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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 | 980PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.671 | -1.447 | 0.001 | 0.821 | 77.64% | 0.00 | 0.01 | 42.43% | 175.25 | 1,000PCR: 2.00 | 0.25 | 1.21% | 0.02 | 0.00 | 28.32% | -0.010 | 0.000 | -0.055 | 0.070 | Login To Trade |
0.621 | -1.032 | 0.002 | 0.841 | 59.81% | 0.00 | 0.03 | 43.86% | 148.00 | 1,020PCR: 1.33 | 0.55 | 2.19% | 0.04 | 7.15 | 27.34% | -0.019 | 0.001 | -0.091 | 0.120 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,030PCR: -- | 0.30 | 1.50% | 0.02 | 0.00 | 23.44% | -0.013 | 0.001 | -0.057 | 0.088 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,040PCR: -- | 0.60 | 2.82% | 0.28 | 0.55 | 24.41% | -0.025 | 0.001 | -0.103 | 0.152 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,050PCR: -- | 0.65 | 3.00% | 1.91 | 7.70 | 22.46% | -0.028 | 0.001 | -0.101 | 0.162 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,060PCR: -- | 0.70 | 3.43% | 0.67 | 0.00 | 21.00% | -0.032 | 0.001 | -0.107 | 0.184 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,070PCR: -- | 1.10 | 5.27% | 3.81 | 4.95 | 21.00% | -0.050 | 0.002 | -0.154 | 0.265 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 71.40 | 1,080PCR: 90.33 | 1.60 | 7.15% | 1.49 | 142.45 | 20.51% | -0.070 | 0.003 | -0.195 | 0.343 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,090PCR: -- | 2.10 | 9.02% | 0.70 | 111.10 | 19.29% | -0.091 | 0.003 | -0.224 | 0.418 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.89 | 99.00% | 51.00 | 1,100PCR: 1.75 | 3.00 | 11.81% | 1.55 | 220.00 | 18.92% | -0.123 | 0.004 | -0.274 | 0.521 | Login To Trade |
0.959 | -1.593 | 0.002 | 0.640 | 59.81% | 0.00 | 0.01 | 37.22% | 84.50 | 1,110PCR: 161.00 | 4.35 | 15.43% | 0.89 | 53.35 | 18.55% | -0.168 | 0.005 | -0.331 | 0.642 | Login To Trade |
0.534 | -0.178 | 0.007 | 0.873 | 11.96% | 1.10 | 0.12 | 46.87% | 36.00 | 1,120PCR: 9.62 | 6.00 | 19.51% | 1.11 | 42.35 | 18.07% | -0.222 | 0.006 | -0.383 | 0.763 | Login To Trade |
0.873 | -0.423 | 0.008 | 0.713 | 17.46% | 16.50 | 0.17 | 42.04% | 32.15 | 1,130PCR: 6.23 | 8.50 | 24.58% | 1.06 | 77.00 | 17.82% | -0.298 | 0.008 | -0.439 | 0.887 | Login To Trade |
0.968 | -0.472 | 0.008 | 0.630 | 17.58% | 286.55 | 1.01 | 39.01% | 25.75 | 1,140PCR: 1.88 | 11.75 | 28.82% | 1.90 | 216.15 | 17.58% | -0.370 | 0.008 | -0.472 | 0.968 | Login To Trade |
1.018 | -0.518 | 0.009 | 0.535 | 18.31% | 332.20 | 1.83 | 35.11% | 20.55 | 1,150PCR: 1.11 | 16.25 | 33.41% | 2.03 | 66.55 | 17.82% | -0.457 | 0.009 | -0.503 | 1.016 | Login To Trade |
1.014 | -0.519 | 0.008 | 0.450 | 18.43% | 123.75 | 1.62 | 31.12% | 16.00 | 1,160PCR: 0.65 | 21.05 | 37.48% | 1.05 | 43.45 | 17.46% | -0.545 | 0.009 | -0.492 | 1.016 | Login To Trade |
