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Span Margin Calculator
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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| 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 | 8.17 | 99.00% | 249.00 | 1,280PCR: 0.78 | 0.35 | 0.94% | 6.36 | 16.00 | 37.11% | -0.008 | 0.000 | -0.074 | 0.072 | Login To Trade |
0.298 | -0.398 | 0.001 | 0.960 | 48.10% | 14.50 | 2.49 | 47.20% | 261.20 | 1,300PCR: 0.69 | 0.40 | 1.11% | 1.73 | 9.00 | 35.16% | -0.009 | 0.000 | -0.083 | 0.085 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.15 | 99.00% | 223.00 | 1,320PCR: 1.30 | 0.30 | 0.91% | 0.20 | 1.00 | 31.25% | -0.008 | 0.000 | -0.063 | 0.073 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 183.70 | 1,340PCR: 18.00 | 0.45 | 1.33% | 0.18 | 1.00 | 30.27% | -0.011 | 0.000 | -0.086 | 0.103 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 204.00 | 1,350PCR: 73.00 | 0.35 | 1.22% | 1.10 | 4.50 | 28.32% | -0.010 | 0.000 | -0.075 | 0.096 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 195.00 | 1,360PCR: 84.80 | 0.35 | 1.33% | 2.12 | 19.50 | 27.34% | -0.011 | 0.000 | -0.079 | 0.104 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 179.50 | 1,370PCR: 24.20 | 0.45 | 1.49% | 0.61 | 7.50 | 26.37% | -0.013 | 0.000 | -0.085 | 0.116 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 3.00 | 0.16 | 99.00% | 176.70 | 1,380PCR: 11.03 | 0.45 | 1.64% | 1.77 | 13.00 | 25.39% | -0.015 | 0.000 | -0.090 | 0.127 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 157.00 | 1,390PCR: 156.00 | 0.60 | 1.84% | 1.56 | 9.50 | 24.41% | -0.016 | 0.001 | -0.096 | 0.141 | Login To Trade |
0.489 | -0.466 | 0.001 | 0.925 | 34.30% | 12.50 | 4.30 | 47.11% | 162.00 | 1,400PCR: 3.37 | 0.55 | 2.07% | 14.47 | 475.50 | 23.44% | -0.019 | 0.001 | -0.102 | 0.157 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.63 | 99.00% | 141.90 | 1,410PCR: 7.21 | 0.60 | 2.36% | 4.51 | 35.00 | 22.46% | -0.021 | 0.001 | -0.111 | 0.177 | Login To Trade |
0.368 | -0.267 | 0.001 | 0.948 | 26.12% | 0.50 | 0.23 | 47.96% | 139.90 | 1,420PCR: 19.71 | 0.70 | 2.65% | 4.44 | 77.00 | 21.48% | -0.024 | 0.001 | -0.118 | 0.198 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.44 | 99.00% | 119.50 | 1,430PCR: 12.57 | 0.75 | 3.07% | 5.53 | 79.50 | 20.51% | -0.028 | 0.001 | -0.128 | 0.225 | Login To Trade |
0.413 | -0.266 | 0.002 | 0.940 | 23.19% | 1.50 | 0.56 | 47.93% | 120.00 | 1,440PCR: 14.54 | 0.90 | 3.54% | 8.07 | 152.50 | 19.53% | -0.033 | 0.001 | -0.139 | 0.256 | Login To Trade |
