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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 | 270PCR: -- | 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 | 275PCR: -- | 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 | 280PCR: -- | 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 | 285PCR: -- | 0.10 | 1.49% | 0.15 | 0.00 | 27.34% | -0.013 | 0.002 | -0.018 | 0.024 | Login To Trade |
0.044 | -0.034 | 0.003 | 0.974 | 27.34% | 4.50 | 0.02 | 48.39% | 35.75 | 290PCR: 147.00 | 0.10 | 1.38% | 2.21 | 69.00 | 23.44% | -0.012 | 0.002 | -0.015 | 0.023 | Login To Trade |
0.237 | -3.126 | 0.001 | 0.736 | 475.59% | 0.00 | 2.22 | 21.18% | 141.50 | 292.50PCR: 0.04 | 0.15 | 2.02% | 0.09 | 0.00 | 23.44% | -0.018 | 0.003 | -0.021 | 0.032 | Login To Trade |
0.197 | -0.299 | 0.007 | 0.808 | 54.69% | 0.00 | 0.02 | 43.15% | 35.00 | 295PCR: 1,094.00 | 0.15 | 3.03% | 16.41 | 72.00 | 23.44% | -0.028 | 0.004 | -0.030 | 0.046 | Login To Trade |
0.206 | -0.308 | 0.007 | 0.794 | 53.71% | 0.00 | 0.02 | 42.77% | 33.00 | 297.50PCR: 836.00 | 0.20 | 2.99% | 12.54 | 33.00 | 21.48% | -0.028 | 0.004 | -0.028 | 0.046 | Login To Trade |
0.047 | -0.025 | 0.005 | 0.972 | 19.53% | 24.00 | 0.47 | 48.71% | 25.70 | 300PCR: 40.26 | 0.25 | 4.39% | 18.72 | 489.00 | 21.48% | -0.041 | 0.006 | -0.038 | 0.064 | Login To Trade |
0.140 | -0.110 | 0.009 | 0.885 | 28.32% | 0.00 | 0.12 | 46.51% | 24.25 | 302.50PCR: 16.13 | 0.30 | 4.48% | 1.94 | 12.00 | 19.53% | -0.043 | 0.006 | -0.036 | 0.066 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 1.50 | 0.06 | 99.00% | 20.50 | 305PCR: 221.00 | 0.35 | 6.58% | 13.26 | 66.00 | 19.53% | -0.064 | 0.009 | -0.049 | 0.090 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 307.50PCR: -- | 0.40 | 6.96% | 3.06 | 42.00 | 17.58% | -0.069 | 0.010 | -0.047 | 0.096 | Login To Trade |
0.104 | -0.045 | 0.013 | 0.923 | 15.63% | 102.00 | 6.44 | 48.07% | 15.90 | 310PCR: 2.85 | 0.45 | 8.22% | 18.36 | 709.50 | 16.11% | -0.083 | 0.013 | -0.049 | 0.110 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.41 | 99.00% | 11.90 | 312.50PCR: 6.67 | 0.60 | 11.09% | 2.70 | 184.50 | 15.63% | -0.115 | 0.017 | -0.061 | 0.140 | Login To Trade |
0.158 | -0.060 | 0.022 | 0.864 | 13.67% | 78.00 | 2.39 | 46.58% | 11.25 | 315PCR: 3.89 | 0.90 | 14.72% | 9.29 | 598.50 | 15.14% | -0.159 | 0.022 | -0.074 | 0.175 | Login To Trade |
0.197 | -0.072 | 0.029 | 0.809 | 13.18% | 177.00 | 1.32 | 45.25% | 9.10 | 317.50PCR: 3.43 | 1.15 | 17.51% | 4.53 | 375.00 | 13.67% | -0.199 | 0.028 | -0.077 | 0.202 | Login To Trade |
0.234 | -0.079 | 0.037 | 0.742 | 12.21% | 1,605.00 | 13.11 | 43.18% | 6.95 | 320PCR: 1.53 | 1.55 | 22.12% | 20.01 | 1,350.00 | 12.70% | -0.266 | 0.036 | -0.084 | 0.237 | Login To Trade |
0.269 | -0.089 | 0.043 | 0.646 | 11.96% | 2,143.50 | 12.71 | 39.93% | 5.20 | 322.50PCR: 0.74 | 2.30 | 28.13% | 9.41 | 1,552.50 | 12.70% | -0.362 | 0.041 | -0.096 | 0.271 | Login To Trade |
0.287 | -0.094 | 0.047 | 0.531 | 11.72% | 4,971.00 | 74.16 | 35.08% | 3.75 | 325PCR: 0.17 | 3.25 | 33.74% | 12.68 | 3,105.00 | 12.21% | -0.470 | 0.045 | -0.098 | 0.288 | Login To Trade |
0.282 | -0.092 | 0.046 | 0.414 | 11.72% | 4,162.50 | 19.56 | 29.64% | 2.55 | 327.50PCR: 0.27 | 4.50 | 38.65% | 5.36 | 735.00 | 11.96% | -0.582 | 0.045 | -0.094 | 0.282 | Login To Trade |
