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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 | 360PCR: -- | 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 | 370PCR: -- | 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 | 380PCR: -- | 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 | 385PCR: -- | 0.85 | 6.77% | 0.52 | 62.25 | 36.13% | -0.062 | 0.004 | -0.129 | 0.107 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 390PCR: -- | 1.25 | 9.14% | 3.42 | 307.10 | 36.13% | -0.087 | 0.005 | -0.166 | 0.138 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 395PCR: -- | 1.55 | 10.80% | 0.29 | 49.80 | 34.18% | -0.106 | 0.006 | -0.181 | 0.159 | Login To Trade |
0.162 | -0.158 | 0.007 | 0.892 | 29.30% | 10.38 | 0.27 | 46.71% | 31.10 | 400PCR: 27.31 | 2.05 | 13.82% | 7.37 | 1,027.13 | 33.69% | -0.141 | 0.008 | -0.218 | 0.194 | Login To Trade |
0.195 | -0.180 | 0.009 | 0.859 | 27.83% | 14.53 | 0.15 | 46.01% | 26.45 | 405PCR: 15.57 | 2.80 | 16.75% | 2.26 | 342.38 | 32.71% | -0.177 | 0.009 | -0.247 | 0.226 | Login To Trade |
0.267 | -0.297 | 0.011 | 0.767 | 33.45% | 20.75 | 0.08 | 43.10% | 23.85 | 410PCR: 82.50 | 3.70 | 20.05% | 6.85 | 1,415.15 | 31.74% | -0.223 | 0.011 | -0.275 | 0.260 | Login To Trade |
0.296 | -0.318 | 0.012 | 0.714 | 32.23% | 64.33 | 0.19 | 41.49% | 19.85 | 415PCR: 7.00 | 4.85 | 24.09% | 1.31 | 524.98 | 31.25% | -0.281 | 0.012 | -0.306 | 0.293 | Login To Trade |
0.322 | -0.338 | 0.013 | 0.652 | 31.49% | 632.88 | 1.10 | 39.26% | 16.40 | 420PCR: 4.68 | 6.30 | 27.95% | 5.15 | 1,334.23 | 30.52% | -0.344 | 0.014 | -0.326 | 0.321 | Login To Trade |
0.341 | -0.355 | 0.014 | 0.579 | 31.25% | 991.85 | 1.95 | 36.38% | 13.25 | 425PCR: 1.90 | 8.40 | 32.09% | 3.71 | 1,363.28 | 30.76% | -0.418 | 0.015 | -0.349 | 0.340 | Login To Trade |
0.347 | -0.356 | 0.015 | 0.506 | 30.76% | 2,602.05 | 5.75 | 33.18% | 10.45 | 430PCR: 1.81 | 10.70 | 35.68% | 10.42 | 1,344.60 | 30.52% | -0.491 | 0.015 | -0.353 | 0.347 | Login To Trade |
0.343 | -0.354 | 0.015 | 0.435 | 31.01% | 1,359.13 | 2.70 | 29.78% | 8.40 | 435PCR: 1.45 | 13.20 | 38.98% | 3.90 | 473.10 | 29.54% | -0.569 | 0.015 | -0.337 | 0.342 | Login To Trade |
0.326 | -0.328 | 0.014 | 0.359 | 30.27% | 2,539.80 | 14.32 | 25.71% | 6.35 | 440PCR: 0.47 | 16.50 | 41.76% | 6.68 | 595.53 | 30.27% | -0.638 | 0.014 | -0.330 | 0.327 | Login To Trade |
0.302 | -0.315 | 0.013 | 0.299 | 31.25% | 1,919.38 | 6.02 | 22.19% | 5.00 | 445PCR: 0.33 | 19.60 | 44.31% | 2.01 | 93.38 | 28.81% | -0.716 | 0.013 | -0.284 | 0.295 | Login To Trade |
0.274 | -0.289 | 0.011 | 0.245 | 31.74% | 2,776.35 | 16.08 | 18.74% | 3.85 | 450PCR: 0.40 | 23.45 | 46.07% | 6.45 | 329.93 | 28.81% | -0.776 | 0.012 | -0.250 | 0.261 | Login To Trade |
0.239 | -0.253 | 0.010 | 0.194 | 31.74% | 1,070.70 | 10.38 | 15.26% | 2.95 | 455PCR: 0.24 | 27.00 | 48.11% | 2.49 | 0.00 | 26.37% | -0.852 | 0.010 | -0.177 | 0.202 | Login To Trade |
