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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 | 720PCR: -- | 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 | 740PCR: -- | 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 | 750PCR: -- | 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% | 2.33 | 0.00 | 99.00% | 106.30 | 760PCR: -- | 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 | 770PCR: -- | 1.50 | 5.53% | 0.01 | 0.00 | 35.64% | -0.050 | 0.002 | -0.197 | 0.199 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 780PCR: -- | 0.95 | 4.32% | 0.40 | 23.25 | 29.79% | -0.039 | 0.002 | -0.136 | 0.164 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 790PCR: -- | 1.25 | 5.68% | 0.12 | 16.28 | 28.81% | -0.052 | 0.002 | -0.167 | 0.208 | Login To Trade |
0.284 | -0.230 | 0.003 | 0.922 | 29.05% | 3.88 | 0.09 | 47.27% | 76.75 | 800PCR: 8.00 | 1.60 | 7.08% | 0.74 | 62.78 | 27.34% | -0.067 | 0.002 | -0.192 | 0.252 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 810PCR: -- | 1.85 | 8.50% | 1.66 | 26.35 | 25.39% | -0.083 | 0.003 | -0.208 | 0.296 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 53.85 | 820PCR: 117.00 | 2.55 | 10.91% | 1.81 | 117.03 | 24.17% | -0.110 | 0.004 | -0.245 | 0.365 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 830PCR: -- | 3.60 | 14.15% | 1.25 | 216.23 | 23.19% | -0.149 | 0.005 | -0.290 | 0.451 | Login To Trade |
0.579 | -0.397 | 0.006 | 0.777 | 24.66% | 8.53 | 0.02 | 43.70% | 40.85 | 840PCR: 34.33 | 5.45 | 18.86% | 0.80 | 160.43 | 23.19% | -0.209 | 0.006 | -0.360 | 0.559 | Login To Trade |
0.651 | -0.411 | 0.008 | 0.722 | 22.71% | 150.35 | 0.78 | 42.02% | 32.35 | 850PCR: 2.84 | 7.50 | 23.34% | 2.22 | 373.55 | 22.34% | -0.275 | 0.008 | -0.402 | 0.648 | Login To Trade |
0.727 | -0.458 | 0.009 | 0.640 | 22.71% | 563.43 | 1.79 | 39.15% | 25.65 | 860PCR: 1.74 | 10.40 | 28.24% | 3.11 | 289.85 | 21.73% | -0.355 | 0.009 | -0.436 | 0.723 | Login To Trade |
0.767 | -0.476 | 0.009 | 0.558 | 22.34% | 2,597.03 | 3.24 | 35.84% | 20.00 | 870PCR: 0.55 | 14.65 | 33.14% | 1.78 | 354.95 | 21.73% | -0.447 | 0.009 | -0.464 | 0.768 | Login To Trade |
0.772 | -0.474 | 0.009 | 0.465 | 22.09% | 1,001.30 | 3.90 | 31.67% | 15.20 | 880PCR: 0.41 | 19.90 | 37.56% | 1.60 | 283.65 | 21.97% | -0.541 | 0.009 | -0.470 | 0.771 | Login To Trade |
0.738 | -0.478 | 0.008 | 0.377 | 23.32% | 553.35 | 2.30 | 27.02% | 11.50 | 890PCR: 0.42 | 26.00 | 41.13% | 0.98 | 21.70 | 21.97% | -0.631 | 0.009 | -0.447 | 0.733 | Login To Trade |
0.672 | -0.430 | 0.008 | 0.297 | 23.07% | 1,011.38 | 5.54 | 22.29% | 8.10 | 900PCR: 0.48 | 33.55 | 43.76% | 2.68 | 62.78 | 22.95% | -0.705 | 0.008 | -0.427 | 0.671 | Login To Trade |
0.594 | -0.391 | 0.007 | 0.233 | 23.68% | 322.40 | 3.05 | 18.17% | 6.10 | 910PCR: 0.28 | 41.35 | 45.86% | 0.84 | 10.08 | 23.44% | -0.770 | 0.007 | -0.384 | 0.590 | Login To Trade |
