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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 | 5,400PCR: -- | 2.00 | 1.36% | 0.00 | 0.00 | 35.40% | -0.011 | 0.000 | -0.415 | 0.422 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 5,500PCR: -- | 0.25 | 0.28% | 0.02 | 1.30 | 25.39% | -0.002 | 0.000 | -0.074 | 0.104 | Login To Trade |
1.599 | -1.806 | 0.000 | 0.945 | 40.65% | 0.00 | 0.00 | 47.23% | 855.15 | 5,600PCR: 4.00 | 1.25 | 1.08% | 0.02 | 0.00 | 27.10% | -0.009 | 0.000 | -0.268 | 0.356 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 5,700PCR: -- | 3.00 | 2.32% | 0.02 | 0.30 | 27.34% | -0.021 | 0.000 | -0.538 | 0.708 | Login To Trade |
2.145 | -2.228 | 0.000 | 0.919 | 37.38% | 0.00 | 0.00 | 46.83% | 705.85 | 5,750PCR: 0.00 | 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% | 626.10 | 5,800PCR: 842.50 | 2.00 | 1.86% | 1.69 | 11.00 | 22.46% | -0.017 | 0.000 | -0.371 | 0.595 | Login To Trade |
1.442 | -1.056 | 0.000 | 0.951 | 26.37% | 0.00 | 0.00 | 48.01% | 593.30 | 5,850PCR: 0.33 | 7.90 | 5.27% | 0.00 | 0.00 | 26.43% | -0.049 | 0.000 | -1.065 | 1.450 | Login To Trade |
2.485 | -2.174 | 0.000 | 0.901 | 31.49% | 0.00 | 0.00 | 46.69% | 562.65 | 5,900PCR: 0.00 | 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 | 5,950PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
4.042 | -4.565 | 0.001 | 0.797 | 40.66% | 0.00 | 0.01 | 43.51% | 510.20 | 6,000PCR: 41.77 | 8.20 | 6.39% | 0.54 | 19.70 | 21.06% | -0.062 | 0.000 | -1.020 | 1.743 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 6,050PCR: -- | 24.10 | 12.66% | 0.01 | 0.00 | 25.30% | -0.130 | 0.001 | -2.122 | 3.019 | Login To Trade |
3.611 | -2.610 | 0.001 | 0.830 | 26.02% | 2.20 | 0.28 | 45.16% | 370.10 | 6,100PCR: 3.38 | 14.95 | 10.48% | 0.94 | 11.90 | 20.05% | -0.107 | 0.001 | -1.466 | 2.632 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 6,150PCR: -- | 22.65 | 14.09% | 0.12 | 0.10 | 20.11% | -0.150 | 0.001 | -1.858 | 3.326 | Login To Trade |
3.996 | -2.322 | 0.001 | 0.801 | 20.92% | 0.00 | 0.05 | 44.57% | 275.00 | 6,200PCR: 7.28 | 28.50 | 16.72% | 0.39 | 23.00 | 19.50% | -0.183 | 0.001 | -2.058 | 3.798 | Login To Trade |
4.704 | -2.889 | 0.001 | 0.732 | 22.11% | 0.90 | 0.06 | 42.42% | 238.40 | 6,250PCR: 4.57 | 38.15 | 20.31% | 0.27 | 10.70 | 19.23% | -0.233 | 0.001 | -2.335 | 4.372 | Login To Trade |
5.004 | -2.723 | 0.001 | 0.695 | 19.59% | 4.40 | 0.30 | 41.30% | 191.20 | 6,300PCR: 2.13 | 49.65 | 24.10% | 0.65 | 46.10 | 18.69% | -0.290 | 0.001 | -2.541 | 4.895 | Login To Trade |
5.398 | -2.924 | 0.001 | 0.629 | 19.50% | 4.80 | 0.16 | 38.91% | 158.40 | 6,350PCR: 1.10 | 65.50 | 28.44% | 0.17 | 23.30 | 18.13% | -0.362 | 0.001 | -2.698 | 5.358 | Login To Trade |
5.619 | -2.886 | 0.002 | 0.570 | 18.49% | 63.20 | 0.66 | 36.56% | 127.00 | 6,400PCR: 0.98 | 85.10 | 32.43% | 0.65 | 83.70 | 17.91% | -0.437 | 0.002 | -2.801 | 5.630 | Login To Trade |
