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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 | 2,320PCR: -- | 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 | 2,360PCR: -- | 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 | 2,400PCR: -- | 0.85 | 1.34% | 0.03 | 0.00 | 34.18% | -0.011 | 0.000 | -0.176 | 0.185 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,440PCR: -- | 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 | 2,480PCR: -- | 2.00 | 2.92% | 0.08 | 0.00 | 32.23% | -0.025 | 0.000 | -0.335 | 0.374 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 259.90 | 2,500PCR: 125.20 | 0.45 | 0.89% | 1.57 | 0.50 | 24.41% | -0.008 | 0.000 | -0.091 | 0.135 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,520PCR: -- | 0.65 | 1.31% | 0.38 | 0.25 | 24.41% | -0.011 | 0.000 | -0.129 | 0.190 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 230.80 | 2,540PCR: 381.00 | 0.70 | 1.57% | 0.95 | 0.50 | 23.44% | -0.014 | 0.000 | -0.146 | 0.224 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 211.10 | 2,560PCR: 129.00 | 1.40 | 2.71% | 0.32 | 0.75 | 24.41% | -0.025 | 0.000 | -0.246 | 0.363 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 220.80 | 2,580PCR: 51.00 | 1.20 | 2.53% | 0.13 | 0.25 | 22.46% | -0.023 | 0.000 | -0.215 | 0.345 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.07 | 99.00% | 212.80 | 2,600PCR: 33.93 | 1.50 | 3.08% | 2.38 | 33.75 | 21.48% | -0.028 | 0.001 | -0.245 | 0.410 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.06 | 99.00% | 144.15 | 2,620PCR: 7.74 | 1.90 | 3.80% | 0.45 | 16.25 | 20.75% | -0.036 | 0.001 | -0.285 | 0.494 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,640PCR: -- | 2.15 | 4.42% | 0.39 | 12.75 | 19.65% | -0.042 | 0.001 | -0.309 | 0.565 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.75 | 0.04 | 99.00% | 167.00 | 2,660PCR: 26.57 | 2.50 | 5.18% | 0.93 | 102.50 | 18.55% | -0.050 | 0.001 | -0.335 | 0.651 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 122.70 | 2,680PCR: 11.00 | 3.25 | 6.64% | 0.36 | 42.50 | 17.94% | -0.065 | 0.001 | -0.400 | 0.803 | Login To Trade |
0.914 | -0.425 | 0.001 | 0.923 | 16.72% | 29.25 | 1.14 | 47.85% | 148.45 | 2,700PCR: 5.00 | 3.90 | 7.78% | 5.68 | 354.75 | 16.72% | -0.078 | 0.001 | -0.427 | 0.920 | Login To Trade |
1.325 | -0.667 | 0.002 | 0.872 | 18.13% | 23.75 | 0.34 | 46.59% | 132.20 | 2,720PCR: 1.62 | 5.25 | 10.22% | 0.55 | 63.00 | 16.30% | -0.105 | 0.002 | -0.521 | 1.151 | Login To Trade |
1.474 | -0.680 | 0.002 | 0.850 | 16.60% | 73.50 | 0.43 | 46.12% | 113.00 | 2,740PCR: 2.07 | 7.20 | 13.05% | 0.89 | 207.00 | 15.75% | -0.139 | 0.002 | -0.612 | 1.399 | Login To Trade |
1.708 | -0.747 | 0.003 | 0.811 | 15.75% | 106.75 | 1.41 | 45.11% | 95.20 | 2,760PCR: 2.70 | 9.40 | 16.53% | 3.80 | 207.00 | 15.38% | -0.183 | 0.003 | -0.717 | 1.678 | Login To Trade |
2.013 | -0.887 | 0.003 | 0.749 | 15.87% | 138.50 | 0.48 | 43.24% | 80.05 | 2,780PCR: 1.43 | 13.80 | 20.69% | 0.69 | 205.25 | 15.11% | -0.241 | 0.003 | -0.826 | 1.969 | Login To Trade |
2.223 | -0.908 | 0.004 | 0.692 | 14.71% | 1,132.50 | 4.90 | 41.43% | 65.75 | 2,800PCR: 0.50 | 18.25 | 25.19% | 2.45 | 537.00 | 14.92% | -0.310 | 0.004 | -0.924 | 2.230 | Login To Trade |
