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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 | 0.29 | 99.00% | 232.40 | 740PCR: 1.18 | 0.15 | 0.59% | 0.35 | 0.00 | 82.03% | -0.004 | 0.000 | -0.107 | 0.016 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.32 | 99.00% | 195.00 | 760PCR: 0.12 | 0.15 | 0.59% | 0.04 | 0.00 | 74.22% | -0.004 | 0.000 | -0.100 | 0.017 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.26 | 99.00% | 131.40 | 780PCR: 4.06 | 0.10 | 0.29% | 1.07 | 0.00 | 62.50% | -0.002 | 0.000 | -0.046 | 0.009 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.19 | 99.00% | 120.65 | 790PCR: 3.88 | 0.05 | 0.43% | 0.73 | 7.50 | 62.50% | -0.003 | 0.000 | -0.067 | 0.013 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 6.75 | 2.11 | 99.00% | 177.40 | 800PCR: 1.51 | 0.05 | 0.00% | 3.18 | 12.75 | 31.25% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.40 | 99.00% | 100.00 | 810PCR: 8.85 | 0.05 | 0.00% | 3.52 | 2.25 | 31.25% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 3.00 | 8.17 | 99.00% | 158.30 | 820PCR: 0.40 | 0.05 | 0.00% | 3.29 | 22.50 | 31.25% | 0.000 | 0.000 | -0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 4.50 | 0.87 | 99.00% | 142.75 | 830PCR: 5.67 | 0.05 | 0.00% | 4.94 | 114.00 | 31.25% | 0.000 | 0.000 | -0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 2.25 | 0.77 | 99.00% | 139.60 | 840PCR: 7.66 | 0.10 | 0.60% | 5.92 | 37.50 | 46.88% | -0.005 | 0.000 | -0.072 | 0.019 | Login To Trade |
0.053 | -0.231 | 0.001 | 0.983 | 52.73% | 27.00 | 2.40 | 48.40% | 130.10 | 850PCR: 4.74 | 0.05 | 0.02% | 11.39 | 44.25 | 31.25% | -0.000 | 0.000 | -0.002 | 0.001 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.09 | 99.00% | 89.80 | 855PCR: 5.83 | 0.15 | 0.74% | 0.53 | 0.00 | 42.97% | -0.006 | 0.000 | -0.081 | 0.023 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 19.50 | 1.40 | 99.00% | 119.25 | 860PCR: 7.10 | 0.05 | 0.07% | 9.95 | 136.50 | 31.25% | -0.001 | 0.000 | -0.007 | 0.003 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.08 | 99.00% | 90.90 | 865PCR: 5.64 | 0.10 | 0.73% | 0.47 | 0.75 | 39.06% | -0.006 | 0.000 | -0.073 | 0.023 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 6.00 | 1.01 | 99.00% | 109.25 | 870PCR: 8.56 | 0.10 | 0.99% | 8.67 | 127.50 | 39.06% | -0.009 | 0.001 | -0.096 | 0.030 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 1.50 | 0.17 | 99.00% | 95.00 | 875PCR: 5.45 | 0.15 | 0.97% | 0.90 | 36.75 | 37.11% | -0.009 | 0.001 | -0.090 | 0.029 | Login To Trade |
0.014 | -0.036 | 0.000 | 0.996 | 31.25% | 9.75 | 1.52 | 49.20% | 99.70 | 880PCR: 9.17 | 0.10 | 0.95% | 13.96 | 528.75 | 35.16% | -0.009 | 0.001 | -0.085 | 0.029 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.33 | 99.00% | 90.40 | 885PCR: 30.36 | 0.15 | 1.32% | 10.02 | 40.50 | 35.16% | -0.012 | 0.001 | -0.113 | 0.039 | Login To Trade |
0.051 | -0.148 | 0.001 | 0.984 | 35.16% | 4.50 | 1.03 | 48.83% | 90.00 | 890PCR: 4.71 | 0.20 | 1.31% | 4.84 | 225.75 | 33.20% | -0.012 | 0.001 | -0.107 | 0.039 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.18 | 99.00% | 72.15 | 895PCR: 7.00 | 0.30 | 1.81% | 1.26 | 26.25 | 33.20% | -0.017 | 0.001 | -0.142 | 0.052 | Login To Trade |
