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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 | 0.00 | 99.00% | 0.00 | 760PCR: -- | 0.50 | 2.48% | 0.20 | 0.00 | 29.30% | -0.021 | 0.001 | -0.073 | 0.110 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 780PCR: -- | 1.65 | 6.17% | 0.29 | 0.00 | 30.76% | -0.056 | 0.002 | -0.170 | 0.243 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 4.55 | 0.03 | 99.00% | 75.75 | 800PCR: 99.50 | 2.00 | 8.02% | 2.59 | 140.40 | 26.86% | -0.076 | 0.003 | -0.188 | 0.308 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 810PCR: -- | 2.75 | 10.29% | 0.20 | 6.50 | 26.37% | -0.101 | 0.003 | -0.228 | 0.380 | Login To Trade |
0.693 | -0.723 | 0.003 | 0.744 | 45.90% | 4.55 | 0.00 | 41.38% | 73.40 | 820PCR: 76.33 | 3.90 | 13.31% | 1.89 | 196.30 | 25.88% | -0.136 | 0.004 | -0.276 | 0.469 | Login To Trade |
0.778 | -1.085 | 0.003 | 0.673 | 61.40% | 0.00 | 0.01 | 38.05% | 78.80 | 830PCR: 230.50 | 5.50 | 16.67% | 3.00 | 220.35 | 25.63% | -0.177 | 0.005 | -0.327 | 0.561 | Login To Trade |
0.750 | -0.632 | 0.004 | 0.699 | 37.11% | 0.00 | 0.05 | 40.34% | 53.35 | 840PCR: 26.13 | 7.50 | 20.51% | 1.36 | 269.75 | 25.15% | -0.230 | 0.006 | -0.373 | 0.654 | Login To Trade |
0.726 | -0.395 | 0.006 | 0.719 | 23.93% | 5.85 | 0.12 | 41.81% | 37.20 | 850PCR: 11.39 | 9.90 | 24.44% | 1.33 | 94.90 | 25.15% | -0.287 | 0.006 | -0.420 | 0.735 | Login To Trade |
0.808 | -0.473 | 0.007 | 0.638 | 25.76% | 18.20 | 0.11 | 38.77% | 31.80 | 860PCR: 15.00 | 14.00 | 28.97% | 1.66 | 116.35 | 25.51% | -0.361 | 0.007 | -0.468 | 0.807 | Login To Trade |
0.845 | -0.453 | 0.008 | 0.574 | 23.56% | 53.95 | 0.27 | 36.36% | 24.40 | 870PCR: 3.60 | 17.55 | 32.62% | 0.98 | 109.20 | 25.51% | -0.430 | 0.007 | -0.491 | 0.847 | Login To Trade |
0.860 | -0.501 | 0.007 | 0.495 | 25.63% | 299.65 | 1.90 | 32.71% | 20.90 | 880PCR: 0.72 | 22.50 | 36.05% | 1.36 | 161.85 | 26.00% | -0.499 | 0.007 | -0.508 | 0.860 | Login To Trade |
0.845 | -0.489 | 0.007 | 0.426 | 25.45% | 103.35 | 1.05 | 29.34% | 16.55 | 890PCR: 0.51 | 28.35 | 39.28% | 0.53 | 63.05 | 25.27% | -0.575 | 0.007 | -0.485 | 0.845 | Login To Trade |
0.802 | -0.465 | 0.007 | 0.355 | 25.51% | 600.60 | 6.53 | 25.52% | 12.75 | 900PCR: 0.95 | 34.50 | 41.77% | 6.18 | 144.95 | 25.51% | -0.640 | 0.007 | -0.468 | 0.807 | Login To Trade |
0.743 | -0.424 | 0.006 | 0.294 | 25.15% | 200.20 | 1.23 | 21.89% | 9.70 | 910PCR: 0.37 | 42.25 | 43.96% | 0.46 | 11.05 | 26.00% | -0.702 | 0.006 | -0.442 | 0.748 | Login To Trade |
0.662 | -0.384 | 0.006 | 0.235 | 25.51% | 377.00 | 4.02 | 18.10% | 7.35 | 920PCR: 0.32 | 50.20 | 45.77% | 1.29 | 10.40 | 26.25% | -0.758 | 0.005 | -0.401 | 0.673 | Login To Trade |
0.571 | -0.325 | 0.005 | 0.182 | 25.02% | 251.55 | 2.06 | 14.50% | 5.20 | 930PCR: 0.06 | 64.00 | 45.43% | 0.12 | 4.55 | 35.40% | -0.732 | 0.004 | -0.571 | 0.710 | Login To Trade |
0.479 | -0.274 | 0.004 | 0.140 | 25.15% | 255.45 | 2.34 | 11.34% | 3.80 | 940PCR: 0.05 | 42.90 | 99.00% | 0.12 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.408 | -0.238 | 0.003 | 0.111 | 25.63% | 271.70 | 2.45 | 9.15% | 2.85 | 950PCR: 0.10 | 75.00 | 49.12% | 0.23 | 3.90 | 25.88% | -0.887 | 0.003 | -0.244 | 0.414 | Login To Trade |
0.338 | -0.199 | 0.003 | 0.086 | 25.88% | 154.70 | 2.90 | 7.13% | 2.25 | 960PCR: 0.07 | 91.40 | 47.82% | 0.21 | 3.25 | 40.28% | -0.804 | 0.003 | -0.545 | 0.595 | Login To Trade |
0.288 | -0.176 | 0.002 | 0.070 | 26.86% | 44.20 | 0.49 | 5.80% | 1.75 | 970PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.235 | -0.146 | 0.002 | 0.054 | 27.34% | 119.60 | 1.59 | 4.48% | 1.30 | 980PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.200 | -0.129 | 0.002 | 0.044 | 28.32% | 19.50 | 0.15 | 3.65% | 1.05 | 990PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.196 | -0.135 | 0.001 | 0.043 | 30.27% | 438.10 | 3.09 | 3.53% | 1.10 | 1,000PCR: 0.07 | 112.50 | 99.00% | 0.20 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.166 | -0.125 | 0.001 | 0.035 | 33.20% | 1.30 | 1.11 | 2.83% | 1.00 | 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 |
0.120 | -0.093 | 0.001 | 0.024 | 34.18% | 24.05 | 0.83 | 1.89% | 0.60 | 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 |
0.110 | -0.093 | 0.001 | 0.021 | 37.11% | 7.80 | 0.23 | 1.68% | 0.65 | 1,060PCR: 0.63 | 161.30 | 99.00% | 0.14 | 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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