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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 | 3,280PCR: -- | 1.60 | 1.73% | 0.04 | 0.35 | 35.64% | -0.014 | 0.000 | -0.312 | 0.315 | Login To Trade |
1.643 | -2.833 | 0.000 | 0.888 | 62.07% | 0.00 | 0.00 | 44.98% | 600.00 | 3,320PCR: 0.00 | 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 | 3,360PCR: -- | 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 | 3,400PCR: -- | 1.05 | 1.45% | 0.16 | 6.30 | 27.34% | -0.013 | 0.000 | -0.214 | 0.282 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,440PCR: -- | 1.00 | 1.43% | 0.08 | 1.40 | 24.90% | -0.013 | 0.000 | -0.194 | 0.280 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,480PCR: -- | 1.40 | 2.01% | 0.05 | 0.00 | 24.17% | -0.018 | 0.000 | -0.256 | 0.382 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.05 | 99.00% | 308.20 | 3,500PCR: 25.60 | 1.90 | 2.60% | 1.34 | 16.80 | 24.17% | -0.024 | 0.000 | -0.322 | 0.479 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 293.00 | 3,520PCR: 18.50 | 1.85 | 2.65% | 0.06 | 0.35 | 22.95% | -0.024 | 0.000 | -0.312 | 0.490 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,540PCR: -- | 2.00 | 2.95% | 0.02 | 1.23 | 22.22% | -0.027 | 0.000 | -0.333 | 0.539 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 3.15 | 0.01 | 99.00% | 328.00 | 3,560PCR: 266.33 | 2.10 | 3.17% | 1.40 | 2.98 | 21.24% | -0.029 | 0.000 | -0.340 | 0.577 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,580PCR: -- | 3.00 | 4.24% | 0.63 | 0.00 | 21.48% | -0.040 | 0.001 | -0.442 | 0.741 | Login To Trade |
0.753 | -0.421 | 0.001 | 0.959 | 20.14% | 0.70 | 0.12 | 48.44% | 291.00 | 3,600PCR: 20.85 | 2.85 | 4.21% | 2.48 | 62.65 | 20.02% | -0.040 | 0.001 | -0.411 | 0.740 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,620PCR: -- | 3.60 | 5.18% | 0.15 | 2.28 | 19.78% | -0.050 | 0.001 | -0.486 | 0.885 | Login To Trade |
2.624 | -3.135 | 0.001 | 0.770 | 43.00% | 0.00 | 0.01 | 42.57% | 300.00 | 3,640PCR: 41.00 | 4.05 | 5.89% | 0.36 | 8.23 | 19.04% | -0.057 | 0.001 | -0.523 | 0.988 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,660PCR: -- | 4.95 | 6.95% | 0.41 | 14.18 | 18.55% | -0.068 | 0.001 | -0.587 | 1.139 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,680PCR: -- | 6.00 | 8.27% | 0.97 | 22.58 | 18.13% | -0.083 | 0.001 | -0.663 | 1.317 | Login To Trade |
0.843 | -0.314 | 0.001 | 0.953 | 13.43% | 2.45 | 0.65 | 48.61% | 190.40 | 3,700PCR: 3.03 | 7.00 | 9.60% | 1.97 | 165.20 | 17.52% | -0.098 | 0.001 | -0.725 | 1.491 | Login To Trade |
