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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 | 540PCR: -- | 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 | 560PCR: -- | 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 | 570PCR: -- | 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 | 580PCR: -- | 0.55 | 3.25% | 0.17 | 0.00 | 32.23% | -0.029 | 0.001 | -0.086 | 0.096 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 590PCR: -- | 0.50 | 3.36% | 0.08 | 5.60 | 28.32% | -0.030 | 0.002 | -0.079 | 0.100 | Login To Trade |
0.166 | -0.133 | 0.003 | 0.944 | 28.81% | 6.40 | 0.07 | 47.74% | 64.00 | 600PCR: 20.89 | 0.75 | 4.80% | 1.50 | 39.20 | 26.86% | -0.044 | 0.002 | -0.103 | 0.138 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 610PCR: -- | 1.10 | 7.01% | 2.36 | 3.20 | 25.39% | -0.067 | 0.004 | -0.135 | 0.191 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.09 | 99.00% | 37.50 | 620PCR: 43.64 | 1.60 | 9.50% | 3.84 | 79.20 | 23.44% | -0.095 | 0.005 | -0.162 | 0.248 | Login To Trade |
0.376 | -0.260 | 0.007 | 0.827 | 24.90% | 2.40 | 0.28 | 45.11% | 36.25 | 630PCR: 8.74 | 2.60 | 14.14% | 2.45 | 73.60 | 22.46% | -0.149 | 0.007 | -0.213 | 0.342 | Login To Trade |
0.434 | -0.253 | 0.009 | 0.782 | 21.00% | 26.40 | 0.49 | 44.01% | 26.90 | 640PCR: 6.34 | 4.20 | 19.69% | 3.10 | 128.80 | 21.48% | -0.223 | 0.009 | -0.262 | 0.439 | Login To Trade |
0.532 | -0.307 | 0.012 | 0.672 | 20.75% | 145.60 | 1.40 | 40.47% | 19.10 | 650PCR: 2.99 | 6.70 | 26.65% | 4.18 | 170.40 | 20.75% | -0.328 | 0.012 | -0.307 | 0.532 | Login To Trade |
0.583 | -0.328 | 0.013 | 0.546 | 20.26% | 348.00 | 2.94 | 35.50% | 13.20 | 660PCR: 0.91 | 10.50 | 33.25% | 2.67 | 96.80 | 20.26% | -0.452 | 0.013 | -0.328 | 0.583 | Login To Trade |
0.573 | -0.319 | 0.013 | 0.412 | 20.02% | 255.20 | 5.43 | 29.10% | 8.50 | 670PCR: 0.52 | 15.70 | 39.35% | 2.80 | 47.20 | 19.78% | -0.589 | 0.013 | -0.314 | 0.572 | Login To Trade |
0.508 | -0.288 | 0.011 | 0.295 | 20.39% | 317.60 | 8.44 | 22.37% | 5.45 | 680PCR: 0.53 | 22.05 | 43.93% | 4.51 | 14.40 | 19.53% | -0.714 | 0.012 | -0.272 | 0.501 | Login To Trade |
0.405 | -0.231 | 0.009 | 0.194 | 20.51% | 185.60 | 8.26 | 15.65% | 3.20 | 690PCR: 0.21 | 29.85 | 47.14% | 1.73 | 4.00 | 19.04% | -0.824 | 0.009 | -0.201 | 0.380 | Login To Trade |
0.322 | -0.197 | 0.007 | 0.137 | 21.97% | 257.60 | 13.15 | 11.35% | 2.15 | 700PCR: 0.27 | 39.00 | 48.41% | 3.59 | 12.00 | 21.00% | -0.874 | 0.007 | -0.178 | 0.306 | Login To Trade |
0.244 | -0.155 | 0.005 | 0.092 | 22.95% | 21.60 | 3.92 | 7.85% | 1.40 | 710PCR: 0.13 | 37.90 | 99.00% | 0.51 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.192 | -0.130 | 0.004 | 0.067 | 24.41% | 48.00 | 4.02 | 5.76% | 1.00 | 720PCR: 0.29 | 59.00 | 49.39% | 1.18 | 3.20 | 28.32% | -0.900 | 0.004 | -0.203 | 0.259 | Login To Trade |
0.150 | -0.108 | 0.003 | 0.049 | 25.88% | 8.80 | 1.60 | 4.20% | 0.75 | 730PCR: 0.10 | 51.45 | 99.00% | 0.15 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.135 | -0.106 | 0.002 | 0.043 | 28.32% | 62.40 | 1.51 | 3.63% | 0.70 | 740PCR: 0.12 | 60.00 | 99.00% | 0.18 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.103 | -0.084 | 0.002 | 0.031 | 29.30% | 91.20 | 2.69 | 2.62% | 0.55 | 750PCR: 0.24 | 68.25 | 99.00% | 0.66 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.113 | -0.104 | 0.002 | 0.035 | 33.20% | 4.00 | 0.57 | 2.86% | 0.65 | 760PCR: 0.13 | 75.15 | 99.00% | 0.07 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.101 | -0.098 | 0.001 | 0.030 | 35.16% | 0.00 | 0.14 | 2.46% | 0.60 | 770PCR: 0.06 | 94.00 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.110 | -0.119 | 0.001 | 0.034 | 39.06% | 0.00 | 0.18 | 2.69% | 0.70 | 780PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.048 | -0.049 | 0.001 | 0.013 | 37.11% | 14.40 | 3.02 | 1.00% | 0.25 | 800PCR: 0.20 | 146.00 | 50.34% | 0.59 | 0.00 | 78.13% | -0.841 | 0.002 | -0.776 | 0.357 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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