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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 | 640PCR: -- | 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 | 0.01 | 99.00% | 105.00 | 660PCR: 3.00 | 0.30 | 1.67% | 0.03 | 0.00 | 35.16% | -0.014 | 0.001 | -0.060 | 0.061 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 670PCR: -- | 0.20 | 1.45% | 0.29 | 4.40 | 31.25% | -0.012 | 0.001 | -0.048 | 0.055 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 680PCR: -- | 0.25 | 1.78% | 0.75 | 0.00 | 29.30% | -0.015 | 0.001 | -0.054 | 0.067 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 690PCR: -- | 0.20 | 1.46% | 0.57 | 5.50 | 25.39% | -0.013 | 0.001 | -0.040 | 0.057 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 9.90 | 0.37 | 99.00% | 80.00 | 700PCR: 38.50 | 0.25 | 1.82% | 14.40 | 79.20 | 23.44% | -0.016 | 0.001 | -0.046 | 0.070 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 710PCR: -- | 0.35 | 2.85% | 4.43 | 47.30 | 22.46% | -0.026 | 0.002 | -0.065 | 0.105 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.10 | 99.00% | 37.85 | 720PCR: 57.22 | 0.50 | 3.70% | 5.67 | 194.70 | 20.51% | -0.035 | 0.002 | -0.076 | 0.133 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 4.40 | 0.68 | 99.00% | 51.00 | 730PCR: 8.65 | 0.80 | 5.83% | 5.90 | 319.00 | 19.53% | -0.056 | 0.003 | -0.106 | 0.196 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 1.44 | 99.00% | 38.15 | 740PCR: 5.04 | 1.45 | 9.22% | 7.26 | 462.00 | 18.80% | -0.093 | 0.005 | -0.151 | 0.289 | Login To Trade |
0.398 | -0.197 | 0.007 | 0.854 | 17.82% | 264.00 | 4.46 | 46.19% | 33.65 | 750PCR: 2.06 | 2.55 | 14.26% | 9.20 | 882.20 | 18.31% | -0.152 | 0.007 | -0.208 | 0.409 | Login To Trade |
0.531 | -0.259 | 0.010 | 0.767 | 17.58% | 424.60 | 8.36 | 43.77% | 25.50 | 760PCR: 1.02 | 4.35 | 20.51% | 8.50 | 976.80 | 17.82% | -0.236 | 0.010 | -0.265 | 0.535 | Login To Trade |
0.639 | -0.308 | 0.012 | 0.655 | 17.33% | 3,471.60 | 15.58 | 39.90% | 18.45 | 770PCR: 0.55 | 7.30 | 27.50% | 8.62 | 1,206.70 | 17.58% | -0.347 | 0.012 | -0.313 | 0.641 | Login To Trade |
0.691 | -0.340 | 0.013 | 0.525 | 17.70% | 6,952.00 | 23.05 | 34.66% | 12.90 | 780PCR: 0.37 | 11.80 | 34.31% | 8.62 | 997.70 | 17.70% | -0.475 | 0.013 | -0.340 | 0.691 | Login To Trade |
0.670 | -0.341 | 0.012 | 0.401 | 18.31% | 4,175.60 | 11.96 | 28.50% | 8.90 | 790PCR: 0.24 | 17.55 | 39.75% | 2.84 | 145.20 | 18.31% | -0.600 | 0.012 | -0.341 | 0.670 | Login To Trade |
0.602 | -0.325 | 0.010 | 0.299 | 19.41% | 7,272.10 | 52.99 | 22.64% | 6.25 | 800PCR: 0.04 | 24.85 | 43.52% | 2.19 | 110.00 | 19.29% | -0.702 | 0.010 | -0.322 | 0.601 | Login To Trade |
0.507 | -0.282 | 0.008 | 0.215 | 20.02% | 1,317.80 | 10.41 | 17.11% | 4.25 | 810PCR: 0.23 | 37.40 | 44.10% | 2.37 | 0.00 | 28.08% | -0.708 | 0.007 | -0.465 | 0.596 | Login To Trade |
0.409 | -0.236 | 0.006 | 0.152 | 20.75% | 2,158.20 | 12.64 | 12.62% | 2.85 | 820PCR: 0.04 | 58.50 | 43.17% | 0.48 | 0.00 | 50.66% | -0.646 | 0.004 | -0.908 | 0.645 | Login To Trade |
0.320 | -0.191 | 0.005 | 0.107 | 21.48% | 568.70 | 4.90 | 9.05% | 1.85 | 830PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.238 | -0.145 | 0.004 | 0.072 | 21.97% | 360.80 | 7.67 | 6.21% | 1.15 | 840PCR: 0.04 | 76.70 | 45.17% | 0.28 | 0.00 | 56.88% | -0.695 | 0.004 | -0.960 | 0.608 | Login To Trade |
0.195 | -0.127 | 0.003 | 0.056 | 23.44% | 374.00 | 8.98 | 4.78% | 0.75 | 850PCR: 0.01 | 79.20 | 47.04% | 0.08 | 0.00 | 47.85% | -0.770 | 0.004 | -0.700 | 0.526 | Login To Trade |
0.133 | -0.086 | 0.002 | 0.035 | 23.44% | 91.30 | 9.65 | 3.00% | 0.50 | 860PCR: 0.00 | 81.50 | 49.66% | 0.02 | 0.00 | 32.47% | -0.903 | 0.003 | -0.268 | 0.297 | Login To Trade |
0.118 | -0.084 | 0.002 | 0.030 | 25.39% | 1.10 | 2.00 | 2.59% | 0.50 | 870PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.079 | -0.056 | 0.001 | 0.019 | 25.39% | 79.20 | 3.43 | 1.60% | 0.30 | 880PCR: 0.02 | 114.00 | 47.82% | 0.07 | 0.00 | 67.38% | -0.765 | 0.003 | -0.997 | 0.533 | Login To Trade |
0.049 | -0.037 | 0.001 | 0.011 | 27.34% | 41.80 | 0.55 | 0.91% | 0.20 | 900PCR: 0.10 | 117.85 | 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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