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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 | 0.12 | 99.00% | 481.45 | 3,000PCR: 12.98 | 0.20 | 0.29% | 1.50 | 3.33 | 32.23% | -0.002 | 0.000 | -0.054 | 0.060 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 438.90 | 3,050PCR: 4.40 | 1.80 | 1.84% | 0.08 | 0.00 | 39.06% | -0.015 | 0.000 | -0.336 | 0.310 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.04 | 99.00% | 540.00 | 3,100PCR: 48.40 | 0.60 | 0.88% | 2.12 | 3.33 | 31.25% | -0.007 | 0.000 | -0.144 | 0.165 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 495.05 | 3,150PCR: 15.89 | 0.90 | 1.21% | 0.25 | 0.00 | 29.79% | -0.010 | 0.000 | -0.184 | 0.223 | Login To Trade |
1.712 | -2.711 | 0.001 | 0.871 | 57.01% | 0.00 | 0.04 | 44.77% | 494.80 | 3,200PCR: 7.92 | 1.50 | 2.01% | 0.35 | 1.58 | 29.30% | -0.017 | 0.000 | -0.285 | 0.350 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 255.25 | 3,250PCR: 94.50 | 1.80 | 2.46% | 0.33 | 2.28 | 27.10% | -0.022 | 0.000 | -0.319 | 0.423 | Login To Trade |
0.465 | -0.312 | 0.000 | 0.976 | 24.17% | 3.85 | 0.59 | 48.55% | 364.95 | 3,300PCR: 2.22 | 2.40 | 3.25% | 1.32 | 5.60 | 25.27% | -0.029 | 0.000 | -0.383 | 0.546 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.05 | 99.00% | 282.45 | 3,350PCR: 11.56 | 3.45 | 4.62% | 0.55 | 22.23 | 23.80% | -0.043 | 0.001 | -0.492 | 0.744 | Login To Trade |
1.133 | -0.741 | 0.001 | 0.927 | 23.56% | 1.75 | 0.62 | 47.63% | 269.50 | 3,400PCR: 3.52 | 5.40 | 6.77% | 2.17 | 112.18 | 22.58% | -0.065 | 0.001 | -0.650 | 1.036 | Login To Trade |
1.430 | -0.854 | 0.001 | 0.900 | 21.48% | 0.35 | 0.21 | 47.11% | 221.60 | 3,450PCR: 3.68 | 7.75 | 9.50% | 0.79 | 54.08 | 21.00% | -0.095 | 0.001 | -0.804 | 1.378 | Login To Trade |
2.066 | -1.272 | 0.001 | 0.829 | 22.16% | 10.50 | 1.49 | 45.30% | 180.00 | 3,500PCR: 1.11 | 12.20 | 13.86% | 1.65 | 120.75 | 19.96% | -0.147 | 0.001 | -1.037 | 1.870 | Login To Trade |
2.504 | -1.410 | 0.002 | 0.764 | 20.26% | 20.65 | 0.40 | 43.51% | 136.50 | 3,550PCR: 2.31 | 20.45 | 19.63% | 0.92 | 95.73 | 19.10% | -0.223 | 0.002 | -1.289 | 2.429 | Login To Trade |
2.945 | -1.526 | 0.002 | 0.670 | 18.65% | 187.25 | 1.44 | 40.46% | 97.70 | 3,600PCR: 1.14 | 31.40 | 26.43% | 1.63 | 317.28 | 18.37% | -0.328 | 0.002 | -1.499 | 2.938 | Login To Trade |
3.226 | -1.666 | 0.003 | 0.543 | 18.59% | 402.68 | 1.90 | 35.42% | 67.00 | 3,650PCR: 0.38 | 52.85 | 33.44% | 0.72 | 129.85 | 18.28% | -0.457 | 0.003 | -1.638 | 3.226 | Login To Trade |
3.172 | -1.640 | 0.003 | 0.415 | 18.62% | 366.45 | 2.65 | 29.27% | 44.45 | 3,700PCR: 0.34 | 80.00 | 39.33% | 0.91 | 35.88 | 18.31% | -0.590 | 0.003 | -1.609 | 3.163 | Login To Trade |
2.805 | -1.465 | 0.002 | 0.295 | 18.80% | 181.30 | 0.84 | 22.40% | 27.80 | 3,750PCR: 0.30 | 112.25 | 43.84% | 0.25 | 4.38 | 17.94% | -0.715 | 0.002 | -1.377 | 2.762 | Login To Trade |
2.276 | -1.200 | 0.002 | 0.200 | 18.98% | 238.18 | 2.16 | 16.11% | 16.85 | 3,800PCR: 0.20 | 157.00 | 46.08% | 0.43 | 1.58 | 20.45% | -0.784 | 0.002 | -1.354 | 2.384 | Login To Trade |
1.702 | -0.915 | 0.001 | 0.128 | 19.35% | 113.05 | 0.73 | 10.77% | 9.90 | 3,850PCR: 0.07 | 194.95 | 48.63% | 0.05 | 0.00 | 18.31% | -0.885 | 0.001 | -0.801 | 1.574 | Login To Trade |
1.247 | -0.696 | 0.001 | 0.083 | 20.08% | 239.23 | 1.36 | 7.18% | 6.10 | 3,900PCR: 0.42 | 250.00 | 48.49% | 0.57 | 0.35 | 24.72% | -0.867 | 0.001 | -1.198 | 1.745 | Login To Trade |
0.926 | -0.543 | 0.001 | 0.057 | 21.12% | 4.20 | 0.21 | 4.92% | 4.10 | 3,950PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.691 | -0.427 | 0.001 | 0.039 | 22.22% | 32.90 | 1.72 | 3.42% | 2.80 | 4,000PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.448 | -0.313 | 0.000 | 0.023 | 25.15% | 8.05 | 0.11 | 2.00% | 1.85 | 4,100PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.300 | -0.232 | 0.000 | 0.015 | 27.83% | 0.70 | 0.11 | 1.23% | 1.15 | 4,200PCR: 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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