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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 | |
0.450 | -1.203 | 0.001 | 0.845 | 96.19% | 0.00 | 0.39 | 42.24% | 166.00 | 700PCR: 5.84 | 0.15 | 0.73% | 2.25 | 101.50 | 35.16% | -0.006 | 0.000 | -0.031 | 0.032 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.06 | 99.00% | 119.40 | 720PCR: 15.11 | 0.30 | 1.59% | 0.95 | 49.70 | 34.18% | -0.013 | 0.001 | -0.061 | 0.065 | Login To Trade |
0.477 | -1.042 | 0.002 | 0.830 | 78.61% | 0.00 | 0.01 | 42.66% | 133.95 | 730PCR: 384.00 | 0.30 | 1.58% | 2.69 | 10.50 | 31.25% | -0.013 | 0.001 | -0.057 | 0.065 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 103.00 | 740PCR: 52.50 | 0.60 | 2.92% | 0.74 | 0.00 | 32.23% | -0.025 | 0.001 | -0.100 | 0.112 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.70 | 0.40 | 99.00% | 97.00 | 750PCR: 6.65 | 0.60 | 2.96% | 2.65 | 171.50 | 29.30% | -0.026 | 0.001 | -0.093 | 0.115 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 2.10 | 1.06 | 99.00% | 87.60 | 760PCR: 2.34 | 0.75 | 3.97% | 2.48 | 35.70 | 28.32% | -0.036 | 0.002 | -0.117 | 0.148 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.20 | 99.00% | 71.40 | 770PCR: 11.28 | 1.15 | 5.43% | 2.29 | 29.40 | 27.34% | -0.050 | 0.002 | -0.149 | 0.196 | Login To Trade |
0.239 | -0.172 | 0.003 | 0.935 | 25.88% | 16.80 | 0.14 | 47.71% | 70.90 | 780PCR: 30.60 | 1.60 | 7.36% | 4.28 | 62.30 | 26.61% | -0.070 | 0.003 | -0.188 | 0.254 | Login To Trade |
0.340 | -0.249 | 0.004 | 0.896 | 26.37% | 8.40 | 0.32 | 46.79% | 61.65 | 790PCR: 13.00 | 2.30 | 9.85% | 4.19 | 97.30 | 25.63% | -0.098 | 0.004 | -0.231 | 0.325 | Login To Trade |
0.436 | -0.322 | 0.005 | 0.852 | 26.61% | 101.50 | 2.00 | 45.74% | 52.80 | 800PCR: 4.20 | 3.40 | 13.30% | 8.39 | 696.50 | 25.39% | -0.137 | 0.005 | -0.292 | 0.414 | Login To Trade |
0.521 | -0.371 | 0.006 | 0.804 | 25.63% | 18.90 | 0.50 | 44.48% | 44.45 | 810PCR: 6.17 | 4.90 | 17.25% | 3.07 | 288.40 | 24.66% | -0.187 | 0.006 | -0.347 | 0.507 | Login To Trade |
0.598 | -0.405 | 0.007 | 0.751 | 24.41% | 186.90 | 1.13 | 42.92% | 36.50 | 820PCR: 7.73 | 7.00 | 21.68% | 8.71 | 406.70 | 24.41% | -0.249 | 0.007 | -0.405 | 0.598 | Login To Trade |
0.680 | -0.459 | 0.008 | 0.673 | 24.29% | 421.40 | 2.00 | 40.28% | 29.20 | 830PCR: 1.52 | 9.70 | 26.44% | 3.02 | 499.10 | 23.68% | -0.323 | 0.008 | -0.445 | 0.677 | Login To Trade |
0.731 | -0.476 | 0.009 | 0.596 | 23.44% | 1,745.10 | 4.94 | 37.40% | 22.65 | 840PCR: 1.28 | 13.30 | 31.07% | 6.32 | 1,055.60 | 23.56% | -0.405 | 0.009 | -0.478 | 0.731 | Login To Trade |
0.752 | -0.485 | 0.009 | 0.506 | 23.19% | 3,847.90 | 13.10 | 33.46% | 17.30 | 850PCR: 0.74 | 17.85 | 35.65% | 9.70 | 942.90 | 23.07% | -0.498 | 0.009 | -0.482 | 0.752 | Login To Trade |
