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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 | 1,140PCR: -- | 0.10 | 0.42% | 0.12 | 0.00 | 31.25% | -0.003 | 0.000 | -0.027 | 0.031 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,160PCR: -- | 0.50 | 1.70% | 0.04 | 0.00 | 35.16% | -0.014 | 0.000 | -0.107 | 0.110 | 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 | 1.10% | 0.06 | 0.00 | 29.30% | -0.009 | 0.000 | -0.062 | 0.076 | Login To Trade |
0.549 | -0.763 | 0.001 | 0.896 | 50.05% | 0.00 | 0.01 | 45.73% | 180.00 | 1,200PCR: 155.00 | 0.35 | 1.45% | 1.09 | 0.00 | 27.34% | -0.013 | 0.000 | -0.075 | 0.099 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,220PCR: -- | 0.30 | 1.26% | 0.86 | 2.80 | 23.44% | -0.011 | 0.000 | -0.058 | 0.089 | Login To Trade |
0.615 | -0.694 | 0.002 | 0.879 | 40.65% | 0.00 | 0.01 | 45.73% | 140.00 | 1,240PCR: 160.00 | 0.35 | 1.76% | 1.12 | 14.00 | 21.48% | -0.016 | 0.001 | -0.072 | 0.121 | Login To Trade |
0.455 | -0.389 | 0.002 | 0.920 | 30.76% | 0.70 | 0.04 | 47.15% | 126.00 | 1,250PCR: 140.83 | 0.50 | 2.33% | 5.92 | 134.40 | 21.00% | -0.021 | 0.001 | -0.091 | 0.155 | Login To Trade |
0.954 | -1.621 | 0.002 | 0.757 | 61.16% | 0.00 | 0.25 | 41.28% | 141.00 | 1,260PCR: 22.51 | 0.45 | 2.24% | 5.52 | 14.00 | 19.04% | -0.021 | 0.001 | -0.080 | 0.152 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,270PCR: -- | 0.60 | 3.04% | 0.69 | 11.90 | 18.55% | -0.028 | 0.001 | -0.102 | 0.198 | Login To Trade |
1.018 | -1.670 | 0.002 | 0.725 | 59.08% | 0.00 | 0.06 | 40.32% | 125.00 | 1,280PCR: 215.00 | 0.85 | 4.16% | 12.04 | 65.80 | 18.07% | -0.040 | 0.002 | -0.131 | 0.260 | Login To Trade |
0.507 | -0.302 | 0.003 | 0.907 | 21.48% | 2.80 | 0.11 | 47.32% | 85.35 | 1,290PCR: 13.00 | 1.15 | 5.32% | 1.46 | 76.30 | 17.33% | -0.052 | 0.002 | -0.155 | 0.322 | Login To Trade |
0.377 | -0.169 | 0.003 | 0.937 | 16.11% | 35.70 | 2.94 | 48.15% | 73.70 | 1,300PCR: 4.23 | 1.60 | 6.90% | 12.44 | 410.90 | 16.60% | -0.069 | 0.003 | -0.186 | 0.403 | Login To Trade |
0.543 | -0.252 | 0.004 | 0.898 | 16.72% | 3.50 | 0.04 | 47.31% | 64.80 | 1,310PCR: 76.67 | 2.10 | 8.84% | 3.22 | 140.70 | 15.87% | -0.090 | 0.003 | -0.218 | 0.495 | Login To Trade |
0.605 | -0.252 | 0.004 | 0.881 | 15.01% | 17.50 | 1.04 | 46.99% | 55.00 | 1,320PCR: 12.23 | 2.90 | 11.80% | 12.75 | 483.00 | 15.38% | -0.124 | 0.004 | -0.267 | 0.624 | Login To Trade |
0.679 | -0.251 | 0.005 | 0.860 | 13.31% | 21.70 | 1.41 | 46.52% | 45.45 | 1,330PCR: 3.47 | 4.00 | 15.05% | 4.90 | 472.50 | 14.77% | -0.165 | 0.005 | -0.310 | 0.756 | Login To Trade |
0.897 | -0.350 | 0.007 | 0.782 | 14.04% | 174.30 | 2.30 | 44.37% | 37.70 | 1,340PCR: 2.68 | 5.50 | 19.15% | 6.18 | 1,161.30 | 14.16% | -0.220 | 0.007 | -0.355 | 0.902 | Login To Trade |
1.061 | -0.417 | 0.008 | 0.699 | 14.16% | 771.40 | 4.05 | 41.64% | 29.50 | 1,350PCR: 3.72 | 7.65 | 23.67% | 15.06 | 1,742.30 | 13.55% | -0.288 | 0.008 | -0.391 | 1.040 | Login To Trade |
1.163 | -0.438 | 0.009 | 0.617 | 13.55% | 2,553.60 | 35.72 | 38.77% | 22.80 | 1,360PCR: 0.54 | 10.75 | 29.09% | 19.29 | 2,049.60 | 13.06% | -0.379 | 0.010 | -0.420 | 1.159 | Login To Trade |
1.213 | -0.449 | 0.010 | 0.522 | 13.31% | 4,543.70 | 25.71 | 34.73% | 17.00 | 1,370PCR: 0.62 | 14.65 | 34.17% | 16.05 | 1,722.00 | 12.76% | -0.478 | 0.010 | -0.430 | 1.213 | Login To Trade |
