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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 | 1,360PCR: -- | 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 | 1,380PCR: -- | 1.15 | 2.51% | 0.02 | 8.10 | 36.13% | -0.021 | 0.000 | -0.170 | 0.198 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 213.10 | 1,400PCR: 116.00 | 2.00 | 4.01% | 0.52 | 67.95 | 37.11% | -0.034 | 0.001 | -0.264 | 0.298 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,420PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.179 | -2.271 | 0.001 | 0.774 | 80.93% | 0.00 | 0.01 | 40.55% | 241.30 | 1,440PCR: 65.50 | 2.75 | 5.56% | 0.59 | 66.60 | 33.69% | -0.050 | 0.001 | -0.323 | 0.403 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,460PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.076 | -1.358 | 0.001 | 0.807 | 52.98% | 0.00 | 0.01 | 43.02% | 182.85 | 1,480PCR: 54.50 | 4.60 | 8.33% | 0.49 | 49.95 | 31.01% | -0.078 | 0.001 | -0.424 | 0.575 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,500PCR: -- | 6.05 | 10.60% | 1.39 | 250.65 | 30.27% | -0.103 | 0.002 | -0.508 | 0.705 | Login To Trade |
1.354 | -2.149 | 0.001 | 0.705 | 66.65% | 0.00 | 0.00 | 38.99% | 168.65 | 1,520PCR: 297.00 | 8.25 | 13.30% | 1.34 | 47.70 | 29.54% | -0.134 | 0.002 | -0.598 | 0.850 | Login To Trade |
1.400 | -2.116 | 0.001 | 0.681 | 63.48% | 0.00 | 0.01 | 38.32% | 151.55 | 1,540PCR: 90.50 | 11.30 | 16.73% | 0.81 | 69.75 | 29.30% | -0.176 | 0.002 | -0.710 | 1.018 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.90 | 0.00 | 99.00% | 69.75 | 1,560PCR: 147.00 | 15.15 | 20.10% | 0.66 | 130.50 | 28.44% | -0.222 | 0.003 | -0.792 | 1.169 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,580PCR: -- | 20.10 | 24.15% | 0.22 | 62.10 | 28.38% | -0.280 | 0.003 | -0.895 | 1.325 | Login To Trade |
1.442 | -0.932 | 0.003 | 0.660 | 27.16% | 426.60 | 0.47 | 39.52% | 65.10 | 1,600PCR: 2.89 | 26.10 | 27.89% | 1.35 | 360.45 | 27.40% | -0.341 | 0.003 | -0.942 | 1.444 | Login To Trade |
1.531 | -0.974 | 0.004 | 0.588 | 26.73% | 142.65 | 0.71 | 36.77% | 52.50 | 1,620PCR: 1.77 | 33.55 | 31.80% | 1.25 | 117.00 | 26.98% | -0.412 | 0.004 | -0.984 | 1.531 | Login To Trade |
1.569 | -0.987 | 0.004 | 0.513 | 26.43% | 252.90 | 0.63 | 33.53% | 40.70 | 1,640PCR: 0.79 | 41.25 | 35.49% | 0.50 | 57.15 | 26.31% | -0.487 | 0.004 | -0.982 | 1.569 | Login To Trade |
1.548 | -0.942 | 0.004 | 0.434 | 25.57% | 184.95 | 1.54 | 29.74% | 31.20 | 1,660PCR: 0.43 | 53.10 | 38.86% | 0.66 | 14.40 | 25.94% | -0.565 | 0.004 | -0.956 | 1.548 | Login To Trade |
1.472 | -0.907 | 0.004 | 0.360 | 25.88% | 128.70 | 1.21 | 25.80% | 24.20 | 1,680PCR: 0.43 | 64.75 | 41.71% | 0.53 | 12.15 | 26.31% | -0.637 | 0.004 | -0.924 | 1.476 | Login To Trade |
1.343 | -0.814 | 0.003 | 0.288 | 25.45% | 432.45 | 2.75 | 21.57% | 17.50 | 1,700PCR: 0.60 | 78.50 | 44.07% | 1.67 | 10.80 | 26.18% | -0.706 | 0.003 | -0.845 | 1.356 | Login To Trade |
1.197 | -0.737 | 0.003 | 0.231 | 25.88% | 209.25 | 1.55 | 17.82% | 13.30 | 1,720PCR: 0.06 | 87.65 | 47.28% | 0.09 | 1.80 | 20.87% | -0.823 | 0.003 | -0.508 | 1.022 | Login To Trade |
1.003 | -0.603 | 0.003 | 0.172 | 25.27% | 85.95 | 0.89 | 13.75% | 8.95 | 1,740PCR: 0.04 | 138.90 | 44.67% | 0.03 | 0.00 | 46.75% | -0.690 | 0.002 | -1.541 | 1.384 | Login To Trade |
0.856 | -0.530 | 0.002 | 0.135 | 26.00% | 76.50 | 1.17 | 11.02% | 6.80 | 1,760PCR: 0.06 | 96.00 | 99.00% | 0.07 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.712 | -0.449 | 0.002 | 0.104 | 26.49% | 60.30 | 0.77 | 8.60% | 5.05 | 1,780PCR: 0.06 | 175.95 | 46.26% | 0.05 | 0.00 | 52.00% | -0.731 | 0.002 | -1.603 | 1.295 | Login To Trade |
0.556 | -0.349 | 0.001 | 0.075 | 26.37% | 148.95 | 0.90 | 6.26% | 3.35 | 1,800PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.468 | -0.305 | 0.001 | 0.060 | 27.34% | 161.10 | 1.46 | 5.02% | 2.70 | 1,820PCR: 0.00 | 138.85 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.386 | -0.258 | 0.001 | 0.047 | 28.08% | 18.45 | 0.60 | 3.93% | 2.10 | 1,840PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.251 | -0.178 | 0.001 | 0.028 | 29.79% | 0.00 | 0.26 | 2.31% | 1.25 | 1,880PCR: 0.03 | 207.40 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.246 | -0.183 | 0.001 | 0.027 | 31.25% | 24.75 | 0.27 | 2.23% | 1.20 | 1,900PCR: 0.16 | 260.05 | 99.00% | 0.05 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.186 | -0.138 | 0.000 | 0.019 | 31.25% | 0.00 | 0.08 | 1.59% | 0.90 | 1,920PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.221 | -0.215 | 0.000 | 0.024 | 41.02% | 0.00 | 0.05 | 1.85% | 1.35 | 2,000PCR: 4.18 | 326.00 | 99.00% | 0.21 | 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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