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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 | |
0.418 | -0.811 | 0.001 | 0.884 | 70.07% | 0.00 | 0.51 | 44.50% | 163.45 | 810PCR: 0.31 | 0.15 | 0.68% | 0.16 | 0.75 | 31.25% | -0.006 | 0.000 | -0.030 | 0.035 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.34 | 99.00% | 143.45 | 820PCR: 2.18 | 0.20 | 1.09% | 0.74 | 0.00 | 31.25% | -0.009 | 0.000 | -0.046 | 0.053 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.05 | 99.00% | 123.50 | 830PCR: 6.83 | 0.20 | 1.18% | 0.31 | 8.25 | 29.30% | -0.010 | 0.000 | -0.047 | 0.057 | Login To Trade |
0.134 | -0.121 | 0.001 | 0.973 | 32.71% | 0.00 | 0.35 | 48.12% | 124.50 | 840PCR: 2.63 | 0.25 | 1.27% | 0.91 | 2.25 | 27.34% | -0.011 | 0.001 | -0.047 | 0.062 | Login To Trade |
0.260 | -0.271 | 0.002 | 0.939 | 37.60% | 0.00 | 1.12 | 47.22% | 116.00 | 850PCR: 4.62 | 0.30 | 1.71% | 5.16 | 6.00 | 26.37% | -0.015 | 0.001 | -0.059 | 0.081 | Login To Trade |
0.312 | -0.320 | 0.002 | 0.922 | 37.11% | 0.00 | 0.28 | 46.90% | 106.65 | 860PCR: 6.19 | 0.30 | 1.89% | 1.72 | 0.75 | 24.41% | -0.017 | 0.001 | -0.060 | 0.090 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.09 | 99.00% | 90.90 | 870PCR: 17.50 | 0.35 | 2.11% | 1.58 | 17.25 | 22.46% | -0.019 | 0.001 | -0.062 | 0.100 | Login To Trade |
0.091 | -0.050 | 0.001 | 0.983 | 19.53% | 0.00 | 0.61 | 48.90% | 84.00 | 880PCR: 8.93 | 0.40 | 2.39% | 5.42 | 21.75 | 20.51% | -0.022 | 0.001 | -0.064 | 0.112 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.23 | 99.00% | 66.00 | 890PCR: 32.52 | 0.60 | 3.75% | 7.56 | 91.50 | 20.02% | -0.035 | 0.002 | -0.092 | 0.166 | Login To Trade |
0.735 | -1.430 | 0.002 | 0.709 | 70.31% | 0.00 | 0.01 | 39.22% | 98.55 | 895PCR: 488.00 | 0.70 | 4.48% | 3.66 | 10.50 | 19.53% | -0.043 | 0.002 | -0.105 | 0.194 | Login To Trade |
0.275 | -0.158 | 0.003 | 0.934 | 20.75% | 9.75 | 4.55 | 47.92% | 65.05 | 900PCR: 3.92 | 0.85 | 5.30% | 17.84 | 447.75 | 19.04% | -0.051 | 0.003 | -0.118 | 0.224 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.12 | 99.00% | 58.55 | 905PCR: 12.13 | 1.05 | 6.32% | 1.46 | 57.75 | 18.55% | -0.061 | 0.003 | -0.134 | 0.261 | Login To Trade |
0.213 | -0.092 | 0.003 | 0.952 | 15.63% | 0.00 | 1.17 | 48.53% | 54.40 | 910PCR: 7.04 | 1.30 | 7.45% | 8.24 | 347.25 | 18.07% | -0.074 | 0.004 | -0.150 | 0.300 | Login To Trade |
0.553 | -0.395 | 0.005 | 0.825 | 25.76% | 0.00 | 0.04 | 45.02% | 54.00 | 915PCR: 53.60 | 1.55 | 8.87% | 2.01 | 132.75 | 17.58% | -0.089 | 0.004 | -0.169 | 0.346 | Login To Trade |
0.379 | -0.174 | 0.005 | 0.899 | 16.60% | 16.50 | 2.35 | 47.31% | 45.50 | 920PCR: 8.33 | 1.95 | 10.40% | 19.55 | 487.50 | 17.09% | -0.107 | 0.005 | -0.187 | 0.396 | Login To Trade |