1.192 | -0.432 | 0.010 | 0.422 | 13.06% | 3,624.60 | 37.42 | 29.95% | 12.10 | 1,380PCR: 0.63 | 19.85 | 38.73% | 23.73 | 1,405.60 | 12.57% | -0.581 | 0.010 | -0.416 | 1.190 | Login To Trade |
1.103 | -0.404 | 0.009 | 0.330 | 13.18% | 1,850.10 | 25.42 | 24.81% | 8.60 | 1,390PCR: 0.51 | 26.05 | 41.95% | 12.96 | 232.40 | 12.94% | -0.665 | 0.009 | -0.399 | 1.110 | Login To Trade |
0.969 | -0.361 | 0.008 | 0.251 | 13.43% | 3,952.20 | 83.38 | 19.86% | 6.00 | 1,400PCR: 0.42 | 33.60 | 44.67% | 35.08 | 344.40 | 13.06% | -0.750 | 0.008 | -0.351 | 0.968 | Login To Trade |
0.813 | -0.300 | 0.007 | 0.185 | 13.31% | 939.40 | 20.33 | 15.29% | 4.10 | 1,410PCR: 0.24 | 41.80 | 46.49% | 4.91 | 5.60 | 13.67% | -0.809 | 0.006 | -0.316 | 0.831 | Login To Trade |
0.671 | -0.259 | 0.005 | 0.138 | 13.92% | 947.10 | 19.99 | 11.76% | 2.90 | 1,420PCR: 0.26 | 51.65 | 47.32% | 5.13 | 8.40 | 15.38% | -0.837 | 0.005 | -0.320 | 0.750 | Login To Trade |
0.560 | -0.228 | 0.004 | 0.106 | 14.65% | 630.00 | 16.71 | 9.26% | 2.20 | 1,430PCR: 0.13 | 60.55 | 48.21% | 2.11 | 11.90 | 15.99% | -0.872 | 0.004 | -0.283 | 0.636 | Login To Trade |
0.431 | -0.178 | 0.003 | 0.075 | 14.89% | 393.40 | 9.55 | 6.61% | 1.55 | 1,440PCR: 0.17 | 69.35 | 49.24% | 1.59 | 3.50 | 15.14% | -0.922 | 0.003 | -0.188 | 0.446 | Login To Trade |
0.371 | -0.164 | 0.003 | 0.062 | 15.87% | 388.50 | 11.34 | 5.47% | 1.25 | 1,450PCR: 0.31 | 78.90 | 49.58% | 3.51 | 5.60 | 16.11% | -0.935 | 0.003 | -0.172 | 0.385 | Login To Trade |
0.306 | -0.141 | 0.002 | 0.048 | 16.60% | 116.90 | 4.48 | 4.29% | 1.05 | 1,460PCR: 0.12 | 89.00 | 49.81% | 0.53 | 7.00 | 17.58% | -0.942 | 0.002 | -0.174 | 0.356 | Login To Trade |
0.268 | -0.131 | 0.002 | 0.041 | 17.58% | 235.90 | 3.88 | 3.65% | 0.85 | 1,470PCR: 0.14 | 98.60 | 50.02% | 0.55 | 1.40 | 18.31% | -0.952 | 0.002 | -0.154 | 0.303 | Login To Trade |
0.214 | -0.108 | 0.001 | 0.031 | 18.07% | 72.10 | 4.03 | 2.77% | 0.70 | 1,480PCR: 0.31 | 92.00 | 99.00% | 1.23 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.174 | -0.089 | 0.001 | 0.024 | 18.55% | 26.60 | 6.79 | 2.15% | 0.55 | 1,490PCR: 0.01 | 118.85 | 50.17% | 0.04 | 2.10 | 21.97% | -0.951 | 0.002 | -0.187 | 0.307 | Login To Trade |
0.139 | -0.073 | 0.001 | 0.019 | 19.04% | 273.70 | 13.75 | 1.65% | 0.40 | 1,500PCR: 0.11 | 129.70 | 50.09% | 1.53 | 0.00 | 25.39% | -0.939 | 0.002 | -0.258 | 0.366 | Login To Trade |
0.086 | -0.044 | 0.001 | 0.011 | 18.55% | 4.20 | 2.32 | 0.94% | 0.20 | 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 |
0.103 | -0.059 | 0.001 | 0.013 | 20.51% | 35.70 | 2.19 | 1.16% | 0.25 | 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 | -0.041 | 0.000 | 0.008 | 21.48% | 3.50 | 0.29 | 0.73% | 0.15 | 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 |
0.062 | -0.041 | 0.000 | 0.007 | 23.44% | 0.70 | 0.19 | 0.64% | 0.20 | 1,560PCR: 0.04 | 184.00 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.057 | -0.041 | 0.000 | 0.007 | 25.39% | 0.00 | 0.33 | 0.57% | 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 |
0.081 | -0.066 | 0.000 | 0.010 | 29.30% | 30.80 | 1.24 | 0.83% | 0.25 | 1,600PCR: 0.15 | 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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