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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 | 10,000PCR: -- | 7.65 | 1.76% | 0.22 | 39.80 | 60.79% | -0.013 | 0.000 | -1.648 | 0.976 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 10,500PCR: -- | 10.00 | 2.21% | 0.19 | 29.70 | 53.22% | -0.017 | 0.000 | -1.845 | 1.248 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 10,750PCR: -- | 12.05 | 2.67% | 0.05 | 9.00 | 50.11% | -0.021 | 0.000 | -2.091 | 1.502 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.10 | 0.01 | 99.00% | 2250.00 | 11,000PCR: 143.55 | 14.90 | 3.30% | 1.44 | 188.05 | 47.36% | -0.027 | 0.000 | -2.421 | 1.840 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 11,250PCR: -- | 19.55 | 4.33% | 0.12 | 34.30 | 45.04% | -0.036 | 0.000 | -2.963 | 2.368 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 1542.80 | 11,500PCR: 55.81 | 22.00 | 5.14% | 0.89 | 311.80 | 41.66% | -0.044 | 0.000 | -3.230 | 2.792 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 11,750PCR: -- | 28.80 | 6.31% | 0.38 | 130.20 | 38.33% | -0.056 | 0.000 | -3.592 | 3.374 | Login To Trade |
3.821 | -3.592 | 0.000 | 0.934 | 33.84% | 11.90 | 0.85 | 47.32% | 1430.00 | 12,000PCR: 3.15 | 37.50 | 8.25% | 2.68 | 714.60 | 35.89% | -0.077 | 0.000 | -4.269 | 4.283 | Login To Trade |
5.541 | -5.178 | 0.000 | 0.891 | 33.65% | 4.05 | 0.07 | 46.37% | 1200.00 | 12,250PCR: 14.13 | 48.45 | 10.48% | 0.93 | 280.15 | 32.78% | -0.102 | 0.000 | -4.807 | 5.279 | Login To Trade |
7.035 | -6.193 | 0.000 | 0.847 | 31.69% | 68.85 | 0.39 | 45.33% | 977.60 | 12,500PCR: 3.85 | 71.00 | 14.15% | 1.50 | 612.00 | 30.67% | -0.145 | 0.000 | -5.773 | 6.776 | Login To Trade |
8.355 | -6.474 | 0.000 | 0.799 | 27.89% | 167.90 | 0.39 | 44.19% | 750.05 | 12,750PCR: 1.70 | 102.00 | 18.88% | 0.66 | 335.30 | 28.60% | -0.206 | 0.000 | -6.745 | 8.489 | Login To Trade |
10.263 | -7.702 | 0.000 | 0.705 | 27.02% | 973.95 | 1.12 | 41.27% | 558.15 | 13,000PCR: 1.33 | 158.30 | 25.02% | 1.49 | 871.30 | 27.40% | -0.297 | 0.000 | -7.839 | 10.300 | Login To Trade |
11.574 | -8.482 | 0.001 | 0.590 | 26.38% | 1,030.75 | 0.78 | 36.97% | 399.95 | 13,250PCR: 1.14 | 241.85 | 31.57% | 0.89 | 412.30 | 26.50% | -0.411 | 0.001 | -8.523 | 11.576 | Login To Trade |
11.827 | -8.831 | 0.001 | 0.464 | 26.88% | 1,965.45 | 2.42 | 31.32% | 272.15 | 13,500PCR: 0.69 | 372.20 | 37.56% | 1.68 | 327.05 | 27.02% | -0.535 | 0.001 | -8.876 | 11.828 | Login To Trade |
11.001 | -8.326 | 0.001 | 0.348 | 27.24% | 797.90 | 0.99 | 25.13% | 183.30 | 13,750PCR: 0.45 | 529.70 | 42.28% | 0.44 | 12.70 | 27.05% | -0.655 | 0.001 | -8.236 | 10.962 | Login To Trade |
