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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 | |
1.838 | -7.792 | 0.000 | 0.882 | 162.41% | 0.00 | 0.01 | 39.99% | 1365.00 | 2,800PCR: 101.20 | 11.95 | 4.95% | 0.51 | 103.50 | 93.51% | -0.033 | 0.000 | -1.657 | 0.679 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,000PCR: -- | 17.80 | 6.92% | 1.76 | 304.20 | 85.39% | -0.050 | 0.000 | -2.131 | 0.956 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.10 | 0.00 | 99.00% | 862.45 | 3,100PCR: 152.00 | 22.05 | 8.18% | 0.15 | 31.30 | 81.42% | -0.061 | 0.000 | -2.402 | 1.130 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 729.40 | 3,200PCR: 190.67 | 27.35 | 9.83% | 0.57 | 209.00 | 78.13% | -0.077 | 0.000 | -2.753 | 1.350 | Login To Trade |
1.662 | -3.334 | 0.000 | 0.897 | 76.84% | 0.00 | 0.00 | 44.42% | 799.10 | 3,300PCR: 643.00 | 34.05 | 11.72% | 0.64 | 196.30 | 74.71% | -0.097 | 0.000 | -3.112 | 1.596 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.70 | 0.00 | 99.00% | 660.00 | 3,400PCR: 512.00 | 42.90 | 13.99% | 1.02 | 399.20 | 71.50% | -0.122 | 0.000 | -3.506 | 1.878 | Login To Trade |
1.721 | -2.481 | 0.000 | 0.892 | 55.24% | 4.20 | 0.02 | 45.32% | 590.00 | 3,500PCR: 72.73 | 55.70 | 16.75% | 1.60 | 813.00 | 68.91% | -0.153 | 0.000 | -3.963 | 2.203 | Login To Trade |
2.305 | -3.485 | 0.001 | 0.836 | 57.92% | 3.20 | 0.03 | 43.70% | 511.95 | 3,600PCR: 49.24 | 70.60 | 19.84% | 1.23 | 448.90 | 66.38% | -0.192 | 0.000 | -4.408 | 2.544 | Login To Trade |
2.736 | -4.062 | 0.001 | 0.783 | 56.88% | 17.10 | 0.06 | 42.21% | 432.10 | 3,700PCR: 15.23 | 91.30 | 23.26% | 0.87 | 530.50 | 64.09% | -0.239 | 0.001 | -4.832 | 2.888 | Login To Trade |
3.211 | -5.213 | 0.001 | 0.705 | 62.19% | 119.60 | 0.28 | 39.37% | 377.90 | 3,800PCR: 6.71 | 116.85 | 26.91% | 1.86 | 808.50 | 61.95% | -0.295 | 0.001 | -5.188 | 3.208 | Login To Trade |
3.476 | -5.489 | 0.001 | 0.641 | 60.49% | 734.10 | 0.68 | 37.13% | 310.00 | 3,900PCR: 2.43 | 146.80 | 30.70% | 1.66 | 996.10 | 60.30% | -0.358 | 0.001 | -5.471 | 3.475 | Login To Trade |
3.652 | -5.691 | 0.001 | 0.571 | 59.69% | 2,400.40 | 4.93 | 34.34% | 250.80 | 4,000PCR: 0.74 | 187.50 | 34.41% | 3.67 | 942.50 | 58.93% | -0.428 | 0.001 | -5.617 | 3.652 | Login To Trade |
3.712 | -5.665 | 0.001 | 0.499 | 58.47% | 1,656.60 | 2.10 | 31.15% | 198.80 | 4,100PCR: 0.29 | 234.00 | 37.87% | 0.60 | 165.60 | 57.34% | -0.502 | 0.001 | -5.556 | 3.712 | Login To Trade |
3.645 | -5.439 | 0.001 | 0.424 | 57.16% | 1,250.20 | 2.59 | 27.57% | 153.80 | 4,200PCR: 0.28 | 290.10 | 40.98% | 0.74 | 51.40 | 56.67% | -0.577 | 0.001 | -5.389 | 3.643 | Login To Trade |
