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Span Margin Calculator
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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| 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 | 205PCR: -- | 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 | 210PCR: -- | 0.10 | 1.86% | 0.43 | 0.00 | 27.34% | -0.016 | 0.003 | -0.016 | 0.022 | Login To Trade |
0.170 | -0.407 | 0.007 | 0.747 | 86.43% | 0.00 | 0.29 | 39.72% | 32.31 | 214PCR: 3.00 | 0.05 | 0.09% | 0.88 | 0.00 | 15.63% | -0.001 | 0.000 | -0.001 | 0.001 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 215PCR: -- | 0.20 | 4.42% | 0.05 | 0.00 | 27.34% | -0.040 | 0.006 | -0.035 | 0.046 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 217.50PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.088 | -0.069 | 0.011 | 0.907 | 28.32% | 0.00 | 0.16 | 47.05% | 19.29 | 220PCR: 28.29 | 0.19 | 4.46% | 4.46 | 702.00 | 21.48% | -0.042 | 0.008 | -0.028 | 0.047 | Login To Trade |
0.181 | -0.329 | 0.010 | 0.711 | 65.43% | 0.00 | 0.07 | 39.51% | 22.95 | 222.50PCR: 17.33 | 0.25 | 5.38% | 1.17 | 0.00 | 19.53% | -0.052 | 0.010 | -0.030 | 0.056 | Login To Trade |
0.187 | -0.350 | 0.010 | 0.689 | 67.38% | 0.00 | 0.11 | 38.65% | 22.25 | 224PCR: 25.80 | 0.30 | 7.08% | 2.90 | 166.50 | 19.53% | -0.069 | 0.013 | -0.038 | 0.070 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 13.50 | 0.11 | 99.00% | 13.01 | 225PCR: 78.00 | 0.33 | 7.43% | 8.78 | 1,075.50 | 18.55% | -0.073 | 0.014 | -0.038 | 0.074 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 227.50PCR: -- | 0.46 | 10.52% | 3.62 | 0.00 | 17.58% | -0.107 | 0.020 | -0.048 | 0.098 | Login To Trade |
0.155 | -0.105 | 0.023 | 0.785 | 24.41% | 0.00 | 0.23 | 44.08% | 11.23 | 229PCR: 27.40 | 0.58 | 12.10% | 6.17 | 393.75 | 16.60% | -0.128 | 0.024 | -0.051 | 0.111 | Login To Trade |
0.118 | -0.051 | 0.027 | 0.860 | 15.63% | 153.00 | 3.65 | 46.57% | 9.22 | 230PCR: 3.81 | 0.65 | 13.72% | 13.88 | 1,320.75 | 16.11% | -0.147 | 0.027 | -0.055 | 0.122 | Login To Trade |
0.160 | -0.072 | 0.035 | 0.773 | 16.11% | 13.50 | 0.11 | 43.95% | 7.30 | 232.50PCR: 30.20 | 0.98 | 18.79% | 3.40 | 207.00 | 15.14% | -0.214 | 0.036 | -0.065 | 0.154 | Login To Trade |
0.170 | -0.064 | 0.044 | 0.746 | 13.67% | 22.50 | 7.83 | 43.22% | 5.78 | 234PCR: 1.66 | 1.23 | 21.84% | 12.98 | 166.50 | 14.16% | -0.261 | 0.043 | -0.068 | 0.172 | Login To Trade |
0.183 | -0.067 | 0.049 | 0.706 | 13.18% | 1,192.50 | 4.77 | 41.79% | 5.00 | 235PCR: 2.12 | 1.40 | 24.53% | 10.13 | 1,316.25 | 13.67% | -0.301 | 0.048 | -0.070 | 0.184 | Login To Trade |
0.208 | -0.073 | 0.058 | 0.574 | 12.70% | 2,643.75 | 6.86 | 37.26% | 3.30 | 237.50PCR: 1.33 | 2.14 | 31.62% | 9.14 | 1,613.25 | 12.70% | -0.426 | 0.058 | -0.073 | 0.208 | Login To Trade |
0.211 | -0.072 | 0.062 | 0.484 | 12.21% | 2,301.75 | 11.36 | 33.19% | 2.39 | 239PCR: 0.42 | 2.82 | 36.13% | 4.73 | 852.75 | 12.70% | -0.515 | 0.059 | -0.074 | 0.211 | Login To Trade |
0.207 | -0.070 | 0.060 | 0.423 | 12.21% | 10,851.75 | 93.47 | 30.31% | 1.92 | 240PCR: 0.20 | 3.37 | 38.45% | 18.54 | 1,494.00 | 12.45% | -0.575 | 0.059 | -0.072 | 0.208 | Login To Trade |
0.192 | -0.062 | 0.058 | 0.329 | 11.72% | 4,230.00 | 55.49 | 24.87% | 1.32 | 241.50PCR: 0.05 | 4.31 | 41.57% | 2.63 | 74.25 | 12.21% | -0.664 | 0.056 | -0.066 | 0.193 | Login To Trade |
0.176 | -0.057 | 0.054 | 0.274 | 11.72% | 1,372.50 | 15.14 | 21.27% | 1.07 | 242.50PCR: 0.22 | 5.01 | 43.69% | 3.40 | 58.50 | 12.70% | -0.710 | 0.051 | -0.064 | 0.181 | Login To Trade |
0.149 | -0.048 | 0.045 | 0.201 | 11.72% | 1,316.25 | 36.92 | 16.40% | 0.72 | 244PCR: 0.20 | 6.19 | 45.58% | 7.47 | 105.75 | 12.70% | -0.780 | 0.044 | -0.055 | 0.157 | Login To Trade |
0.139 | -0.049 | 0.039 | 0.179 | 12.70% | 3,339.00 | 43.54 | 15.10% | 0.60 | 245PCR: 0.20 | 7.05 | 46.59% | 8.60 | 132.75 | 13.18% | -0.811 | 0.039 | -0.052 | 0.143 | Login To Trade |
