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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 | 1,520PCR: -- | 0.55 | 1.05% | 0.02 | 1.75 | 45.90% | -0.008 | 0.000 | -0.121 | 0.095 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,560PCR: -- | 0.80 | 1.57% | 0.18 | 0.70 | 43.95% | -0.012 | 0.000 | -0.169 | 0.138 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 324.85 | 1,600PCR: 18.67 | 0.60 | 1.30% | 0.39 | 2.10 | 37.60% | -0.011 | 0.000 | -0.126 | 0.120 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,620PCR: -- | 1.80 | 3.09% | 0.14 | 0.00 | 41.75% | -0.026 | 0.000 | -0.297 | 0.256 | Login To Trade |
0.760 | -1.294 | 0.001 | 0.899 | 61.28% | 0.00 | 0.01 | 45.28% | 305.95 | 1,640PCR: 0.67 | 1.25 | 2.50% | 0.01 | 0.00 | 37.11% | -0.021 | 0.000 | -0.223 | 0.217 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 200.00 | 1,660PCR: 0.00 | 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 | 1,680PCR: -- | 1.20 | 2.67% | 0.78 | 1.75 | 32.23% | -0.023 | 0.000 | -0.210 | 0.235 | Login To Trade |
0.818 | -1.131 | 0.001 | 0.888 | 49.80% | 0.00 | 0.05 | 45.53% | 245.00 | 1,700PCR: 23.08 | 2.45 | 4.60% | 1.05 | 68.60 | 33.94% | -0.041 | 0.001 | -0.355 | 0.376 | Login To Trade |
1.000 | -1.490 | 0.001 | 0.850 | 53.65% | 1.05 | 0.00 | 44.39% | 231.35 | 1,720PCR: -- | 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 | 0.06 | 99.00% | 174.35 | 1,740PCR: 7.41 | 3.70 | 6.71% | 0.44 | 55.65 | 31.49% | -0.062 | 0.001 | -0.459 | 0.525 | Login To Trade |
1.229 | -1.913 | 0.001 | 0.792 | 56.03% | 0.00 | 0.06 | 42.63% | 202.55 | 1,760PCR: 18.76 | 4.70 | 8.20% | 1.12 | 74.90 | 30.40% | -0.078 | 0.001 | -0.528 | 0.625 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.11 | 99.00% | 93.05 | 1,780PCR: 11.03 | 6.25 | 10.29% | 1.20 | 52.50 | 29.79% | -0.101 | 0.001 | -0.626 | 0.756 | Login To Trade |
0.388 | -0.203 | 0.001 | 0.958 | 18.80% | 9.45 | 0.71 | 48.45% | 134.05 | 1,800PCR: 3.50 | 8.35 | 12.68% | 2.49 | 314.30 | 29.05% | -0.128 | 0.002 | -0.726 | 0.899 | Login To Trade |
1.340 | -1.527 | 0.002 | 0.758 | 41.02% | 0.00 | 0.19 | 42.31% | 138.00 | 1,820PCR: 4.36 | 10.90 | 15.60% | 0.84 | 136.50 | 28.56% | -0.164 | 0.002 | -0.841 | 1.060 | Login To Trade |
0.998 | -0.604 | 0.003 | 0.851 | 21.79% | 0.00 | 0.30 | 45.89% | 100.00 | 1,840PCR: 4.46 | 14.55 | 18.95% | 1.36 | 138.60 | 28.20% | -0.207 | 0.002 | -0.962 | 1.228 | Login To Trade |
1.389 | -1.083 | 0.003 | 0.741 | 28.08% | 18.20 | 0.59 | 42.40% | 92.25 | 1,860PCR: 1.63 | 19.50 | 22.47% | 0.97 | 226.10 | 27.89% | -0.258 | 0.003 | -1.073 | 1.385 | Login To Trade |
1.526 | -1.177 | 0.003 | 0.684 | 27.77% | 22.05 | 0.41 | 40.50% | 77.95 | 1,880PCR: 1.91 | 25.30 | 26.28% | 0.78 | 180.60 | 27.83% | -0.317 | 0.003 | -1.181 | 1.528 | Login To Trade |