3.465 | -5.161 | 0.001 | 0.355 | 57.07% | 869.90 | 2.41 | 23.86% | 118.00 | 4,300PCR: 0.22 | 358.00 | 43.55% | 0.53 | 17.70 | 57.19% | -0.644 | 0.001 | -5.175 | 3.466 | Login To Trade |
3.197 | -4.765 | 0.001 | 0.292 | 57.10% | 867.20 | 3.21 | 20.20% | 91.00 | 4,400PCR: 0.40 | 430.00 | 45.67% | 1.28 | 25.10 | 57.13% | -0.708 | 0.001 | -4.768 | 3.197 | Login To Trade |
2.879 | -4.318 | 0.001 | 0.238 | 57.46% | 1,468.10 | 5.63 | 16.80% | 70.00 | 4,500PCR: 0.14 | 504.25 | 47.46% | 0.82 | 27.10 | 56.06% | -0.768 | 0.001 | -4.152 | 2.837 | Login To Trade |
2.550 | -3.875 | 0.001 | 0.193 | 58.23% | 512.50 | 2.77 | 13.82% | 54.00 | 4,600PCR: 0.34 | 600.00 | 48.41% | 0.93 | 15.30 | 61.13% | -0.793 | 0.001 | -4.238 | 2.656 | Login To Trade |
2.204 | -3.368 | 0.000 | 0.154 | 58.56% | 413.00 | 2.77 | 11.12% | 40.85 | 4,700PCR: 0.18 | 707.60 | 48.93% | 0.50 | 4.20 | 70.25% | -0.796 | 0.000 | -4.840 | 2.639 | Login To Trade |
1.891 | -2.929 | 0.000 | 0.123 | 59.33% | 381.70 | 3.76 | 8.92% | 31.05 | 4,800PCR: 0.23 | 772.80 | 50.32% | 0.88 | 19.10 | 60.91% | -0.870 | 0.000 | -3.129 | 1.968 | Login To Trade |
1.627 | -2.569 | 0.000 | 0.100 | 60.49% | 126.60 | 2.19 | 7.22% | 25.00 | 4,900PCR: 0.19 | 855.00 | 51.19% | 0.42 | 4.40 | 55.05% | -0.923 | 0.000 | -1.935 | 1.347 | Login To Trade |
1.432 | -2.336 | 0.000 | 0.084 | 62.50% | 477.80 | 9.04 | 6.02% | 20.65 | 5,000PCR: 0.19 | 948.00 | 51.65% | 1.68 | 29.70 | 51.64% | -0.955 | 0.000 | -1.183 | 0.878 | Login To Trade |
1.239 | -2.067 | 0.000 | 0.069 | 63.90% | 91.30 | 2.49 | 4.94% | 17.20 | 5,100PCR: 0.18 | 1041.50 | 51.89% | 0.45 | 12.00 | 54.81% | -0.960 | 0.000 | -1.149 | 0.803 | Login To Trade |
1.118 | -1.937 | 0.000 | 0.061 | 66.35% | 125.80 | 3.23 | 4.27% | 15.25 | 5,200PCR: 0.18 | 1175.00 | 51.76% | 0.59 | 6.80 | 81.42% | -0.891 | 0.000 | -3.699 | 1.740 | Login To Trade |
0.952 | -1.672 | 0.000 | 0.050 | 67.26% | 71.40 | 1.98 | 3.45% | 12.20 | 5,300PCR: 0.35 | 1255.00 | 52.26% | 0.69 | 7.50 | 71.78% | -0.938 | 0.000 | -2.139 | 1.142 | Login To Trade |
0.851 | -1.537 | 0.000 | 0.043 | 69.21% | 59.80 | 2.52 | 2.96% | 10.65 | 5,400PCR: 0.23 | 1345.00 | 52.47% | 0.57 | 4.50 | 64.33% | -0.968 | 0.000 | -1.109 | 0.660 | Login To Trade |
0.774 | -1.443 | 0.000 | 0.038 | 71.41% | 274.60 | 4.92 | 2.59% | 9.60 | 5,500PCR: 0.14 | 1440.00 | 52.44% | 0.69 | 5.70 | 56.64% | -0.988 | 0.000 | -0.416 | 0.282 | Login To Trade |
0.688 | -1.310 | 0.000 | 0.033 | 73.00% | 60.90 | 2.19 | 2.21% | 8.35 | 5,600PCR: 0.12 | 1550.00 | 52.89% | 0.27 | 4.10 | 77.76% | -0.957 | 0.000 | -1.736 | 0.855 | Login To Trade |
0.657 | -1.303 | 0.000 | 0.031 | 75.93% | 40.40 | 1.28 | 2.05% | 8.00 | 5,700PCR: 0.21 | 1670.00 | 53.12% | 0.27 | 1.60 | 98.82% | -0.917 | 0.000 | -3.678 | 1.426 | Login To Trade |
