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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 | 0.13 | 99.00% | 268.50 | 1,280PCR: 2.81 | 0.25 | 0.71% | 0.35 | 0.00 | 38.09% | -0.006 | 0.000 | -0.059 | 0.056 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.04 | 99.00% | 257.00 | 1,300PCR: 26.71 | 0.10 | 0.25% | 1.12 | 12.60 | 31.25% | -0.002 | 0.000 | -0.019 | 0.022 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 1.80 | 0.01 | 99.00% | 249.90 | 1,320PCR: 147.00 | 0.35 | 1.07% | 1.76 | 0.00 | 35.16% | -0.009 | 0.000 | -0.082 | 0.084 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 2.40 | 0.11 | 99.00% | 229.50 | 1,340PCR: 20.00 | 0.45 | 1.27% | 2.28 | 0.00 | 33.20% | -0.011 | 0.000 | -0.091 | 0.099 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 148.75 | 1,360PCR: 230.50 | 0.60 | 1.78% | 2.77 | 0.00 | 32.23% | -0.015 | 0.000 | -0.120 | 0.134 | Login To Trade |
0.082 | -0.060 | 0.000 | 0.991 | 26.37% | 0.00 | 0.08 | 48.70% | 204.20 | 1,380PCR: 41.92 | 0.55 | 1.82% | 3.27 | 3.60 | 29.30% | -0.016 | 0.000 | -0.113 | 0.139 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.58 | 99.00% | 174.95 | 1,400PCR: 3.36 | 0.95 | 2.81% | 1.94 | 12.60 | 28.81% | -0.025 | 0.001 | -0.164 | 0.205 | Login To Trade |
0.782 | -1.040 | 0.001 | 0.860 | 47.85% | 0.00 | 0.53 | 44.92% | 176.50 | 1,420PCR: 2.97 | 1.25 | 3.52% | 1.58 | 23.40 | 26.86% | -0.032 | 0.001 | -0.188 | 0.252 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.63 | 99.00% | 125.10 | 1,440PCR: 4.28 | 1.55 | 4.56% | 2.69 | 51.60 | 25.15% | -0.042 | 0.001 | -0.221 | 0.317 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 1.30 | 99.00% | 100.70 | 1,460PCR: 2.25 | 2.20 | 6.34% | 2.92 | 110.40 | 23.93% | -0.060 | 0.001 | -0.280 | 0.421 | Login To Trade |
0.158 | -0.065 | 0.001 | 0.982 | 14.65% | 1.20 | 0.60 | 49.12% | 103.50 | 1,480PCR: 2.80 | 3.20 | 8.78% | 1.68 | 70.20 | 22.71% | -0.087 | 0.002 | -0.350 | 0.555 | Login To Trade |
0.693 | -0.402 | 0.003 | 0.882 | 20.87% | 52.20 | 3.95 | 46.74% | 87.50 | 1,500PCR: 1.09 | 4.70 | 12.07% | 4.33 | 331.80 | 21.73% | -0.124 | 0.003 | -0.435 | 0.722 | Login To Trade |
0.879 | -0.474 | 0.004 | 0.833 | 19.41% | 22.80 | 2.97 | 45.53% | 69.40 | 1,520PCR: 0.91 | 7.20 | 16.45% | 2.69 | 316.20 | 20.51% | -0.179 | 0.004 | -0.525 | 0.921 | Login To Trade |
1.130 | -0.615 | 0.005 | 0.745 | 19.59% | 231.60 | 1.80 | 42.94% | 54.00 | 1,540PCR: 2.53 | 10.75 | 21.80% | 4.55 | 435.00 | 19.53% | -0.254 | 0.005 | -0.612 | 1.127 | Login To Trade |
1.307 | -0.678 | 0.006 | 0.647 | 18.68% | 695.40 | 2.68 | 39.62% | 39.20 | 1,560PCR: 1.40 | 16.35 | 27.93% | 3.74 | 537.00 | 19.17% | -0.352 | 0.005 | -0.695 | 1.306 | Login To Trade |
1.399 | -0.705 | 0.006 | 0.529 | 18.13% | 1,370.40 | 6.67 | 34.83% | 27.05 | 1,580PCR: 0.34 | 23.65 | 33.96% | 2.26 | 219.60 | 18.37% | -0.467 | 0.006 | -0.714 | 1.399 | Login To Trade |
1.361 | -0.676 | 0.006 | 0.404 | 17.88% | 1,379.40 | 9.67 | 28.71% | 17.70 | 1,600PCR: 0.38 | 34.40 | 39.64% | 3.65 | 232.80 | 17.82% | -0.598 | 0.006 | -0.673 | 1.361 | Login To Trade |
1.193 | -0.583 | 0.005 | 0.285 | 17.58% | 389.40 | 4.87 | 21.84% | 10.75 | 1,620PCR: 0.12 | 47.35 | 43.92% | 0.56 | 12.00 | 17.46% | -0.717 | 0.005 | -0.577 | 1.190 | Login To Trade |
0.949 | -0.464 | 0.004 | 0.189 | 17.58% | 351.00 | 3.77 | 15.39% | 6.25 | 1,640PCR: 0.14 | 63.50 | 46.57% | 0.55 | 3.00 | 18.01% | -0.805 | 0.004 | -0.484 | 0.968 | Login To Trade |
0.729 | -0.370 | 0.003 | 0.126 | 18.31% | 183.60 | 2.30 | 10.68% | 3.95 | 1,660PCR: 0.09 | 82.85 | 47.63% | 0.20 | 10.80 | 20.87% | -0.841 | 0.003 | -0.494 | 0.852 | Login To Trade |
0.512 | -0.264 | 0.002 | 0.078 | 18.55% | 51.60 | 3.44 | 6.77% | 2.25 | 1,680PCR: 0.16 | 86.95 | 99.00% | 0.53 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.391 | -0.215 | 0.002 | 0.055 | 19.78% | 91.80 | 1.84 | 4.80% | 1.60 | 1,700PCR: 0.12 | 121.00 | 49.19% | 0.22 | 6.00 | 24.90% | -0.896 | 0.002 | -0.439 | 0.635 | Login To Trade |
0.279 | -0.159 | 0.001 | 0.036 | 20.51% | 34.20 | 5.75 | 3.18% | 1.00 | 1,720PCR: 0.06 | 139.00 | 50.02% | 0.36 | 3.00 | 23.93% | -0.937 | 0.002 | -0.288 | 0.433 | Login To Trade |
0.230 | -0.140 | 0.001 | 0.029 | 21.97% | 0.00 | 0.05 | 2.50% | 0.80 | 1,740PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.171 | -0.109 | 0.001 | 0.020 | 22.95% | 7.20 | 0.56 | 1.75% | 0.60 | 1,760PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.135 | -0.099 | 0.000 | 0.015 | 26.37% | 15.60 | 0.79 | 1.30% | 0.50 | 1,800PCR: 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 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 1,840PCR: -- | 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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