1.634 | -1.272 | 0.003 | 0.620 | 28.02% | 302.05 | 3.14 | 38.12% | 65.70 | 1,900PCR: 0.59 | 33.00 | 30.00% | 1.86 | 878.50 | 28.08% | -0.380 | 0.003 | -1.274 | 1.634 | Login To Trade |
1.696 | -1.308 | 0.003 | 0.555 | 27.77% | 246.75 | 1.02 | 35.43% | 54.10 | 1,920PCR: 0.99 | 40.90 | 33.37% | 1.01 | 435.05 | 27.56% | -0.445 | 0.003 | -1.298 | 1.696 | Login To Trade |
1.712 | -1.320 | 0.003 | 0.488 | 27.77% | 1,020.95 | 1.97 | 32.43% | 44.10 | 1,940PCR: 0.66 | 52.00 | 36.56% | 1.29 | 912.45 | 28.17% | -0.511 | 0.003 | -1.339 | 1.712 | Login To Trade |
1.681 | -1.317 | 0.003 | 0.424 | 28.20% | 1,001.00 | 1.75 | 29.23% | 36.20 | 1,960PCR: 0.58 | 60.10 | 39.32% | 1.02 | 329.70 | 28.20% | -0.576 | 0.003 | -1.317 | 1.681 | Login To Trade |
1.608 | -1.260 | 0.003 | 0.362 | 28.20% | 502.60 | 0.88 | 25.87% | 28.80 | 1,980PCR: 0.23 | 77.00 | 41.65% | 0.21 | 73.85 | 28.81% | -0.635 | 0.003 | -1.291 | 1.613 | Login To Trade |
1.500 | -1.175 | 0.003 | 0.303 | 28.20% | 1,045.10 | 2.31 | 22.45% | 22.65 | 2,000PCR: 0.17 | 89.35 | 43.82% | 0.40 | 95.20 | 27.83% | -0.699 | 0.003 | -1.155 | 1.494 | Login To Trade |
1.362 | -1.062 | 0.003 | 0.249 | 28.08% | 206.15 | 0.58 | 19.04% | 17.40 | 2,020PCR: 0.00 | 98.70 | 46.50% | 0.00 | 0.35 | 23.56% | -0.793 | 0.003 | -0.802 | 1.226 | Login To Trade |
1.226 | -0.977 | 0.002 | 0.207 | 28.69% | 186.20 | 1.50 | 16.17% | 13.90 | 2,040PCR: 0.00 | 115.05 | 47.90% | 0.00 | 4.55 | 23.32% | -0.845 | 0.002 | -0.661 | 1.021 | Login To Trade |
1.062 | -0.839 | 0.002 | 0.164 | 28.44% | 137.55 | 2.24 | 13.14% | 10.35 | 2,060PCR: 0.00 | 130.95 | 49.28% | 0.00 | 0.35 | 21.12% | -0.909 | 0.002 | -0.412 | 0.702 | Login To Trade |
0.948 | -0.778 | 0.002 | 0.138 | 29.54% | 314.65 | 2.56 | 11.19% | 8.65 | 2,080PCR: 0.02 | 163.00 | 47.56% | 0.06 | 11.90 | 36.07% | -0.810 | 0.002 | -1.167 | 1.165 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 2,100PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.705 | -0.598 | 0.001 | 0.091 | 30.52% | 113.75 | 1.07 | 7.53% | 5.45 | 2,120PCR: 0.01 | 308.40 | 44.65% | 0.01 | 0.00 | 112.30% | -0.597 | 0.001 | -5.181 | 1.661 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 2,140PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.540 | -0.484 | 0.001 | 0.064 | 32.23% | 70.70 | 0.64 | 5.32% | 3.75 | 2,160PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.416 | -0.392 | 0.001 | 0.046 | 33.94% | 118.65 | 0.70 | 3.80% | 2.75 | 2,200PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 2,240PCR: -- | 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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