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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 | 0.01 | 99.00% | 198.05 | 1,080PCR: 181.00 | 0.95 | 2.44% | 1.31 | 5.80 | 44.92% | -0.020 | 0.000 | -0.174 | 0.140 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,120PCR: -- | 1.20 | 3.12% | 1.75 | 42.78 | 39.06% | -0.026 | 0.001 | -0.194 | 0.179 | Login To Trade |
0.942 | -3.350 | 0.001 | 0.745 | 128.05% | 0.00 | 0.17 | 37.59% | 247.00 | 1,140PCR: 9.83 | 1.70 | 4.38% | 1.64 | 100.78 | 38.09% | -0.038 | 0.001 | -0.256 | 0.242 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 147.65 | 1,160PCR: 103.00 | 2.20 | 5.42% | 1.49 | 71.05 | 35.89% | -0.048 | 0.001 | -0.293 | 0.294 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 103.50 | 1,180PCR: 45.50 | 2.35 | 6.37% | 1.32 | 145.73 | 32.96% | -0.058 | 0.001 | -0.313 | 0.342 | Login To Trade |
0.026 | -0.011 | 0.000 | 0.997 | 15.63% | 46.40 | 1.33 | 49.31% | 120.00 | 1,200PCR: 7.58 | 3.30 | 8.24% | 10.11 | 752.55 | 31.01% | -0.078 | 0.002 | -0.368 | 0.427 | Login To Trade |
0.431 | -0.307 | 0.002 | 0.921 | 25.63% | 28.28 | 1.23 | 47.41% | 102.75 | 1,220PCR: 2.21 | 4.65 | 11.00% | 2.71 | 195.03 | 29.54% | -0.109 | 0.002 | -0.448 | 0.546 | Login To Trade |
0.567 | -0.377 | 0.003 | 0.886 | 23.93% | 66.70 | 1.91 | 46.67% | 84.00 | 1,240PCR: 2.78 | 6.55 | 14.43% | 5.32 | 727.90 | 27.95% | -0.150 | 0.003 | -0.530 | 0.682 | Login To Trade |
0.823 | -0.592 | 0.004 | 0.799 | 25.88% | 319.00 | 1.57 | 44.26% | 69.20 | 1,260PCR: 2.95 | 10.00 | 18.91% | 4.63 | 578.55 | 26.73% | -0.208 | 0.004 | -0.624 | 0.840 | Login To Trade |
0.996 | -0.713 | 0.004 | 0.715 | 25.76% | 1,185.38 | 4.39 | 41.64% | 53.85 | 1,280PCR: 1.55 | 14.05 | 24.57% | 6.82 | 923.65 | 26.49% | -0.290 | 0.004 | -0.739 | 1.004 | Login To Trade |
1.117 | -0.779 | 0.005 | 0.619 | 25.09% | 2,489.65 | 10.37 | 38.19% | 41.00 | 1,300PCR: 0.80 | 21.15 | 30.12% | 8.27 | 1,123.75 | 25.94% | -0.384 | 0.005 | -0.807 | 1.120 | Login To Trade |
1.169 | -0.844 | 0.005 | 0.511 | 26.00% | 1,442.03 | 8.30 | 33.58% | 29.90 | 1,320PCR: 0.46 | 30.00 | 35.38% | 3.80 | 145.00 | 25.33% | -0.489 | 0.005 | -0.823 | 1.169 | Login To Trade |
1.139 | -0.822 | 0.005 | 0.408 | 26.00% | 962.80 | 7.16 | 28.54% | 21.45 | 1,340PCR: 0.49 | 43.40 | 39.66% | 3.52 | 65.98 | 27.53% | -0.585 | 0.005 | -0.874 | 1.143 | Login To Trade |
1.042 | -0.765 | 0.005 | 0.316 | 26.43% | 1,356.48 | 11.06 | 23.29% | 15.25 | 1,360PCR: 0.26 | 57.30 | 42.92% | 2.83 | 38.43 | 28.32% | -0.671 | 0.004 | -0.834 | 1.060 | Login To Trade |
0.894 | -0.651 | 0.004 | 0.232 | 26.25% | 636.55 | 6.68 | 17.97% | 10.05 | 1,380PCR: 0.19 | 74.00 | 45.06% | 1.24 | 9.43 | 30.40% | -0.734 | 0.004 | -0.812 | 0.962 | Login To Trade |
0.743 | -0.557 | 0.003 | 0.171 | 26.98% | 779.38 | 10.16 | 13.65% | 7.05 | 1,400PCR: 0.10 | 90.35 | 46.84% | 1.07 | 12.33 | 31.13% | -0.793 | 0.003 | -0.724 | 0.838 | Login To Trade |
0.600 | -0.462 | 0.003 | 0.124 | 27.71% | 228.38 | 3.65 | 10.15% | 4.90 | 1,420PCR: 0.05 | 112.40 | 47.24% | 0.17 | 3.63 | 38.09% | -0.794 | 0.003 | -0.883 | 0.835 | Login To Trade |
0.492 | -0.397 | 0.002 | 0.094 | 29.05% | 191.40 | 4.30 | 7.79% | 3.60 | 1,440PCR: 0.01 | 119.00 | 99.00% | 0.04 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.385 | -0.318 | 0.002 | 0.068 | 29.79% | 150.80 | 1.78 | 5.67% | 2.65 | 1,460PCR: 0.00 | 132.50 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.318 | -0.276 | 0.001 | 0.053 | 31.25% | 79.75 | 1.12 | 4.43% | 2.00 | 1,480PCR: 0.02 | 180.65 | 48.00% | 0.02 | 0.00 | 60.55% | -0.783 | 0.002 | -1.447 | 0.860 | Login To Trade |
0.212 | -0.198 | 0.001 | 0.032 | 33.69% | 24.65 | 1.39 | 2.66% | 1.25 | 1,520PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.142 | -0.142 | 0.001 | 0.020 | 36.13% | 92.80 | 2.73 | 1.62% | 0.80 | 1,560PCR: 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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