0.518 | -0.355 | 0.006 | 0.185 | 24.66% | 317.75 | 5.84 | 14.79% | 4.70 | 920PCR: 0.21 | 50.65 | 46.96% | 1.25 | 6.98 | 25.63% | -0.805 | 0.005 | -0.381 | 0.535 | Login To Trade |
0.446 | -0.317 | 0.005 | 0.146 | 25.63% | 316.20 | 9.06 | 11.96% | 3.55 | 930PCR: 0.16 | 57.45 | 49.04% | 1.48 | 3.10 | 21.48% | -0.897 | 0.004 | -0.208 | 0.348 | Login To Trade |
0.376 | -0.275 | 0.004 | 0.114 | 26.37% | 199.18 | 4.27 | 9.47% | 2.80 | 940PCR: 0.22 | 78.15 | 46.23% | 0.95 | 0.00 | 45.41% | -0.747 | 0.004 | -0.783 | 0.621 | Login To Trade |
0.308 | -0.230 | 0.003 | 0.087 | 26.86% | 160.43 | 6.36 | 7.32% | 2.00 | 950PCR: 0.20 | 87.55 | 46.89% | 1.28 | 0.00 | 47.85% | -0.766 | 0.003 | -0.791 | 0.596 | Login To Trade |
0.265 | -0.207 | 0.003 | 0.072 | 28.08% | 189.10 | 5.93 | 6.00% | 1.70 | 960PCR: 0.05 | 48.75 | 99.00% | 0.30 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.230 | -0.187 | 0.002 | 0.059 | 29.30% | 83.70 | 1.79 | 4.98% | 1.40 | 970PCR: 0.06 | 52.75 | 99.00% | 0.12 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.195 | -0.164 | 0.002 | 0.049 | 30.27% | 26.35 | 1.38 | 4.05% | 1.20 | 980PCR: 0.72 | 112.10 | 49.11% | 0.99 | 0.00 | 47.12% | -0.849 | 0.003 | -0.594 | 0.454 | Login To Trade |
0.167 | -0.145 | 0.001 | 0.040 | 31.25% | 65.88 | 0.74 | 3.32% | 1.00 | 990PCR: 0.06 | 53.00 | 99.00% | 0.05 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.143 | -0.128 | 0.001 | 0.033 | 32.23% | 185.23 | 10.80 | 2.74% | 0.80 | 1,000PCR: 0.12 | 136.65 | 48.82% | 1.32 | 0.00 | 63.72% | -0.807 | 0.002 | -0.943 | 0.533 | Login To Trade |
0.114 | -0.102 | 0.001 | 0.025 | 32.23% | 0.78 | 0.26 | 2.08% | 0.60 | 1,010PCR: 0.06 | 87.75 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.120 | -0.117 | 0.001 | 0.027 | 35.16% | 0.00 | 1.37 | 2.18% | 0.65 | 1,020PCR: 0.01 | 98.25 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.106 | -0.106 | 0.001 | 0.023 | 36.13% | 3.10 | 0.12 | 1.86% | 0.60 | 1,030PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.082 | -0.082 | 0.001 | 0.017 | 36.13% | 16.28 | 0.20 | 1.37% | 0.40 | 1,040PCR: 0.27 | 84.50 | 99.00% | 0.05 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.064 | -0.064 | 0.001 | 0.013 | 36.13% | 3.10 | 0.50 | 1.02% | 0.30 | 1,050PCR: 0.08 | 126.40 | 99.00% | 0.04 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.073 | -0.079 | 0.001 | 0.015 | 39.06% | 11.63 | 1.50 | 1.18% | 0.35 | 1,060PCR: 0.03 | 103.25 | 99.00% | 0.05 | 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 | 1,080PCR: -- | 80.60 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.505 | -1.340 | 0.001 | 0.177 | 95.58% | 0.00 | 0.02 | 11.35% | 16.15 | 1,090PCR: 1.50 | 88.05 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.445 | -1.147 | 0.001 | 0.146 | 92.77% | 0.00 | 0.04 | 9.45% | 12.45 | 1,110PCR: 0.60 | 179.35 | 99.00% | 0.02 | 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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