0.736 | -0.482 | 0.009 | 0.417 | 23.56% | 1,991.50 | 10.12 | 29.12% | 13.10 | 860PCR: 0.66 | 23.40 | 39.37% | 6.64 | 340.90 | 23.32% | -0.584 | 0.009 | -0.477 | 0.736 | Login To Trade |
0.685 | -0.456 | 0.008 | 0.333 | 23.93% | 1,206.80 | 11.03 | 24.45% | 9.70 | 870PCR: 0.23 | 29.40 | 42.89% | 2.51 | 114.80 | 22.22% | -0.680 | 0.009 | -0.416 | 0.674 | Login To Trade |
0.617 | -0.414 | 0.007 | 0.264 | 24.17% | 1,053.50 | 10.32 | 20.19% | 7.15 | 880PCR: 0.51 | 37.00 | 45.09% | 5.27 | 138.60 | 23.19% | -0.745 | 0.007 | -0.390 | 0.606 | Login To Trade |
0.536 | -0.371 | 0.006 | 0.205 | 24.90% | 360.50 | 4.86 | 16.21% | 5.30 | 890PCR: 0.20 | 45.55 | 46.89% | 0.98 | 32.20 | 23.68% | -0.807 | 0.006 | -0.339 | 0.516 | Login To Trade |
0.458 | -0.323 | 0.005 | 0.160 | 25.39% | 2,483.60 | 34.24 | 12.92% | 4.00 | 900PCR: 0.22 | 53.80 | 48.14% | 7.50 | 23.10 | 23.93% | -0.856 | 0.005 | -0.285 | 0.429 | Login To Trade |
0.377 | -0.271 | 0.004 | 0.120 | 25.88% | 165.20 | 5.12 | 9.88% | 2.85 | 910PCR: 0.04 | 63.15 | 49.13% | 0.20 | 18.90 | 24.41% | -0.894 | 0.004 | -0.233 | 0.344 | Login To Trade |
0.315 | -0.233 | 0.003 | 0.093 | 26.61% | 316.40 | 4.49 | 7.81% | 2.15 | 920PCR: 0.15 | 81.80 | 46.83% | 0.67 | 0.00 | 46.14% | -0.766 | 0.004 | -0.741 | 0.578 | Login To Trade |
0.261 | -0.200 | 0.003 | 0.073 | 27.59% | 241.50 | 3.09 | 6.12% | 1.70 | 930PCR: 0.05 | 73.05 | 99.00% | 0.15 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.217 | -0.170 | 0.002 | 0.057 | 28.32% | 101.50 | 2.79 | 4.82% | 1.30 | 940PCR: 0.17 | 97.90 | 48.55% | 0.47 | 0.00 | 45.41% | -0.830 | 0.003 | -0.603 | 0.478 | Login To Trade |
0.188 | -0.156 | 0.002 | 0.048 | 29.79% | 46.90 | 2.83 | 4.02% | 1.10 | 950PCR: 0.08 | 111.90 | 48.26% | 0.22 | 0.00 | 55.66% | -0.801 | 0.003 | -0.813 | 0.526 | Login To Trade |
0.153 | -0.129 | 0.001 | 0.037 | 30.27% | 69.30 | 3.65 | 3.10% | 0.85 | 960PCR: 0.09 | 95.95 | 99.00% | 0.32 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.128 | -0.111 | 0.001 | 0.030 | 31.25% | 1.40 | 2.88 | 2.48% | 0.70 | 970PCR: 0.05 | 101.00 | 99.00% | 0.13 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.123 | -0.114 | 0.001 | 0.029 | 33.20% | 2.80 | 0.81 | 2.36% | 0.65 | 980PCR: 0.34 | 114.00 | 99.00% | 0.28 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.070 | -0.061 | 0.001 | 0.015 | 31.25% | 17.50 | 3.80 | 1.22% | 0.35 | 990PCR: 0.13 | 122.00 | 99.00% | 0.48 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.071 | -0.065 | 0.001 | 0.015 | 33.20% | 5.60 | 0.01 | 1.21% | 0.35 | 1,000PCR: 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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