2.426 | -1.020 | 0.004 | 0.609 | 15.14% | 754.25 | 0.49 | 38.31% | 50.50 | 2,820PCR: 0.72 | 24.90 | 29.55% | 0.35 | 146.50 | 14.31% | -0.386 | 0.004 | -0.961 | 2.416 | Login To Trade |
2.515 | -1.049 | 0.004 | 0.526 | 15.01% | 494.25 | 0.64 | 34.88% | 40.20 | 2,840PCR: 0.94 | 34.50 | 34.05% | 0.61 | 182.00 | 14.62% | -0.473 | 0.004 | -1.021 | 2.514 | Login To Trade |
2.494 | -1.032 | 0.004 | 0.442 | 14.89% | 461.25 | 0.58 | 30.87% | 30.50 | 2,860PCR: 0.17 | 45.00 | 37.91% | 0.10 | 8.50 | 14.59% | -0.559 | 0.004 | -1.010 | 2.492 | Login To Trade |
2.369 | -0.990 | 0.004 | 0.362 | 15.05% | 334.00 | 0.40 | 26.62% | 23.05 | 2,880PCR: 0.01 | 106.90 | 38.50% | 0.00 | 0.00 | 34.82% | -0.547 | 0.002 | -2.421 | 2.503 | Login To Trade |
2.159 | -0.908 | 0.004 | 0.289 | 15.14% | 750.50 | 3.01 | 22.26% | 17.00 | 2,900PCR: 0.17 | 70.30 | 43.96% | 0.51 | 55.75 | 14.19% | -0.724 | 0.004 | -0.832 | 2.111 | Login To Trade |
1.892 | -0.799 | 0.003 | 0.225 | 15.20% | 153.25 | 0.89 | 18.02% | 12.10 | 2,920PCR: 0.01 | 130.15 | 41.42% | 0.01 | 0.00 | 34.12% | -0.621 | 0.002 | -2.277 | 2.402 | Login To Trade |
1.600 | -0.684 | 0.003 | 0.170 | 15.38% | 138.00 | 0.61 | 14.15% | 8.70 | 2,940PCR: 0.12 | 102.80 | 47.38% | 0.07 | 22.25 | 14.53% | -0.843 | 0.003 | -0.614 | 1.520 | Login To Trade |
1.354 | -0.597 | 0.002 | 0.133 | 15.87% | 107.00 | 0.40 | 11.26% | 6.55 | 2,960PCR: 0.01 | 186.40 | 42.41% | 0.01 | 0.00 | 46.57% | -0.631 | 0.001 | -3.083 | 2.383 | Login To Trade |
1.096 | -0.488 | 0.002 | 0.098 | 16.05% | 33.00 | 0.30 | 8.53% | 4.65 | 2,980PCR: 0.01 | 218.55 | 42.68% | 0.00 | 0.00 | 54.57% | -0.627 | 0.001 | -3.626 | 2.392 | Login To Trade |
0.895 | -0.410 | 0.001 | 0.075 | 16.48% | 210.50 | 3.97 | 6.59% | 3.45 | 3,000PCR: 0.03 | 157.50 | 49.87% | 0.12 | 6.50 | 14.16% | -0.954 | 0.001 | -0.242 | 0.614 | Login To Trade |
0.731 | -0.345 | 0.001 | 0.058 | 16.97% | 23.25 | 0.12 | 5.12% | 2.60 | 3,020PCR: 0.02 | 254.30 | 43.91% | 0.00 | 0.00 | 57.92% | -0.656 | 0.001 | -3.740 | 2.324 | Login To Trade |
0.621 | -0.305 | 0.001 | 0.047 | 17.70% | 22.75 | 0.19 | 4.17% | 2.15 | 3,040PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.474 | -0.235 | 0.001 | 0.034 | 17.82% | 4.25 | 0.10 | 3.01% | 1.50 | 3,060PCR: 0.08 | 271.25 | 45.60% | 0.01 | 0.00 | 52.49% | -0.715 | 0.001 | -3.125 | 2.143 | Login To Trade |
0.842 | -0.557 | 0.001 | 0.069 | 23.80% | 0.00 | 0.11 | 5.93% | 4.55 | 3,080PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.385 | -0.211 | 0.001 | 0.026 | 19.78% | 13.75 | 0.30 | 2.32% | 1.25 | 3,100PCR: 0.02 | 370.00 | 44.86% | 0.01 | 0.00 | 83.25% | -0.646 | 0.001 | -5.435 | 2.350 | Login To Trade |
0.335 | -0.191 | 0.000 | 0.022 | 20.51% | 1.00 | 0.27 | 1.96% | 1.10 | 3,120PCR: 0.08 | 309.70 | 47.49% | 0.02 | 0.50 | 49.01% | -0.785 | 0.001 | -2.515 | 1.847 | Login To Trade |
0.168 | -0.093 | 0.000 | 0.010 | 20.02% | 0.00 | 0.06 | 0.88% | 0.40 | 3,160PCR: 0.04 | 324.00 | 49.74% | 0.00 | 0.75 | 35.71% | -0.899 | 0.001 | -1.105 | 1.114 | Login To Trade |
0.147 | -0.090 | 0.000 | 0.009 | 21.97% | 1.00 | 0.04 | 0.74% | 0.40 | 3,200PCR: 3.07 | 422.90 | 47.39% | 0.11 | 0.00 | 73.24% | -0.740 | 0.001 | -4.168 | 2.049 | Login To Trade |
0.318 | -0.250 | 0.000 | 0.021 | 28.32% | 0.00 | 0.02 | 1.77% | 1.40 | 3,240PCR: 0.00 | 0.00 | 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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