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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 | 0.02 | 99.00% | 128.10 | 760PCR: 13.67 | 0.65 | 2.26% | 0.27 | 16.25 | 48.83% | -0.018 | 0.000 | -0.125 | 0.092 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 3.90 | 0.02 | 99.00% | 128.15 | 780PCR: 16.67 | 0.80 | 2.70% | 0.33 | 5.20 | 44.92% | -0.022 | 0.001 | -0.137 | 0.110 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 95.30 | 790PCR: 10.67 | 0.90 | 3.15% | 0.21 | 14.30 | 43.95% | -0.026 | 0.001 | -0.155 | 0.127 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 75.75 | 800PCR: 192.75 | 1.20 | 3.43% | 5.01 | 424.45 | 41.99% | -0.029 | 0.001 | -0.161 | 0.138 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 78.40 | 810PCR: 61.00 | 1.25 | 4.20% | 0.40 | 13.65 | 41.02% | -0.036 | 0.001 | -0.189 | 0.166 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 7.80 | 0.03 | 99.00% | 121.70 | 820PCR: 30.80 | 1.30 | 4.41% | 1.00 | 191.10 | 38.09% | -0.038 | 0.001 | -0.186 | 0.175 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 60.50 | 830PCR: 276.00 | 1.40 | 4.97% | 1.79 | 278.20 | 36.62% | -0.044 | 0.001 | -0.199 | 0.196 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.05 | 99.00% | 53.35 | 840PCR: 18.13 | 1.85 | 5.54% | 0.94 | 204.10 | 34.18% | -0.050 | 0.001 | -0.206 | 0.217 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 1.30 | 0.27 | 99.00% | 64.00 | 850PCR: 6.24 | 2.20 | 7.24% | 1.66 | 596.05 | 34.42% | -0.067 | 0.002 | -0.261 | 0.273 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 19.50 | 0.31 | 99.00% | 80.00 | 860PCR: 4.48 | 2.50 | 8.35% | 1.40 | 544.70 | 32.23% | -0.079 | 0.002 | -0.278 | 0.310 | Login To Trade |
0.299 | -0.235 | 0.002 | 0.925 | 28.32% | 31.20 | 0.38 | 47.35% | 82.65 | 870PCR: 3.40 | 3.20 | 10.14% | 1.28 | 406.90 | 31.74% | -0.098 | 0.003 | -0.322 | 0.366 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 102.70 | 1.71 | 99.00% | 75.00 | 880PCR: 1.63 | 4.05 | 12.25% | 2.78 | 1,157.00 | 30.76% | -0.123 | 0.003 | -0.366 | 0.429 | Login To Trade |
0.462 | -0.357 | 0.004 | 0.863 | 27.83% | 87.75 | 0.34 | 45.93% | 64.75 | 890PCR: 7.58 | 5.45 | 15.20% | 2.61 | 845.00 | 30.52% | -0.157 | 0.004 | -0.431 | 0.508 | Login To Trade |
0.603 | -0.513 | 0.004 | 0.793 | 30.64% | 1,267.50 | 5.17 | 43.87% | 57.00 | 900PCR: 1.41 | 6.85 | 18.25% | 7.28 | 1,647.75 | 30.27% | -0.197 | 0.004 | -0.492 | 0.585 | Login To Trade |
0.663 | -0.548 | 0.005 | 0.756 | 29.79% | 586.95 | 1.48 | 42.75% | 50.00 | 910PCR: 2.13 | 8.55 | 20.95% | 3.15 | 1,086.15 | 28.44% | -0.235 | 0.005 | -0.513 | 0.649 | Login To Trade |
0.725 | -0.583 | 0.006 | 0.708 | 28.93% | 3,350.10 | 14.95 | 41.26% | 42.50 | 920PCR: 0.12 | 11.30 | 24.65% | 1.84 | 1,015.95 | 28.56% | -0.290 | 0.006 | -0.573 | 0.723 | Login To Trade |
0.782 | -0.618 | 0.006 | 0.650 | 28.44% | 1,177.15 | 1.82 | 39.22% | 35.65 | 930PCR: 0.71 | 14.80 | 28.33% | 1.29 | 726.05 | 28.56% | -0.351 | 0.006 | -0.621 | 0.783 | Login To Trade |
0.823 | -0.647 | 0.006 | 0.586 | 28.32% | 3,497.00 | 4.26 | 36.71% | 29.60 | 940PCR: 0.45 | 18.80 | 31.91% | 1.91 | 1,121.25 | 28.56% | -0.415 | 0.006 | -0.653 | 0.823 | Login To Trade |
0.842 | -0.676 | 0.006 | 0.519 | 28.93% | 6,132.10 | 9.46 | 33.78% | 25.00 | 950PCR: 0.21 | 22.80 | 35.18% | 1.97 | 757.25 | 28.56% | -0.481 | 0.007 | -0.668 | 0.842 | Login To Trade |
0.837 | -0.664 | 0.007 | 0.454 | 28.56% | 2,257.45 | 4.93 | 30.73% | 19.70 | 960PCR: 0.11 | 28.75 | 38.64% | 0.53 | 130.65 | 27.95% | -0.560 | 0.007 | -0.646 | 0.831 | Login To Trade |
0.809 | -0.647 | 0.006 | 0.388 | 28.81% | 1,246.05 | 3.35 | 27.28% | 16.50 | 970PCR: 0.03 | 36.45 | 40.49% | 0.08 | 33.15 | 30.40% | -0.602 | 0.006 | -0.688 | 0.815 | Login To Trade |
0.767 | -0.619 | 0.006 | 0.332 | 29.05% | 1,431.30 | 4.84 | 24.16% | 12.95 | 980PCR: 0.02 | 43.30 | 42.56% | 0.08 | 14.30 | 30.76% | -0.657 | 0.006 | -0.663 | 0.776 | Login To Trade |
0.710 | -0.578 | 0.005 | 0.279 | 29.30% | 666.90 | 1.45 | 20.89% | 10.45 | 990PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.657 | -0.559 | 0.005 | 0.241 | 30.64% | 3,868.80 | 11.94 | 18.34% | 8.80 | 1,000PCR: 0.01 | 58.60 | 46.37% | 0.16 | 22.75 | 29.42% | -0.779 | 0.005 | -0.512 | 0.626 | Login To Trade |
0.592 | -0.514 | 0.004 | 0.201 | 31.25% | 137.15 | 0.70 | 15.60% | 7.20 | 1,010PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.530 | -0.469 | 0.004 | 0.168 | 31.86% | 837.85 | 2.62 | 13.29% | 5.80 | 1,020PCR: 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 | 1,030PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.414 | -0.379 | 0.003 | 0.117 | 32.96% | 527.80 | 1.77 | 9.42% | 3.80 | 1,040PCR: 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 | 1,050PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.308 | -0.288 | 0.002 | 0.078 | 33.69% | 434.20 | 1.20 | 6.36% | 2.35 | 1,060PCR: 0.09 | 125.00 | 47.96% | 0.11 | 7.80 | 58.11% | -0.786 | 0.002 | -0.992 | 0.614 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 1,070PCR: -- | 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 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 1,080PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 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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