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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 | 0.00 | 99.00% | 0.00 | 108PCR: -- | 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% | 0.00 | 0.00 | 99.00% | 0.00 | 110PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.017 | -0.018 | 0.005 | 0.976 | 39.06% | 14.10 | 0.09 | 47.82% | 20.59 | 112PCR: 39.00 | 0.17 | 4.22% | 3.67 | 0.00 | 42.97% | -0.035 | 0.006 | -0.028 | 0.023 | Login To Trade |
0.039 | -0.050 | 0.010 | 0.932 | 46.88% | 4.70 | 0.00 | 46.57% | 18.86 | 114PCR: -- | 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% | 0.00 | 0.00 | 99.00% | 0.00 | 116PCR: -- | 0.36 | 7.43% | 4.94 | 0.00 | 41.02% | -0.067 | 0.011 | -0.043 | 0.038 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 117PCR: -- | 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% | 0.00 | 0.00 | 99.00% | 0.00 | 118PCR: -- | 0.22 | 4.87% | 4.51 | 324.30 | 31.25% | -0.044 | 0.010 | -0.024 | 0.028 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 119PCR: -- | 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% | 4.70 | 1.55 | 99.00% | 11.95 | 120PCR: 15.61 | 0.31 | 7.69% | 24.21 | 1,029.30 | 31.25% | -0.072 | 0.015 | -0.035 | 0.041 | Login To Trade |
0.064 | -0.068 | 0.019 | 0.865 | 38.09% | 9.40 | 0.05 | 45.48% | 12.15 | 121PCR: 0.00 | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.056 | -0.048 | 0.021 | 0.889 | 31.25% | 9.40 | 0.05 | 46.28% | 11.00 | 122PCR: 252.00 | 0.42 | 9.94% | 11.84 | 709.70 | 29.30% | -0.097 | 0.020 | -0.041 | 0.051 | Login To Trade |
0.073 | -0.071 | 0.024 | 0.836 | 35.16% | 9.40 | 0.05 | 44.80% | 10.30 | 123PCR: 0.00 | 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% | 0.00 | 0.00 | 99.00% | 0.00 | 124PCR: -- | 0.64 | 14.42% | 2.02 | 141.00 | 29.30% | -0.148 | 0.027 | -0.055 | 0.068 | Login To Trade |
0.077 | -0.063 | 0.031 | 0.819 | 29.30% | 235.00 | 3.57 | 44.79% | 8.20 | 125PCR: 11.96 | 0.72 | 15.73% | 42.72 | 897.70 | 27.34% | -0.166 | 0.031 | -0.056 | 0.073 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 126PCR: -- | 0.93 | 18.01% | 3.48 | 169.20 | 27.34% | -0.197 | 0.035 | -0.062 | 0.082 | Login To Trade |
0.093 | -0.073 | 0.038 | 0.754 | 28.32% | 89.30 | 0.66 | 42.68% | 6.63 | 127PCR: 8.36 | 1.15 | 21.22% | 5.50 | 343.10 | 27.34% | -0.239 | 0.039 | -0.069 | 0.091 | Login To Trade |
0.097 | -0.071 | 0.043 | 0.731 | 26.37% | 188.00 | 1.83 | 41.93% | 5.82 | 128PCR: 4.00 | 1.33 | 23.15% | 7.33 | 535.80 | 26.37% | -0.270 | 0.043 | -0.071 | 0.097 | Login To Trade |
0.106 | -0.080 | 0.045 | 0.675 | 27.34% | 728.50 | 7.52 | 40.31% | 5.09 | 129PCR: 0.93 | 1.62 | 26.62% | 7.00 | 155.10 | 26.37% | -0.320 | 0.046 | -0.077 | 0.105 | Login To Trade |
0.110 | -0.081 | 0.048 | 0.637 | 26.37% | 6,377.90 | 33.70 | 38.82% | 4.45 | 130PCR: 1.27 | 1.97 | 29.06% | 42.91 | 1,818.90 | 26.37% | -0.363 | 0.048 | -0.081 | 0.110 | Login To Trade |
0.115 | -0.084 | 0.050 | 0.581 | 26.37% | 2,237.20 | 7.71 | 36.41% | 3.84 | 131PCR: 0.63 | 2.41 | 32.17% | 4.84 | 249.10 | 26.37% | -0.419 | 0.050 | -0.084 | 0.115 | Login To Trade |
0.117 | -0.086 | 0.051 | 0.535 | 26.37% | 4,070.20 | 15.75 | 34.68% | 3.32 | 132PCR: 0.74 | 2.83 | 34.45% | 11.61 | 719.10 | 26.37% | -0.465 | 0.051 | -0.086 | 0.117 | Login To Trade |
0.117 | -0.089 | 0.050 | 0.480 | 27.34% | 1,330.10 | 12.36 | 32.18% | 2.87 | 133PCR: 0.35 | 4.84 | 36.84% | 4.32 | 0.00 | 39.06% | -0.502 | 0.035 | -0.127 | 0.117 | Login To Trade |