1.646 | -0.765 | 0.001 | 0.888 | 16.72% | 1.05 | 0.02 | 47.07% | 177.05 | 3,720PCR: 9.33 | 8.60 | 11.29% | 0.20 | 21.18 | 17.03% | -0.117 | 0.001 | -0.805 | 1.702 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.04 | 99.00% | 128.75 | 3,740PCR: 8.81 | 11.20 | 13.67% | 0.32 | 38.50 | 16.91% | -0.146 | 0.002 | -0.929 | 1.978 | Login To Trade |
2.133 | -0.929 | 0.002 | 0.836 | 15.69% | 3.85 | 0.08 | 45.81% | 140.00 | 3,760PCR: 7.40 | 13.80 | 16.02% | 0.61 | 60.03 | 16.54% | -0.176 | 0.002 | -1.027 | 2.234 | Login To Trade |
2.510 | -1.138 | 0.002 | 0.787 | 16.33% | 5.60 | 0.25 | 44.40% | 125.45 | 3,780PCR: 2.16 | 16.85 | 18.54% | 0.53 | 94.33 | 16.11% | -0.210 | 0.002 | -1.114 | 2.490 | Login To Trade |
2.737 | -1.188 | 0.002 | 0.751 | 15.63% | 179.73 | 1.45 | 43.34% | 108.45 | 3,800PCR: 3.05 | 20.60 | 21.36% | 4.43 | 459.73 | 15.93% | -0.250 | 0.002 | -1.215 | 2.746 | Login To Trade |
2.967 | -1.237 | 0.003 | 0.708 | 15.01% | 63.88 | 1.01 | 41.97% | 92.30 | 3,820PCR: 0.31 | 25.65 | 24.41% | 0.31 | 89.08 | 15.47% | -0.298 | 0.003 | -1.286 | 2.991 | Login To Trade |
3.191 | -1.325 | 0.003 | 0.652 | 14.95% | 574.88 | 1.10 | 40.01% | 78.75 | 3,840PCR: 0.87 | 31.35 | 27.71% | 0.96 | 237.83 | 15.47% | -0.352 | 0.003 | -1.378 | 3.205 | Login To Trade |
3.350 | -1.389 | 0.003 | 0.593 | 14.92% | 561.40 | 0.97 | 37.71% | 66.50 | 3,860PCR: 1.19 | 39.05 | 30.79% | 1.15 | 300.30 | 15.17% | -0.408 | 0.003 | -1.413 | 3.353 | Login To Trade |
3.431 | -1.384 | 0.003 | 0.538 | 14.53% | 514.85 | 2.19 | 35.41% | 55.05 | 3,880PCR: 0.23 | 47.70 | 33.84% | 0.51 | 243.60 | 15.14% | -0.469 | 0.003 | -1.444 | 3.434 | Login To Trade |
3.437 | -1.402 | 0.003 | 0.473 | 14.68% | 1,390.90 | 5.51 | 32.40% | 45.40 | 3,900PCR: 0.24 | 57.60 | 36.51% | 1.34 | 201.60 | 15.08% | -0.526 | 0.003 | -1.440 | 3.438 | Login To Trade |
3.353 | -1.379 | 0.003 | 0.408 | 14.80% | 212.45 | 1.59 | 29.14% | 36.80 | 3,920PCR: 0.20 | 70.15 | 38.97% | 0.32 | 28.70 | 15.41% | -0.585 | 0.003 | -1.442 | 3.368 | Login To Trade |
3.201 | -1.330 | 0.003 | 0.351 | 14.95% | 167.48 | 1.01 | 25.97% | 29.70 | 3,940PCR: 0.17 | 80.35 | 41.58% | 0.18 | 9.28 | 14.47% | -0.654 | 0.003 | -1.279 | 3.184 | Login To Trade |
2.981 | -1.233 | 0.003 | 0.295 | 14.89% | 200.90 | 2.91 | 22.66% | 23.60 | 3,960PCR: 0.03 | 97.20 | 43.14% | 0.08 | 1.23 | 15.47% | -0.697 | 0.003 | -1.296 | 3.015 | Login To Trade |
2.751 | -1.154 | 0.002 | 0.251 | 15.11% | 62.30 | 0.43 | 19.81% | 19.40 | 3,980PCR: 0.18 | 173.40 | 40.76% | 0.08 | 0.00 | 35.00% | -0.603 | 0.001 | -3.236 | 3.329 | Login To Trade |
