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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 | |
0.399 | -0.754 | 0.001 | 0.892 | 68.12% | 0.00 | 0.51 | 44.79% | 163.45 | 810PCR: 0.31 | 0.15 | 0.62% | 0.16 | 0.75 | 31.25% | -0.005 | 0.000 | -0.028 | 0.032 | 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 | 1.01% | 0.74 | 0.00 | 31.25% | -0.009 | 0.000 | -0.043 | 0.049 | 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 | 1.09% | 0.31 | 8.25 | 29.30% | -0.009 | 0.000 | -0.043 | 0.053 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.35 | 99.00% | 124.50 | 840PCR: 2.57 | 0.25 | 1.17% | 0.89 | 3.00 | 27.34% | -0.010 | 0.001 | -0.044 | 0.058 | Login To Trade |
0.150 | -0.130 | 0.001 | 0.969 | 31.25% | 0.00 | 1.12 | 48.11% | 116.00 | 850PCR: 4.62 | 0.35 | 1.93% | 5.17 | 11.25 | 27.34% | -0.017 | 0.001 | -0.068 | 0.090 | Login To Trade |
0.220 | -0.197 | 0.002 | 0.950 | 32.23% | 0.00 | 0.28 | 47.71% | 106.65 | 860PCR: 6.11 | 0.35 | 2.14% | 1.70 | 3.00 | 25.39% | -0.019 | 0.001 | -0.070 | 0.100 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.09 | 99.00% | 90.90 | 870PCR: 17.17 | 0.40 | 2.40% | 1.55 | 21.00 | 23.44% | -0.022 | 0.001 | -0.072 | 0.111 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.61 | 99.00% | 84.00 | 880PCR: 9.02 | 0.40 | 2.73% | 5.48 | 36.75 | 21.48% | -0.025 | 0.001 | -0.075 | 0.125 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.23 | 99.00% | 66.00 | 890PCR: 25.55 | 0.55 | 3.48% | 5.94 | 423.00 | 20.02% | -0.033 | 0.002 | -0.087 | 0.156 | Login To Trade |
0.726 | -1.386 | 0.002 | 0.716 | 68.73% | 0.00 | 0.01 | 39.54% | 98.55 | 895PCR: 488.00 | 0.50 | 3.41% | 3.66 | 16.50 | 18.55% | -0.032 | 0.002 | -0.079 | 0.154 | Login To Trade |
0.289 | -0.174 | 0.003 | 0.930 | 21.73% | 21.00 | 4.55 | 47.75% | 66.65 | 900PCR: 3.77 | 0.80 | 4.92% | 17.15 | 720.75 | 19.04% | -0.047 | 0.002 | -0.111 | 0.211 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.12 | 99.00% | 58.55 | 905PCR: 10.44 | 0.90 | 5.38% | 1.25 | 87.75 | 18.07% | -0.052 | 0.003 | -0.115 | 0.229 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 1.17 | 99.00% | 54.40 | 910PCR: 10.03 | 1.10 | 6.44% | 11.74 | 830.25 | 17.58% | -0.063 | 0.003 | -0.130 | 0.267 | Login To Trade |
0.492 | -0.320 | 0.005 | 0.853 | 23.44% | 0.00 | 0.04 | 45.92% | 54.00 | 915PCR: 47.00 | 1.35 | 8.00% | 1.76 | 243.00 | 17.33% | -0.080 | 0.004 | -0.153 | 0.319 | Login To Trade |
0.302 | -0.127 | 0.004 | 0.925 | 15.14% | 17.25 | 2.36 | 47.98% | 46.25 | 920PCR: 8.73 | 1.70 | 9.49% | 20.56 | 680.25 | 16.85% | -0.097 | 0.005 | -0.172 | 0.368 | Login To Trade |
