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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 | 0.07 | 99.00% | 21.00 | 80PCR: 34.00 | 0.05 | 0.01% | 2.37 | 0.00 | 31.25% | 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 | 83PCR: -- | 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 | 84PCR: -- | 0.02 | 0.09% | 0.21 | 48.83 | 31.25% | -0.001 | 0.000 | -0.001 | 0.001 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.77 | 99.00% | 17.30 | 85PCR: 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 | 0.07 | 99.00% | 10.30 | 86PCR: 11.00 | 0.05 | 0.26% | 0.77 | 20.93 | 31.25% | -0.002 | 0.001 | -0.001 | 0.002 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 87PCR: -- | 0.03 | 0.43% | 0.56 | 20.93 | 31.25% | -0.004 | 0.002 | -0.002 | 0.003 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 20.93 | 0.21 | 99.00% | 16.20 | 88PCR: 3.00 | 0.05 | 0.69% | 0.63 | 55.80 | 31.25% | -0.006 | 0.002 | -0.003 | 0.004 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 27.90 | 0.28 | 99.00% | 14.96 | 89PCR: 28.25 | 0.07 | 1.07% | 7.88 | 795.15 | 31.25% | -0.009 | 0.003 | -0.005 | 0.006 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 418.50 | 3.00 | 99.00% | 14.45 | 90PCR: 5.28 | 0.07 | 1.61% | 15.83 | 2,001.83 | 31.25% | -0.014 | 0.005 | -0.007 | 0.008 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 13.95 | 0.42 | 99.00% | 13.35 | 91PCR: 6.00 | 0.08 | 2.36% | 2.51 | 460.35 | 31.25% | -0.021 | 0.007 | -0.010 | 0.011 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 69.75 | 0.84 | 99.00% | 12.27 | 92PCR: 9.08 | 0.11 | 3.36% | 7.60 | 892.80 | 31.25% | -0.030 | 0.009 | -0.014 | 0.016 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.28 | 99.00% | 11.63 | 93PCR: 37.50 | 0.11 | 4.70% | 10.46 | 1,548.45 | 31.25% | -0.042 | 0.012 | -0.018 | 0.021 | Login To Trade |
0.027 | -0.023 | 0.016 | 0.942 | 31.25% | 202.28 | 0.70 | 47.35% | 10.82 | 94PCR: 32.80 | 0.13 | 4.00% | 22.88 | 1,450.80 | 27.34% | -0.037 | 0.013 | -0.014 | 0.019 | Login To Trade |
0.025 | -0.019 | 0.017 | 0.947 | 27.34% | 1,102.05 | 16.39 | 47.79% | 9.75 | 95PCR: 2.44 | 0.17 | 5.67% | 39.97 | 5,224.28 | 27.34% | -0.053 | 0.017 | -0.019 | 0.025 | Login To Trade |
0.041 | -0.036 | 0.025 | 0.898 | 31.25% | 990.45 | 6.70 | 46.59% | 8.96 | 96PCR: 4.03 | 0.20 | 7.94% | 26.99 | 5,845.05 | 27.34% | -0.076 | 0.022 | -0.025 | 0.033 | Login To Trade |
0.050 | -0.043 | 0.029 | 0.869 | 31.25% | 1,206.68 | 17.86 | 46.10% | 8.05 | 97PCR: 5.16 | 0.27 | 10.45% | 92.21 | 7,958.48 | 27.34% | -0.102 | 0.028 | -0.031 | 0.041 | Login To Trade |
0.051 | -0.038 | 0.034 | 0.865 | 27.34% | 5,775.30 | 17.58 | 46.22% | 7.00 | 98PCR: 3.52 | 0.36 | 11.68% | 61.94 | 10,085.85 | 25.39% | -0.118 | 0.034 | -0.033 | 0.046 | Login To Trade |
0.056 | -0.040 | 0.041 | 0.842 | 25.39% | 6,891.30 | 23.09 | 45.31% | 6.12 | 99PCR: 3.46 | 0.46 | 15.18% | 79.93 | 9,737.10 | 25.39% | -0.158 | 0.041 | -0.040 | 0.056 | Login To Trade |
0.066 | -0.047 | 0.049 | 0.793 | 25.39% | 40,608.45 | 61.03 | 44.37% | 5.25 | 100PCR: 1.62 | 0.67 | 18.71% | 99.05 | 26,212.05 | 25.39% | -0.205 | 0.048 | -0.046 | 0.066 | Login To Trade |
0.075 | -0.053 | 0.055 | 0.739 | 25.39% | 17,939.70 | 41.57 | 42.78% | 4.47 | 101PCR: 0.44 | 0.91 | 22.61% | 18.48 | 8,502.53 | 25.39% | -0.259 | 0.055 | -0.053 | 0.075 | Login To Trade |
