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Span Margin Calculator
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 1,220PCR: -- | 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 | 1,240PCR: -- | 1.45 | 3.53% | 0.02 | 0.00 | 34.67% | -0.030 | 0.001 | -0.201 | 0.232 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,260PCR: -- | 1.90 | 4.56% | 0.00 | 0.00 | 33.20% | -0.040 | 0.001 | -0.242 | 0.292 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,280PCR: -- | 1.00 | 3.26% | 2.27 | 0.00 | 26.86% | -0.029 | 0.001 | -0.150 | 0.224 | Login To Trade |
0.485 | -0.379 | 0.001 | 0.923 | 31.25% | 0.00 | 0.58 | 47.14% | 143.00 | 1,300PCR: 3.42 | 1.00 | 3.57% | 2.00 | 1.20 | 23.93% | -0.033 | 0.001 | -0.146 | 0.245 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,310PCR: -- | 1.30 | 4.43% | 0.05 | 1.60 | 23.44% | -0.041 | 0.001 | -0.173 | 0.296 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 109.25 | 1,320PCR: 32.50 | 1.60 | 5.40% | 0.52 | 6.80 | 22.95% | -0.051 | 0.001 | -0.202 | 0.352 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,330PCR: -- | 3.70 | 9.13% | 0.06 | 0.00 | 25.63% | -0.089 | 0.002 | -0.348 | 0.543 | Login To Trade |
0.477 | -0.258 | 0.002 | 0.925 | 21.61% | 0.00 | 0.00 | 47.62% | 101.80 | 1,340PCR: 155.00 | 2.80 | 8.24% | 0.62 | 0.00 | 22.22% | -0.081 | 0.002 | -0.280 | 0.504 | Login To Trade |
0.922 | -0.759 | 0.003 | 0.807 | 32.96% | 0.00 | 0.00 | 44.12% | 101.50 | 1,350PCR: 125.00 | 3.05 | 9.26% | 0.50 | 22.80 | 21.00% | -0.092 | 0.002 | -0.292 | 0.557 | Login To Trade |
1.118 | -1.218 | 0.002 | 0.728 | 43.58% | 0.00 | 0.03 | 41.09% | 105.10 | 1,360PCR: 45.00 | 3.65 | 11.02% | 1.26 | 14.00 | 20.51% | -0.112 | 0.003 | -0.330 | 0.643 | Login To Trade |
1.137 | -1.124 | 0.003 | 0.719 | 39.55% | 0.00 | 0.04 | 40.97% | 93.75 | 1,370PCR: 16.11 | 4.65 | 12.85% | 0.58 | 14.40 | 19.65% | -0.134 | 0.003 | -0.358 | 0.729 | Login To Trade |
0.604 | -0.218 | 0.004 | 0.897 | 14.40% | 0.00 | 0.13 | 47.32% | 61.75 | 1,380PCR: 4.41 | 6.45 | 16.18% | 0.56 | 9.60 | 19.78% | -0.176 | 0.004 | -0.430 | 0.871 | Login To Trade |
0.814 | -0.308 | 0.005 | 0.842 | 15.14% | 0.00 | 0.02 | 45.90% | 53.65 | 1,390PCR: 58.50 | 7.95 | 18.88% | 0.94 | 20.00 | 19.17% | -0.212 | 0.004 | -0.468 | 0.977 | Login To Trade |
1.090 | -0.516 | 0.005 | 0.741 | 18.92% | 10.40 | 2.24 | 42.80% | 49.50 | 1,400PCR: 1.37 | 9.95 | 21.95% | 3.06 | 93.60 | 18.98% | -0.256 | 0.005 | -0.514 | 1.084 | Login To Trade |
1.215 | -0.629 | 0.005 | 0.673 | 20.69% | 0.00 | 0.12 | 40.42% | 44.60 | 1,410PCR: 10.28 | 13.00 | 25.60% | 1.19 | 22.80 | 18.80% | -0.312 | 0.006 | -0.560 | 1.192 | Login To Trade |
1.271 | -0.584 | 0.006 | 0.631 | 18.37% | 21.60 | 0.64 | 38.97% | 35.40 | 1,420PCR: 1.58 | 15.25 | 28.76% | 1.02 | 74.80 | 18.68% | -0.366 | 0.006 | -0.592 | 1.268 | Login To Trade |
1.325 | -0.627 | 0.006 | 0.567 | 18.92% | 90.80 | 1.96 | 36.35% | 30.30 | 1,430PCR: 0.66 | 19.90 | 32.21% | 1.30 | 42.00 | 18.13% | -0.431 | 0.006 | -0.600 | 1.324 | Login To Trade |
1.344 | -0.636 | 0.006 | 0.509 | 18.92% | 238.80 | 2.68 | 33.84% | 25.70 | 1,440PCR: 0.53 | 24.45 | 35.39% | 1.43 | 86.40 | 18.07% | -0.496 | 0.007 | -0.607 | 1.344 | Login To Trade |