0.111 | -0.039 | 0.031 | 0.128 | 12.70% | 792.00 | 14.74 | 11.02% | 0.44 | 246.50PCR: 0.28 | 8.53 | 47.15% | 4.14 | 0.00 | 14.65% | -0.836 | 0.032 | -0.053 | 0.131 | Login To Trade |
0.105 | -0.040 | 0.027 | 0.118 | 13.67% | 558.00 | 12.20 | 10.32% | 0.37 | 247.50PCR: 0.24 | 8.83 | 50.54% | 2.88 | 0.00 | 7.81% | -0.982 | 0.011 | -0.005 | 0.024 | Login To Trade |
0.081 | -0.031 | 0.021 | 0.083 | 13.67% | 526.50 | 9.27 | 7.35% | 0.28 | 249PCR: 0.29 | 10.44 | 49.94% | 2.72 | 24.75 | 11.72% | -0.947 | 0.017 | -0.019 | 0.057 | Login To Trade |
0.067 | -0.025 | 0.018 | 0.065 | 13.67% | 2,646.00 | 99.59 | 5.72% | 0.25 | 250PCR: 0.16 | 11.84 | 48.51% | 15.50 | 72.00 | 16.60% | -0.893 | 0.021 | -0.045 | 0.098 | Login To Trade |
0.059 | -0.024 | 0.014 | 0.055 | 14.65% | 229.50 | 3.33 | 4.93% | 0.19 | 251.50PCR: 0.26 | 9.05 | 99.00% | 0.86 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.058 | -0.025 | 0.013 | 0.054 | 15.63% | 342.00 | 13.12 | 4.82% | 0.17 | 252.50PCR: 0.03 | 14.04 | 49.78% | 0.45 | 13.50 | 15.63% | -0.946 | 0.013 | -0.025 | 0.058 | Login To Trade |
0.043 | -0.019 | 0.010 | 0.038 | 15.63% | 486.00 | 10.13 | 3.36% | 0.15 | 254PCR: 0.47 | 16.00 | 48.81% | 4.77 | 2.25 | 22.46% | -0.890 | 0.016 | -0.062 | 0.100 | Login To Trade |
0.035 | -0.015 | 0.008 | 0.029 | 15.63% | 931.50 | 22.34 | 2.61% | 0.13 | 255PCR: 0.05 | 15.00 | 99.00% | 1.19 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.039 | -0.019 | 0.008 | 0.033 | 17.58% | 0.00 | 1.85 | 2.91% | 0.15 | 256.50PCR: 0.21 | 9.50 | 99.00% | 0.38 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.033 | -0.016 | 0.007 | 0.027 | 17.58% | 33.75 | 2.05 | 2.40% | 0.11 | 257.50PCR: 0.20 | 14.19 | 99.00% | 0.41 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.051 | -0.030 | 0.008 | 0.045 | 21.48% | 0.00 | 2.84 | 3.98% | 0.18 | 259PCR: 0.36 | 19.00 | 99.00% | 1.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.031 | -0.017 | 0.006 | 0.025 | 19.53% | 713.25 | 25.83 | 2.24% | 0.11 | 260PCR: 0.16 | 20.81 | 99.00% | 4.16 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.035 | -0.021 | 0.006 | 0.029 | 21.48% | 0.00 | 0.92 | 2.54% | 0.15 | 261.50PCR: 1.15 | 15.25 | 99.00% | 1.06 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.042 | -0.027 | 0.006 | 0.036 | 23.44% | 0.00 | 1.26 | 3.09% | 0.16 | 262.50PCR: 0.09 | 15.35 | 99.00% | 0.11 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.003 | -0.001 | 0.001 | 0.002 | 15.63% | 0.00 | 4.57 | 0.17% | 0.04 | 264PCR: 0.25 | 18.05 | 99.00% | 1.15 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.002 | -0.001 | 0.001 | 0.001 | 15.63% | 31.50 | 8.28 | 0.12% | 0.04 | 265PCR: 1.47 | 21.65 | 99.00% | 12.15 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.039 | -0.029 | 0.005 | 0.033 | 27.34% | 0.00 | 2.16 | 2.79% | 0.15 | 267.50PCR: 0.01 | 27.00 | 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% | 36.00 | 6.46 | 0.02% | 0.02 | 270PCR: 0.24 | 29.00 | 99.00% | 1.53 | 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% | 40.50 | 5.42 | 0.00% | 0.01 | 274PCR: 0.55 | 27.50 | 99.00% | 2.97 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.006 | -0.004 | 0.001 | 0.004 | 23.44% | 0.00 | 1.08 | 0.29% | 0.06 | 275PCR: 0.75 | 27.50 | 99.00% | 0.81 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.016 | -0.014 | 0.002 | 0.012 | 31.25% | 2.25 | 2.36 | 0.97% | 0.02 | 280PCR: 0.43 | 35.00 | 99.00% | 1.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.051 | -0.063 | 0.004 | 0.046 | 44.92% | 0.00 | 0.02 | 3.57% | 0.40 | 284PCR: 2.00 | 37.60 | 99.00% | 0.05 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.029 | -0.031 | 0.003 | 0.023 | 39.06% | 0.00 | 0.07 | 1.81% | 0.15 | 285PCR: 0.33 | 37.70 | 99.00% | 0.02 | 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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