5.707 | -2.881 | 0.002 | 0.496 | 18.17% | 89.30 | 0.29 | 33.31% | 100.30 | 6,450PCR: 0.51 | 109.45 | 35.69% | 0.15 | 40.70 | 18.54% | -0.504 | 0.002 | -2.939 | 5.707 | Login To Trade |
5.595 | -2.912 | 0.002 | 0.421 | 18.74% | 184.30 | 1.30 | 29.61% | 75.35 | 6,500PCR: 0.27 | 137.30 | 39.41% | 0.35 | 46.10 | 17.76% | -0.592 | 0.002 | -2.737 | 5.549 | Login To Trade |
5.294 | -2.697 | 0.001 | 0.349 | 18.34% | 28.00 | 0.23 | 25.68% | 61.35 | 6,550PCR: 0.73 | 175.05 | 41.87% | 0.17 | 4.00 | 18.83% | -0.656 | 0.001 | -2.752 | 5.261 | Login To Trade |
4.875 | -2.554 | 0.001 | 0.287 | 18.86% | 82.30 | 0.68 | 21.95% | 47.40 | 6,600PCR: 0.27 | 203.95 | 44.49% | 0.18 | 2.50 | 17.52% | -0.736 | 0.001 | -2.276 | 4.677 | Login To Trade |
4.335 | -2.260 | 0.001 | 0.229 | 18.77% | 11.90 | 0.18 | 18.16% | 36.25 | 6,650PCR: 0.48 | 262.30 | 44.89% | 0.09 | 0.00 | 21.97% | -0.741 | 0.001 | -2.822 | 4.623 | Login To Trade |
3.822 | -2.056 | 0.001 | 0.185 | 19.36% | 26.80 | 0.91 | 15.07% | 27.50 | 6,700PCR: 0.06 | 298.70 | 46.03% | 0.06 | 0.00 | 22.37% | -0.779 | 0.001 | -2.639 | 4.246 | Login To Trade |
3.300 | -1.805 | 0.001 | 0.148 | 19.68% | 7.50 | 0.11 | 12.28% | 21.55 | 6,750PCR: 0.14 | 331.05 | 47.73% | 0.02 | 1.80 | 20.29% | -0.845 | 0.001 | -1.925 | 3.414 | Login To Trade |
2.854 | -1.613 | 0.001 | 0.119 | 20.36% | 32.20 | 0.34 | 10.08% | 16.75 | 6,800PCR: 0.11 | 383.75 | 48.00% | 0.04 | 2.00 | 22.92% | -0.851 | 0.001 | -2.115 | 3.322 | Login To Trade |
2.400 | -1.400 | 0.001 | 0.094 | 21.00% | 5.10 | 0.04 | 8.04% | 13.00 | 6,850PCR: 0.17 | 547.55 | 44.76% | 0.01 | 0.00 | 50.20% | -0.693 | 0.001 | -7.002 | 5.021 | Login To Trade |
2.048 | -1.212 | 0.001 | 0.076 | 21.30% | 16.60 | 0.31 | 6.55% | 10.25 | 6,900PCR: 0.00 | 271.80 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.639 | -0.984 | 0.000 | 0.057 | 21.61% | 1.40 | 0.01 | 4.95% | 7.45 | 6,950PCR: 0.38 | 614.85 | 46.33% | 0.00 | 0.00 | 48.49% | -0.746 | 0.001 | -6.175 | 4.585 | Login To Trade |
1.512 | -0.951 | 0.000 | 0.052 | 22.64% | 34.40 | 0.72 | 4.46% | 6.90 | 7,000PCR: 0.03 | 540.05 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 7,050PCR: -- | 650.00 | 48.89% | 0.00 | 0.00 | 36.47% | -0.861 | 0.000 | -3.204 | 3.163 | Login To Trade |
0.945 | -0.599 | 0.000 | 0.029 | 22.83% | 0.70 | 0.34 | 2.52% | 3.60 | 7,100PCR: 0.01 | 631.30 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.670 | -0.445 | 0.000 | 0.019 | 23.93% | 39.80 | 1.56 | 1.66% | 2.40 | 7,200PCR: 0.00 | 580.00 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 7,300PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.979 | -2.288 | 0.000 | 0.073 | 41.63% | 0.00 | 0.01 | 5.76% | 18.60 | 7,400PCR: 5.20 | 941.90 | 99.00% | 0.05 | 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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