0.973 | -0.502 | 0.008 | 0.377 | 18.55% | 102.30 | 2.04 | 27.21% | 12.20 | 1,170PCR: 0.88 | 27.10 | 40.91% | 1.80 | 6.60 | 17.46% | -0.631 | 0.008 | -0.469 | 0.966 | Login To Trade |
0.893 | -0.477 | 0.007 | 0.302 | 19.23% | 250.80 | 4.20 | 22.83% | 9.30 | 1,180PCR: 0.41 | 39.65 | 42.08% | 1.72 | 0.00 | 23.68% | -0.654 | 0.006 | -0.622 | 0.945 | Login To Trade |
0.822 | -0.463 | 0.006 | 0.255 | 20.26% | 112.75 | 1.74 | 19.76% | 7.80 | 1,190PCR: 0.37 | 43.90 | 44.86% | 0.64 | 0.00 | 20.39% | -0.744 | 0.006 | -0.467 | 0.825 | Login To Trade |
0.715 | -0.402 | 0.005 | 0.199 | 20.26% | 974.05 | 18.31 | 16.00% | 5.60 | 1,200PCR: 0.07 | 60.05 | 44.20% | 1.19 | 0.00 | 30.64% | -0.706 | 0.004 | -0.752 | 0.883 | Login To Trade |
0.628 | -0.368 | 0.004 | 0.162 | 21.12% | 112.20 | 1.33 | 13.28% | 4.50 | 1,210PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.533 | -0.318 | 0.004 | 0.127 | 21.48% | 87.45 | 2.35 | 10.60% | 3.40 | 1,220PCR: 0.03 | 73.30 | 47.41% | 0.06 | 0.00 | 26.86% | -0.820 | 0.004 | -0.502 | 0.673 | Login To Trade |
0.449 | -0.274 | 0.003 | 0.100 | 21.97% | 77.55 | 1.36 | 8.45% | 2.65 | 1,230PCR: 0.04 | 53.05 | 99.00% | 0.05 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.392 | -0.250 | 0.003 | 0.083 | 22.95% | 40.15 | 2.56 | 7.08% | 2.15 | 1,240PCR: 0.59 | 85.85 | 99.00% | 1.51 | 2.20 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.327 | -0.213 | 0.002 | 0.066 | 23.44% | 33.55 | 1.61 | 5.62% | 1.70 | 1,250PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.272 | -0.181 | 0.002 | 0.052 | 23.93% | 9.90 | 0.78 | 4.45% | 1.35 | 1,260PCR: 0.01 | 114.75 | 48.46% | 0.01 | 0.00 | 38.33% | -0.841 | 0.003 | -0.661 | 0.621 | Login To Trade |
0.143 | -0.085 | 0.001 | 0.024 | 21.48% | 2.75 | 0.80 | 2.07% | 0.50 | 1,270PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.186 | -0.129 | 0.001 | 0.032 | 24.90% | 20.90 | 3.75 | 2.79% | 0.80 | 1,280PCR: 0.00 | 95.00 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.133 | -0.090 | 0.001 | 0.022 | 24.41% | 0.00 | 0.12 | 1.87% | 0.45 | 1,290PCR: 0.10 | 112.25 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.137 | -0.100 | 0.001 | 0.022 | 26.37% | 21.45 | 1.30 | 1.92% | 0.55 | 1,300PCR: 0.01 | 119.00 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.065 | -0.046 | 0.000 | 0.009 | 25.39% | 14.30 | 2.76 | 0.80% | 0.25 | 1,320PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 15.63% | 6.05 | 1.51 | 0.00% | 0.05 | 1,340PCR: 0.00 | 152.60 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 15.63% | 0.55 | 0.43 | 0.00% | 0.05 | 1,360PCR: 0.04 | 165.20 | 99.00% | 0.02 | 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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