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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 | 0.13 | 99.00% | 73.55 | 480PCR: 9.38 | 0.50 | 3.18% | 1.24 | 3.30 | 35.16% | -0.027 | 0.001 | -0.070 | 0.084 | Login To Trade |
0.414 | -0.767 | 0.003 | 0.767 | 78.13% | 0.00 | 0.40 | 40.45% | 79.20 | 500PCR: 8.25 | 1.00 | 5.74% | 3.27 | 79.20 | 31.25% | -0.052 | 0.003 | -0.107 | 0.144 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 47.65 | 510PCR: 72.00 | 1.70 | 9.12% | 1.19 | 47.85 | 31.25% | -0.086 | 0.004 | -0.158 | 0.213 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 6.60 | 0.03 | 99.00% | 38.75 | 520PCR: 65.50 | 2.30 | 11.92% | 2.16 | 199.65 | 29.05% | -0.118 | 0.005 | -0.185 | 0.268 | Login To Trade |
0.456 | -0.523 | 0.005 | 0.720 | 48.46% | 0.00 | 0.28 | 40.49% | 45.55 | 530PCR: 26.71 | 3.60 | 16.32% | 7.49 | 409.20 | 27.83% | -0.172 | 0.007 | -0.227 | 0.345 | Login To Trade |
0.416 | -0.250 | 0.009 | 0.765 | 25.39% | 103.95 | 3.40 | 43.21% | 28.20 | 540PCR: 1.31 | 5.55 | 21.90% | 4.46 | 410.85 | 27.10% | -0.247 | 0.009 | -0.275 | 0.428 | Login To Trade |
0.498 | -0.317 | 0.010 | 0.658 | 26.86% | 542.85 | 5.54 | 39.43% | 22.10 | 550PCR: 0.94 | 9.40 | 28.39% | 5.21 | 509.85 | 28.44% | -0.349 | 0.010 | -0.338 | 0.501 | Login To Trade |
0.536 | -0.338 | 0.011 | 0.551 | 26.61% | 2,821.50 | 7.94 | 35.23% | 16.30 | 560PCR: 0.56 | 12.50 | 33.65% | 4.41 | 292.05 | 26.49% | -0.449 | 0.011 | -0.337 | 0.536 | Login To Trade |
0.534 | -0.336 | 0.011 | 0.441 | 26.49% | 1,042.80 | 7.67 | 30.05% | 11.50 | 570PCR: 0.33 | 17.70 | 38.71% | 2.56 | 82.50 | 26.12% | -0.561 | 0.011 | -0.331 | 0.534 | Login To Trade |
0.495 | -0.312 | 0.010 | 0.337 | 26.61% | 1,057.65 | 5.66 | 24.45% | 7.80 | 580PCR: 0.45 | 25.55 | 42.30% | 2.56 | 59.40 | 28.93% | -0.649 | 0.009 | -0.344 | 0.502 | Login To Trade |
0.425 | -0.265 | 0.009 | 0.244 | 26.37% | 1,260.60 | 6.35 | 18.64% | 5.00 | 590PCR: 0.27 | 33.00 | 45.03% | 1.73 | 19.80 | 29.79% | -0.728 | 0.008 | -0.317 | 0.450 | Login To Trade |
0.349 | -0.224 | 0.007 | 0.175 | 27.10% | 838.20 | 10.30 | 13.89% | 3.30 | 600PCR: 0.08 | 49.15 | 44.63% | 0.86 | 0.00 | 48.34% | -0.686 | 0.005 | -0.550 | 0.481 | Login To Trade |
0.271 | -0.176 | 0.005 | 0.120 | 27.34% | 239.25 | 8.61 | 9.79% | 2.15 | 610PCR: 0.00 | 30.05 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.210 | -0.141 | 0.004 | 0.085 | 28.32% | 219.45 | 4.01 | 7.00% | 1.45 | 620PCR: 0.01 | 41.00 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.149 | -0.100 | 0.003 | 0.054 | 28.32% | 39.60 | 1.19 | 4.51% | 0.90 | 630PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.112 | -0.077 | 0.002 | 0.038 | 29.30% | 125.40 | 2.94 | 3.15% | 0.60 | 640PCR: 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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