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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 | 1,160PCR: -- | 0.50 | 1.50% | 0.04 | 0.00 | 32.23% | -0.013 | 0.000 | -0.084 | 0.104 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,180PCR: -- | 0.25 | 1.07% | 0.06 | 0.00 | 27.34% | -0.009 | 0.000 | -0.054 | 0.079 | Login To Trade |
0.641 | -0.811 | 0.001 | 0.880 | 50.66% | 0.00 | 0.01 | 45.18% | 180.00 | 1,200PCR: 156.00 | 0.25 | 1.08% | 1.09 | 9.80 | 24.41% | -0.009 | 0.000 | -0.049 | 0.081 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,220PCR: -- | 0.25 | 1.13% | 0.87 | 4.20 | 21.48% | -0.010 | 0.000 | -0.046 | 0.085 | Login To Trade |
0.710 | -0.730 | 0.002 | 0.861 | 41.14% | 0.00 | 0.01 | 45.17% | 140.00 | 1,240PCR: 146.00 | 0.45 | 1.95% | 1.02 | 15.40 | 20.51% | -0.018 | 0.001 | -0.071 | 0.140 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 1.40 | 0.04 | 99.00% | 117.50 | 1,250PCR: 198.40 | 0.50 | 2.32% | 6.94 | 136.50 | 19.53% | -0.021 | 0.001 | -0.080 | 0.163 | Login To Trade |
1.021 | -1.519 | 0.002 | 0.749 | 59.51% | 0.00 | 0.25 | 40.95% | 141.00 | 1,260PCR: 23.00 | 0.70 | 3.06% | 5.64 | 32.90 | 19.04% | -0.028 | 0.001 | -0.099 | 0.208 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,270PCR: -- | 0.85 | 3.68% | 0.80 | 23.80 | 18.07% | -0.035 | 0.001 | -0.111 | 0.246 | Login To Trade |
1.085 | -1.556 | 0.002 | 0.717 | 57.37% | 0.00 | 0.06 | 40.00% | 125.00 | 1,280PCR: 214.63 | 1.15 | 4.87% | 12.02 | 156.10 | 17.58% | -0.047 | 0.002 | -0.138 | 0.314 | Login To Trade |
1.088 | -1.365 | 0.002 | 0.715 | 50.17% | 0.00 | 0.10 | 40.30% | 110.00 | 1,290PCR: 12.79 | 1.60 | 6.75% | 1.25 | 221.90 | 17.33% | -0.066 | 0.002 | -0.179 | 0.412 | Login To Trade |
0.456 | -0.181 | 0.003 | 0.924 | 15.87% | 68.60 | 2.84 | 47.93% | 72.00 | 1,300PCR: 4.45 | 2.30 | 9.00% | 12.63 | 726.60 | 17.09% | -0.091 | 0.003 | -0.224 | 0.524 | Login To Trade |
1.025 | -0.779 | 0.003 | 0.747 | 30.40% | 0.00 | 0.04 | 42.40% | 75.40 | 1,310PCR: 112.00 | 3.15 | 11.41% | 3.92 | 317.10 | 16.48% | -0.119 | 0.004 | -0.262 | 0.636 | Login To Trade |
0.785 | -0.323 | 0.005 | 0.839 | 16.48% | 17.50 | 1.05 | 45.77% | 54.90 | 1,320PCR: 12.58 | 4.25 | 14.50% | 13.21 | 1,008.00 | 16.11% | -0.156 | 0.005 | -0.309 | 0.768 | Login To Trade |
0.902 | -0.349 | 0.006 | 0.799 | 15.50% | 5.60 | 1.36 | 44.77% | 45.75 | 1,330PCR: 2.91 | 5.50 | 17.62% | 3.96 | 639.10 | 15.26% | -0.198 | 0.006 | -0.340 | 0.892 | Login To Trade |
1.033 | -0.388 | 0.007 | 0.743 | 15.01% | 112.70 | 1.83 | 43.06% | 37.90 | 1,340PCR: 3.29 | 7.40 | 21.69% | 6.03 | 1,201.20 | 14.89% | -0.255 | 0.007 | -0.384 | 1.030 | Login To Trade |
1.160 | -0.430 | 0.008 | 0.671 | 14.83% | 625.80 | 4.14 | 40.66% | 30.55 | 1,350PCR: 3.47 | 10.00 | 26.09% | 14.37 | 2,135.70 | 14.53% | -0.324 | 0.008 | -0.419 | 1.153 | Login To Trade |
1.243 | -0.450 | 0.008 | 0.595 | 14.47% | 2,335.20 | 33.36 | 37.76% | 24.15 | 1,360PCR: 0.53 | 13.55 | 30.56% | 17.68 | 2,578.80 | 14.28% | -0.404 | 0.009 | -0.444 | 1.243 | Login To Trade |
1.279 | -0.451 | 0.009 | 0.509 | 14.10% | 6,194.30 | 24.75 | 34.10% | 18.30 | 1,370PCR: 0.59 | 17.75 | 34.87% | 14.59 | 2,888.20 | 13.98% | -0.491 | 0.009 | -0.447 | 1.279 | Login To Trade |
