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Span Margin Calculator
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 3,600PCR: -- | 3.05 | 2.54% | 0.10 | 0.15 | 37.72% | -0.021 | 0.000 | -0.478 | 0.511 | Login To Trade |
1.576 | -1.890 | 0.000 | 0.915 | 48.34% | 0.00 | 0.00 | 46.11% | 615.00 | 3,700PCR: 92.50 | 3.10 | 2.82% | 0.28 | 19.50 | 32.84% | -0.024 | 0.000 | -0.468 | 0.574 | Login To Trade |
1.039 | -0.832 | 0.000 | 0.950 | 32.29% | 0.00 | 0.00 | 47.63% | 500.00 | 3,800PCR: 174.50 | 4.65 | 4.21% | 0.52 | 6.60 | 29.79% | -0.038 | 0.000 | -0.610 | 0.826 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,850PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
2.511 | -2.775 | 0.001 | 0.834 | 44.53% | 0.00 | 0.02 | 44.26% | 435.00 | 3,900PCR: 67.27 | 7.85 | 6.79% | 1.51 | 21.45 | 27.40% | -0.064 | 0.001 | -0.856 | 1.258 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,950PCR: -- | 11.50 | 9.18% | 0.17 | 17.70 | 26.98% | -0.089 | 0.001 | -1.087 | 1.624 | Login To Trade |
2.163 | -1.496 | 0.001 | 0.867 | 27.86% | 4.05 | 0.27 | 45.97% | 312.80 | 4,000PCR: 9.18 | 15.45 | 11.67% | 2.49 | 72.75 | 26.00% | -0.117 | 0.001 | -1.280 | 1.984 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 4,050PCR: -- | 21.60 | 14.95% | 0.34 | 47.85 | 25.39% | -0.157 | 0.001 | -1.525 | 2.420 | Login To Trade |
2.964 | -1.921 | 0.001 | 0.783 | 26.12% | 0.75 | 0.09 | 43.73% | 227.15 | 4,100PCR: 24.68 | 30.45 | 18.81% | 2.11 | 106.65 | 25.18% | -0.207 | 0.001 | -1.800 | 2.881 | Login To Trade |
3.369 | -2.135 | 0.001 | 0.725 | 25.54% | 2.55 | 0.18 | 41.91% | 188.65 | 4,150PCR: 4.25 | 42.25 | 23.17% | 0.76 | 58.95 | 24.69% | -0.269 | 0.001 | -2.041 | 3.331 | Login To Trade |
3.674 | -2.188 | 0.002 | 0.666 | 24.00% | 81.75 | 1.05 | 39.95% | 151.00 | 4,200PCR: 3.86 | 57.15 | 27.42% | 4.06 | 352.05 | 24.54% | -0.337 | 0.002 | -2.244 | 3.687 | Login To Trade |
3.931 | -2.322 | 0.002 | 0.587 | 23.80% | 84.15 | 0.93 | 36.91% | 120.00 | 4,250PCR: 1.40 | 75.00 | 31.66% | 1.29 | 143.25 | 24.02% | -0.414 | 0.002 | -2.343 | 3.932 | Login To Trade |
4.027 | -2.409 | 0.002 | 0.504 | 24.11% | 431.25 | 2.52 | 33.31% | 94.35 | 4,300PCR: 1.05 | 97.95 | 35.69% | 2.65 | 385.35 | 23.79% | -0.496 | 0.002 | -2.377 | 4.027 | Login To Trade |
3.952 | -2.355 | 0.002 | 0.423 | 24.02% | 259.05 | 1.21 | 29.33% | 72.65 | 4,350PCR: 0.96 | 128.65 | 39.16% | 1.16 | 47.85 | 24.48% | -0.575 | 0.002 | -2.402 | 3.955 | Login To Trade |
3.733 | -2.261 | 0.002 | 0.349 | 24.41% | 338.55 | 4.24 | 25.25% | 55.95 | 4,400PCR: 0.72 | 159.05 | 42.13% | 3.05 | 40.80 | 24.11% | -0.653 | 0.002 | -2.228 | 3.725 | Login To Trade |
3.405 | -2.086 | 0.001 | 0.281 | 24.69% | 147.30 | 3.03 | 21.19% | 42.25 | 4,450PCR: 0.58 | 194.65 | 44.73% | 1.76 | 13.65 | 23.68% | -0.731 | 0.001 | -1.957 | 3.330 | Login To Trade |
