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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 | 920PCR: -- | 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 | 0.00 | 99.00% | 0.00 | 960PCR: -- | 0.85 | 3.39% | 0.58 | 18.90 | 29.79% | -0.030 | 0.001 | -0.136 | 0.164 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 980PCR: -- | 1.35 | 5.02% | 0.61 | 0.00 | 27.83% | -0.046 | 0.001 | -0.181 | 0.234 | Login To Trade |
0.417 | -0.336 | 0.003 | 0.902 | 29.05% | 3.15 | 0.15 | 46.84% | 88.00 | 1,000PCR: 11.55 | 2.20 | 7.92% | 1.76 | 91.35 | 26.12% | -0.076 | 0.002 | -0.251 | 0.345 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,020PCR: -- | 3.60 | 12.06% | 2.55 | 67.20 | 24.66% | -0.123 | 0.003 | -0.336 | 0.490 | Login To Trade |
0.683 | -0.449 | 0.005 | 0.796 | 23.68% | 7.88 | 0.14 | 44.26% | 51.45 | 1,040PCR: 11.00 | 6.45 | 18.14% | 1.56 | 53.55 | 23.19% | -0.200 | 0.005 | -0.434 | 0.674 | Login To Trade |
0.855 | -0.551 | 0.006 | 0.686 | 23.19% | 88.73 | 0.86 | 40.75% | 37.00 | 1,060PCR: 2.54 | 11.25 | 25.65% | 2.19 | 201.08 | 22.71% | -0.311 | 0.006 | -0.537 | 0.852 | Login To Trade |
0.954 | -0.595 | 0.007 | 0.549 | 22.46% | 589.58 | 2.96 | 35.50% | 24.15 | 1,080PCR: 1.05 | 19.00 | 33.61% | 3.09 | 377.48 | 22.03% | -0.456 | 0.007 | -0.585 | 0.955 | Login To Trade |
0.933 | -0.582 | 0.007 | 0.403 | 22.46% | 1,505.70 | 8.76 | 28.44% | 15.20 | 1,100PCR: 0.30 | 29.40 | 39.87% | 2.62 | 78.75 | 22.34% | -0.597 | 0.007 | -0.579 | 0.933 | Login To Trade |
0.804 | -0.507 | 0.006 | 0.275 | 22.71% | 370.65 | 4.57 | 20.95% | 8.95 | 1,120PCR: 0.41 | 42.95 | 44.97% | 1.86 | 4.73 | 21.24% | -0.744 | 0.006 | -0.457 | 0.775 | Login To Trade |
0.630 | -0.410 | 0.005 | 0.179 | 23.44% | 286.65 | 6.35 | 14.42% | 5.40 | 1,140PCR: 0.42 | 56.75 | 48.81% | 2.66 | 3.15 | 17.33% | -0.896 | 0.004 | -0.210 | 0.436 | Login To Trade |
0.475 | -0.325 | 0.003 | 0.117 | 24.66% | 252.00 | 6.56 | 9.77% | 3.30 | 1,160PCR: 0.68 | 77.80 | 49.21% | 4.43 | 1.58 | 22.95% | -0.902 | 0.003 | -0.266 | 0.417 | Login To Trade |
0.347 | -0.250 | 0.002 | 0.077 | 25.88% | 89.25 | 7.27 | 6.47% | 2.15 | 1,180PCR: 0.15 | 108.60 | 47.10% | 1.09 | 0.00 | 46.63% | -0.775 | 0.003 | -0.936 | 0.723 | Login To Trade |
0.282 | -0.222 | 0.002 | 0.059 | 28.32% | 53.03 | 6.71 | 4.94% | 1.65 | 1,200PCR: 0.26 | 116.40 | 50.48% | 1.75 | 0.53 | 26.37% | -0.955 | 0.002 | -0.167 | 0.228 | Login To Trade |
0.213 | -0.176 | 0.001 | 0.041 | 29.79% | 24.15 | 1.64 | 3.46% | 1.20 | 1,220PCR: 0.04 | 117.20 | 99.00% | 0.06 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.188 | -0.171 | 0.001 | 0.035 | 32.71% | 8.93 | 2.85 | 2.94% | 1.05 | 1,240PCR: 0.03 | 112.15 | 99.00% | 0.09 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.168 | -0.165 | 0.001 | 0.031 | 35.16% | 0.00 | 0.98 | 2.53% | 1.00 | 1,260PCR: 0.07 | 134.50 | 99.00% | 0.07 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.161 | -0.173 | 0.001 | 0.029 | 38.57% | 2.10 | 0.91 | 2.36% | 1.00 | 1,280PCR: 0.01 | 103.50 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.115 | -0.135 | 0.001 | 0.020 | 41.99% | 0.00 | 0.81 | 1.55% | 0.70 | 1,320PCR: 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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