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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 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 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 |
0.178 | -0.172 | 0.000 | 0.991 | 34.67% | 0.18 | 0.00 | 48.34% | 528.20 | 2,700PCR: -- | 0.55 | 0.86% | 0.01 | 0.00 | 33.20% | -0.007 | 0.000 | -0.130 | 0.141 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 2,750PCR: -- | 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% | 2.10 | 0.01 | 99.00% | 427.25 | 2,800PCR: 8.00 | 2.45 | 3.05% | 0.11 | 8.23 | 33.69% | -0.026 | 0.000 | -0.411 | 0.439 | 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 |
1.258 | -1.344 | 0.001 | 0.900 | 38.45% | 0.88 | 0.00 | 46.34% | 336.75 | 2,900PCR: 23.00 | 4.70 | 5.54% | 0.08 | 10.50 | 30.03% | -0.051 | 0.001 | -0.624 | 0.748 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,950PCR: -- | 6.70 | 7.70% | 0.07 | 11.55 | 28.08% | -0.073 | 0.001 | -0.776 | 0.996 | Login To Trade |
1.314 | -0.987 | 0.001 | 0.894 | 27.04% | 1.23 | 0.02 | 46.73% | 237.50 | 3,000PCR: 30.46 | 9.50 | 10.32% | 0.69 | 55.30 | 26.55% | -0.102 | 0.001 | -0.943 | 1.279 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,050PCR: -- | 14.00 | 14.27% | 0.19 | 22.40 | 24.60% | -0.149 | 0.001 | -1.138 | 1.665 | Login To Trade |
2.241 | -1.637 | 0.002 | 0.757 | 26.31% | 1.58 | 0.05 | 43.00% | 151.05 | 3,100PCR: 12.11 | 21.35 | 19.78% | 0.59 | 64.93 | 23.74% | -0.222 | 0.002 | -1.405 | 2.130 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,150PCR: -- | 33.05 | 25.76% | 0.16 | 13.83 | 22.34% | -0.313 | 0.002 | -1.573 | 2.535 | Login To Trade |
2.802 | -1.838 | 0.002 | 0.582 | 23.62% | 126.53 | 0.43 | 36.78% | 83.50 | 3,200PCR: 1.53 | 49.10 | 31.58% | 0.65 | 104.30 | 22.43% | -0.415 | 0.002 | -1.743 | 2.797 | Login To Trade |
2.849 | -1.802 | 0.002 | 0.462 | 22.77% | 129.33 | 0.28 | 31.44% | 56.00 | 3,250PCR: 0.95 | 73.15 | 38.40% | 0.26 | 36.05 | 20.48% | -0.563 | 0.003 | -1.604 | 2.820 | Login To Trade |
2.600 | -1.671 | 0.002 | 0.333 | 23.13% | 184.98 | 0.70 | 24.46% | 36.20 | 3,300PCR: 0.54 | 104.20 | 42.22% | 0.38 | 49.88 | 21.91% | -0.661 | 0.002 | -1.599 | 2.626 | Login To Trade |
2.220 | -1.457 | 0.002 | 0.239 | 23.62% | 63.00 | 0.50 | 18.58% | 22.40 | 3,350PCR: 0.38 | 142.05 | 45.46% | 0.19 | 2.80 | 22.49% | -0.759 | 0.002 | -1.396 | 2.235 | Login To Trade |
1.742 | -1.140 | 0.001 | 0.160 | 23.56% | 278.43 | 2.24 | 13.03% | 14.50 | 3,400PCR: 0.26 | 180.35 | 49.04% | 0.59 | 1.75 | 18.07% | -0.905 | 0.001 | -0.607 | 1.209 | Login To Trade |
1.381 | -0.953 | 0.001 | 0.114 | 24.84% | 67.55 | 0.71 | 9.50% | 9.95 | 3,450PCR: 0.19 | 230.05 | 48.77% | 0.13 | 0.70 | 24.78% | -0.879 | 0.001 | -0.996 | 1.446 | Login To Trade |
1.085 | -0.787 | 0.001 | 0.082 | 26.12% | 126.35 | 1.71 | 6.91% | 6.90 | 3,500PCR: 0.49 | 277.05 | 99.00% | 0.83 | 2.28 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.865 | -0.663 | 0.001 | 0.061 | 27.59% | 62.48 | 0.59 | 5.15% | 5.00 | 3,550PCR: 0.09 | 330.00 | 50.40% | 0.05 | 0.88 | 25.15% | -0.956 | 0.001 | -0.469 | 0.671 | Login To Trade |
0.737 | -0.595 | 0.001 | 0.050 | 29.05% | 199.15 | 2.89 | 4.18% | 4.45 | 3,600PCR: 0.14 | 371.00 | 99.00% | 0.41 | 0.88 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.595 | -0.512 | 0.000 | 0.038 | 31.01% | 73.33 | 0.52 | 3.19% | 3.30 | 3,650PCR: 0.06 | 409.00 | 99.00% | 0.03 | 0.18 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.467 | -0.412 | 0.000 | 0.029 | 31.74% | 37.45 | 0.78 | 2.37% | 2.45 | 3,700PCR: 0.37 | 460.00 | 99.00% | 0.29 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.421 | -0.400 | 0.000 | 0.025 | 34.18% | 1.75 | 0.02 | 2.07% | 2.30 | 3,750PCR: 0.50 | 297.15 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.369 | -0.365 | 0.000 | 0.021 | 35.64% | 25.38 | 0.76 | 1.75% | 1.95 | 3,800PCR: 0.22 | 415.00 | 99.00% | 0.17 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.449 | -0.501 | 0.000 | 0.027 | 40.16% | 0.00 | 0.00 | 2.16% | 2.90 | 3,850PCR: 3.50 | 597.20 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.225 | -0.231 | 0.000 | 0.012 | 37.11% | 3.33 | 0.21 | 0.96% | 1.10 | 3,900PCR: 0.26 | 647.15 | 99.00% | 0.06 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.246 | -0.292 | 0.000 | 0.013 | 42.72% | 63.70 | 1.06 | 1.04% | 1.40 | 4,000PCR: 0.11 | 700.00 | 99.00% | 0.12 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.552 | -0.882 | 0.000 | 0.035 | 57.62% | 0.00 | 0.01 | 2.55% | 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 |
0.198 | -0.276 | 0.000 | 0.010 | 50.29% | 0.00 | 0.02 | 0.77% | 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 |
0.149 | -0.214 | 0.000 | 0.007 | 51.76% | 0.00 | 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 |
0.587 | -1.223 | 0.000 | 0.038 | 75.20% | 0.00 | 0.01 | 2.52% | 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 |
0.092 | -0.143 | 0.000 | 0.004 | 55.66% | 0.00 | 0.02 | 0.30% | 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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