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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 | 1,040PCR: -- | 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 | 0.01 | 99.00% | 162.00 | 1,080PCR: 0.67 | 1.40 | 3.40% | 0.01 | 0.00 | 44.43% | -0.028 | 0.001 | -0.228 | 0.185 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 150.00 | 1,120PCR: 0.14 | 2.80 | 6.05% | 0.00 | 0.00 | 41.99% | -0.053 | 0.001 | -0.363 | 0.311 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,140PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.202 | -0.154 | 0.001 | 0.969 | 27.34% | 1.88 | 0.02 | 48.31% | 137.55 | 1,160PCR: 22.75 | 1.20 | 3.96% | 0.34 | 0.75 | 28.32% | -0.036 | 0.001 | -0.178 | 0.227 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,180PCR: -- | 1.65 | 5.44% | 0.91 | 4.50 | 26.37% | -0.051 | 0.001 | -0.220 | 0.300 | Login To Trade |
0.314 | -0.192 | 0.002 | 0.946 | 21.97% | 5.63 | 0.10 | 48.11% | 98.05 | 1,200PCR: 6.63 | 2.55 | 7.91% | 0.67 | 28.13 | 24.90% | -0.077 | 0.002 | -0.287 | 0.415 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,220PCR: -- | 3.70 | 11.08% | 0.35 | 4.50 | 23.07% | -0.112 | 0.003 | -0.352 | 0.550 | Login To Trade |
0.226 | -0.071 | 0.002 | 0.964 | 11.23% | 0.00 | 0.11 | 48.89% | 57.10 | 1,240PCR: 10.72 | 6.75 | 16.92% | 1.17 | 9.38 | 22.95% | -0.184 | 0.004 | -0.488 | 0.765 | Login To Trade |
0.972 | -0.631 | 0.005 | 0.718 | 23.38% | 10.13 | 0.26 | 41.88% | 48.70 | 1,260PCR: 3.17 | 10.05 | 22.57% | 0.83 | 28.50 | 21.24% | -0.264 | 0.005 | -0.555 | 0.942 | Login To Trade |
1.105 | -0.701 | 0.006 | 0.610 | 22.83% | 39.38 | 0.55 | 38.00% | 35.15 | 1,280PCR: 1.11 | 16.95 | 29.84% | 0.61 | 23.63 | 21.36% | -0.384 | 0.006 | -0.652 | 1.100 | Login To Trade |
1.148 | -0.648 | 0.007 | 0.486 | 20.32% | 142.88 | 1.59 | 32.73% | 21.70 | 1,300PCR: 1.07 | 25.45 | 36.26% | 1.70 | 20.63 | 20.63% | -0.514 | 0.007 | -0.658 | 1.148 | Login To Trade |
1.076 | -0.624 | 0.006 | 0.358 | 20.87% | 41.25 | 1.32 | 26.06% | 14.30 | 1,320PCR: 0.45 | 38.50 | 41.29% | 0.60 | 1.88 | 21.61% | -0.636 | 0.006 | -0.649 | 1.081 | Login To Trade |
0.902 | -0.517 | 0.005 | 0.243 | 20.63% | 58.13 | 1.91 | 19.02% | 8.50 | 1,340PCR: 0.04 | 67.05 | 42.48% | 0.07 | 0.00 | 35.58% | -0.648 | 0.004 | -1.056 | 1.068 | Login To Trade |
0.701 | -0.411 | 0.004 | 0.160 | 21.12% | 31.88 | 0.62 | 13.14% | 5.00 | 1,360PCR: 0.11 | 77.05 | 45.37% | 0.07 | 0.00 | 31.49% | -0.741 | 0.004 | -0.815 | 0.931 | Login To Trade |
0.533 | -0.329 | 0.003 | 0.108 | 22.22% | 3.38 | 1.16 | 9.09% | 3.20 | 1,380PCR: 0.02 | 78.40 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.403 | -0.262 | 0.002 | 0.074 | 23.44% | 43.88 | 1.49 | 6.31% | 2.15 | 1,400PCR: 0.23 | 103.50 | 50.50% | 0.34 | 5.63 | 13.67% | -0.994 | 0.000 | -0.019 | 0.049 | Login To Trade |
0.261 | -0.170 | 0.001 | 0.043 | 23.44% | 0.00 | 0.32 | 3.68% | 1.20 | 1,420PCR: 0.01 | 177.60 | 45.08% | 0.00 | 0.00 | 86.79% | -0.647 | 0.002 | -2.579 | 1.070 | Login To Trade |
0.232 | -0.170 | 0.001 | 0.037 | 26.37% | 0.00 | 0.08 | 3.16% | 1.05 | 1,440PCR: 0.05 | 141.40 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.124 | -0.096 | 0.001 | 0.017 | 27.83% | 0.00 | 0.11 | 1.47% | 0.50 | 1,480PCR: 0.54 | 182.30 | 99.00% | 0.06 | 4.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.122 | -0.112 | 0.000 | 0.017 | 33.20% | 1.88 | 0.24 | 1.40% | 0.60 | 1,520PCR: 0.03 | 225.05 | 51.20% | 0.01 | 0.00 | 37.60% | -0.969 | 0.001 | -0.210 | 0.201 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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