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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 | 420PCR: -- | 0.15 | 1.26% | 0.15 | 20.00 | 33.20% | -0.011 | 0.001 | -0.028 | 0.031 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 430PCR: -- | 0.15 | 1.44% | 0.08 | 0.00 | 29.30% | -0.012 | 0.001 | -0.029 | 0.035 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 440PCR: -- | 0.30 | 2.83% | 0.41 | 17.50 | 28.32% | -0.025 | 0.002 | -0.051 | 0.065 | 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 |
0.371 | -0.951 | 0.003 | 0.721 | 92.29% | 0.00 | 0.13 | 38.50% | 66.40 | 450PCR: 28.90 | 0.50 | 4.69% | 3.61 | 97.50 | 26.37% | -0.043 | 0.003 | -0.074 | 0.101 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 455PCR: -- | 0.35 | 4.02% | 0.03 | 0.00 | 22.46% | -0.037 | 0.003 | -0.056 | 0.090 | Login To Trade |
0.322 | -0.420 | 0.006 | 0.785 | 46.88% | 0.00 | 0.05 | 42.87% | 43.35 | 460PCR: 107.00 | 0.65 | 6.15% | 5.35 | 198.75 | 22.46% | -0.059 | 0.005 | -0.081 | 0.130 | Login To Trade |
0.349 | -0.456 | 0.006 | 0.753 | 47.12% | 0.00 | 0.05 | 41.84% | 39.75 | 465PCR: 53.00 | 0.80 | 7.66% | 2.65 | 33.75 | 21.00% | -0.075 | 0.006 | -0.091 | 0.157 | Login To Trade |
0.333 | -0.325 | 0.008 | 0.772 | 35.16% | 0.00 | 0.03 | 43.00% | 32.05 | 470PCR: 91.00 | 1.10 | 10.15% | 2.28 | 161.25 | 20.02% | -0.103 | 0.008 | -0.110 | 0.198 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 475PCR: -- | 1.50 | 13.35% | 1.34 | 102.50 | 19.04% | -0.141 | 0.011 | -0.130 | 0.246 | Login To Trade |
0.322 | -0.179 | 0.013 | 0.786 | 20.02% | 25.00 | 0.66 | 44.18% | 19.45 | 480PCR: 9.30 | 2.20 | 17.79% | 6.16 | 480.00 | 18.55% | -0.198 | 0.014 | -0.158 | 0.306 | Login To Trade |
0.423 | -0.560 | 0.007 | 0.609 | 47.61% | 0.00 | 0.04 | 36.63% | 27.00 | 485PCR: 138.00 | 3.25 | 22.59% | 5.18 | 265.00 | 17.82% | -0.267 | 0.017 | -0.179 | 0.363 | Login To Trade |
0.413 | -0.207 | 0.019 | 0.640 | 18.07% | 143.75 | 1.31 | 39.37% | 11.70 | 490PCR: 4.85 | 4.70 | 27.90% | 6.36 | 767.50 | 17.58% | -0.354 | 0.019 | -0.200 | 0.410 | Login To Trade |
0.438 | -0.214 | 0.021 | 0.543 | 17.58% | 590.00 | 2.76 | 35.46% | 8.90 | 495PCR: 1.02 | 6.70 | 33.34% | 2.83 | 560.00 | 17.09% | -0.457 | 0.021 | -0.208 | 0.437 | Login To Trade |
0.435 | -0.215 | 0.020 | 0.441 | 17.82% | 2,683.75 | 12.75 | 30.73% | 6.25 | 500PCR: 0.62 | 9.40 | 38.14% | 7.94 | 1,781.25 | 17.33% | -0.561 | 0.021 | -0.209 | 0.435 | Login To Trade |
0.406 | -0.201 | 0.019 | 0.345 | 17.82% | 1,453.75 | 5.50 | 25.54% | 4.40 | 505PCR: 0.58 | 12.30 | 42.17% | 3.16 | 306.25 | 16.85% | -0.664 | 0.020 | -0.188 | 0.402 | Login To Trade |
0.359 | -0.180 | 0.016 | 0.262 | 18.07% | 2,141.25 | 7.74 | 20.33% | 3.10 | 510PCR: 0.52 | 15.95 | 45.05% | 4.03 | 78.75 | 16.85% | -0.754 | 0.017 | -0.163 | 0.347 | Login To Trade |