2.474 | -1.047 | 0.002 | 0.208 | 15.23% | 506.80 | 5.68 | 16.86% | 15.50 | 4,000PCR: 0.05 | 125.45 | 46.37% | 0.27 | 10.33 | 14.65% | -0.804 | 0.002 | -0.972 | 2.388 | Login To Trade |
2.206 | -0.957 | 0.002 | 0.173 | 15.63% | 28.00 | 1.01 | 14.31% | 12.25 | 4,020PCR: 0.02 | 176.85 | 43.62% | 0.02 | 0.00 | 27.92% | -0.693 | 0.002 | -2.355 | 3.036 | Login To Trade |
1.944 | -0.857 | 0.002 | 0.142 | 15.87% | 28.70 | 0.41 | 12.02% | 9.80 | 4,040PCR: 0.03 | 225.50 | 42.94% | 0.01 | 0.00 | 38.76% | -0.657 | 0.001 | -3.418 | 3.175 | Login To Trade |
1.685 | -0.751 | 0.001 | 0.116 | 16.05% | 28.35 | 0.20 | 9.95% | 7.70 | 4,060PCR: 0.03 | 180.05 | 48.41% | 0.01 | 0.70 | 16.30% | -0.880 | 0.001 | -0.780 | 1.722 | Login To Trade |
1.464 | -0.665 | 0.001 | 0.095 | 16.36% | 27.65 | 0.22 | 8.28% | 6.25 | 4,080PCR: 0.02 | 258.70 | 44.05% | 0.01 | 0.00 | 40.71% | -0.686 | 0.001 | -3.465 | 3.064 | Login To Trade |
1.274 | -0.592 | 0.001 | 0.079 | 16.72% | 138.43 | 1.96 | 6.93% | 5.10 | 4,100PCR: 0.01 | 310.00 | 43.57% | 0.03 | 0.00 | 52.34% | -0.655 | 0.001 | -4.626 | 3.182 | Login To Trade |
1.106 | -0.525 | 0.001 | 0.066 | 17.09% | 20.65 | 0.46 | 5.79% | 4.20 | 4,120PCR: 0.05 | 217.10 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.958 | -0.464 | 0.001 | 0.055 | 17.46% | 14.53 | 0.17 | 4.84% | 3.45 | 4,140PCR: 0.06 | 255.00 | 49.75% | 0.01 | 0.53 | 18.07% | -0.938 | 0.001 | -0.530 | 1.056 | Login To Trade |
0.829 | -0.410 | 0.001 | 0.046 | 17.82% | 10.33 | 0.55 | 4.05% | 2.85 | 4,160PCR: 0.05 | 273.00 | 50.14% | 0.03 | 0.00 | 16.85% | -0.963 | 0.001 | -0.330 | 0.706 | Login To Trade |
0.620 | -0.320 | 0.000 | 0.032 | 18.55% | 33.43 | 0.89 | 2.84% | 1.95 | 4,200PCR: 0.11 | 305.00 | 99.00% | 0.10 | 0.18 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.264 | -0.125 | 0.000 | 0.012 | 17.09% | 0.53 | 0.72 | 1.05% | 0.60 | 4,240PCR: 0.00 | 302.60 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.209 | -0.105 | 0.000 | 0.009 | 18.07% | 26.95 | 2.33 | 0.80% | 0.50 | 4,280PCR: 0.00 | 436.00 | 47.87% | 0.00 | 0.00 | 48.34% | -0.800 | 0.001 | -3.250 | 2.421 | Login To Trade |
0.212 | -0.118 | 0.000 | 0.009 | 20.02% | 0.00 | 0.14 | 0.80% | 0.50 | 4,320PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.197 | -0.117 | 0.000 | 0.008 | 21.48% | 0.00 | 0.06 | 0.73% | 0.50 | 4,360PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.289 | -0.198 | 0.000 | 0.013 | 24.66% | 0.00 | 0.47 | 1.12% | 0.95 | 4,400PCR: 0.00 | 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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