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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 | 0.00 | 99.00% | 0.00 | 420PCR: -- | 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 | 430PCR: -- | 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 | 440PCR: -- | 0.40 | 2.92% | 0.03 | 1.25 | 33.20% | -0.025 | 0.002 | -0.061 | 0.067 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 445PCR: -- | 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 | 450PCR: -- | 0.40 | 3.51% | 1.83 | 0.00 | 29.30% | -0.031 | 0.002 | -0.065 | 0.079 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 455PCR: -- | 0.50 | 4.47% | 0.05 | 0.00 | 28.32% | -0.041 | 0.003 | -0.077 | 0.098 | Login To Trade |
0.332 | -0.570 | 0.004 | 0.781 | 61.77% | 0.00 | 0.03 | 42.00% | 56.25 | 460PCR: 191.50 | 0.50 | 4.34% | 4.79 | 67.50 | 25.39% | -0.040 | 0.003 | -0.069 | 0.097 | Login To Trade |
0.382 | -0.860 | 0.004 | 0.715 | 81.05% | 0.00 | 0.01 | 38.86% | 59.65 | 465PCR: 146.00 | 0.65 | 5.65% | 1.83 | 25.00 | 24.41% | -0.053 | 0.004 | -0.083 | 0.122 | Login To Trade |
0.205 | -0.158 | 0.006 | 0.895 | 27.83% | 12.50 | 0.56 | 46.67% | 38.55 | 470PCR: 2.89 | 0.85 | 7.15% | 1.63 | 57.50 | 23.44% | -0.069 | 0.005 | -0.098 | 0.150 | Login To Trade |
0.339 | -0.391 | 0.006 | 0.773 | 41.50% | 0.00 | 0.09 | 42.77% | 38.15 | 475PCR: 19.71 | 1.15 | 9.33% | 1.73 | 48.75 | 22.46% | -0.093 | 0.007 | -0.117 | 0.187 | Login To Trade |
0.246 | -0.157 | 0.009 | 0.863 | 22.95% | 51.25 | 1.53 | 46.21% | 28.70 | 480PCR: 3.56 | 1.55 | 12.32% | 5.43 | 218.75 | 21.97% | -0.127 | 0.008 | -0.143 | 0.234 | Login To Trade |
0.396 | -0.478 | 0.007 | 0.693 | 43.46% | 0.00 | 0.14 | 39.98% | 31.90 | 485PCR: 9.45 | 2.00 | 15.12% | 1.30 | 40.00 | 20.51% | -0.162 | 0.011 | -0.157 | 0.276 | Login To Trade |
0.320 | -0.169 | 0.013 | 0.795 | 19.04% | 48.75 | 0.30 | 44.53% | 19.40 | 490PCR: 12.50 | 2.85 | 19.17% | 3.75 | 386.25 | 20.02% | -0.216 | 0.013 | -0.183 | 0.330 | Login To Trade |
0.393 | -0.235 | 0.014 | 0.697 | 21.48% | 60.00 | 0.69 | 41.32% | 16.50 | 495PCR: 2.36 | 4.00 | 24.00% | 1.63 | 431.25 | 19.53% | -0.287 | 0.015 | -0.208 | 0.383 | Login To Trade |
0.422 | -0.221 | 0.018 | 0.636 | 18.80% | 1,693.75 | 6.71 | 39.27% | 12.25 | 500PCR: 2.06 | 5.50 | 28.62% | 13.81 | 2,697.50 | 19.04% | -0.365 | 0.018 | -0.224 | 0.423 | Login To Trade |
0.447 | -0.236 | 0.018 | 0.541 | 19.04% | 1,442.50 | 3.45 | 35.37% | 9.40 | 505PCR: 0.96 | 7.40 | 33.53% | 3.31 | 801.25 | 18.31% | -0.458 | 0.019 | -0.227 | 0.447 | Login To Trade |
0.446 | -0.233 | 0.019 | 0.450 | 18.80% | 3,011.25 | 9.95 | 31.08% | 7.00 | 510PCR: 0.63 | 10.00 | 37.75% | 6.26 | 356.25 | 18.55% | -0.551 | 0.019 | -0.230 | 0.446 | Login To Trade |
0.421 | -0.223 | 0.017 | 0.359 | 19.04% | 873.75 | 4.80 | 26.24% | 5.10 | 515PCR: 0.90 | 13.10 | 41.44% | 4.31 | 77.50 | 18.31% | -0.647 | 0.018 | -0.213 | 0.418 | Login To Trade |
