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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 | 280PCR: -- | 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 | 290PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.106 | -0.133 | 0.004 | 0.927 | 44.92% | 2.55 | 0.99 | 46.68% | 46.25 | 300PCR: 6.76 | 0.35 | 3.84% | 6.72 | 49.73 | 35.16% | -0.033 | 0.003 | -0.056 | 0.057 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 305PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.116 | -0.115 | 0.005 | 0.918 | 35.64% | 10.20 | 0.14 | 46.89% | 36.15 | 310PCR: 15.18 | 0.40 | 5.09% | 2.13 | 35.70 | 29.30% | -0.046 | 0.004 | -0.061 | 0.074 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 315PCR: -- | 0.60 | 6.66% | 1.66 | 51.00 | 27.34% | -0.063 | 0.006 | -0.072 | 0.095 | Login To Trade |
0.169 | -0.151 | 0.009 | 0.862 | 32.23% | 58.65 | 2.04 | 45.68% | 26.90 | 320PCR: 6.68 | 0.75 | 8.81% | 13.63 | 311.10 | 25.39% | -0.086 | 0.008 | -0.085 | 0.120 | Login To Trade |
0.189 | -0.148 | 0.011 | 0.837 | 28.32% | 26.78 | 0.82 | 45.18% | 22.00 | 325PCR: 5.34 | 1.05 | 11.77% | 4.36 | 153.00 | 23.44% | -0.120 | 0.011 | -0.100 | 0.153 | Login To Trade |
0.210 | -0.139 | 0.015 | 0.807 | 23.93% | 130.05 | 4.08 | 44.72% | 17.05 | 330PCR: 2.87 | 1.60 | 15.70% | 11.72 | 782.85 | 21.97% | -0.170 | 0.015 | -0.118 | 0.194 | Login To Trade |
0.253 | -0.158 | 0.019 | 0.732 | 22.46% | 281.78 | 3.46 | 42.36% | 12.95 | 335PCR: 3.09 | 2.40 | 21.65% | 10.67 | 605.63 | 20.51% | -0.251 | 0.020 | -0.139 | 0.244 | Login To Trade |
0.287 | -0.162 | 0.024 | 0.638 | 20.26% | 2,831.78 | 13.09 | 39.15% | 9.00 | 340PCR: 1.87 | 3.75 | 28.15% | 24.43 | 2,759.10 | 20.02% | -0.354 | 0.024 | -0.159 | 0.285 | Login To Trade |
0.306 | -0.170 | 0.026 | 0.510 | 20.02% | 3,461.63 | 13.57 | 33.86% | 6.15 | 345PCR: 1.08 | 5.85 | 35.15% | 14.71 | 2,163.68 | 19.29% | -0.490 | 0.027 | -0.164 | 0.306 | Login To Trade |
0.294 | -0.160 | 0.026 | 0.389 | 19.53% | 4,675.43 | 43.73 | 27.91% | 4.05 | 350PCR: 0.89 | 8.60 | 40.76% | 39.02 | 947.33 | 19.04% | -0.623 | 0.026 | -0.154 | 0.291 | Login To Trade |
0.253 | -0.141 | 0.021 | 0.269 | 20.02% | 2,669.85 | 31.02 | 20.71% | 2.45 | 355PCR: 0.74 | 11.90 | 45.18% | 23.06 | 280.50 | 18.07% | -0.754 | 0.023 | -0.121 | 0.241 | Login To Trade |
0.202 | -0.115 | 0.017 | 0.182 | 20.51% | 3,102.08 | 76.56 | 14.79% | 1.50 | 360PCR: 0.54 | 16.00 | 47.81% | 41.22 | 128.78 | 17.58% | -0.857 | 0.017 | -0.085 | 0.173 | Login To Trade |
0.157 | -0.094 | 0.012 | 0.124 | 21.48% | 1,389.75 | 20.46 | 10.40% | 1.00 | 365PCR: 0.38 | 19.90 | 51.42% | 7.79 | 16.58 | 1.95% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.119 | -0.074 | 0.009 | 0.085 | 22.46% | 1,150.05 | 46.55 | 7.18% | 0.70 | 370PCR: 0.52 | 24.80 | 99.00% | 24.24 | 42.08 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.098 | -0.067 | 0.007 | 0.066 | 24.41% | 239.70 | 14.79 | 5.63% | 0.50 | 375PCR: 0.14 | 30.00 | 50.53% | 2.04 | 24.23 | 15.63% | -0.991 | 0.002 | -0.008 | 0.018 | Login To Trade |
0.074 | -0.053 | 0.005 | 0.046 | 25.39% | 572.48 | 28.20 | 3.96% | 0.40 | 380PCR: 0.60 | 33.95 | 99.00% | 16.96 | 38.25 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.063 | -0.048 | 0.004 | 0.038 | 27.34% | 77.78 | 5.16 | 3.22% | 0.35 | 385PCR: 0.09 | 29.85 | 99.00% | 0.47 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.056 | -0.045 | 0.003 | 0.032 | 29.30% | 14.03 | 15.26 | 2.72% | 0.30 | 390PCR: 0.15 | 46.00 | 50.26% | 2.27 | 2.55 | 39.06% | -0.914 | 0.005 | -0.130 | 0.120 | Login To Trade |
0.049 | -0.043 | 0.003 | 0.028 | 31.25% | 8.93 | 3.09 | 2.33% | 0.20 | 395PCR: 0.22 | 39.40 | 99.00% | 0.69 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.044 | -0.041 | 0.002 | 0.025 | 33.20% | 801.98 | 56.07 | 2.03% | 0.25 | 400PCR: 0.17 | 55.25 | 51.04% | 9.60 | 24.23 | 35.16% | -0.968 | 0.003 | -0.054 | 0.055 | Login To Trade |
0.041 | -0.040 | 0.002 | 0.022 | 35.16% | 10.20 | 1.50 | 1.81% | 0.20 | 405PCR: 0.19 | 41.25 | 99.00% | 0.29 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.029 | -0.029 | 0.001 | 0.015 | 35.16% | 12.75 | 4.13 | 1.22% | 0.15 | 410PCR: 0.47 | 65.00 | 51.22% | 1.93 | 0.00 | 31.25% | -0.993 | 0.001 | -0.013 | 0.015 | Login To Trade |
0.026 | -0.028 | 0.001 | 0.013 | 39.06% | 3.83 | 16.29 | 1.04% | 0.15 | 420PCR: 0.15 | 75.50 | 51.52% | 2.38 | 0.00 | 48.83% | -0.961 | 0.002 | -0.089 | 0.065 | Login To Trade |
0.024 | -0.029 | 0.001 | 0.012 | 42.97% | 12.75 | 2.01 | 0.92% | 0.15 | 430PCR: 0.23 | 83.50 | 99.00% | 0.46 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.001 | -0.001 | 0.000 | 0.000 | 31.25% | 1.28 | 0.91 | 0.02% | 0.05 | 440PCR: 6.59 | 94.00 | 99.00% | 5.97 | 10.20 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | -0.000 | 0.000 | 0.000 | 31.25% | 0.00 | 1.33 | 0.01% | 0.05 | 450PCR: 3.58 | 100.45 | 99.00% | 4.74 | 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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