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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 | |
6.867 | -14.318 | 0.000 | 0.864 | 84.03% | 0.00 | 0.00 | 43.12% | 2601.00 | 11,000PCR: 396.00 | 14.00 | 3.15% | 0.20 | 8.30 | 44.37% | -0.025 | 0.000 | -2.060 | 1.871 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 11,500PCR: -- | 23.00 | 5.08% | 0.26 | 23.70 | 39.34% | -0.044 | 0.000 | -2.853 | 2.922 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 11,750PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
7.111 | -8.238 | 0.000 | 0.857 | 46.68% | 0.20 | 0.00 | 44.77% | 1522.10 | 12,000PCR: 269.83 | 45.50 | 9.16% | 0.81 | 62.75 | 35.55% | -0.086 | 0.000 | -4.343 | 4.922 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 12,250PCR: -- | 63.50 | 12.08% | 0.24 | 22.65 | 33.62% | -0.118 | 0.000 | -5.201 | 6.234 | Login To Trade |
8.353 | -7.176 | 0.000 | 0.817 | 34.61% | 0.65 | 0.02 | 44.28% | 1022.00 | 12,500PCR: 60.73 | 97.25 | 16.43% | 1.00 | 73.45 | 32.65% | -0.171 | 0.000 | -6.474 | 7.989 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 12,750PCR: -- | 140.35 | 21.19% | 0.33 | 45.25 | 31.20% | -0.235 | 0.000 | -7.499 | 9.682 | Login To Trade |
11.300 | -8.673 | 0.000 | 0.677 | 30.92% | 20.95 | 0.23 | 40.00% | 620.00 | 13,000PCR: 5.30 | 206.00 | 26.70% | 1.24 | 112.50 | 30.30% | -0.320 | 0.000 | -8.468 | 11.259 | Login To Trade |
12.313 | -9.226 | 0.000 | 0.580 | 30.19% | 30.70 | 0.18 | 36.27% | 460.75 | 13,250PCR: 2.30 | 297.00 | 32.28% | 0.42 | 59.15 | 29.64% | -0.419 | 0.000 | -9.054 | 12.307 | Login To Trade |
12.541 | -9.397 | 0.000 | 0.475 | 30.19% | 185.95 | 0.96 | 31.58% | 335.85 | 13,500PCR: 1.23 | 414.45 | 37.39% | 1.18 | 131.80 | 29.04% | -0.527 | 0.000 | -9.036 | 12.537 | Login To Trade |
11.927 | -8.887 | 0.000 | 0.373 | 30.02% | 159.25 | 0.71 | 26.32% | 234.70 | 13,750PCR: 0.68 | 557.00 | 41.72% | 0.48 | 34.65 | 28.27% | -0.636 | 0.000 | -8.303 | 11.831 | Login To Trade |
10.704 | -8.128 | 0.000 | 0.286 | 30.59% | 365.85 | 3.07 | 21.14% | 166.90 | 14,000PCR: 0.37 | 736.80 | 44.94% | 1.14 | 23.95 | 28.55% | -0.730 | 0.000 | -7.384 | 10.421 | Login To Trade |
9.160 | -7.094 | 0.000 | 0.213 | 31.20% | 79.45 | 0.84 | 16.40% | 115.40 | 14,250PCR: 0.28 | 945.45 | 46.98% | 0.24 | 1.45 | 29.98% | -0.796 | 0.000 | -6.636 | 8.918 | Login To Trade |
7.654 | -6.130 | 0.000 | 0.160 | 32.27% | 257.30 | 2.86 | 12.58% | 82.50 | 14,500PCR: 0.21 | 1148.75 | 48.80% | 0.60 | 0.80 | 28.78% | -0.869 | 0.000 | -4.777 | 6.688 | Login To Trade |
6.251 | -5.157 | 0.000 | 0.119 | 33.23% | 70.65 | 1.37 | 9.49% | 59.00 | 14,750PCR: 0.30 | 1300.00 | 99.00% | 0.41 | 2.55 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
5.166 | -4.453 | 0.000 | 0.091 | 34.73% | 193.15 | 4.67 | 7.33% | 44.85 | 15,000PCR: 0.25 | 1608.05 | 50.54% | 1.19 | 2.05 | 28.05% | -0.952 | 0.000 | -2.174 | 3.123 | Login To Trade |
4.213 | -3.766 | 0.000 | 0.070 | 36.01% | 31.80 | 0.87 | 5.60% | 33.80 | 15,250PCR: 0.19 | 1649.40 | 99.00% | 0.17 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
3.476 | -3.230 | 0.000 | 0.054 | 37.45% | 71.90 | 2.98 | 4.36% | 26.35 | 15,500PCR: 0.20 | 1924.30 | 99.00% | 0.60 | 0.05 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
2.981 | -2.908 | 0.000 | 0.045 | 39.31% | 27.40 | 0.76 | 3.56% | 22.10 | 15,750PCR: 0.14 | 1765.25 | 99.00% | 0.11 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
2.465 | -2.483 | 0.000 | 0.035 | 40.59% | 41.65 | 2.85 | 2.80% | 17.40 | 16,000PCR: 0.08 | 2540.30 | 99.00% | 0.22 | 0.25 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
2.004 | -2.071 | 0.000 | 0.028 | 41.63% | 2.35 | 0.25 | 2.16% | 13.40 | 16,250PCR: 0.10 | 2461.95 | 99.00% | 0.02 | 0.05 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.965 | -2.175 | 0.000 | 0.027 | 44.62% | 8.40 | 1.03 | 2.07% | 14.00 | 16,500PCR: 0.09 | 2833.75 | 99.00% | 0.09 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.448 | -1.597 | 0.000 | 0.019 | 44.43% | 0.50 | 0.22 | 1.43% | 9.25 | 16,750PCR: 0.05 | 3201.85 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.420 | -1.661 | 0.000 | 0.018 | 47.12% | 14.80 | 1.08 | 1.38% | 9.60 | 17,000PCR: 0.11 | 3329.95 | 99.00% | 0.12 | 0.05 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.202 | -1.518 | 0.000 | 0.015 | 50.90% | 11.00 | 0.33 | 1.10% | 8.30 | 17,500PCR: 0.11 | 2585.00 | 99.00% | 0.04 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.863 | -1.129 | 0.000 | 0.010 | 52.73% | 0.50 | 0.35 | 0.73% | 5.60 | 18,000PCR: 0.17 | 4380.00 | 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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