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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 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 2,500PCR: -- | 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 | 2,600PCR: -- | 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% | 1.05 | 0.01 | 99.00% | 497.90 | 2,700PCR: 1.00 | 0.55 | 0.81% | 0.01 | 0.00 | 32.71% | -0.007 | 0.000 | -0.118 | 0.137 | Login To Trade |
2.034 | -4.421 | 0.001 | 0.805 | 82.58% | 0.00 | 0.00 | 41.63% | 506.70 | 2,800PCR: 31.50 | 3.55 | 3.91% | 0.11 | 78.75 | 35.40% | -0.034 | 0.000 | -0.517 | 0.555 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,850PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.553 | -0.388 | 0.000 | 0.966 | 26.61% | 1.40 | 0.01 | 48.25% | 337.15 | 2,900PCR: 19.00 | 5.95 | 6.37% | 0.13 | 85.75 | 31.25% | -0.059 | 0.001 | -0.710 | 0.863 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,950PCR: -- | 8.05 | 8.40% | 0.08 | 68.60 | 29.42% | -0.080 | 0.001 | -0.849 | 1.097 | Login To Trade |
0.657 | -0.333 | 0.001 | 0.958 | 19.29% | 2.80 | 0.02 | 48.44% | 236.95 | 3,000PCR: 48.89 | 11.90 | 11.42% | 0.77 | 331.28 | 28.08% | -0.114 | 0.001 | -1.050 | 1.421 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,050PCR: -- | 17.15 | 15.15% | 0.21 | 130.20 | 26.55% | -0.159 | 0.001 | -1.248 | 1.786 | Login To Trade |
2.273 | -1.617 | 0.002 | 0.764 | 27.04% | 8.23 | 0.04 | 43.13% | 163.00 | 3,100PCR: 14.27 | 25.90 | 20.05% | 0.55 | 496.30 | 25.51% | -0.224 | 0.002 | -1.482 | 2.208 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,150PCR: -- | 37.60 | 25.77% | 0.15 | 112.88 | 24.84% | -0.310 | 0.002 | -1.702 | 2.604 | Login To Trade |
2.876 | -1.884 | 0.002 | 0.586 | 24.90% | 198.45 | 0.28 | 36.86% | 90.00 | 3,200PCR: 2.78 | 54.00 | 31.48% | 0.77 | 1,089.03 | 23.86% | -0.411 | 0.002 | -1.803 | 2.871 | Login To Trade |
2.939 | -1.860 | 0.002 | 0.476 | 24.05% | 223.13 | 0.18 | 32.02% | 63.00 | 3,250PCR: 1.69 | 75.80 | 36.95% | 0.31 | 291.73 | 22.95% | -0.526 | 0.002 | -1.774 | 2.938 | Login To Trade |
2.779 | -1.752 | 0.002 | 0.367 | 23.96% | 461.30 | 0.85 | 26.37% | 43.05 | 3,300PCR: 0.48 | 108.30 | 41.37% | 0.41 | 385.70 | 23.80% | -0.634 | 0.002 | -1.739 | 2.777 | Login To Trade |
2.455 | -1.575 | 0.002 | 0.273 | 24.38% | 252.70 | 0.52 | 20.75% | 29.35 | 3,350PCR: 0.37 | 142.70 | 44.80% | 0.19 | 17.33 | 23.50% | -0.735 | 0.002 | -1.495 | 2.418 | Login To Trade |
2.046 | -1.336 | 0.002 | 0.197 | 24.81% | 436.98 | 1.27 | 15.60% | 19.50 | 3,400PCR: 0.47 | 178.70 | 47.66% | 0.60 | 8.23 | 21.55% | -0.839 | 0.002 | -1.022 | 1.802 | Login To Trade |
1.664 | -1.128 | 0.001 | 0.143 | 25.76% | 144.90 | 0.61 | 11.63% | 13.45 | 3,450PCR: 0.22 | 236.80 | 47.52% | 0.13 | 8.05 | 30.03% | -0.818 | 0.001 | -1.542 | 1.951 | Login To Trade |
1.316 | -0.922 | 0.001 | 0.102 | 26.61% | 298.90 | 1.75 | 8.48% | 9.15 | 3,500PCR: 0.48 | 281.25 | 48.65% | 0.83 | 12.08 | 30.94% | -0.860 | 0.001 | -1.335 | 1.639 | Login To Trade |
1.068 | -0.787 | 0.001 | 0.077 | 28.02% | 18.38 | 0.73 | 6.44% | 7.00 | 3,550PCR: 0.07 | 330.70 | 49.16% | 0.05 | 1.75 | 34.30% | -0.875 | 0.001 | -1.372 | 1.520 | Login To Trade |
0.870 | -0.673 | 0.001 | 0.059 | 29.42% | 166.95 | 2.42 | 4.94% | 5.40 | 3,600PCR: 0.17 | 377.30 | 49.80% | 0.41 | 2.63 | 35.34% | -0.901 | 0.001 | -1.195 | 1.285 | Login To Trade |
0.718 | -0.584 | 0.000 | 0.046 | 30.88% | 13.65 | 0.56 | 3.86% | 4.30 | 3,650PCR: 0.06 | 397.20 | 99.00% | 0.03 | 1.23 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.621 | -0.535 | 0.000 | 0.039 | 32.71% | 16.63 | 0.75 | 3.20% | 3.70 | 3,700PCR: 0.38 | 460.00 | 99.00% | 0.29 | 1.05 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.698 | -0.677 | 0.000 | 0.045 | 36.87% | 0.00 | 0.02 | 3.61% | 4.90 | 3,750PCR: 0.54 | 297.15 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.449 | -0.418 | 0.000 | 0.026 | 35.40% | 13.30 | 0.69 | 2.12% | 2.50 | 3,800PCR: 0.25 | 415.00 | 99.00% | 0.17 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.463 | -0.467 | 0.000 | 0.027 | 38.33% | 0.00 | 0.00 | 2.17% | 2.90 | 3,850PCR: 3.50 | 597.20 | 99.00% | 0.01 | 0.18 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.397 | -0.418 | 0.000 | 0.023 | 40.04% | 5.25 | 0.21 | 1.78% | 2.45 | 3,900PCR: 0.26 | 647.15 | 99.00% | 0.06 | 0.35 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.330 | -0.377 | 0.000 | 0.018 | 43.46% | 15.23 | 1.11 | 1.40% | 2.05 | 4,000PCR: 0.10 | 700.00 | 99.00% | 0.12 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.575 | -0.834 | 0.000 | 0.035 | 55.18% | 0.00 | 0.01 | 2.59% | 5.45 | 4,100PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.210 | -0.267 | 0.000 | 0.011 | 48.34% | 0.00 | 0.02 | 0.79% | 1.25 | 4,200PCR: 0.83 | 840.85 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.153 | -0.201 | 0.000 | 0.007 | 49.80% | 1.58 | 0.00 | 0.54% | 0.90 | 4,300PCR: 4.00 | 968.15 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.609 | -1.150 | 0.000 | 0.038 | 72.02% | 0.00 | 0.01 | 2.55% | 7.60 | 4,400PCR: 0.50 | 1067.80 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.096 | -0.136 | 0.000 | 0.004 | 53.71% | 0.35 | 0.02 | 0.31% | 0.50 | 4,500PCR: 0.31 | 1000.00 | 99.00% | 0.01 | 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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