1.332 | -0.624 | 0.006 | 0.446 | 18.74% | 424.00 | 4.04 | 30.81% | 21.00 | 1,450PCR: 0.49 | 30.55 | 38.20% | 1.99 | 95.20 | 18.43% | -0.560 | 0.006 | -0.612 | 1.329 | Login To Trade |
1.289 | -0.606 | 0.006 | 0.385 | 18.80% | 142.80 | 2.62 | 27.63% | 17.05 | 1,460PCR: 0.33 | 35.90 | 40.76% | 0.87 | 18.00 | 17.82% | -0.626 | 0.006 | -0.569 | 1.276 | Login To Trade |
1.210 | -0.567 | 0.006 | 0.323 | 18.74% | 50.80 | 1.05 | 24.08% | 13.00 | 1,470PCR: 0.42 | 48.30 | 41.77% | 0.44 | 0.00 | 22.46% | -0.646 | 0.005 | -0.704 | 1.253 | Login To Trade |
1.118 | -0.529 | 0.005 | 0.272 | 18.92% | 100.00 | 1.04 | 20.92% | 10.35 | 1,480PCR: 0.36 | 52.35 | 44.04% | 0.37 | 0.00 | 20.02% | -0.716 | 0.005 | -0.571 | 1.141 | Login To Trade |
1.015 | -0.486 | 0.005 | 0.227 | 19.17% | 14.80 | 0.58 | 17.95% | 8.25 | 1,490PCR: 0.09 | 57.05 | 46.43% | 0.05 | 0.00 | 17.21% | -0.799 | 0.005 | -0.407 | 0.945 | Login To Trade |
0.898 | -0.430 | 0.004 | 0.184 | 19.17% | 111.20 | 6.00 | 14.98% | 6.35 | 1,500PCR: 0.34 | 67.15 | 46.93% | 2.03 | 12.40 | 19.29% | -0.814 | 0.004 | -0.435 | 0.903 | Login To Trade |
0.783 | -0.378 | 0.004 | 0.149 | 19.29% | 13.20 | 0.45 | 12.37% | 4.90 | 1,510PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.678 | -0.331 | 0.003 | 0.121 | 19.53% | 117.20 | 1.92 | 10.18% | 4.05 | 1,520PCR: 0.12 | 82.80 | 49.28% | 0.23 | 0.00 | 16.60% | -0.917 | 0.003 | -0.214 | 0.516 | Login To Trade |
0.592 | -0.296 | 0.003 | 0.100 | 20.02% | 14.40 | 0.19 | 8.52% | 3.10 | 1,530PCR: 0.17 | 87.15 | 99.00% | 0.03 | 7.20 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.509 | -0.260 | 0.002 | 0.082 | 20.39% | 52.40 | 1.54 | 7.01% | 2.50 | 1,540PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.412 | -0.208 | 0.002 | 0.062 | 20.26% | 8.80 | 0.41 | 5.37% | 1.80 | 1,550PCR: 0.01 | 111.00 | 50.44% | 0.00 | 0.00 | 14.65% | -0.984 | 0.001 | -0.050 | 0.135 | Login To Trade |
0.411 | -0.226 | 0.002 | 0.062 | 21.97% | 0.40 | 0.35 | 5.32% | 1.90 | 1,560PCR: 0.01 | 122.00 | 50.19% | 0.00 | 0.00 | 20.26% | -0.953 | 0.001 | -0.168 | 0.331 | Login To Trade |
0.377 | -0.216 | 0.001 | 0.055 | 22.95% | 1.60 | 0.11 | 4.75% | 1.80 | 1,570PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.310 | -0.178 | 0.001 | 0.043 | 22.95% | 0.00 | 0.18 | 3.74% | 1.30 | 1,580PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.230 | -0.135 | 0.001 | 0.030 | 23.44% | 22.00 | 1.57 | 2.59% | 0.90 | 1,600PCR: 1.09 | 155.65 | 99.00% | 1.71 | 57.20 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.219 | -0.136 | 0.001 | 0.028 | 24.90% | 12.40 | 1.21 | 2.43% | 0.85 | 1,610PCR: 0.01 | 171.40 | 50.77% | 0.02 | 0.00 | 23.93% | -0.976 | 0.001 | -0.115 | 0.192 | Login To Trade |
0.109 | -0.061 | 0.000 | 0.013 | 22.46% | 0.80 | 1.72 | 1.08% | 0.30 | 1,620PCR: 0.00 | 177.00 | 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 | 1,640PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.124 | -0.082 | 0.000 | 0.015 | 26.37% | 0.00 | 0.07 | 1.22% | 0.40 | 1,650PCR: 0.06 | 205.00 | 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 | 1,660PCR: -- | 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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