0.627 | -0.419 | 0.006 | 0.785 | 24.17% | 0.00 | 0.77 | 43.96% | 45.15 | 925PCR: 6.93 | 2.40 | 12.30% | 5.36 | 138.00 | 16.60% | -0.130 | 0.006 | -0.208 | 0.453 | Login To Trade |
0.534 | -0.249 | 0.007 | 0.834 | 16.85% | 26.25 | 1.57 | 45.68% | 37.00 | 930PCR: 9.37 | 3.00 | 14.68% | 14.69 | 487.50 | 16.36% | -0.159 | 0.007 | -0.235 | 0.520 | Login To Trade |
0.615 | -0.291 | 0.008 | 0.792 | 17.09% | 29.25 | 1.40 | 44.53% | 33.00 | 935PCR: 2.94 | 3.65 | 17.15% | 4.10 | 163.50 | 15.87% | -0.191 | 0.008 | -0.257 | 0.584 | Login To Trade |
0.665 | -0.299 | 0.009 | 0.761 | 16.24% | 96.00 | 4.60 | 43.59% | 28.75 | 940PCR: 4.42 | 4.55 | 20.04% | 20.31 | 1,635.00 | 15.63% | -0.231 | 0.009 | -0.282 | 0.653 | Login To Trade |
0.728 | -0.322 | 0.010 | 0.715 | 15.99% | 78.00 | 2.30 | 42.09% | 24.90 | 945PCR: 2.56 | 5.70 | 23.06% | 5.87 | 529.50 | 15.26% | -0.277 | 0.010 | -0.303 | 0.717 | Login To Trade |
0.777 | -0.331 | 0.011 | 0.669 | 15.38% | 1,206.00 | 12.80 | 40.55% | 21.10 | 950PCR: 2.31 | 7.00 | 26.27% | 29.61 | 2,367.75 | 15.01% | -0.328 | 0.011 | -0.322 | 0.774 | Login To Trade |
0.822 | -0.347 | 0.012 | 0.611 | 15.26% | 838.50 | 4.89 | 38.38% | 17.80 | 955PCR: 2.44 | 8.65 | 29.47% | 11.93 | 1,502.25 | 14.65% | -0.385 | 0.012 | -0.332 | 0.819 | Login To Trade |
0.848 | -0.352 | 0.012 | 0.553 | 15.01% | 4,773.75 | 38.18 | 36.07% | 14.75 | 960PCR: 0.61 | 10.55 | 32.62% | 23.15 | 3,498.75 | 14.40% | -0.445 | 0.013 | -0.338 | 0.847 | Login To Trade |
0.855 | -0.352 | 0.013 | 0.490 | 14.89% | 3,412.50 | 17.49 | 33.18% | 12.10 | 965PCR: 0.37 | 13.00 | 35.81% | 6.48 | 1,241.25 | 14.40% | -0.511 | 0.013 | -0.341 | 0.855 | Login To Trade |
0.842 | -0.347 | 0.012 | 0.429 | 14.89% | 3,758.25 | 30.43 | 30.22% | 9.90 | 970PCR: 0.45 | 15.70 | 38.60% | 13.73 | 1,121.25 | 14.04% | -0.576 | 0.013 | -0.326 | 0.840 | Login To Trade |
0.808 | -0.333 | 0.012 | 0.368 | 14.89% | 1,389.00 | 13.40 | 26.97% | 7.90 | 975PCR: 0.30 | 18.95 | 40.95% | 3.97 | 368.25 | 14.53% | -0.635 | 0.012 | -0.324 | 0.805 | Login To Trade |
0.761 | -0.316 | 0.011 | 0.314 | 15.01% | 3,132.00 | 57.28 | 23.82% | 6.40 | 980PCR: 0.33 | 21.75 | 43.20% | 18.86 | 270.75 | 13.79% | -0.702 | 0.012 | -0.284 | 0.743 | Login To Trade |
0.700 | -0.293 | 0.010 | 0.263 | 15.14% | 1,329.00 | 24.27 | 20.58% | 5.10 | 985PCR: 0.21 | 26.35 | 44.47% | 5.04 | 114.75 | 15.01% | -0.739 | 0.010 | -0.290 | 0.697 | Login To Trade |
0.637 | -0.271 | 0.009 | 0.221 | 15.38% | 2,196.75 | 42.14 | 17.79% | 4.10 | 990PCR: 0.30 | 29.50 | 46.27% | 12.60 | 50.25 | 13.92% | -0.803 | 0.009 | -0.229 | 0.595 | Login To Trade |
0.569 | -0.246 | 0.008 | 0.183 | 15.63% | 328.50 | 11.93 | 15.06% | 3.30 | 995PCR: 0.30 | 35.45 | 46.25% | 3.61 | 8.25 | 16.97% | -0.796 | 0.008 | -0.285 | 0.606 | Login To Trade |