0.101 | -0.307 | 0.002 | 0.964 | 37.11% | 100.50 | 7.94 | 48.45% | 80.40 | 900PCR: 3.68 | 0.35 | 2.46% | 29.25 | 3,015.75 | 33.20% | -0.023 | 0.001 | -0.186 | 0.068 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 2.25 | 0.78 | 99.00% | 72.70 | 905PCR: 2.27 | 0.35 | 2.53% | 1.77 | 36.75 | 31.25% | -0.024 | 0.001 | -0.180 | 0.070 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 49.50 | 2.85 | 99.00% | 68.10 | 910PCR: 4.23 | 0.35 | 2.61% | 12.05 | 614.25 | 29.30% | -0.024 | 0.002 | -0.175 | 0.072 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.75 | 1.13 | 99.00% | 55.00 | 915PCR: 4.92 | 0.45 | 3.12% | 5.57 | 154.50 | 28.32% | -0.030 | 0.002 | -0.198 | 0.085 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 150.00 | 4.27 | 99.00% | 59.50 | 920PCR: 9.20 | 0.50 | 3.77% | 39.28 | 1,552.50 | 27.34% | -0.036 | 0.002 | -0.225 | 0.100 | Login To Trade |
0.037 | -0.059 | 0.001 | 0.989 | 19.53% | 8.25 | 1.49 | 49.34% | 54.80 | 925PCR: 3.06 | 0.55 | 3.97% | 4.54 | 420.00 | 25.39% | -0.038 | 0.003 | -0.220 | 0.106 | Login To Trade |
0.098 | -0.181 | 0.003 | 0.965 | 22.46% | 71.25 | 11.01 | 48.86% | 50.10 | 930PCR: 1.48 | 0.55 | 4.89% | 16.25 | 1,311.75 | 24.41% | -0.048 | 0.003 | -0.252 | 0.126 | Login To Trade |
0.089 | -0.142 | 0.003 | 0.969 | 19.53% | 35.25 | 1.79 | 49.01% | 45.00 | 935PCR: 3.16 | 0.65 | 5.27% | 5.64 | 557.25 | 22.46% | -0.052 | 0.004 | -0.249 | 0.135 | Login To Trade |
0.146 | -0.246 | 0.004 | 0.942 | 20.51% | 215.25 | 7.16 | 48.55% | 40.30 | 940PCR: 3.18 | 0.80 | 6.58% | 22.76 | 1,446.00 | 21.48% | -0.066 | 0.005 | -0.287 | 0.163 | Login To Trade |
0.100 | -0.129 | 0.004 | 0.964 | 15.63% | 71.25 | 4.43 | 48.99% | 35.00 | 945PCR: 1.48 | 0.90 | 7.80% | 6.57 | 1,280.25 | 20.02% | -0.080 | 0.006 | -0.308 | 0.187 | Login To Trade |
0.166 | -0.220 | 0.006 | 0.932 | 16.11% | 861.75 | 23.19 | 48.31% | 30.35 | 950PCR: 1.47 | 1.10 | 9.32% | 34.13 | 4,071.75 | 18.55% | -0.097 | 0.007 | -0.332 | 0.218 | Login To Trade |
0.212 | -0.264 | 0.009 | 0.906 | 15.14% | 189.75 | 7.04 | 47.95% | 25.50 | 955PCR: 1.31 | 1.50 | 12.17% | 9.23 | 1,911.00 | 17.82% | -0.131 | 0.009 | -0.394 | 0.269 | Login To Trade |
0.281 | -0.338 | 0.012 | 0.861 | 14.65% | 3,085.50 | 31.30 | 46.72% | 21.05 | 960PCR: 1.29 | 2.00 | 15.41% | 40.41 | 6,179.25 | 16.85% | -0.172 | 0.012 | -0.447 | 0.323 | Login To Trade |
0.356 | -0.414 | 0.016 | 0.798 | 14.16% | 1,736.25 | 25.46 | 45.09% | 16.75 | 965PCR: 0.42 | 2.70 | 19.37% | 10.59 | 3,456.00 | 15.87% | -0.227 | 0.015 | -0.497 | 0.382 | Login To Trade |
0.435 | -0.515 | 0.019 | 0.707 | 14.40% | 7,745.25 | 48.38 | 42.36% | 13.15 | 970PCR: 0.65 | 3.95 | 24.82% | 31.36 | 8,277.75 | 15.63% | -0.308 | 0.018 | -0.572 | 0.445 | Login To Trade |
0.488 | -0.582 | 0.021 | 0.603 | 14.53% | 7,471.50 | 25.59 | 38.43% | 9.85 | 975PCR: 0.49 | 5.80 | 30.28% | 12.45 | 4,019.25 | 15.63% | -0.404 | 0.020 | -0.629 | 0.490 | Login To Trade |