0.578 | -0.356 | 0.006 | 0.812 | 22.22% | 0.00 | 0.77 | 44.85% | 45.15 | 925PCR: 6.50 | 2.00 | 11.29% | 5.03 | 315.00 | 16.36% | -0.117 | 0.006 | -0.192 | 0.422 | Login To Trade |
0.520 | -0.247 | 0.007 | 0.841 | 17.09% | 30.75 | 1.54 | 45.83% | 38.30 | 930PCR: 9.50 | 2.50 | 13.32% | 14.60 | 765.75 | 15.87% | -0.142 | 0.007 | -0.213 | 0.482 | Login To Trade |
0.571 | -0.258 | 0.008 | 0.816 | 16.24% | 39.75 | 1.34 | 45.23% | 33.70 | 935PCR: 2.93 | 3.15 | 15.80% | 3.94 | 258.75 | 15.50% | -0.174 | 0.008 | -0.237 | 0.550 | Login To Trade |
0.632 | -0.274 | 0.009 | 0.782 | 15.63% | 125.25 | 4.48 | 44.22% | 29.45 | 940PCR: 4.57 | 3.90 | 18.45% | 20.45 | 2,021.25 | 15.01% | -0.209 | 0.009 | -0.257 | 0.617 | Login To Trade |
0.701 | -0.302 | 0.010 | 0.736 | 15.50% | 90.00 | 2.25 | 42.83% | 25.60 | 945PCR: 2.43 | 4.85 | 21.46% | 5.46 | 636.00 | 14.65% | -0.253 | 0.010 | -0.279 | 0.685 | Login To Trade |
0.756 | -0.313 | 0.011 | 0.690 | 14.89% | 1,554.00 | 12.24 | 41.37% | 21.60 | 950PCR: 2.39 | 6.10 | 24.83% | 29.30 | 2,999.25 | 14.40% | -0.305 | 0.011 | -0.300 | 0.751 | Login To Trade |
0.807 | -0.328 | 0.012 | 0.633 | 14.65% | 994.50 | 4.79 | 39.36% | 18.15 | 955PCR: 2.38 | 7.60 | 28.28% | 11.41 | 1,860.75 | 14.16% | -0.362 | 0.012 | -0.316 | 0.804 | Login To Trade |
0.841 | -0.336 | 0.013 | 0.573 | 14.40% | 5,981.25 | 37.28 | 36.94% | 15.10 | 960PCR: 0.62 | 9.40 | 31.54% | 23.29 | 4,202.25 | 13.79% | -0.425 | 0.013 | -0.322 | 0.840 | Login To Trade |
0.855 | -0.339 | 0.013 | 0.508 | 14.28% | 4,105.50 | 17.03 | 34.08% | 12.30 | 965PCR: 0.38 | 11.75 | 34.90% | 6.51 | 1,393.50 | 13.79% | -0.492 | 0.013 | -0.328 | 0.855 | Login To Trade |
0.847 | -0.342 | 0.013 | 0.445 | 14.53% | 4,641.75 | 29.29 | 31.06% | 10.10 | 970PCR: 0.46 | 14.35 | 37.80% | 13.52 | 1,298.25 | 13.67% | -0.560 | 0.013 | -0.321 | 0.846 | Login To Trade |
0.817 | -0.327 | 0.012 | 0.382 | 14.40% | 1,617.75 | 12.56 | 27.74% | 8.15 | 975PCR: 0.31 | 17.30 | 40.51% | 3.90 | 397.50 | 13.67% | -0.625 | 0.013 | -0.309 | 0.813 | Login To Trade |
0.770 | -0.311 | 0.011 | 0.324 | 14.53% | 3,937.50 | 55.96 | 24.37% | 6.40 | 980PCR: 0.34 | 20.50 | 42.78% | 18.84 | 297.75 | 13.43% | -0.691 | 0.012 | -0.282 | 0.756 | Login To Trade |
0.712 | -0.292 | 0.011 | 0.273 | 14.77% | 1,521.75 | 24.18 | 21.21% | 5.25 | 985PCR: 0.21 | 24.15 | 44.64% | 5.04 | 117.75 | 13.43% | -0.748 | 0.011 | -0.255 | 0.684 | Login To Trade |
0.650 | -0.274 | 0.009 | 0.230 | 15.14% | 2,688.75 | 41.21 | 18.39% | 4.25 | 990PCR: 0.31 | 28.30 | 46.00% | 12.59 | 57.75 | 13.92% | -0.790 | 0.010 | -0.239 | 0.617 | Login To Trade |
0.583 | -0.249 | 0.008 | 0.191 | 15.38% | 453.00 | 12.44 | 15.66% | 3.40 | 995PCR: 0.29 | 32.35 | 47.20% | 3.61 | 9.75 | 13.67% | -0.838 | 0.008 | -0.199 | 0.525 | Login To Trade |