0.428 | -0.256 | 0.002 | 0.937 | 21.48% | 10.00 | 1.88 | 47.95% | 110.05 | 1,450PCR: 5.79 | 1.10 | 4.25% | 10.87 | 675.00 | 18.80% | -0.040 | 0.001 | -0.157 | 0.300 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 12.00 | 0.65 | 99.00% | 100.00 | 1,460PCR: 10.40 | 1.40 | 5.49% | 6.71 | 489.50 | 18.31% | -0.053 | 0.002 | -0.190 | 0.374 | Login To Trade |
0.527 | -0.281 | 0.002 | 0.917 | 19.17% | 12.00 | 0.82 | 47.62% | 90.55 | 1,470PCR: 7.37 | 1.75 | 6.61% | 6.01 | 490.50 | 17.58% | -0.065 | 0.002 | -0.214 | 0.439 | Login To Trade |
0.476 | -0.213 | 0.003 | 0.928 | 16.11% | 8.00 | 2.79 | 48.00% | 80.10 | 1,480PCR: 3.08 | 2.15 | 8.37% | 8.58 | 915.50 | 17.09% | -0.084 | 0.003 | -0.254 | 0.535 | Login To Trade |
0.649 | -0.299 | 0.003 | 0.890 | 16.60% | 15.50 | 1.86 | 47.15% | 71.05 | 1,490PCR: 3.34 | 2.95 | 10.37% | 6.20 | 520.00 | 16.48% | -0.107 | 0.003 | -0.292 | 0.638 | Login To Trade |
0.719 | -0.305 | 0.004 | 0.873 | 15.26% | 558.00 | 36.34 | 46.76% | 62.25 | 1,500PCR: 0.85 | 4.00 | 12.88% | 30.88 | 2,707.50 | 15.99% | -0.137 | 0.004 | -0.337 | 0.759 | Login To Trade |
0.876 | -0.368 | 0.005 | 0.830 | 15.14% | 35.50 | 1.38 | 45.69% | 53.20 | 1,510PCR: 3.95 | 4.95 | 15.78% | 5.44 | 1,031.50 | 15.38% | -0.173 | 0.005 | -0.379 | 0.887 | Login To Trade |
1.027 | -0.425 | 0.006 | 0.779 | 14.89% | 368.50 | 5.12 | 44.26% | 44.95 | 1,520PCR: 2.27 | 6.50 | 19.08% | 11.60 | 1,963.50 | 14.77% | -0.219 | 0.006 | -0.419 | 1.021 | Login To Trade |
1.156 | -0.459 | 0.007 | 0.724 | 14.28% | 799.00 | 9.67 | 42.53% | 36.95 | 1,530PCR: 1.39 | 8.60 | 23.01% | 13.40 | 2,054.00 | 14.34% | -0.277 | 0.007 | -0.461 | 1.158 | Login To Trade |
1.273 | -0.488 | 0.008 | 0.656 | 13.79% | 2,909.00 | 17.39 | 40.24% | 29.65 | 1,540PCR: 0.89 | 11.30 | 27.19% | 15.48 | 3,627.00 | 13.92% | -0.345 | 0.008 | -0.493 | 1.275 | Login To Trade |
1.355 | -0.515 | 0.008 | 0.577 | 13.67% | 6,835.50 | 32.00 | 37.12% | 23.25 | 1,550PCR: 0.58 | 14.85 | 31.48% | 18.71 | 4,379.00 | 13.61% | -0.423 | 0.008 | -0.512 | 1.355 | Login To Trade |
1.380 | -0.515 | 0.009 | 0.492 | 13.43% | 8,031.00 | 57.20 | 33.41% | 17.75 | 1,560PCR: 0.29 | 19.30 | 35.57% | 16.61 | 3,389.00 | 13.37% | -0.508 | 0.009 | -0.512 | 1.380 | Login To Trade |
1.341 | -0.489 | 0.009 | 0.405 | 13.12% | 3,769.00 | 24.16 | 29.05% | 13.35 | 1,570PCR: 0.35 | 24.60 | 39.33% | 8.54 | 1,060.00 | 13.12% | -0.596 | 0.009 | -0.489 | 1.341 | Login To Trade |
1.243 | -0.453 | 0.008 | 0.324 | 13.12% | 5,978.00 | 45.46 | 24.46% | 9.50 | 1,580PCR: 0.15 | 31.20 | 42.30% | 6.69 | 736.50 | 13.18% | -0.676 | 0.008 | -0.455 | 1.243 | Login To Trade |
1.102 | -0.404 | 0.007 | 0.251 | 13.18% | 2,097.00 | 12.66 | 19.91% | 6.80 | 1,590PCR: 0.14 | 38.50 | 44.73% | 1.83 | 146.00 | 13.18% | -0.749 | 0.007 | -0.404 | 1.102 | Login To Trade |
