 0.788 | 142.76% | 0.00 | 0.03 | 38.33% | 426.05 | 1,520PCR: 2.57 | 0.70 | 1.48% | 0.07 | 0.00 | 41.02% | -0.012 | 0.000 | -0.145 | 0.127 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,560PCR: -- | 0.35 | 0.94% | 0.13 | 0.00 | 33.20% | -0.008 | 0.000 | -0.082 | 0.088 | Login To Trade |
1.320 | -4.798 | 0.001 | 0.748 | 130.86% | 0.00 | 0.03 | 37.57% | 357.70 | 1,600PCR: 26.22 | 1.15 | 2.43% | 0.89 | 22.13 | 34.18% | -0.021 | 0.000 | -0.196 | 0.206 | Login To Trade |
0.651 | -0.863 | 0.001 | 0.914 | 47.73% | 0.00 | 0.01 | 46.24% | 249.70 | 1,620PCR: 12.33 | 1.50 | 3.10% | 0.14 | 4.13 | 33.20% | -0.027 | 0.001 | -0.238 | 0.258 | Login To Trade |
1.344 | -4.125 | 0.001 | 0.739 | 110.53% | 0.00 | 0.03 | 38.26% | 304.65 | 1,640PCR: 34.43 | 1.80 | 4.00% | 0.90 | 41.63 | 32.23% | -0.035 | 0.001 | -0.289 | 0.323 | Login To Trade |
1.401 | -4.537 | 0.001 | 0.716 | 116.64% | 0.00 | 0.02 | 37.16% | 299.50 | 1,660PCR: 12.00 | 2.30 | 4.75% | 0.23 | 16.13 | 30.76% | -0.043 | 0.001 | -0.323 | 0.378 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 168.40 | 1,680PCR: 149.00 | 3.00 | 6.12% | 0.56 | 32.25 | 29.79% | -0.057 | 0.001 | -0.389 | 0.470 | Login To Trade |
0.490 | -0.365 | 0.001 | 0.941 | 26.86% | 2.25 | 0.18 | 47.77% | 165.20 | 1,700PCR: 13.49 | 4.00 | 7.72% | 2.38 | 124.50 | 28.93% | -0.073 | 0.001 | -0.463 | 0.576 | Login To Trade |
1.186 | -1.552 | 0.002 | 0.792 | 47.12% | 0.00 | 0.02 | 43.05% | 166.60 | 1,720PCR: 90.25 | 5.40 | 9.90% | 1.35 | 54.38 | 28.08% | -0.097 | 0.002 | -0.553 | 0.709 | Login To Trade |
1.331 | -1.892 | 0.002 | 0.744 | 51.15% | 0.00 | 0.09 | 41.34% | 156.90 | 1,740PCR: 17.96 | 7.20 | 12.37% | 1.55 | 198.75 | 27.34% | -0.125 | 0.002 | -0.648 | 0.853 | Login To Trade |
0.934 | -0.630 | 0.002 | 0.857 | 24.29% | 9.75 | 0.25 | 45.96% | 109.00 | 1,760PCR: 4.53 | 9.70 | 15.44% | 1.12 | 167.63 | 26.49% | -0.163 | 0.002 | -0.749 | 1.018 | Login To Trade |
1.166 | -0.818 | 0.003 | 0.798 | 25.27% | 14.25 | 0.19 | 44.28% | 94.45 | 1,780PCR: 4.64 | 13.25 | 19.03% | 0.87 | 123.75 | 26.18% | -0.210 | 0.003 | -0.867 | 1.192 | Login To Trade |
1.345 | -0.940 | 0.003 | 0.739 | 25.15% | 417.75 | 5.85 | 42.48% | 79.40 | 1,800PCR: 0.84 | 17.85 | 23.06% | 4.94 | 852.00 | 25.63% | -0.268 | 0.003 | -0.970 | 1.362 | Login To Trade |
1.499 | -1.052 | 0.004 | 0.669 | 25.27% | 557.63 | 3.83 | 40.07% | 65.10 | 1,820PCR: 0.57 | 23.60 | 27.01% | 2.16 | 679.50 | 25.33% | -0.331 | 0.004 | -1.055 | 1.500 | Login To Trade |
1.603 | -1.112 | 0.004 | 0.594 | 24.96% | 1,042.88 | 4.37 | 37.20% | 52.60 | 1,840PCR: 0.50 | 31.20 | 31.17% | 2.18 | 674.63 | 24.66% | -0.405 | 0.004 | -1.098 | 1.603 | Login To Trade |
1.648 | -1.134 | 0.004 | 0.521 | 24.78% | 884.25 | 5.19 | 34.10% | 42.10 | 1,860PCR: 0.37 | 40.50 | 34.96% | 1.92 | 196.88 | 25.27% | -0.480 | 0.004 | -1.157 | 1.648 | Login To Trade |
