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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 | |
0.209 | -0.298 | 0.000 | 0.972 | 51.27% | 0.00 | 0.04 | 47.29% | 284.95 | 1,200PCR: 0.13 | 0.35 | 0.96% | 0.01 | 0.50 | 40.04% | -0.008 | 0.000 | -0.077 | 0.069 | Login To Trade |
0.087 | -0.085 | 0.000 | 0.990 | 35.16% | 0.00 | 0.06 | 48.31% | 243.50 | 1,240PCR: 0.18 | 0.40 | 1.20% | 0.01 | 0.00 | 35.16% | -0.010 | 0.000 | -0.085 | 0.087 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 199.65 | 1,280PCR: 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 | 0.02 | 99.00% | 158.70 | 1,300PCR: 4.33 | 1.20 | 3.35% | 0.07 | 0.00 | 31.74% | -0.029 | 0.001 | -0.194 | 0.220 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,320PCR: -- | 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 | 1,340PCR: -- | 2.50 | 6.35% | 0.01 | 0.00 | 29.54% | -0.059 | 0.001 | -0.318 | 0.387 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,360PCR: -- | 0.90 | 3.54% | 0.58 | 0.00 | 21.48% | -0.033 | 0.001 | -0.144 | 0.242 | Login To Trade |
0.608 | -0.449 | 0.002 | 0.893 | 26.61% | 0.00 | 0.01 | 46.73% | 107.10 | 1,380PCR: 81.50 | 1.00 | 4.04% | 0.82 | 0.50 | 18.55% | -0.038 | 0.001 | -0.142 | 0.275 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.13 | 99.00% | 70.20 | 1,400PCR: 11.92 | 1.65 | 6.56% | 1.49 | 30.00 | 17.33% | -0.065 | 0.002 | -0.200 | 0.416 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 45.85 | 1,420PCR: 55.00 | 2.65 | 10.22% | 1.10 | 46.00 | 15.87% | -0.105 | 0.004 | -0.265 | 0.601 | Login To Trade |
0.814 | -0.312 | 0.005 | 0.836 | 13.79% | 15.50 | 0.39 | 45.89% | 47.10 | 1,440PCR: 3.69 | 4.60 | 15.93% | 1.42 | 39.00 | 14.53% | -0.176 | 0.005 | -0.344 | 0.852 | Login To Trade |
1.138 | -0.428 | 0.008 | 0.704 | 13.55% | 84.00 | 0.83 | 41.88% | 31.60 | 1,460PCR: 1.57 | 9.00 | 24.44% | 1.30 | 109.50 | 13.79% | -0.299 | 0.008 | -0.438 | 1.143 | Login To Trade |
1.309 | -0.475 | 0.009 | 0.534 | 13.06% | 136.00 | 1.76 | 35.37% | 18.25 | 1,480PCR: 0.59 | 16.10 | 33.65% | 1.03 | 31.00 | 13.43% | -0.466 | 0.009 | -0.488 | 1.309 | Login To Trade |
1.223 | -0.442 | 0.009 | 0.353 | 13.00% | 202.50 | 3.16 | 26.17% | 9.75 | 1,500PCR: 0.37 | 27.50 | 41.25% | 1.18 | 31.50 | 13.06% | -0.647 | 0.009 | -0.444 | 1.224 | Login To Trade |
0.929 | -0.337 | 0.007 | 0.203 | 13.06% | 74.50 | 1.09 | 16.59% | 4.80 | 1,520PCR: 0.11 | 42.60 | 45.70% | 0.12 | 6.00 | 14.04% | -0.780 | 0.006 | -0.380 | 0.975 | Login To Trade |
0.603 | -0.225 | 0.004 | 0.106 | 13.43% | 104.50 | 2.57 | 9.25% | 2.20 | 1,540PCR: 0.04 | 71.35 | 44.66% | 0.10 | 0.00 | 26.86% | -0.726 | 0.004 | -0.818 | 1.097 | Login To Trade |
0.403 | -0.164 | 0.003 | 0.062 | 14.65% | 63.00 | 0.98 | 5.54% | 1.25 | 1,560PCR: 0.29 | 101.95 | 44.36% | 0.28 | 0.00 | 40.95% | -0.695 | 0.003 | -1.312 | 1.153 | Login To Trade |
0.257 | -0.112 | 0.002 | 0.035 | 15.63% | 12.50 | 0.45 | 3.18% | 0.75 | 1,580PCR: 0.10 | 119.95 | 45.52% | 0.05 | 0.00 | 43.76% | -0.727 | 0.002 | -1.332 | 1.096 | Login To Trade |
0.164 | -0.076 | 0.001 | 0.021 | 16.60% | 16.50 | 1.02 | 1.86% | 0.45 | 1,600PCR: 0.09 | 120.00 | 49.54% | 0.10 | 0.00 | 24.41% | -0.915 | 0.002 | -0.347 | 0.512 | Login To Trade |
0.131 | -0.067 | 0.001 | 0.016 | 18.55% | 1.50 | 0.21 | 1.41% | 0.35 | 1,620PCR: 0.02 | 145.55 | 48.71% | 0.01 | 0.00 | 36.25% | -0.855 | 0.002 | -0.757 | 0.752 | Login To Trade |
0.281 | -0.199 | 0.001 | 0.040 | 25.39% | 0.00 | 0.19 | 3.39% | 1.35 | 1,640PCR: 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 | 1,680PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.103 | -0.084 | 0.000 | 0.012 | 29.30% | 0.00 | 0.16 | 1.00% | 0.35 | 1,720PCR: 0.03 | 241.40 | 50.72% | 0.01 | 0.50 | 44.19% | -0.928 | 0.001 | -0.555 | 0.452 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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