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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 | 0.03 | 99.00% | 106.60 | 680PCR: 13.00 | 0.20 | 0.92% | 0.36 | 71.40 | 42.97% | -0.007 | 0.000 | -0.045 | 0.038 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 112.05 | 690PCR: 21.50 | 0.20 | 1.04% | 0.30 | 0.70 | 41.02% | -0.008 | 0.000 | -0.048 | 0.043 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 5.60 | 0.41 | 99.00% | 143.90 | 700PCR: 10.98 | 0.20 | 1.17% | 4.46 | 133.00 | 39.06% | -0.009 | 0.000 | -0.052 | 0.048 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 77.60 | 710PCR: 16.00 | 0.15 | 0.95% | 0.34 | 7.00 | 35.16% | -0.008 | 0.000 | -0.039 | 0.040 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.26 | 99.00% | 69.05 | 720PCR: 19.81 | 0.20 | 1.03% | 5.13 | 27.30 | 33.20% | -0.009 | 0.000 | -0.041 | 0.044 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.11 | 99.00% | 96.55 | 730PCR: 24.31 | 0.30 | 1.72% | 2.72 | 105.70 | 33.20% | -0.015 | 0.001 | -0.065 | 0.070 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.26 | 99.00% | 76.50 | 740PCR: 11.43 | 0.40 | 1.92% | 2.96 | 149.80 | 31.25% | -0.017 | 0.001 | -0.068 | 0.078 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 6.30 | 1.11 | 99.00% | 105.00 | 750PCR: 7.42 | 0.65 | 3.00% | 8.25 | 518.00 | 31.25% | -0.026 | 0.001 | -0.101 | 0.116 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 12.60 | 1.18 | 99.00% | 95.55 | 760PCR: 7.28 | 0.70 | 3.52% | 8.56 | 330.40 | 29.30% | -0.031 | 0.001 | -0.109 | 0.135 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 3.91% | 4.20 | 1.45 | 50.10% | 85.10 | 770PCR: 4.85 | 0.95 | 4.59% | 7.03 | 338.10 | 27.83% | -0.042 | 0.002 | -0.132 | 0.170 | Login To Trade |
0.186 | -0.131 | 0.002 | 0.953 | 25.39% | 77.70 | 1.91 | 48.05% | 77.00 | 780PCR: 6.99 | 1.25 | 5.98% | 13.36 | 1,663.90 | 26.86% | -0.056 | 0.002 | -0.160 | 0.215 | Login To Trade |
0.291 | -0.213 | 0.003 | 0.917 | 26.37% | 46.90 | 3.20 | 47.28% | 67.10 | 790PCR: 1.51 | 1.80 | 7.81% | 4.84 | 1,305.50 | 25.63% | -0.075 | 0.003 | -0.192 | 0.270 | Login To Trade |
0.315 | -0.205 | 0.004 | 0.908 | 23.44% | 771.40 | 20.17 | 47.18% | 58.00 | 800PCR: 0.64 | 2.45 | 10.35% | 12.95 | 3,336.20 | 24.66% | -0.103 | 0.004 | -0.234 | 0.342 | Login To Trade |
0.460 | -0.321 | 0.005 | 0.841 | 25.15% | 560.70 | 6.42 | 45.52% | 49.20 | 810PCR: 1.06 | 3.40 | 13.66% | 6.78 | 2,739.80 | 23.44% | -0.143 | 0.005 | -0.279 | 0.428 | Login To Trade |
0.508 | -0.313 | 0.006 | 0.815 | 22.22% | 2,026.50 | 12.16 | 44.93% | 40.35 | 820PCR: 0.86 | 4.70 | 17.37% | 10.40 | 3,245.90 | 22.71% | -0.190 | 0.006 | -0.326 | 0.516 | Login To Trade |