0.508 | -0.225 | 0.007 | 0.154 | 15.99% | 2,232.00 | 99.06 | 12.89% | 2.70 | 1,000PCR: 0.14 | 38.15 | 48.18% | 13.46 | 60.00 | 14.40% | -0.872 | 0.007 | -0.179 | 0.449 | Login To Trade |
0.439 | -0.196 | 0.006 | 0.124 | 16.11% | 210.75 | 6.78 | 10.62% | 2.05 | 1,005PCR: 0.21 | 41.50 | 49.96% | 1.41 | 0.00 | 9.77% | -0.973 | 0.003 | -0.037 | 0.136 | Login To Trade |
0.382 | -0.173 | 0.005 | 0.102 | 16.36% | 883.50 | 25.33 | 8.83% | 1.65 | 1,010PCR: 0.06 | 51.30 | 46.97% | 1.40 | 0.00 | 23.19% | -0.811 | 0.005 | -0.372 | 0.579 | Login To Trade |
0.327 | -0.150 | 0.004 | 0.083 | 16.60% | 143.25 | 4.02 | 7.21% | 1.35 | 1,015PCR: 0.58 | 43.15 | 99.00% | 2.33 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.289 | -0.137 | 0.004 | 0.070 | 17.09% | 547.50 | 18.57 | 6.17% | 1.15 | 1,020PCR: 0.06 | 55.00 | 99.00% | 1.09 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.254 | -0.123 | 0.003 | 0.059 | 17.58% | 42.00 | 1.76 | 5.24% | 0.95 | 1,025PCR: 0.09 | 38.20 | 99.00% | 0.16 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.225 | -0.113 | 0.003 | 0.051 | 18.07% | 299.25 | 10.30 | 4.52% | 0.80 | 1,030PCR: 0.32 | 68.75 | 49.05% | 3.26 | 0.00 | 23.44% | -0.894 | 0.004 | -0.254 | 0.392 | Login To Trade |
0.206 | -0.107 | 0.002 | 0.046 | 18.80% | 52.50 | 2.93 | 4.04% | 0.75 | 1,035PCR: 0.20 | 48.65 | 99.00% | 0.59 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.191 | -0.103 | 0.002 | 0.042 | 19.53% | 157.50 | 6.76 | 3.68% | 0.65 | 1,040PCR: 0.15 | 76.00 | 99.00% | 0.98 | 0.75 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.143 | -0.075 | 0.002 | 0.029 | 19.04% | 26.25 | 0.74 | 2.59% | 0.45 | 1,045PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.153 | -0.087 | 0.002 | 0.032 | 20.51% | 177.00 | 19.56 | 2.79% | 0.50 | 1,050PCR: 0.28 | 84.50 | 99.00% | 5.50 | 0.75 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.123 | -0.073 | 0.001 | 0.025 | 21.48% | 21.00 | 9.20 | 2.15% | 0.40 | 1,060PCR: 0.12 | 70.50 | 99.00% | 1.12 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.082 | -0.049 | 0.001 | 0.015 | 21.48% | 12.75 | 9.41 | 1.33% | 0.25 | 1,070PCR: 0.17 | 90.95 | 99.00% | 1.62 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.083 | -0.054 | 0.001 | 0.015 | 23.44% | 24.00 | 9.56 | 1.34% | 0.25 | 1,080PCR: 0.06 | 104.00 | 99.00% | 0.53 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.085 | -0.059 | 0.001 | 0.016 | 25.39% | 33.75 | 2.68 | 1.35% | 0.25 | 1,090PCR: 0.04 | 100.95 | 99.00% | 0.11 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.072 | -0.052 | 0.001 | 0.013 | 26.37% | 22.50 | 7.04 | 1.11% | 0.25 | 1,100PCR: 0.01 | 131.40 | 99.00% | 0.06 | 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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