0.305 | -0.157 | 0.013 | 0.196 | 18.55% | 1,008.75 | 6.93 | 15.87% | 2.15 | 515PCR: 0.30 | 20.45 | 46.63% | 2.06 | 48.75 | 18.55% | -0.804 | 0.013 | -0.157 | 0.305 | Login To Trade |
0.250 | -0.132 | 0.011 | 0.144 | 19.04% | 1,353.75 | 16.64 | 11.99% | 1.55 | 520PCR: 0.37 | 24.60 | 48.19% | 6.20 | 22.50 | 18.07% | -0.869 | 0.011 | -0.118 | 0.234 | Login To Trade |
0.200 | -0.108 | 0.008 | 0.105 | 19.53% | 562.50 | 8.15 | 8.89% | 1.10 | 525PCR: 0.08 | 21.95 | 99.00% | 0.61 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.172 | -0.101 | 0.007 | 0.086 | 21.00% | 498.75 | 9.74 | 7.33% | 0.85 | 530PCR: 0.10 | 34.40 | 49.16% | 0.94 | 3.75 | 21.97% | -0.904 | 0.007 | -0.115 | 0.188 | Login To Trade |
0.136 | -0.081 | 0.005 | 0.063 | 21.48% | 226.25 | 3.04 | 5.41% | 0.65 | 535PCR: 0.04 | 31.40 | 99.00% | 0.13 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.113 | -0.070 | 0.004 | 0.049 | 22.46% | 333.75 | 5.94 | 4.28% | 0.50 | 540PCR: 0.04 | 36.05 | 99.00% | 0.25 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.106 | -0.072 | 0.004 | 0.046 | 24.41% | 8.75 | 2.03 | 3.96% | 0.50 | 545PCR: 0.01 | 42.70 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.090 | -0.064 | 0.003 | 0.038 | 25.39% | 223.75 | 17.25 | 3.22% | 0.40 | 550PCR: 0.05 | 46.20 | 99.00% | 0.91 | 1.25 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.077 | -0.056 | 0.002 | 0.031 | 26.37% | 0.00 | 1.80 | 2.63% | 0.35 | 555PCR: 0.01 | 36.75 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.066 | -0.050 | 0.002 | 0.026 | 27.34% | 106.25 | 7.31 | 2.20% | 0.30 | 560PCR: 0.03 | 52.80 | 99.00% | 0.21 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.057 | -0.045 | 0.002 | 0.022 | 28.32% | 37.50 | 0.80 | 1.83% | 0.25 | 565PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.050 | -0.041 | 0.001 | 0.019 | 29.30% | 52.50 | 7.91 | 1.56% | 0.20 | 570PCR: 0.04 | 49.85 | 99.00% | 0.29 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.051 | -0.044 | 0.001 | 0.019 | 31.25% | 0.00 | 0.43 | 1.58% | 0.20 | 575PCR: 0.26 | 72.65 | 99.00% | 0.11 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.039 | -0.034 | 0.001 | 0.014 | 31.25% | 7.50 | 8.36 | 1.15% | 0.15 | 580PCR: 0.01 | 63.00 | 99.00% | 0.10 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.022 | -0.019 | 0.001 | 0.007 | 31.25% | 8.75 | 2.50 | 0.59% | 0.10 | 590PCR: 0.03 | 86.05 | 99.00% | 0.08 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.026 | -0.025 | 0.001 | 0.009 | 35.16% | 10.00 | 0.96 | 0.69% | 0.10 | 600PCR: 0.01 | 82.00 | 99.00% | 0.01 | 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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