1.633 | -1.124 | 0.004 | 0.443 | 24.78% | 563.63 | 4.44 | 30.41% | 33.20 | 1,880PCR: 0.32 | 51.50 | 38.47% | 1.42 | 79.50 | 25.09% | -0.559 | 0.004 | -1.136 | 1.631 | Login To Trade |
1.564 | -1.095 | 0.004 | 0.371 | 25.21% | 1,328.63 | 7.02 | 26.57% | 25.90 | 1,900PCR: 0.62 | 64.20 | 41.17% | 4.34 | 122.25 | 25.63% | -0.627 | 0.004 | -1.115 | 1.566 | Login To Trade |
1.442 | -1.022 | 0.003 | 0.302 | 25.51% | 488.25 | 2.25 | 22.52% | 19.70 | 1,920PCR: 0.48 | 78.20 | 43.67% | 1.07 | 6.75 | 25.51% | -0.698 | 0.003 | -1.022 | 1.442 | Login To Trade |
1.306 | -0.934 | 0.003 | 0.247 | 25.76% | 440.25 | 2.84 | 19.00% | 15.20 | 1,940PCR: 0.22 | 93.65 | 45.32% | 0.62 | 10.88 | 26.37% | -0.748 | 0.003 | -0.966 | 1.319 | Login To Trade |
1.163 | -0.858 | 0.003 | 0.202 | 26.55% | 288.75 | 3.03 | 15.89% | 12.00 | 1,960PCR: 0.26 | 110.20 | 46.89% | 0.77 | 10.50 | 26.43% | -0.802 | 0.003 | -0.844 | 1.150 | Login To Trade |
1.022 | -0.776 | 0.002 | 0.164 | 27.34% | 228.75 | 3.93 | 13.17% | 9.50 | 1,980PCR: 0.12 | 127.60 | 47.77% | 0.47 | 4.88 | 27.71% | -0.833 | 0.002 | -0.797 | 1.036 | Login To Trade |
0.895 | -0.701 | 0.002 | 0.134 | 28.20% | 876.00 | 25.28 | 10.94% | 7.75 | 2,000PCR: 0.05 | 145.75 | 48.71% | 1.39 | 13.88 | 27.83% | -0.871 | 0.002 | -0.673 | 0.871 | Login To Trade |
0.777 | -0.627 | 0.002 | 0.110 | 29.05% | 157.50 | 2.98 | 9.02% | 6.15 | 2,020PCR: 0.06 | 146.90 | 99.00% | 0.19 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.651 | -0.534 | 0.001 | 0.086 | 29.54% | 124.88 | 2.75 | 7.16% | 4.75 | 2,040PCR: 0.04 | 93.30 | 99.00% | 0.11 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.557 | -0.467 | 0.001 | 0.070 | 30.15% | 93.00 | 1.23 | 5.85% | 3.80 | 2,060PCR: 0.17 | 125.90 | 99.00% | 0.21 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.485 | -0.421 | 0.001 | 0.059 | 31.25% | 238.88 | 1.42 | 4.89% | 3.15 | 2,080PCR: 0.11 | 203.00 | 99.00% | 0.16 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.410 | -0.361 | 0.001 | 0.048 | 31.74% | 111.75 | 1.70 | 3.95% | 2.55 | 2,100PCR: 0.07 | 244.60 | 50.08% | 0.11 | 0.00 | 39.67% | -0.906 | 0.001 | -0.761 | 0.691 | Login To Trade |
0.359 | -0.326 | 0.001 | 0.040 | 32.71% | 70.50 | 1.89 | 3.34% | 2.10 | 2,120PCR: 0.00 | 298.00 | 48.02% | 0.00 | 0.00 | 74.10% | -0.760 | 0.001 | -2.646 | 1.285 | Login To Trade |
0.679 | -0.857 | 0.001 | 0.091 | 45.41% | 0.00 | 0.00 | 7.10% | 7.70 | 2,140PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.289 | -0.282 | 0.001 | 0.031 | 35.16% | 17.63 | 0.91 | 2.53% | 1.70 | 2,160PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.220 | -0.224 | 0.000 | 0.022 | 36.62% | 8.25 | 1.55 | 1.80% | 1.20 | 2,200PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.147 | -0.152 | 0.000 | 0.014 | 37.11% | 2.25 | 0.20 | 1.12% | 0.75 | 2,240PCR: 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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