3.043 | -1.917 | 0.001 | 0.227 | 25.39% | 444.15 | 12.44 | 17.62% | 32.65 | 4,500PCR: 0.56 | 233.60 | 46.57% | 6.92 | 6.45 | 23.65% | -0.793 | 0.001 | -1.691 | 2.881 | Login To Trade |
2.641 | -1.706 | 0.001 | 0.179 | 26.03% | 113.25 | 4.01 | 14.27% | 24.80 | 4,550PCR: 0.14 | 282.25 | 47.37% | 0.57 | 0.60 | 26.40% | -0.817 | 0.001 | -1.751 | 2.674 | Login To Trade |
2.286 | -1.508 | 0.001 | 0.144 | 26.58% | 193.50 | 7.79 | 11.64% | 19.20 | 4,600PCR: 0.26 | 325.00 | 48.46% | 1.99 | 3.90 | 26.43% | -0.860 | 0.001 | -1.474 | 2.248 | Login To Trade |
1.977 | -1.359 | 0.001 | 0.117 | 27.71% | 46.20 | 2.28 | 9.53% | 15.45 | 4,650PCR: 0.31 | 364.75 | 49.72% | 0.70 | 2.40 | 23.56% | -0.921 | 0.001 | -0.867 | 1.483 | Login To Trade |
1.677 | -1.181 | 0.001 | 0.093 | 28.38% | 132.90 | 7.91 | 7.66% | 12.10 | 4,700PCR: 0.31 | 416.00 | 49.85% | 2.48 | 0.75 | 26.73% | -0.920 | 0.001 | -0.990 | 1.492 | Login To Trade |
1.460 | -1.068 | 0.001 | 0.077 | 29.48% | 38.55 | 2.01 | 6.38% | 10.10 | 4,750PCR: 0.24 | 480.00 | 49.20% | 0.47 | 0.00 | 36.87% | -0.869 | 0.001 | -1.959 | 2.142 | Login To Trade |
1.260 | -0.946 | 0.000 | 0.064 | 30.27% | 172.80 | 8.02 | 5.26% | 8.15 | 4,800PCR: 0.30 | 500.00 | 99.00% | 2.44 | 0.30 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.078 | -0.836 | 0.000 | 0.052 | 31.25% | 45.75 | 1.01 | 4.31% | 6.80 | 4,850PCR: 0.26 | 560.00 | 50.80% | 0.26 | 0.00 | 27.71% | -0.967 | 0.000 | -0.510 | 0.742 | Login To Trade |
0.948 | -0.761 | 0.000 | 0.044 | 32.35% | 124.05 | 4.46 | 3.66% | 5.80 | 4,900PCR: 0.26 | 599.80 | 99.00% | 1.16 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.839 | -0.696 | 0.000 | 0.038 | 33.45% | 18.75 | 0.70 | 3.13% | 5.00 | 4,950PCR: 0.00 | 203.20 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.746 | -0.639 | 0.000 | 0.033 | 34.55% | 148.35 | 11.49 | 2.69% | 4.40 | 5,000PCR: 0.17 | 700.00 | 99.00% | 1.92 | 0.60 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.642 | -0.562 | 0.000 | 0.028 | 35.28% | 1.20 | 0.40 | 2.23% | 3.65 | 5,050PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.577 | -0.521 | 0.000 | 0.024 | 36.38% | 41.85 | 2.06 | 1.95% | 3.30 | 5,100PCR: 0.06 | 580.40 | 99.00% | 0.12 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.448 | -0.423 | 0.000 | 0.018 | 38.09% | 3.75 | 0.80 | 1.42% | 2.45 | 5,200PCR: 0.61 | 906.90 | 51.37% | 0.49 | 0.00 | 30.27% | -0.996 | 0.000 | -0.088 | 0.118 | Login To Trade |
0.240 | -0.240 | 0.000 | 0.009 | 40.28% | 3.15 | 0.78 | 0.67% | 1.15 | 5,400PCR: 0.21 | 924.20 | 99.00% | 0.17 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.289 | -0.323 | 0.000 | 0.011 | 44.92% | 0.00 | 0.41 | 0.81% | 1.65 | 5,500PCR: 0.07 | 1011.60 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.193 | -0.215 | 0.000 | 0.007 | 44.92% | 0.00 | 0.25 | 0.51% | 0.95 | 5,600PCR: 0.94 | 1317.50 | 52.29% | 0.24 | 0.00 | 63.60% | -0.956 | 0.000 | -1.489 | 0.944 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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