9.619 | -7.685 | 0.000 | 0.258 | 28.76% | 2,076.15 | 3.78 | 19.58% | 129.00 | 14,000PCR: 0.22 | 720.00 | 45.35% | 0.82 | 31.60 | 28.24% | -0.746 | 0.000 | -7.479 | 9.536 | Login To Trade |
8.058 | -6.749 | 0.000 | 0.189 | 30.15% | 655.90 | 1.09 | 14.87% | 89.15 | 14,250PCR: 0.17 | 946.30 | 47.21% | 0.18 | 2.40 | 30.85% | -0.806 | 0.000 | -7.002 | 8.170 | Login To Trade |
6.612 | -5.819 | 0.000 | 0.140 | 31.68% | 999.35 | 3.39 | 11.20% | 65.00 | 14,500PCR: 0.15 | 1125.00 | 49.72% | 0.50 | 3.60 | 24.54% | -0.922 | 0.000 | -2.949 | 4.327 | Login To Trade |
5.404 | -5.007 | 0.000 | 0.105 | 33.36% | 370.55 | 1.47 | 8.49% | 48.20 | 14,750PCR: 0.25 | 1397.00 | 49.59% | 0.37 | 1.60 | 33.04% | -0.898 | 0.000 | -4.846 | 5.281 | Login To Trade |
4.445 | -4.341 | 0.000 | 0.081 | 35.16% | 939.65 | 5.54 | 6.53% | 37.45 | 15,000PCR: 0.17 | 1640.00 | 50.09% | 0.93 | 4.00 | 35.89% | -0.915 | 0.000 | -4.596 | 4.610 | Login To Trade |
3.530 | -3.582 | 0.000 | 0.060 | 36.53% | 167.80 | 0.80 | 4.84% | 27.10 | 15,250PCR: 0.18 | 1859.40 | 50.92% | 0.14 | 0.45 | 29.45% | -0.974 | 0.000 | -1.462 | 1.788 | Login To Trade |
2.821 | -2.951 | 0.000 | 0.045 | 37.66% | 281.95 | 3.21 | 3.64% | 20.15 | 15,500PCR: 0.18 | 2110.05 | 51.08% | 0.57 | 1.60 | 33.42% | -0.973 | 0.000 | -1.729 | 1.862 | Login To Trade |
2.429 | -2.689 | 0.000 | 0.037 | 39.86% | 42.80 | 0.68 | 2.99% | 18.10 | 15,750PCR: 0.15 | 2545.00 | 49.57% | 0.11 | 0.30 | 73.17% | -0.819 | 0.000 | -15.932 | 7.839 | Login To Trade |
1.849 | -2.079 | 0.000 | 0.027 | 40.47% | 146.50 | 2.62 | 2.13% | 12.50 | 16,000PCR: 0.08 | 2565.00 | 99.00% | 0.21 | 0.95 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.663 | -1.976 | 0.000 | 0.024 | 42.79% | 15.60 | 0.21 | 1.85% | 11.00 | 16,250PCR: 0.12 | 2461.95 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.423 | -1.757 | 0.000 | 0.020 | 44.43% | 48.20 | 0.93 | 1.52% | 9.20 | 16,500PCR: 0.09 | 3477.80 | 50.02% | 0.09 | 0.00 | 107.96% | -0.773 | 0.000 | -26.909 | 8.973 | Login To Trade |
1.286 | -1.666 | 0.000 | 0.018 | 46.63% | 10.50 | 0.12 | 1.33% | 8.45 | 16,750PCR: 0.10 | 3201.85 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.040 | -1.370 | 0.000 | 0.014 | 47.42% | 34.05 | 1.04 | 1.03% | 6.55 | 17,000PCR: 0.11 | 3600.00 | 50.69% | 0.11 | 0.05 | 15.63% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.913 | -1.313 | 0.000 | 0.012 | 51.76% | 6.45 | 0.29 | 0.86% | 6.00 | 17,500PCR: 0.12 | 2585.00 | 99.00% | 0.04 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.617 | -0.914 | 0.000 | 0.007 | 53.34% | 7.55 | 0.30 | 0.54% | 3.80 | 18,000PCR: 0.19 | 4744.25 | 52.45% | 0.06 | 0.15 | 99.52% | -0.890 | 0.000 | -15.499 | 5.607 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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