0.505 | -0.612 | 0.021 | 0.497 | 14.77% | 15,632.25 | 49.55 | 33.92% | 7.35 | 980PCR: 0.34 | 8.15 | 35.11% | 16.62 | 3,003.75 | 15.87% | -0.502 | 0.020 | -0.658 | 0.505 | Login To Trade |
0.487 | -0.606 | 0.020 | 0.395 | 15.14% | 5,207.25 | 9.64 | 28.76% | 5.30 | 985PCR: 0.21 | 11.15 | 39.24% | 2.03 | 651.00 | 16.36% | -0.597 | 0.019 | -0.658 | 0.490 | Login To Trade |
0.443 | -0.569 | 0.018 | 0.305 | 15.63% | 5,553.00 | 15.95 | 23.55% | 3.75 | 990PCR: 0.11 | 14.60 | 42.29% | 1.75 | 373.50 | 16.60% | -0.683 | 0.017 | -0.614 | 0.450 | Login To Trade |
0.382 | -0.498 | 0.015 | 0.228 | 15.87% | 1,438.50 | 4.95 | 18.51% | 2.65 | 995PCR: 0.15 | 18.60 | 44.54% | 0.77 | 59.25 | 17.58% | -0.749 | 0.014 | -0.582 | 0.403 | Login To Trade |
0.323 | -0.440 | 0.012 | 0.172 | 16.60% | 5,785.50 | 45.67 | 14.50% | 1.95 | 1,000PCR: 0.10 | 22.60 | 46.39% | 4.49 | 221.25 | 17.82% | -0.810 | 0.012 | -0.502 | 0.343 | Login To Trade |
0.267 | -0.381 | 0.010 | 0.130 | 17.33% | 906.75 | 3.89 | 11.27% | 1.40 | 1,005PCR: 0.04 | 33.25 | 43.72% | 0.17 | 0.00 | 34.91% | -0.706 | 0.008 | -1.249 | 0.435 | Login To Trade |
0.218 | -0.324 | 0.008 | 0.098 | 18.07% | 1,140.75 | 9.88 | 8.66% | 1.05 | 1,010PCR: 0.09 | 32.50 | 47.49% | 0.94 | 6.00 | 22.46% | -0.850 | 0.008 | -0.545 | 0.295 | Login To Trade |
0.172 | -0.263 | 0.006 | 0.071 | 18.55% | 243.00 | 1.57 | 6.42% | 0.75 | 1,015PCR: 0.06 | 36.15 | 49.08% | 0.10 | 6.00 | 19.04% | -0.923 | 0.006 | -0.285 | 0.182 | Login To Trade |
0.144 | -0.230 | 0.005 | 0.056 | 19.53% | 1,071.00 | 13.24 | 5.11% | 0.60 | 1,020PCR: 0.01 | 41.40 | 49.03% | 0.15 | 9.00 | 22.46% | -0.915 | 0.005 | -0.362 | 0.196 | Login To Trade |
0.120 | -0.203 | 0.004 | 0.045 | 20.51% | 48.00 | 0.29 | 4.11% | 0.50 | 1,025PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.102 | -0.179 | 0.003 | 0.037 | 21.48% | 717.75 | 7.28 | 3.36% | 0.35 | 1,030PCR: 0.04 | 67.75 | 44.20% | 0.29 | 0.00 | 72.27% | -0.688 | 0.004 | -2.658 | 0.448 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 1,035PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.074 | -0.143 | 0.002 | 0.025 | 23.44% | 228.00 | 3.20 | 2.29% | 0.25 | 1,040PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.038 | -0.073 | 0.001 | 0.011 | 23.44% | 102.75 | 10.88 | 1.05% | 0.10 | 1,050PCR: 0.07 | 73.50 | 48.87% | 0.80 | 3.00 | 44.43% | -0.881 | 0.004 | -0.919 | 0.252 | Login To Trade |
0.029 | -0.061 | 0.001 | 0.008 | 25.39% | 183.00 | 12.43 | 0.77% | 0.10 | 1,060PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.023 | -0.052 | 0.001 | 0.007 | 27.34% | 1.50 | 1.99 | 0.59% | 0.10 | 1,070PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.029 | -0.074 | 0.001 | 0.008 | 31.25% | 93.75 | 1.12 | 0.74% | 0.15 | 1,080PCR: 0.01 | 128.50 | 46.09% | 0.01 | 0.00 | 125.98% | -0.698 | 0.002 | -4.568 | 0.441 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 1,090PCR: -- | 0.00 | 99.00% | 0.00 | 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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