0.610 | -1.244 | 0.000 | 0.029 | 78.13% | 57.80 | 2.09 | 1.84% | 7.55 | 5,800PCR: 0.32 | 1765.75 | 53.34% | 0.66 | 1.60 | 99.37% | -0.927 | 0.000 | -3.361 | 1.296 | Login To Trade |
0.566 | -1.184 | 0.000 | 0.026 | 80.20% | 23.30 | 2.36 | 1.66% | 7.00 | 5,900PCR: 0.18 | 1885.00 | 53.55% | 0.43 | 1.00 | 116.03% | -0.898 | 0.000 | -5.010 | 1.654 | Login To Trade |
0.501 | -1.063 | 0.000 | 0.023 | 81.30% | 110.40 | 8.04 | 1.42% | 6.00 | 6,000PCR: 0.10 | 1950.00 | 53.57% | 0.80 | 0.60 | 90.70% | -0.962 | 0.000 | -1.823 | 0.770 | Login To Trade |
0.470 | -1.022 | 0.000 | 0.021 | 83.37% | 13.90 | 0.98 | 1.29% | 5.70 | 6,100PCR: 0.34 | 2209.50 | 54.00% | 0.34 | 0.00 | 179.35% | -0.783 | 0.000 | -12.779 | 2.730 | Login To Trade |
0.419 | -0.924 | 0.000 | 0.018 | 84.47% | 22.50 | 0.66 | 1.11% | 4.90 | 6,200PCR: 0.24 | 2270.00 | 54.27% | 0.16 | 0.00 | 167.97% | -0.818 | 0.000 | -10.783 | 2.459 | Login To Trade |
0.411 | -0.935 | 0.000 | 0.018 | 87.16% | 35.30 | 1.68 | 1.07% | 4.95 | 6,300PCR: 0.06 | 2298.75 | 54.43% | 0.10 | 0.70 | 138.61% | -0.889 | 0.000 | -6.355 | 1.756 | Login To Trade |
0.383 | -0.888 | 0.000 | 0.017 | 88.87% | 6.00 | 0.40 | 0.97% | 4.55 | 6,400PCR: 0.29 | 2431.60 | 54.71% | 0.12 | 0.60 | 159.18% | -0.856 | 0.000 | -8.754 | 2.107 | Login To Trade |
0.339 | -0.793 | 0.000 | 0.014 | 89.60% | 14.30 | 1.62 | 0.83% | 3.95 | 6,500PCR: 0.36 | 2454.05 | 54.42% | 0.58 | 0.90 | 110.60% | -0.958 | 0.000 | -2.404 | 0.833 | Login To Trade |
0.310 | -0.734 | 0.000 | 0.013 | 90.82% | 1.80 | 0.33 | 0.74% | 3.60 | 6,600PCR: 0.08 | 1005.05 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.292 | -0.706 | 0.000 | 0.012 | 92.53% | 1.40 | 0.20 | 0.68% | 3.35 | 6,700PCR: 0.20 | 2630.50 | 99.00% | 0.04 | 0.40 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.289 | -0.717 | 0.000 | 0.012 | 94.97% | 3.50 | 0.47 | 0.66% | 3.40 | 6,800PCR: 0.08 | 2761.05 | 55.00% | 0.04 | 0.20 | 126.77% | -0.948 | 0.000 | -3.259 | 0.985 | Login To Trade |
0.222 | -0.556 | 0.000 | 0.009 | 95.70% | 9.50 | 2.96 | 0.47% | 2.50 | 7,000PCR: 0.03 | 2960.00 | 55.25% | 0.09 | 0.40 | 131.10% | -0.952 | 0.000 | -3.193 | 0.933 | Login To Trade |
0.198 | -0.511 | 0.000 | 0.008 | 98.63% | 0.80 | 0.35 | 0.41% | 2.20 | 7,200PCR: 0.31 | 3269.90 | 56.47% | 0.11 | 0.00 | 203.49% | -0.840 | 0.000 | -12.013 | 2.262 | Login To Trade |
0.150 | -0.438 | 0.000 | 0.006 | 111.82% | 0.00 | 0.04 | 0.26% | 1.75 | 8,000PCR: 1.55 | 4000.00 | 57.21% | 0.06 | 0.10 | 189.58% | -0.910 | 0.000 | -7.450 | 1.506 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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