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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 | 0.11 | 99.00% | 21.92 | 120PCR: 86.67 | 0.10 | 2.09% | 9.75 | 45.00 | 39.06% | -0.018 | 0.004 | -0.015 | 0.014 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 1.35 | 99.00% | 14.92 | 125PCR: 22.81 | 0.19 | 3.98% | 30.79 | 232.50 | 35.16% | -0.035 | 0.007 | -0.024 | 0.025 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.26 | 99.00% | 14.03 | 127.50PCR: 28.86 | 0.24 | 5.60% | 7.58 | 315.00 | 33.20% | -0.051 | 0.010 | -0.031 | 0.033 | Login To Trade |
0.054 | -0.053 | 0.015 | 0.905 | 35.16% | 56.25 | 6.64 | 46.46% | 14.11 | 130PCR: 6.17 | 0.30 | 7.67% | 40.95 | 828.75 | 31.25% | -0.072 | 0.014 | -0.038 | 0.044 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.56 | 99.00% | 9.20 | 132.50PCR: 36.40 | 0.42 | 9.81% | 20.48 | 375.00 | 28.32% | -0.096 | 0.019 | -0.043 | 0.054 | Login To Trade |
0.074 | -0.056 | 0.027 | 0.851 | 27.34% | 202.50 | 6.08 | 45.78% | 9.21 | 135PCR: 4.54 | 0.63 | 13.58% | 27.60 | 798.75 | 26.37% | -0.141 | 0.026 | -0.052 | 0.071 | Login To Trade |
0.093 | -0.066 | 0.036 | 0.786 | 25.39% | 930.00 | 4.50 | 43.74% | 7.10 | 137.50PCR: 2.97 | 0.97 | 19.46% | 13.35 | 1,537.50 | 25.39% | -0.214 | 0.036 | -0.066 | 0.093 | Login To Trade |
0.112 | -0.073 | 0.047 | 0.694 | 23.44% | 2,388.75 | 29.44 | 41.17% | 5.08 | 140PCR: 1.41 | 1.58 | 25.98% | 41.40 | 2,718.75 | 24.41% | -0.312 | 0.045 | -0.076 | 0.113 | Login To Trade |
0.125 | -0.082 | 0.053 | 0.566 | 23.44% | 3,476.25 | 19.99 | 35.93% | 3.57 | 142.50PCR: 1.00 | 2.51 | 32.40% | 20.03 | 1,668.75 | 23.44% | -0.434 | 0.053 | -0.082 | 0.125 | Login To Trade |
0.126 | -0.085 | 0.051 | 0.437 | 24.41% | 7,983.75 | 55.05 | 30.19% | 2.43 | 145PCR: 0.41 | 3.85 | 38.83% | 22.73 | 1,181.25 | 24.41% | -0.563 | 0.051 | -0.085 | 0.126 | Login To Trade |
0.115 | -0.081 | 0.044 | 0.325 | 25.39% | 1,777.50 | 21.11 | 24.06% | 1.62 | 147.50PCR: 0.43 | 5.44 | 43.08% | 9.11 | 487.50 | 23.44% | -0.690 | 0.047 | -0.073 | 0.113 | Login To Trade |
0.098 | -0.072 | 0.037 | 0.235 | 26.37% | 6,341.25 | 112.50 | 18.31% | 1.09 | 150PCR: 0.24 | 7.50 | 45.94% | 26.48 | 180.00 | 25.39% | -0.774 | 0.037 | -0.068 | 0.096 | Login To Trade |
0.080 | -0.061 | 0.029 | 0.167 | 27.34% | 607.50 | 21.23 | 13.48% | 0.72 | 152.50PCR: 0.26 | 10.38 | 46.45% | 5.59 | 0.00 | 35.16% | -0.769 | 0.027 | -0.095 | 0.097 | Login To Trade |
0.063 | -0.049 | 0.022 | 0.117 | 28.32% | 2,066.25 | 45.90 | 9.61% | 0.53 | 155PCR: 0.09 | 11.73 | 49.54% | 4.05 | 97.50 | 23.44% | -0.926 | 0.019 | -0.029 | 0.044 | Login To Trade |
0.048 | -0.039 | 0.016 | 0.082 | 29.30% | 348.75 | 8.29 | 6.74% | 0.38 | 157.50PCR: 0.14 | 11.95 | 99.00% | 1.13 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.040 | -0.034 | 0.012 | 0.063 | 31.25% | 1,635.00 | 59.55 | 5.21% | 0.29 | 160PCR: 0.15 | 17.70 | 48.72% | 8.70 | 0.00 | 46.88% | -0.839 | 0.016 | -0.101 | 0.078 | Login To Trade |
0.033 | -0.030 | 0.010 | 0.050 | 33.20% | 198.75 | 12.75 | 4.12% | 0.22 | 162.50PCR: 0.03 | 21.54 | 48.13% | 0.41 | 0.00 | 67.38% | -0.774 | 0.014 | -0.179 | 0.096 | Login To Trade |
0.028 | -0.027 | 0.008 | 0.041 | 35.16% | 315.00 | 13.73 | 3.31% | 0.19 | 165PCR: 0.25 | 24.20 | 48.50% | 3.38 | 0.00 | 73.24% | -0.781 | 0.013 | -0.192 | 0.094 | Login To Trade |
0.021 | -0.022 | 0.005 | 0.028 | 39.06% | 288.75 | 25.05 | 2.27% | 0.13 | 170PCR: 0.60 | 29.49 | 49.33% | 14.93 | 0.00 | 85.94% | -0.785 | 0.011 | -0.222 | 0.093 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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