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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 | 0.00 | 99.00% | 0.00 | 880PCR: -- | 1.90 | 4.51% | 0.00 | 0.00 | 51.27% | -0.036 | 0.001 | -0.265 | 0.197 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 900PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 125.20 | 920PCR: 26.50 | 1.10 | 3.65% | 0.48 | 29.70 | 38.09% | -0.031 | 0.001 | -0.173 | 0.172 | Login To Trade |
0.681 | -1.402 | 0.001 | 0.804 | 78.25% | 0.00 | 0.01 | 41.80% | 160.50 | 940PCR: 57.50 | 1.60 | 4.84% | 0.52 | 55.35 | 35.64% | -0.043 | 0.001 | -0.209 | 0.223 | Login To Trade |
0.402 | -0.416 | 0.002 | 0.909 | 39.31% | 2.70 | 0.07 | 46.49% | 122.00 | 960PCR: 9.19 | 2.10 | 6.44% | 0.66 | 345.60 | 33.20% | -0.059 | 0.001 | -0.252 | 0.288 | Login To Trade |
0.494 | -0.479 | 0.002 | 0.879 | 36.87% | 7.20 | 0.16 | 45.89% | 103.15 | 980PCR: 16.22 | 3.10 | 9.01% | 2.63 | 535.05 | 31.25% | -0.086 | 0.002 | -0.317 | 0.385 | Login To Trade |
0.529 | -0.425 | 0.003 | 0.867 | 30.52% | 18.45 | 0.30 | 45.86% | 83.00 | 1,000PCR: 12.47 | 4.95 | 12.79% | 3.70 | 1,188.00 | 29.79% | -0.129 | 0.003 | -0.404 | 0.516 | Login To Trade |
0.673 | -0.510 | 0.004 | 0.807 | 28.81% | 71.55 | 0.60 | 44.36% | 65.35 | 1,020PCR: 4.53 | 8.15 | 18.26% | 2.73 | 621.90 | 29.05% | -0.197 | 0.004 | -0.521 | 0.682 | Login To Trade |
0.835 | -0.644 | 0.005 | 0.715 | 29.30% | 764.55 | 1.25 | 41.41% | 51.10 | 1,040PCR: 1.35 | 13.00 | 24.25% | 1.68 | 592.65 | 28.93% | -0.283 | 0.005 | -0.633 | 0.832 | Login To Trade |
0.943 | -0.718 | 0.005 | 0.611 | 28.93% | 1,285.20 | 1.55 | 37.66% | 38.30 | 1,060PCR: 0.99 | 20.50 | 30.57% | 1.53 | 651.15 | 28.93% | -0.389 | 0.005 | -0.718 | 0.943 | Login To Trade |
0.981 | -0.753 | 0.006 | 0.500 | 29.17% | 1,962.00 | 3.25 | 32.84% | 27.50 | 1,080PCR: 0.60 | 30.20 | 36.15% | 1.94 | 383.85 | 29.11% | -0.500 | 0.006 | -0.751 | 0.981 | Login To Trade |
0.943 | -0.715 | 0.005 | 0.390 | 28.81% | 2,631.60 | 4.91 | 27.32% | 18.20 | 1,100PCR: 0.41 | 41.00 | 40.76% | 2.02 | 111.60 | 28.56% | -0.612 | 0.005 | -0.708 | 0.942 | Login To Trade |
0.837 | -0.627 | 0.005 | 0.287 | 28.44% | 1,024.65 | 4.96 | 21.40% | 12.10 | 1,120PCR: 0.09 | 52.90 | 44.67% | 0.43 | 1.80 | 26.61% | -0.727 | 0.005 | -0.573 | 0.818 | Login To Trade |
0.697 | -0.526 | 0.004 | 0.204 | 28.69% | 870.30 | 4.00 | 15.94% | 7.80 | 1,140PCR: 0.09 | 101.40 | 43.08% | 0.35 | 0.00 | 65.00% | -0.620 | 0.002 | -1.601 | 0.936 | Login To Trade |
0.548 | -0.419 | 0.003 | 0.140 | 29.05% | 484.65 | 1.41 | 11.32% | 5.20 | 1,160PCR: 0.22 | 123.00 | 44.20% | 0.32 | 0.00 | 73.61% | -0.638 | 0.002 | -1.785 | 0.922 | Login To Trade |
0.441 | -0.356 | 0.002 | 0.103 | 30.64% | 198.90 | 0.51 | 8.42% | 3.60 | 1,180PCR: 0.03 | 97.50 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.366 | -0.315 | 0.002 | 0.080 | 32.71% | 715.95 | 2.24 | 6.55% | 2.75 | 1,200PCR: 0.17 | 124.30 | 50.27% | 0.37 | 5.40 | 30.52% | -0.934 | 0.002 | -0.253 | 0.315 | Login To Trade |
0.299 | -0.271 | 0.001 | 0.062 | 34.42% | 63.90 | 0.26 | 5.02% | 2.20 | 1,220PCR: 0.09 | 147.40 | 50.09% | 0.02 | 0.00 | 40.65% | -0.903 | 0.002 | -0.452 | 0.422 | Login To Trade |
0.228 | -0.211 | 0.001 | 0.044 | 35.16% | 79.65 | 0.51 | 3.57% | 1.55 | 1,240PCR: 0.04 | 175.90 | 49.19% | 0.02 | 1.35 | 61.77% | -0.822 | 0.002 | -1.040 | 0.640 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 1,260PCR: -- | 153.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.158 | -0.161 | 0.001 | 0.028 | 38.57% | 15.75 | 0.19 | 2.24% | 1.00 | 1,280PCR: 0.38 | 198.00 | 99.00% | 0.07 | 1.80 | 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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