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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 | |
0.284 | -0.712 | 0.002 | 0.841 | 90.33% | 0.00 | 0.15 | 42.42% | 96.40 | 440PCR: 2.00 | 0.75 | 4.22% | 0.30 | 1.65 | 45.90% | -0.035 | 0.001 | -0.115 | 0.090 | Login To Trade |
0.288 | -0.628 | 0.003 | 0.837 | 78.61% | 4.95 | 0.10 | 42.87% | 84.70 | 450PCR: 13.17 | 0.60 | 3.80% | 1.30 | 36.30 | 39.06% | -0.033 | 0.002 | -0.092 | 0.085 | Login To Trade |
0.130 | -0.141 | 0.002 | 0.945 | 39.06% | 8.25 | 0.56 | 47.27% | 67.60 | 460PCR: 2.15 | 0.90 | 5.26% | 1.20 | 31.35 | 37.11% | -0.047 | 0.002 | -0.117 | 0.114 | Login To Trade |
0.197 | -0.219 | 0.004 | 0.905 | 40.04% | 33.00 | 0.26 | 46.44% | 58.25 | 470PCR: 5.50 | 1.25 | 7.49% | 1.45 | 51.15 | 35.16% | -0.069 | 0.003 | -0.151 | 0.155 | Login To Trade |
0.263 | -0.296 | 0.005 | 0.858 | 40.53% | 37.95 | 0.35 | 45.24% | 50.00 | 480PCR: 8.38 | 2.10 | 10.81% | 2.90 | 191.40 | 34.18% | -0.105 | 0.004 | -0.202 | 0.212 | Login To Trade |
0.190 | -0.129 | 0.006 | 0.910 | 24.41% | 0.00 | 0.59 | 47.17% | 37.40 | 490PCR: 8.83 | 3.20 | 15.07% | 5.25 | 509.85 | 32.71% | -0.155 | 0.006 | -0.253 | 0.278 | Login To Trade |
0.374 | -0.389 | 0.007 | 0.746 | 37.35% | 59.40 | 2.21 | 42.13% | 33.35 | 500PCR: 2.87 | 5.10 | 20.39% | 6.35 | 856.35 | 32.23% | -0.225 | 0.008 | -0.314 | 0.350 | Login To Trade |
0.421 | -0.400 | 0.009 | 0.673 | 34.18% | 113.85 | 1.55 | 39.74% | 25.10 | 510PCR: 1.96 | 7.60 | 26.23% | 3.04 | 364.65 | 31.01% | -0.313 | 0.010 | -0.356 | 0.414 | Login To Trade |
0.457 | -0.413 | 0.010 | 0.582 | 32.59% | 534.60 | 2.89 | 36.31% | 18.55 | 520PCR: 1.35 | 11.70 | 32.18% | 3.91 | 633.60 | 31.74% | -0.417 | 0.011 | -0.402 | 0.456 | Login To Trade |
0.465 | -0.429 | 0.010 | 0.475 | 33.20% | 1,207.80 | 4.98 | 31.54% | 13.65 | 530PCR: 0.43 | 16.45 | 37.48% | 2.13 | 320.10 | 30.88% | -0.529 | 0.011 | -0.399 | 0.465 | Login To Trade |
0.444 | -0.400 | 0.010 | 0.376 | 32.47% | 1,475.10 | 8.23 | 26.42% | 9.50 | 540PCR: 0.44 | 21.90 | 41.74% | 3.66 | 117.15 | 29.79% | -0.637 | 0.011 | -0.363 | 0.439 | Login To Trade |
0.397 | -0.366 | 0.009 | 0.286 | 33.20% | 1,674.75 | 16.91 | 21.08% | 6.35 | 550PCR: 0.25 | 29.25 | 45.17% | 4.19 | 75.90 | 30.03% | -0.736 | 0.009 | -0.319 | 0.382 | Login To Trade |
0.331 | -0.296 | 0.007 | 0.204 | 32.23% | 1,998.15 | 17.46 | 15.78% | 4.20 | 560PCR: 0.09 | 37.05 | 47.38% | 1.49 | 19.80 | 30.27% | -0.812 | 0.008 | -0.265 | 0.315 | Login To Trade |
0.269 | -0.248 | 0.006 | 0.147 | 33.20% | 640.20 | 3.35 | 11.67% | 2.90 | 570PCR: 0.21 | 45.45 | 49.27% | 0.69 | 23.10 | 27.83% | -0.897 | 0.005 | -0.162 | 0.210 | Login To Trade |
0.222 | -0.213 | 0.005 | 0.111 | 34.67% | 795.30 | 5.69 | 8.95% | 2.10 | 580PCR: 0.06 | 54.95 | 49.85% | 0.31 | 26.40 | 31.25% | -0.913 | 0.004 | -0.160 | 0.185 | Login To Trade |
0.180 | -0.181 | 0.004 | 0.084 | 36.13% | 331.65 | 2.48 | 6.77% | 1.55 | 590PCR: 0.15 | 57.25 | 99.00% | 0.38 | 23.10 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.141 | -0.146 | 0.003 | 0.061 | 37.11% | 442.20 | 4.92 | 4.93% | 1.15 | 600PCR: 0.09 | 67.10 | 99.00% | 0.45 | 31.35 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.114 | -0.122 | 0.002 | 0.047 | 38.57% | 21.45 | 0.86 | 3.76% | 0.85 | 610PCR: 0.44 | 67.60 | 99.00% | 0.38 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.086 | -0.093 | 0.002 | 0.033 | 39.06% | 31.35 | 2.57 | 2.62% | 0.60 | 620PCR: 0.19 | 77.65 | 99.00% | 0.50 | 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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