0.516 | -0.224 | 0.007 | 0.158 | 15.63% | 2,834.25 | 98.68 | 13.16% | 2.75 | 1,000PCR: 0.14 | 36.60 | 48.22% | 13.57 | 80.25 | 13.67% | -0.876 | 0.007 | -0.167 | 0.440 | Login To Trade |
0.451 | -0.199 | 0.006 | 0.129 | 15.87% | 238.50 | 6.75 | 10.98% | 2.20 | 1,005PCR: 0.21 | 41.50 | 48.55% | 1.41 | 0.00 | 14.65% | -0.890 | 0.006 | -0.164 | 0.403 | Login To Trade |
0.391 | -0.175 | 0.005 | 0.105 | 16.11% | 1,032.75 | 25.07 | 9.08% | 1.75 | 1,010PCR: 0.06 | 45.70 | 49.45% | 1.40 | 2.25 | 13.67% | -0.931 | 0.004 | -0.108 | 0.286 | Login To Trade |
0.345 | -0.159 | 0.004 | 0.089 | 16.60% | 198.00 | 3.95 | 7.75% | 1.40 | 1,015PCR: 0.59 | 43.15 | 99.00% | 2.33 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.295 | -0.138 | 0.004 | 0.072 | 16.85% | 720.75 | 17.90 | 6.35% | 1.15 | 1,020PCR: 0.06 | 55.00 | 50.28% | 1.07 | 3.00 | 11.72% | -0.983 | 0.002 | -0.030 | 0.092 | Login To Trade |
0.269 | -0.131 | 0.003 | 0.064 | 17.58% | 49.50 | 1.76 | 5.64% | 1.00 | 1,025PCR: 0.09 | 54.35 | 99.00% | 0.16 | 1.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.221 | -0.108 | 0.003 | 0.050 | 17.58% | 343.50 | 10.17 | 4.41% | 0.80 | 1,030PCR: 0.32 | 68.75 | 48.41% | 3.26 | 0.00 | 26.37% | -0.860 | 0.004 | -0.349 | 0.476 | Login To Trade |
0.210 | -0.108 | 0.003 | 0.047 | 18.55% | 92.25 | 3.09 | 4.15% | 0.75 | 1,035PCR: 0.19 | 48.65 | 99.00% | 0.59 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.172 | -0.088 | 0.002 | 0.037 | 18.55% | 209.25 | 6.43 | 3.23% | 0.60 | 1,040PCR: 0.15 | 76.00 | 49.93% | 0.98 | 0.75 | 21.24% | -0.941 | 0.003 | -0.149 | 0.253 | Login To Trade |
0.166 | -0.090 | 0.002 | 0.035 | 19.53% | 27.00 | 0.71 | 3.09% | 0.60 | 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 |
0.139 | -0.075 | 0.002 | 0.028 | 19.53% | 414.75 | 19.04 | 2.49% | 0.50 | 1,050PCR: 0.29 | 84.50 | 99.00% | 5.50 | 0.75 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.108 | -0.061 | 0.001 | 0.021 | 20.51% | 29.25 | 9.14 | 1.84% | 0.35 | 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 |
0.088 | -0.053 | 0.001 | 0.017 | 21.48% | 21.75 | 9.37 | 1.44% | 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 |
0.088 | -0.057 | 0.001 | 0.016 | 23.44% | 34.50 | 9.53 | 1.42% | 0.30 | 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 |
0.074 | -0.050 | 0.001 | 0.013 | 24.41% | 41.25 | 2.66 | 1.16% | 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 |
0.062 | -0.044 | 0.001 | 0.011 | 25.39% | 23.25 | 7.04 | 0.94% | 0.20 | 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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