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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 | 10,500PCR: -- | 7.40 | 2.35% | 0.01 | 7.95 | 35.89% | -0.020 | 0.000 | -1.314 | 1.318 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 10,750PCR: -- | 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% | 0.15 | 0.00 | 99.00% | 1240.05 | 11,000PCR: -- | 17.65 | 5.10% | 0.27 | 111.68 | 31.25% | -0.046 | 0.000 | -2.301 | 2.651 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 11,250PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
9.870 | -24.506 | 0.000 | 0.674 | 89.39% | 0.00 | 0.00 | 36.98% | 1415.05 | 11,500PCR: 37.75 | 45.85 | 11.93% | 0.11 | 13.43 | 27.59% | -0.120 | 0.000 | -4.200 | 5.481 | Login To Trade |
7.608 | -5.611 | 0.000 | 0.803 | 26.55% | 0.30 | 0.00 | 44.35% | 665.10 | 11,750PCR: 67.60 | 79.85 | 17.91% | 0.25 | 87.45 | 26.25% | -0.195 | 0.000 | -5.503 | 7.548 | Login To Trade |
9.648 | -7.034 | 0.001 | 0.691 | 26.25% | 8.70 | 0.02 | 40.81% | 465.00 | 12,000PCR: 14.56 | 140.70 | 25.44% | 0.27 | 125.70 | 25.59% | -0.305 | 0.001 | -6.819 | 9.593 | Login To Trade |
10.804 | -7.467 | 0.001 | 0.560 | 24.88% | 29.40 | 0.07 | 35.79% | 314.40 | 12,250PCR: 1.53 | 235.00 | 33.03% | 0.11 | 63.23 | 25.54% | -0.440 | 0.001 | -7.664 | 10.805 | Login To Trade |
10.682 | -7.466 | 0.001 | 0.416 | 25.16% | 186.30 | 0.41 | 28.96% | 200.90 | 12,500PCR: 0.80 | 364.95 | 39.44% | 0.33 | 55.80 | 25.27% | -0.583 | 0.001 | -7.505 | 10.693 | Login To Trade |
9.378 | -6.710 | 0.001 | 0.290 | 25.76% | 49.20 | 0.27 | 21.77% | 122.00 | 12,750PCR: 0.50 | 516.60 | 44.64% | 0.14 | 3.30 | 23.19% | -0.731 | 0.001 | -5.821 | 9.036 | Login To Trade |
7.578 | -5.640 | 0.000 | 0.196 | 26.79% | 172.20 | 0.79 | 15.50% | 77.00 | 13,000PCR: 0.68 | 740.00 | 47.09% | 0.54 | 7.73 | 26.17% | -0.810 | 0.000 | -5.405 | 7.436 | Login To Trade |
5.833 | -4.544 | 0.000 | 0.131 | 28.05% | 33.98 | 0.37 | 10.71% | 49.25 | 13,250PCR: 0.18 | 999.20 | 47.84% | 0.07 | 0.53 | 33.14% | -0.826 | 0.000 | -6.481 | 7.040 | Login To Trade |
4.455 | -3.671 | 0.000 | 0.090 | 29.66% | 83.70 | 1.15 | 7.46% | 33.00 | 13,500PCR: 0.26 | 1204.15 | 49.58% | 0.29 | 0.15 | 30.55% | -0.903 | 0.000 | -3.989 | 4.701 | Login To Trade |
3.438 | -3.002 | 0.000 | 0.064 | 31.43% | 55.35 | 0.42 | 5.31% | 23.45 | 13,750PCR: 0.15 | 1418.65 | 50.79% | 0.06 | 0.45 | 20.51% | -0.991 | 0.000 | -0.379 | 0.666 | Login To Trade |
2.714 | -2.519 | 0.000 | 0.048 | 33.42% | 92.55 | 1.86 | 3.92% | 17.55 | 14,000PCR: 0.12 | 1638.00 | 99.00% | 0.23 | 1.80 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.918 | -1.821 | 0.000 | 0.031 | 34.18% | 4.65 | 0.20 | 2.55% | 12.20 | 14,250PCR: 0.02 | 550.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.825 | -1.910 | 0.000 | 0.029 | 37.66% | 45.38 | 0.51 | 2.36% | 9.40 | 14,500PCR: 0.06 | 2050.00 | 99.00% | 0.03 | 0.08 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.503 | -1.652 | 0.000 | 0.023 | 39.55% | 2.70 | 0.09 | 1.85% | 9.20 | 14,750PCR: 0.01 | 2007.55 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.411 | -1.668 | 0.000 | 0.021 | 42.54% | 11.25 | 0.56 | 1.68% | 9.00 | 15,000PCR: 0.06 | 2660.00 | 99.00% | 0.03 | 0.08 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.196 | -1.579 | 0.000 | 0.018 | 47.55% | 0.00 | 0.00 | 1.34% | 8.05 | 15,500PCR: 46.00 | 2942.10 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.477 | -0.573 | 0.000 | 0.006 | 43.21% | 0.15 | 0.03 | 0.47% | 2.25 | 15,750PCR: 0.13 | 1880.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.616 | -0.819 | 0.000 | 0.008 | 47.85% | 1.65 | 0.14 | 0.61% | 3.45 | 16,000PCR: 0.27 | 2920.00 | 99.00% | 0.04 | 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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