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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 | |
0.847 | -1.841 | 0.001 | 0.885 | 87.65% | 1.13 | 0.02 | 43.49% | 398.45 | 1,480PCR: 0.25 | 0.30 | 0.78% | 0.00 | 0.00 | 39.06% | -0.006 | 0.000 | -0.073 | 0.075 | Login To Trade |
1.287 | -4.435 | 0.001 | 0.781 | 138.79% | 0.00 | 0.03 | 37.91% | 426.05 | 1,520PCR: 1.29 | 0.70 | 1.40% | 0.03 | 1.50 | 38.09% | -0.011 | 0.000 | -0.122 | 0.129 | Login To Trade |
1.409 | -4.431 | 0.001 | 0.742 | 126.65% | 0.00 | 0.03 | 37.20% | 357.70 | 1,600PCR: 21.78 | 1.85 | 3.58% | 0.74 | 62.25 | 34.67% | -0.031 | 0.001 | -0.261 | 0.303 | Login To Trade |
0.854 | -1.084 | 0.001 | 0.884 | 51.15% | 0.00 | 0.01 | 45.23% | 249.70 | 1,620PCR: 5.33 | 2.00 | 3.97% | 0.06 | 9.75 | 32.71% | -0.035 | 0.001 | -0.273 | 0.336 | Login To Trade |
1.437 | -3.827 | 0.001 | 0.732 | 107.30% | 0.00 | 0.03 | 37.87% | 304.65 | 1,640PCR: 30.00 | 2.10 | 4.37% | 0.79 | 0.00 | 30.52% | -0.039 | 0.001 | -0.279 | 0.368 | Login To Trade |
1.491 | -4.160 | 0.001 | 0.711 | 112.43% | 0.00 | 0.02 | 36.86% | 299.50 | 1,660PCR: 12.80 | 3.65 | 6.58% | 0.24 | 0.75 | 31.49% | -0.060 | 0.001 | -0.408 | 0.522 | 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 | 4.65 | 8.00% | 0.56 | 7.50 | 30.40% | -0.075 | 0.001 | -0.467 | 0.619 | Login To Trade |
1.263 | -1.590 | 0.001 | 0.788 | 50.72% | 0.00 | 0.12 | 42.63% | 185.05 | 1,700PCR: 19.56 | 6.30 | 10.23% | 2.35 | 69.38 | 30.03% | -0.099 | 0.001 | -0.567 | 0.760 | Login To Trade |
1.327 | -1.578 | 0.002 | 0.769 | 47.91% | 0.00 | 0.02 | 42.18% | 166.60 | 1,720PCR: 99.25 | 8.85 | 13.06% | 1.49 | 73.88 | 30.03% | -0.131 | 0.002 | -0.692 | 0.928 | Login To Trade |
1.452 | -1.844 | 0.002 | 0.726 | 51.15% | 0.00 | 0.09 | 40.62% | 156.90 | 1,740PCR: 13.83 | 10.90 | 15.39% | 1.19 | 78.75 | 28.81% | -0.160 | 0.002 | -0.759 | 1.061 | Login To Trade |
1.302 | -1.018 | 0.002 | 0.777 | 31.49% | 2.25 | 0.19 | 43.27% | 115.20 | 1,760PCR: 4.53 | 14.50 | 18.60% | 0.87 | 52.13 | 28.44% | -0.202 | 0.002 | -0.867 | 1.227 | Login To Trade |
1.410 | -1.025 | 0.003 | 0.742 | 29.30% | 1.13 | 0.18 | 42.28% | 97.50 | 1,780PCR: 4.33 | 18.95 | 22.10% | 0.80 | 71.25 | 28.14% | -0.251 | 0.003 | -0.969 | 1.388 | Login To Trade |
1.529 | -1.056 | 0.003 | 0.695 | 27.83% | 35.63 | 5.78 | 40.77% | 81.45 | 1,800PCR: 0.79 | 24.45 | 25.65% | 4.57 | 426.75 | 27.77% | -0.305 | 0.003 | -1.054 | 1.528 | Login To Trade |
1.642 | -1.132 | 0.003 | 0.633 | 27.77% | 14.25 | 3.23 | 38.54% | 68.50 | 1,820PCR: 0.53 | 31.15 | 29.24% | 1.71 | 137.25 | 27.47% | -0.366 | 0.003 | -1.119 | 1.641 | Login To Trade |
1.714 | -1.174 | 0.003 | 0.569 | 27.59% | 60.00 | 3.98 | 35.96% | 56.70 | 1,840PCR: 0.50 | 39.65 | 32.76% | 1.97 | 246.38 | 27.50% | -0.431 | 0.003 | -1.170 | 1.714 | Login To Trade |
1.740 | -1.190 | 0.003 | 0.503 | 27.56% | 376.13 | 4.17 | 33.03% | 46.45 | 1,860PCR: 0.55 | 49.30 | 35.97% | 2.30 | 393.75 | 27.40% | -0.497 | 0.003 | -1.184 | 1.740 | Login To Trade |