0.116 | -0.088 | 0.049 | 0.436 | 27.34% | 780.20 | 8.51 | 30.02% | 2.49 | 134PCR: 0.48 | 5.50 | 38.33% | 4.04 | 0.00 | 40.04% | -0.534 | 0.034 | -0.130 | 0.117 | Login To Trade |
0.113 | -0.086 | 0.048 | 0.389 | 27.34% | 7,176.90 | 81.92 | 27.59% | 2.08 | 135PCR: 0.28 | 4.50 | 41.24% | 22.61 | 230.30 | 25.39% | -0.627 | 0.051 | -0.079 | 0.111 | Login To Trade |
0.108 | -0.082 | 0.046 | 0.343 | 27.34% | 643.90 | 8.74 | 24.94% | 1.76 | 136PCR: 0.52 | 5.20 | 42.62% | 4.56 | 150.40 | 26.37% | -0.663 | 0.047 | -0.079 | 0.107 | Login To Trade |
0.101 | -0.077 | 0.043 | 0.295 | 27.34% | 770.80 | 12.08 | 21.85% | 1.49 | 137PCR: 0.67 | 5.98 | 44.31% | 8.04 | 75.20 | 26.37% | -0.712 | 0.044 | -0.073 | 0.100 | Login To Trade |
0.095 | -0.072 | 0.040 | 0.260 | 27.34% | 1,160.90 | 11.94 | 19.63% | 1.26 | 138PCR: 0.41 | 6.68 | 45.29% | 4.94 | 32.90 | 26.37% | -0.749 | 0.041 | -0.069 | 0.094 | Login To Trade |
0.090 | -0.074 | 0.036 | 0.235 | 29.30% | 117.50 | 7.05 | 18.19% | 1.11 | 139PCR: 0.27 | 8.59 | 44.51% | 1.88 | 0.00 | 37.11% | -0.710 | 0.031 | -0.104 | 0.101 | Login To Trade |
0.084 | -0.068 | 0.033 | 0.207 | 29.30% | 4,958.50 | 98.00 | 16.23% | 0.93 | 140PCR: 0.26 | 8.32 | 47.33% | 25.52 | 244.40 | 27.34% | -0.811 | 0.034 | -0.060 | 0.080 | Login To Trade |
0.075 | -0.061 | 0.030 | 0.173 | 29.30% | 42.30 | 7.61 | 13.75% | 0.79 | 141PCR: 1.02 | 10.25 | 46.14% | 7.80 | 0.00 | 39.06% | -0.754 | 0.028 | -0.101 | 0.093 | Login To Trade |
0.069 | -0.056 | 0.027 | 0.150 | 29.30% | 319.60 | 9.87 | 12.07% | 0.65 | 142PCR: 0.20 | 10.20 | 48.24% | 2.02 | 9.40 | 29.30% | -0.850 | 0.027 | -0.056 | 0.069 | Login To Trade |
0.063 | -0.053 | 0.024 | 0.132 | 30.27% | 141.00 | 4.51 | 10.67% | 0.57 | 143PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.054 | -0.044 | 0.021 | 0.105 | 29.30% | 79.90 | 5.22 | 8.59% | 0.47 | 144PCR: 0.41 | 8.81 | 99.00% | 2.16 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.052 | -0.045 | 0.019 | 0.100 | 31.25% | 935.30 | 27.07 | 8.20% | 0.42 | 145PCR: 0.26 | 12.92 | 49.87% | 6.91 | 56.40 | 27.34% | -0.930 | 0.017 | -0.030 | 0.040 | Login To Trade |
0.046 | -0.040 | 0.017 | 0.086 | 31.25% | 145.70 | 4.14 | 7.03% | 0.37 | 146PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.034 | -0.028 | 0.013 | 0.058 | 29.30% | 0.00 | 2.26 | 4.88% | 0.20 | 147PCR: 0.50 | 14.70 | 50.26% | 1.13 | 0.00 | 15.63% | -0.999 | 0.001 | -0.001 | 0.001 | Login To Trade |
0.040 | -0.037 | 0.014 | 0.071 | 33.20% | 305.50 | 2.40 | 5.85% | 0.29 | 148PCR: 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 | -0.025 | 0.011 | 0.047 | 31.25% | 0.00 | 1.08 | 3.90% | 0.21 | 149PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.035 | -0.034 | 0.011 | 0.060 | 35.16% | 404.20 | 28.58 | 4.93% | 0.23 | 150PCR: 0.07 | 20.41 | 47.76% | 1.93 | 0.00 | 72.27% | -0.756 | 0.015 | -0.185 | 0.092 | Login To Trade |
0.026 | -0.026 | 0.009 | 0.042 | 35.16% | 56.40 | 5.31 | 3.46% | 0.18 | 152PCR: 0.03 | 16.81 | 99.00% | 0.14 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.044 | -0.058 | 0.011 | 0.081 | 46.88% | 0.00 | 2.02 | 6.28% | 0.50 | 154PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.021 | -0.023 | 0.006 | 0.033 | 39.06% | 14.10 | 5.97 | 2.62% | 0.13 | 156PCR: 0.00 | 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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