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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 | 2,100PCR: -- | 1.20 | 1.63% | 0.00 | 0.00 | 43.46% | -0.013 | 0.000 | -0.220 | 0.202 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,200PCR: -- | 2.00 | 2.61% | 0.07 | 0.00 | 38.57% | -0.022 | 0.000 | -0.307 | 0.318 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,250PCR: -- | 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 | 2,300PCR: -- | 2.50 | 3.62% | 0.13 | 1.00 | 31.49% | -0.032 | 0.000 | -0.346 | 0.440 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,350PCR: -- | 4.80 | 6.21% | 0.08 | 7.00 | 31.01% | -0.057 | 0.001 | -0.545 | 0.703 | Login To Trade |
1.896 | -2.856 | 0.001 | 0.764 | 60.24% | 1.00 | 0.01 | 41.39% | 285.00 | 2,400PCR: 34.50 | 7.60 | 9.16% | 0.28 | 93.40 | 29.60% | -0.088 | 0.001 | -0.726 | 0.981 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 2,450PCR: -- | 11.80 | 13.07% | 0.63 | 174.00 | 27.89% | -0.133 | 0.001 | -0.920 | 1.320 | Login To Trade |
1.907 | -1.530 | 0.002 | 0.762 | 32.10% | 3.00 | 0.02 | 42.77% | 158.65 | 2,500PCR: 60.33 | 20.70 | 18.92% | 1.45 | 391.20 | 28.02% | -0.206 | 0.002 | -1.230 | 1.757 | Login To Trade |
2.220 | -1.768 | 0.002 | 0.673 | 31.86% | 6.80 | 0.09 | 39.82% | 123.25 | 2,550PCR: 16.05 | 34.90 | 25.65% | 1.38 | 252.40 | 27.47% | -0.306 | 0.002 | -1.482 | 2.158 | Login To Trade |
2.399 | -1.688 | 0.002 | 0.587 | 28.14% | 96.60 | 0.30 | 36.71% | 86.10 | 2,600PCR: 1.90 | 52.00 | 32.19% | 0.57 | 501.80 | 27.07% | -0.420 | 0.002 | -1.628 | 2.405 | Login To Trade |
2.447 | -1.765 | 0.002 | 0.468 | 28.84% | 213.00 | 0.75 | 31.29% | 59.20 | 2,650PCR: 0.86 | 78.00 | 37.73% | 0.65 | 456.20 | 27.10% | -0.538 | 0.002 | -1.656 | 2.444 | Login To Trade |
2.288 | -1.620 | 0.002 | 0.354 | 28.32% | 1,439.20 | 1.70 | 25.34% | 40.20 | 2,700PCR: 0.53 | 106.25 | 42.27% | 0.89 | 949.00 | 26.52% | -0.654 | 0.002 | -1.506 | 2.271 | Login To Trade |
1.985 | -1.405 | 0.002 | 0.257 | 28.32% | 1,561.00 | 1.75 | 19.48% | 27.35 | 2,750PCR: 0.14 | 142.70 | 45.03% | 0.24 | 200.20 | 29.60% | -0.731 | 0.002 | -1.504 | 2.032 | Login To Trade |
1.637 | -1.186 | 0.002 | 0.184 | 28.99% | 1,530.80 | 2.82 | 14.47% | 17.10 | 2,800PCR: 0.25 | 191.40 | 47.00% | 0.70 | 42.40 | 31.13% | -0.795 | 0.002 | -1.361 | 1.750 | Login To Trade |
1.333 | -1.004 | 0.001 | 0.134 | 30.15% | 621.40 | 1.58 | 10.80% | 11.95 | 2,850PCR: 0.14 | 274.10 | 45.92% | 0.23 | 0.00 | 53.41% | -0.720 | 0.001 | -2.769 | 2.074 | Login To Trade |
1.070 | -0.849 | 0.001 | 0.099 | 31.74% | 708.60 | 1.97 | 8.02% | 9.10 | 2,900PCR: 0.46 | 283.20 | 49.22% | 0.90 | 6.00 | 35.16% | -0.874 | 0.001 | -1.118 | 1.272 | Login To Trade |
0.902 | -0.755 | 0.001 | 0.078 | 33.45% | 138.60 | 0.36 | 6.37% | 7.05 | 2,950PCR: 0.46 | 295.00 | 99.00% | 0.17 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.749 | -0.667 | 0.001 | 0.062 | 35.64% | 399.80 | 2.04 | 4.98% | 5.40 | 3,000PCR: 0.20 | 357.00 | 99.00% | 0.42 | 3.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.605 | -0.554 | 0.000 | 0.047 | 36.62% | 21.40 | 0.09 | 3.78% | 4.30 | 3,050PCR: 0.76 | 366.40 | 99.00% | 0.07 | 0.80 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.528 | -0.512 | 0.000 | 0.040 | 38.82% | 211.00 | 0.71 | 3.16% | 3.65 | 3,100PCR: 0.13 | 416.60 | 99.00% | 0.09 | 2.20 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.477 | -0.495 | 0.000 | 0.035 | 41.50% | 0.00 | 0.11 | 2.75% | 3.40 | 3,150PCR: 0.49 | 422.10 | 99.00% | 0.06 | 0.40 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.383 | -0.407 | 0.000 | 0.027 | 42.48% | 47.00 | 0.55 | 2.09% | 2.85 | 3,200PCR: 0.14 | 542.55 | 99.00% | 0.08 | 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 | 3,250PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.116 | -0.114 | 0.000 | 0.007 | 39.06% | 0.00 | 0.05 | 0.52% | 0.55 | 3,300PCR: 0.33 | 568.30 | 99.00% | 0.02 | 0.60 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.267 | -0.343 | 0.000 | 0.018 | 51.27% | 5.00 | 0.09 | 1.29% | 1.90 | 3,400PCR: 0.20 | 700.85 | 99.00% | 0.02 | 1.20 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.094 | -0.121 | 0.000 | 0.005 | 51.76% | 0.00 | 0.17 | 0.37% | 0.50 | 3,600PCR: 0.01 | 698.50 | 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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