0.947 | -0.353 | 0.006 | 0.193 | 13.43% | 5,693.50 | 98.34 | 15.87% | 4.90 | 1,600PCR: 0.15 | 46.55 | 46.39% | 14.91 | 778.50 | 13.43% | -0.807 | 0.006 | -0.353 | 0.947 | Login To Trade |
0.780 | -0.296 | 0.005 | 0.143 | 13.67% | 1,158.50 | 11.81 | 12.14% | 3.40 | 1,610PCR: 0.09 | 54.80 | 48.05% | 1.04 | 9.00 | 12.82% | -0.873 | 0.005 | -0.257 | 0.721 | Login To Trade |
0.641 | -0.248 | 0.004 | 0.108 | 13.92% | 1,328.50 | 13.76 | 9.35% | 2.55 | 1,620PCR: 0.06 | 61.50 | 99.00% | 0.80 | 6.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.525 | -0.210 | 0.003 | 0.082 | 14.40% | 568.00 | 10.67 | 7.25% | 1.90 | 1,630PCR: 0.03 | 92.35 | 44.58% | 0.34 | 0.00 | 34.00% | -0.713 | 0.003 | -1.114 | 1.180 | Login To Trade |
0.438 | -0.182 | 0.002 | 0.065 | 15.01% | 698.50 | 13.77 | 5.75% | 1.50 | 1,640PCR: 0.09 | 95.50 | 46.14% | 1.22 | 0.00 | 29.91% | -0.770 | 0.003 | -0.872 | 1.050 | Login To Trade |
0.366 | -0.159 | 0.002 | 0.052 | 15.63% | 266.50 | 9.16 | 4.61% | 1.20 | 1,650PCR: 0.08 | 96.70 | 48.52% | 0.70 | 3.00 | 22.09% | -0.874 | 0.003 | -0.440 | 0.717 | Login To Trade |
0.300 | -0.134 | 0.002 | 0.040 | 16.11% | 172.50 | 4.94 | 3.61% | 0.90 | 1,660PCR: 0.21 | 101.00 | 99.00% | 1.04 | 1.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.255 | -0.119 | 0.001 | 0.033 | 16.85% | 100.50 | 2.57 | 2.95% | 0.75 | 1,670PCR: 0.02 | 113.00 | 50.01% | 0.06 | 0.50 | 18.55% | -0.952 | 0.002 | -0.180 | 0.348 | Login To Trade |
0.233 | -0.115 | 0.001 | 0.030 | 17.82% | 148.50 | 5.09 | 2.64% | 0.70 | 1,680PCR: 0.01 | 110.75 | 99.00% | 0.04 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.186 | -0.093 | 0.001 | 0.023 | 18.07% | 8.00 | 1.02 | 2.02% | 0.55 | 1,690PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.137 | -0.069 | 0.001 | 0.016 | 18.07% | 369.50 | 16.73 | 1.41% | 0.35 | 1,700PCR: 0.23 | 139.05 | 99.00% | 3.92 | 12.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.109 | -0.059 | 0.001 | 0.012 | 19.53% | 71.50 | 9.05 | 1.07% | 0.30 | 1,720PCR: 0.58 | 165.65 | 50.01% | 5.26 | 0.00 | 30.52% | -0.923 | 0.001 | -0.423 | 0.499 | Login To Trade |
0.101 | -0.060 | 0.000 | 0.011 | 21.48% | 12.50 | 3.88 | 0.96% | 0.30 | 1,740PCR: 0.51 | 178.00 | 99.00% | 2.00 | 1.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.094 | -0.061 | 0.000 | 0.010 | 23.44% | 13.50 | 1.34 | 0.88% | 0.25 | 1,760PCR: 0.22 | 207.35 | 50.19% | 0.30 | 0.00 | 39.18% | -0.913 | 0.001 | -0.597 | 0.549 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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