0.211 | -0.230 | 0.009 | 0.159 | 32.71% | 1,846.75 | 13.94 | 12.69% | 2.35 | 460PCR: 0.32 | 33.00 | 47.76% | 4.40 | 22.83 | 34.67% | -0.825 | 0.009 | -0.260 | 0.225 | Login To Trade |
0.188 | -0.214 | 0.007 | 0.134 | 34.18% | 473.10 | 5.87 | 10.79% | 1.85 | 465PCR: 0.34 | 36.25 | 49.61% | 1.97 | 26.98 | 28.32% | -0.911 | 0.006 | -0.133 | 0.140 | Login To Trade |
0.160 | -0.185 | 0.006 | 0.106 | 34.67% | 1,249.15 | 19.92 | 8.68% | 1.60 | 470PCR: 0.17 | 41.55 | 49.55% | 3.32 | 53.95 | 33.20% | -0.903 | 0.006 | -0.166 | 0.150 | Login To Trade |
0.143 | -0.172 | 0.005 | 0.091 | 36.13% | 852.83 | 10.48 | 7.46% | 1.30 | 475PCR: 0.10 | 45.70 | 50.44% | 1.02 | 10.38 | 27.34% | -0.963 | 0.003 | -0.065 | 0.071 | Login To Trade |
0.123 | -0.153 | 0.004 | 0.075 | 37.11% | 1,689.05 | 21.21 | 6.13% | 1.10 | 480PCR: 0.14 | 54.50 | 48.64% | 3.03 | 14.53 | 54.69% | -0.827 | 0.005 | -0.406 | 0.223 | Login To Trade |
0.100 | -0.124 | 0.004 | 0.058 | 37.11% | 358.98 | 6.23 | 4.71% | 0.85 | 485PCR: 0.59 | 54.00 | 99.00% | 3.69 | 2.08 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.093 | -0.121 | 0.003 | 0.052 | 39.06% | 998.08 | 19.15 | 4.26% | 0.80 | 490PCR: 0.10 | 58.80 | 99.00% | 1.83 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.088 | -0.120 | 0.003 | 0.049 | 41.02% | 356.90 | 5.31 | 3.93% | 0.65 | 495PCR: 0.14 | 64.05 | 99.00% | 0.73 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.076 | -0.107 | 0.002 | 0.041 | 41.99% | 2,151.78 | 45.19 | 3.28% | 0.60 | 500PCR: 0.02 | 67.35 | 99.00% | 0.81 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.072 | -0.106 | 0.002 | 0.038 | 43.95% | 176.38 | 2.64 | 3.05% | 0.50 | 505PCR: 0.13 | 70.00 | 99.00% | 0.33 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.065 | -0.097 | 0.002 | 0.033 | 44.92% | 265.60 | 9.86 | 2.65% | 0.45 | 510PCR: 0.05 | 80.50 | 51.29% | 0.54 | 6.23 | 39.06% | -0.983 | 0.001 | -0.048 | 0.036 | Login To Trade |
0.053 | -0.079 | 0.002 | 0.026 | 44.92% | 39.43 | 2.18 | 2.06% | 0.35 | 515PCR: 0.03 | 78.40 | 99.00% | 0.06 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.051 | -0.079 | 0.001 | 0.025 | 46.88% | 792.65 | 22.74 | 1.94% | 0.30 | 520PCR: 0.01 | 88.15 | 99.00% | 0.17 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.042 | -0.065 | 0.001 | 0.020 | 46.88% | 43.58 | 2.18 | 1.53% | 0.30 | 525PCR: 0.02 | 41.60 | 99.00% | 0.04 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.033 | -0.052 | 0.001 | 0.015 | 46.88% | 45.65 | 4.42 | 1.18% | 0.25 | 530PCR: 0.01 | 94.60 | 99.00% | 0.06 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.033 | -0.056 | 0.001 | 0.015 | 50.78% | 159.78 | 4.88 | 1.15% | 0.20 | 540PCR: 0.00 | 103.60 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.022 | -0.038 | 0.001 | 0.009 | 50.78% | 122.43 | 3.78 | 0.71% | 0.15 | 550PCR: 0.02 | 114.40 | 99.00% | 0.06 | 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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