0.609 | -0.368 | 0.008 | 0.746 | 21.73% | 3,633.70 | 7.31 | 42.92% | 32.35 | 830PCR: 1.35 | 6.75 | 22.48% | 9.88 | 3,942.40 | 21.97% | -0.262 | 0.008 | -0.378 | 0.619 | Login To Trade |
0.694 | -0.412 | 0.009 | 0.663 | 21.36% | 9,481.50 | 8.43 | 40.02% | 25.30 | 840PCR: 1.45 | 9.60 | 27.30% | 12.22 | 5,446.00 | 21.73% | -0.340 | 0.009 | -0.420 | 0.696 | Login To Trade |
0.747 | -0.436 | 0.010 | 0.569 | 21.00% | 12,809.30 | 9.57 | 36.40% | 19.00 | 850PCR: 0.75 | 13.45 | 32.40% | 7.18 | 2,932.30 | 21.48% | -0.432 | 0.010 | -0.446 | 0.747 | Login To Trade |
0.756 | -0.441 | 0.010 | 0.469 | 21.00% | 8,224.30 | 11.31 | 31.89% | 14.15 | 860PCR: 0.41 | 18.40 | 37.05% | 4.68 | 1,213.10 | 21.48% | -0.530 | 0.010 | -0.451 | 0.756 | Login To Trade |
0.720 | -0.422 | 0.009 | 0.373 | 21.12% | 6,064.80 | 7.48 | 26.87% | 10.10 | 870PCR: 0.28 | 24.15 | 41.34% | 2.07 | 686.70 | 20.39% | -0.640 | 0.010 | -0.402 | 0.711 | Login To Trade |
0.646 | -0.379 | 0.009 | 0.285 | 21.12% | 6,262.20 | 14.07 | 21.71% | 6.95 | 880PCR: 0.02 | 31.10 | 43.92% | 0.29 | 84.70 | 21.24% | -0.713 | 0.008 | -0.382 | 0.647 | Login To Trade |
0.549 | -0.324 | 0.007 | 0.211 | 21.24% | 3,232.60 | 9.12 | 16.80% | 4.60 | 890PCR: 0.00 | 91.60 | 41.20% | 0.01 | 0.00 | 94.48% | -0.534 | 0.002 | -1.981 | 0.755 | Login To Trade |
0.448 | -0.267 | 0.006 | 0.152 | 21.48% | 3,440.50 | 9.86 | 12.56% | 3.15 | 900PCR: 0.10 | 47.30 | 47.77% | 0.94 | 26.60 | 21.73% | -0.845 | 0.006 | -0.274 | 0.453 | Login To Trade |
0.359 | -0.224 | 0.004 | 0.111 | 22.46% | 824.60 | 6.86 | 9.35% | 2.15 | 910PCR: 0.00 | 109.85 | 42.82% | 0.03 | 0.00 | 101.81% | -0.564 | 0.002 | -2.115 | 0.748 | Login To Trade |
0.276 | -0.172 | 0.003 | 0.077 | 22.46% | 1,041.60 | 9.32 | 6.64% | 1.40 | 920PCR: 0.00 | 114.00 | 43.53% | 0.02 | 0.00 | 99.24% | -0.586 | 0.002 | -2.042 | 0.741 | Login To Trade |
0.215 | -0.140 | 0.003 | 0.056 | 23.44% | 150.50 | 1.78 | 4.85% | 1.05 | 930PCR: 0.02 | 128.95 | 44.17% | 0.03 | 0.00 | 109.62% | -0.588 | 0.002 | -2.250 | 0.739 | Login To Trade |
0.179 | -0.121 | 0.002 | 0.045 | 24.41% | 186.90 | 1.02 | 3.84% | 0.80 | 940PCR: 0.09 | 83.25 | 99.00% | 0.09 | 9.80 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.102 | -0.072 | 0.001 | 0.022 | 25.39% | 135.10 | 0.53 | 1.93% | 0.35 | 960PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.056 | -0.041 | 0.001 | 0.011 | 26.37% | 43.40 | 0.36 | 0.96% | 0.20 | 980PCR: 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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