0.255 | -0.085 | 0.041 | 0.309 | 11.96% | 4,221.00 | 60.00 | 23.65% | 1.70 | 330PCR: 0.24 | 6.15 | 42.71% | 14.24 | 1,089.00 | 11.96% | -0.691 | 0.041 | -0.085 | 0.255 | Login To Trade |
0.211 | -0.069 | 0.034 | 0.214 | 11.72% | 553.50 | 11.40 | 17.36% | 1.05 | 332.50PCR: 0.22 | 12.90 | 40.68% | 2.55 | 0.00 | 31.01% | -0.607 | 0.017 | -0.239 | 0.278 | Login To Trade |
0.175 | -0.062 | 0.026 | 0.158 | 12.70% | 919.50 | 21.42 | 13.38% | 0.75 | 335PCR: 0.11 | 10.10 | 47.60% | 2.40 | 76.50 | 12.21% | -0.851 | 0.026 | -0.057 | 0.168 | Login To Trade |
0.145 | -0.055 | 0.020 | 0.121 | 13.67% | 103.50 | 1.97 | 10.45% | 0.55 | 337.50PCR: 0.24 | 17.35 | 42.97% | 0.47 | 0.00 | 35.16% | -0.663 | 0.014 | -0.258 | 0.264 | Login To Trade |
0.121 | -0.049 | 0.016 | 0.094 | 14.65% | 1,825.50 | 35.58 | 8.20% | 0.40 | 340PCR: 0.15 | 14.90 | 48.95% | 5.37 | 58.50 | 14.65% | -0.906 | 0.016 | -0.049 | 0.121 | Login To Trade |
0.088 | -0.036 | 0.011 | 0.062 | 14.65% | 90.00 | 1.58 | 5.49% | 0.30 | 342.50PCR: 0.10 | 22.80 | 44.17% | 0.17 | 0.00 | 42.48% | -0.688 | 0.011 | -0.302 | 0.256 | Login To Trade |
0.086 | -0.040 | 0.010 | 0.060 | 16.60% | 216.00 | 6.51 | 5.30% | 0.30 | 345PCR: 0.12 | 21.65 | 47.14% | 0.77 | 0.00 | 29.30% | -0.805 | 0.013 | -0.162 | 0.199 | Login To Trade |
0.074 | -0.036 | 0.008 | 0.050 | 17.58% | 28.50 | 1.38 | 4.41% | 0.25 | 347.50PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.053 | -0.026 | 0.006 | 0.033 | 17.58% | 214.50 | 21.87 | 2.94% | 0.20 | 350PCR: 0.29 | 24.65 | 50.15% | 6.29 | 33.00 | 17.58% | -0.967 | 0.006 | -0.026 | 0.053 | Login To Trade |
0.057 | -0.031 | 0.006 | 0.036 | 19.53% | 0.00 | 0.83 | 3.18% | 0.15 | 352.50PCR: 0.02 | 25.50 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.041 | -0.022 | 0.004 | 0.024 | 19.53% | 25.50 | 3.12 | 2.14% | 0.15 | 355PCR: 0.05 | 30.20 | 49.55% | 0.17 | 0.00 | 28.81% | -0.906 | 0.008 | -0.097 | 0.122 | Login To Trade |
0.029 | -0.016 | 0.003 | 0.016 | 19.53% | 6.00 | 5.51 | 1.44% | 0.10 | 357.50PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.004 | -0.002 | 0.001 | 0.002 | 15.63% | 123.00 | 20.79 | 0.17% | 0.05 | 360PCR: 0.22 | 34.90 | 50.30% | 4.58 | 7.50 | 27.34% | -0.948 | 0.005 | -0.058 | 0.077 | Login To Trade |
0.001 | -0.001 | 0.000 | 0.001 | 15.63% | 0.00 | 0.89 | 0.05% | 0.05 | 365PCR: 0.02 | 38.00 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | -0.000 | 0.000 | 0.000 | 15.63% | 24.00 | 2.25 | 0.01% | 0.05 | 370PCR: 0.91 | 45.10 | 50.61% | 2.06 | 1.50 | 36.13% | -0.940 | 0.005 | -0.086 | 0.086 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 15.63% | 0.00 | 0.09 | 0.00% | 0.05 | 375PCR: 0.17 | 48.40 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 15.63% | 0.00 | 0.38 | 0.00% | 0.05 | 377.50PCR: 0.04 | 53.50 | 50.43% | 0.02 | 1.50 | 49.80% | -0.900 | 0.005 | -0.175 | 0.127 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 15.63% | 1.50 | 7.58 | 0.00% | 0.05 | 380PCR: 2.32 | 54.00 | 99.00% | 17.60 | 4.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.011 | -0.009 | 0.001 | 0.005 | 31.25% | 0.00 | 3.06 | 0.42% | 0.05 | 390PCR: 1.52 | 72.50 | 49.45% | 4.65 | 0.00 | 94.73% | -0.774 | 0.004 | -0.571 | 0.217 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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