0.379 | -0.201 | 0.016 | 0.280 | 19.04% | 2,057.50 | 22.91 | 21.48% | 3.55 | 520PCR: 0.52 | 16.75 | 44.05% | 11.94 | 67.50 | 19.04% | -0.720 | 0.016 | -0.201 | 0.379 | Login To Trade |
0.328 | -0.178 | 0.013 | 0.214 | 19.53% | 345.00 | 3.89 | 17.07% | 2.60 | 525PCR: 0.47 | 21.70 | 45.40% | 1.81 | 0.00 | 21.97% | -0.758 | 0.013 | -0.214 | 0.351 | Login To Trade |
0.274 | -0.151 | 0.011 | 0.160 | 19.78% | 585.00 | 13.39 | 13.22% | 1.85 | 530PCR: 0.33 | 25.30 | 47.21% | 4.46 | 32.50 | 21.00% | -0.824 | 0.011 | -0.170 | 0.291 | Login To Trade |
0.227 | -0.129 | 0.009 | 0.121 | 20.51% | 100.00 | 2.33 | 10.22% | 1.35 | 535PCR: 0.23 | 22.55 | 99.00% | 0.54 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.192 | -0.115 | 0.007 | 0.097 | 21.48% | 656.25 | 11.93 | 8.22% | 1.05 | 540PCR: 0.63 | 34.45 | 48.93% | 7.46 | 12.50 | 22.95% | -0.888 | 0.007 | -0.137 | 0.214 | Login To Trade |
0.161 | -0.100 | 0.006 | 0.076 | 22.46% | 42.50 | 2.40 | 6.51% | 0.80 | 545PCR: 0.89 | 39.60 | 49.24% | 2.14 | 0.00 | 25.39% | -0.897 | 0.006 | -0.143 | 0.202 | Login To Trade |
0.123 | -0.076 | 0.004 | 0.054 | 22.46% | 581.25 | 11.00 | 4.62% | 0.60 | 550PCR: 0.24 | 43.70 | 50.05% | 2.66 | 7.50 | 22.46% | -0.946 | 0.004 | -0.076 | 0.123 | Login To Trade |
0.116 | -0.079 | 0.004 | 0.050 | 24.41% | 0.00 | 0.58 | 4.29% | 0.55 | 555PCR: 0.24 | 40.55 | 99.00% | 0.14 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.099 | -0.070 | 0.003 | 0.041 | 25.39% | 113.75 | 3.96 | 3.52% | 0.45 | 560PCR: 0.38 | 51.50 | 99.00% | 1.50 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.095 | -0.072 | 0.003 | 0.039 | 27.34% | 0.00 | 0.58 | 3.32% | 0.45 | 565PCR: 0.11 | 45.30 | 99.00% | 0.06 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.094 | -0.076 | 0.003 | 0.038 | 29.30% | 0.00 | 2.90 | 3.23% | 0.45 | 570PCR: 0.23 | 55.00 | 99.00% | 0.66 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.091 | -0.079 | 0.002 | 0.037 | 31.25% | 0.00 | 0.69 | 3.08% | 0.55 | 575PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.065 | -0.054 | 0.002 | 0.024 | 30.27% | 7.50 | 4.39 | 2.04% | 0.30 | 580PCR: 0.30 | 74.85 | 50.38% | 1.30 | 0.00 | 42.48% | -0.916 | 0.003 | -0.205 | 0.173 | Login To Trade |
0.044 | -0.038 | 0.001 | 0.016 | 31.25% | 0.00 | 1.61 | 1.30% | 0.15 | 590PCR: 0.10 | 75.00 | 99.00% | 0.16 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.047 | -0.046 | 0.001 | 0.017 | 35.16% | 18.75 | 6.29 | 1.38% | 0.20 | 600PCR: 0.65 | 93.70 | 51.30% | 4.09 | 1.25 | 41.02% | -0.965 | 0.002 | -0.100 | 0.088 | Login To Trade |
0.029 | -0.029 | 0.001 | 0.010 | 35.16% | 0.00 | 0.49 | 0.79% | 0.10 | 610PCR: 0.05 | 100.15 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.017 | -0.017 | 0.000 | 0.005 | 35.16% | 0.00 | 1.21 | 0.42% | 0.10 | 620PCR: 3.34 | 114.35 | 51.55% | 4.05 | 0.00 | 53.71% | -0.948 | 0.002 | -0.178 | 0.119 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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