0.082 | -0.056 | 0.063 | 0.685 | 24.41% | 38,669.40 | 81.33 | 40.68% | 3.74 | 102PCR: 0.41 | 1.22 | 26.44% | 33.27 | 9,325.58 | 25.39% | -0.318 | 0.060 | -0.058 | 0.083 | Login To Trade |
0.089 | -0.063 | 0.065 | 0.618 | 25.39% | 22,410.68 | 28.04 | 38.24% | 3.20 | 103PCR: 0.60 | 1.56 | 29.68% | 16.81 | 4,282.65 | 24.41% | -0.381 | 0.067 | -0.060 | 0.088 | Login To Trade |
0.092 | -0.065 | 0.067 | 0.551 | 25.39% | 30,390.08 | 55.24 | 35.48% | 2.65 | 104PCR: 0.46 | 2.02 | 33.72% | 25.60 | 5,154.53 | 25.39% | -0.449 | 0.067 | -0.065 | 0.092 | Login To Trade |
0.093 | -0.065 | 0.068 | 0.483 | 25.39% | 64,114.20 | 120.81 | 32.32% | 2.15 | 105PCR: 0.34 | 2.54 | 36.82% | 41.15 | 3,787.43 | 25.39% | -0.516 | 0.068 | -0.065 | 0.093 | Login To Trade |
0.091 | -0.064 | 0.066 | 0.417 | 25.39% | 15,240.38 | 36.76 | 28.79% | 1.77 | 106PCR: 0.36 | 3.25 | 39.21% | 13.25 | 1,220.63 | 26.37% | -0.579 | 0.064 | -0.067 | 0.091 | Login To Trade |
0.087 | -0.063 | 0.061 | 0.357 | 26.37% | 17,367.75 | 44.43 | 25.78% | 1.42 | 107PCR: 0.50 | 3.82 | 41.58% | 22.25 | 941.63 | 25.39% | -0.646 | 0.063 | -0.061 | 0.086 | Login To Trade |
0.081 | -0.059 | 0.057 | 0.302 | 26.37% | 13,140.90 | 63.96 | 22.56% | 1.12 | 108PCR: 0.25 | 4.51 | 43.67% | 15.83 | 544.05 | 25.39% | -0.706 | 0.058 | -0.057 | 0.080 | Login To Trade |
0.075 | -0.057 | 0.051 | 0.258 | 27.34% | 8,446.73 | 47.64 | 19.63% | 0.96 | 109PCR: 0.24 | 5.21 | 45.70% | 11.65 | 467.33 | 25.39% | -0.759 | 0.053 | -0.051 | 0.072 | Login To Trade |
0.067 | -0.051 | 0.046 | 0.211 | 27.34% | 34,491.38 | 241.40 | 16.49% | 0.75 | 110PCR: 0.11 | 6.03 | 46.92% | 25.67 | 537.08 | 25.39% | -0.807 | 0.046 | -0.045 | 0.064 | Login To Trade |
0.059 | -0.045 | 0.040 | 0.171 | 27.34% | 3,689.78 | 49.10 | 13.59% | 0.60 | 111PCR: 0.57 | 11.60 | 42.87% | 27.97 | 0.00 | 83.98% | -0.589 | 0.020 | -0.211 | 0.090 | Login To Trade |
0.055 | -0.045 | 0.035 | 0.154 | 29.30% | 4,645.35 | 33.83 | 12.47% | 0.49 | 112PCR: 0.05 | 8.25 | 47.44% | 1.67 | 202.28 | 35.16% | -0.799 | 0.034 | -0.064 | 0.065 | Login To Trade |
0.048 | -0.039 | 0.030 | 0.124 | 29.30% | 3,048.08 | 20.58 | 10.13% | 0.39 | 113PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.044 | -0.039 | 0.026 | 0.113 | 31.25% | 1,129.95 | 12.97 | 9.27% | 0.34 | 114PCR: 0.19 | 9.59 | 49.91% | 2.44 | 118.58 | 25.39% | -0.933 | 0.022 | -0.021 | 0.030 | Login To Trade |
0.038 | -0.033 | 0.022 | 0.090 | 31.25% | 11,355.30 | 75.33 | 7.46% | 0.28 | 115PCR: 0.03 | 16.00 | 44.93% | 2.30 | 0.00 | 102.54% | -0.619 | 0.016 | -0.252 | 0.088 | Login To Trade |
0.032 | -0.028 | 0.019 | 0.072 | 31.25% | 1,018.35 | 10.88 | 5.98% | 0.24 | 116PCR: 0.09 | 14.69 | 46.14% | 0.98 | 27.90 | 78.13% | -0.695 | 0.019 | -0.177 | 0.081 | Login To Trade |
0.027 | -0.023 | 0.016 | 0.057 | 31.25% | 655.65 | 8.72 | 4.68% | 0.21 | 117PCR: 0.01 | 13.10 | 49.34% | 0.07 | 0.00 | 44.92% | -0.859 | 0.021 | -0.065 | 0.052 | Login To Trade |
0.030 | -0.029 | 0.016 | 0.066 | 35.16% | 1,408.95 | 22.39 | 5.43% | 0.19 | 118PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.021 | -0.021 | 0.011 | 0.043 | 35.16% | 4,254.75 | 39.55 | 3.48% | 0.14 | 120PCR: 0.07 | 16.20 | 49.75% | 2.93 | 55.80 | 52.73% | -0.868 | 0.018 | -0.073 | 0.050 | Login To Trade |
0.021 | -0.022 | 0.010 | 0.042 | 39.06% | 1,381.05 | 10.60 | 3.37% | 0.11 | 122PCR: 0.00 | 15.91 | 99.00% | 0.00 | 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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