1.718 | -1.177 | 0.003 | 0.437 | 27.59% | 594.38 | 4.00 | 29.84% | 37.65 | 1,880PCR: 0.48 | 60.65 | 38.84% | 1.91 | 345.38 | 27.53% | -0.563 | 0.003 | -1.174 | 1.718 | Login To Trade |
1.655 | -1.146 | 0.003 | 0.376 | 27.89% | 929.25 | 6.32 | 26.57% | 30.50 | 1,900PCR: 0.71 | 73.35 | 41.30% | 4.52 | 203.25 | 27.71% | -0.625 | 0.003 | -1.137 | 1.653 | Login To Trade |
1.552 | -1.072 | 0.003 | 0.316 | 27.83% | 227.25 | 2.04 | 23.15% | 24.00 | 1,920PCR: 0.60 | 87.35 | 43.37% | 1.22 | 31.13 | 28.02% | -0.683 | 0.003 | -1.081 | 1.555 | Login To Trade |
1.430 | -1.003 | 0.003 | 0.266 | 28.26% | 288.75 | 2.20 | 20.01% | 19.25 | 1,940PCR: 0.35 | 101.75 | 45.16% | 0.76 | 22.50 | 27.83% | -0.738 | 0.003 | -0.982 | 1.421 | Login To Trade |
1.294 | -0.919 | 0.002 | 0.221 | 28.63% | 425.25 | 2.61 | 17.03% | 15.30 | 1,960PCR: 0.38 | 119.15 | 46.32% | 0.98 | 20.25 | 29.17% | -0.775 | 0.002 | -0.948 | 1.310 | Login To Trade |
1.159 | -0.845 | 0.002 | 0.184 | 29.36% | 304.88 | 3.38 | 14.44% | 12.40 | 1,980PCR: 0.15 | 135.85 | 47.43% | 0.52 | 117.38 | 29.54% | -0.813 | 0.002 | -0.859 | 1.171 | Login To Trade |
1.028 | -0.763 | 0.002 | 0.152 | 29.91% | 1,073.25 | 22.86 | 12.14% | 10.00 | 2,000PCR: 0.06 | 153.20 | 48.30% | 1.34 | 6.38 | 29.91% | -0.847 | 0.002 | -0.767 | 1.033 | Login To Trade |
0.895 | -0.670 | 0.002 | 0.124 | 30.15% | 97.13 | 2.50 | 10.05% | 7.75 | 2,020PCR: 0.08 | 146.90 | 99.00% | 0.19 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.766 | -0.578 | 0.001 | 0.100 | 30.40% | 104.25 | 3.53 | 8.16% | 6.10 | 2,040PCR: 0.03 | 93.30 | 99.00% | 0.11 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.663 | -0.511 | 0.001 | 0.083 | 31.01% | 51.75 | 1.13 | 6.76% | 4.90 | 2,060PCR: 0.18 | 125.90 | 99.00% | 0.21 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.552 | -0.427 | 0.001 | 0.065 | 31.13% | 102.75 | 2.01 | 5.34% | 3.75 | 2,080PCR: 0.08 | 203.00 | 99.00% | 0.16 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.494 | -0.395 | 0.001 | 0.056 | 32.23% | 106.88 | 1.60 | 4.61% | 3.25 | 2,100PCR: 0.07 | 244.60 | 50.81% | 0.11 | 3.75 | 27.83% | -0.968 | 0.001 | -0.218 | 0.315 | Login To Trade |
0.439 | -0.362 | 0.001 | 0.049 | 33.20% | 64.88 | 2.00 | 3.96% | 2.80 | 2,120PCR: 0.00 | 298.00 | 48.34% | 0.00 | 0.00 | 67.08% | -0.777 | 0.001 | -2.167 | 1.302 | Login To Trade |
0.712 | -0.770 | 0.001 | 0.091 | 43.58% | 0.00 | 0.00 | 7.02% | 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 |
0.335 | -0.288 | 0.001 | 0.035 | 34.67% | 98.25 | 1.13 | 2.81% | 2.05 | 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 |
0.271 | -0.247 | 0.000 | 0.027 | 36.62% | 41.25 | 1.37 | 2.16% | 1.55 | 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 |
0.261 | -0.260 | 0.000 | 0.026 | 40.04% | 0.00 | 0.19 | 2.02% | 1.65 | 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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