1.254 | -0.436 | 0.009 | 0.421 | 13.92% | 5,594.40 | 34.89 | 29.79% | 13.55 | 1,380PCR: 0.69 | 22.80 | 38.79% | 24.08 | 2,817.50 | 13.79% | -0.580 | 0.009 | -0.432 | 1.254 | Login To Trade |
1.174 | -0.414 | 0.008 | 0.339 | 14.10% | 2,780.40 | 25.89 | 25.26% | 10.00 | 1,390PCR: 0.53 | 29.35 | 42.06% | 13.80 | 1,081.50 | 13.67% | -0.668 | 0.008 | -0.398 | 1.164 | Login To Trade |
1.053 | -0.376 | 0.007 | 0.266 | 14.28% | 6,519.10 | 77.59 | 20.82% | 7.20 | 1,400PCR: 0.47 | 36.40 | 44.55% | 36.18 | 1,155.00 | 13.67% | -0.743 | 0.007 | -0.353 | 1.033 | Login To Trade |
0.903 | -0.325 | 0.006 | 0.202 | 14.40% | 2,066.40 | 20.56 | 16.44% | 5.05 | 1,410PCR: 0.24 | 43.95 | 46.79% | 5.01 | 83.30 | 13.18% | -0.820 | 0.006 | -0.278 | 0.842 | Login To Trade |
0.766 | -0.283 | 0.005 | 0.155 | 14.77% | 2,135.70 | 18.39 | 13.05% | 3.75 | 1,420PCR: 0.28 | 52.55 | 47.99% | 5.15 | 47.60 | 13.43% | -0.868 | 0.005 | -0.230 | 0.685 | Login To Trade |
0.626 | -0.235 | 0.004 | 0.116 | 15.01% | 1,471.40 | 15.87 | 9.95% | 2.75 | 1,430PCR: 0.13 | 61.35 | 49.19% | 2.14 | 34.30 | 12.82% | -0.921 | 0.004 | -0.151 | 0.473 | Login To Trade |
0.515 | -0.200 | 0.003 | 0.089 | 15.50% | 830.90 | 9.49 | 7.73% | 2.00 | 1,440PCR: 0.17 | 71.80 | 49.06% | 1.61 | 93.10 | 15.63% | -0.910 | 0.003 | -0.204 | 0.523 | Login To Trade |
0.433 | -0.176 | 0.003 | 0.070 | 16.24% | 778.40 | 11.72 | 6.18% | 1.60 | 1,450PCR: 0.30 | 80.00 | 50.33% | 3.57 | 70.70 | 9.77% | -0.993 | 0.001 | -0.015 | 0.061 | Login To Trade |
0.349 | -0.145 | 0.002 | 0.053 | 16.60% | 375.90 | 4.77 | 4.73% | 1.15 | 1,460PCR: 0.12 | 64.80 | 99.00% | 0.55 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.294 | -0.128 | 0.002 | 0.043 | 17.33% | 143.50 | 2.92 | 3.83% | 0.95 | 1,470PCR: 0.19 | 69.90 | 99.00% | 0.55 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.242 | -0.108 | 0.001 | 0.034 | 17.82% | 89.60 | 3.81 | 3.01% | 0.75 | 1,480PCR: 0.32 | 92.00 | 99.00% | 1.23 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.186 | -0.084 | 0.001 | 0.025 | 18.07% | 58.80 | 6.45 | 2.20% | 0.55 | 1,490PCR: 0.00 | 95.85 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.171 | -0.081 | 0.001 | 0.022 | 19.04% | 270.90 | 13.64 | 1.98% | 0.50 | 1,500PCR: 0.11 | 112.00 | 99.00% | 1.53 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.110 | -0.051 | 0.001 | 0.013 | 18.55% | 0.70 | 2.41 | 1.18% | 0.30 | 1,510PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.131 | -0.067 | 0.001 | 0.016 | 20.51% | 4.90 | 2.49 | 1.43% | 0.35 | 1,520PCR: 0.01 | 137.00 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.070 | -0.036 | 0.000 | 0.008 | 20.51% | 15.40 | 0.32 | 0.70% | 0.20 | 1,540PCR: 0.02 | 165.00 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.124 | -0.079 | 0.001 | 0.015 | 25.39% | 2.10 | 0.22 | 1.31% | 0.45 | 1,560PCR: 0.03 | 184.00 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.048 | -0.028 | 0.000 | 0.005 | 23.44% | 7.00 | 0.34 | 0.44% | 0.15 | 1,580PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.074 | -0.051 | 0.000 | 0.009 | 27.34% | 1.40 | 1.45 | 0.71% | 0.20 | 1,600PCR: 0.13 | 201.50 | 99.00% | 0.19 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 1,620PCR: -- | 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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