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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 | 420PCR: -- | 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 | 430PCR: -- | 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 | 440PCR: -- | 0.40 | 3.02% | 0.01 | 0.00 | 31.25% | -0.026 | 0.001 | -0.050 | 0.080 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 450PCR: -- | 0.30 | 2.36% | 1.81 | 8.75 | 25.39% | -0.021 | 0.002 | -0.034 | 0.067 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 455PCR: -- | 0.35 | 3.07% | 0.03 | 0.00 | 24.41% | -0.027 | 0.002 | -0.041 | 0.085 | Login To Trade |
0.223 | -0.148 | 0.004 | 0.908 | 33.20% | 0.00 | 0.03 | 46.49% | 56.25 | 460PCR: 184.50 | 0.40 | 3.59% | 4.61 | 15.00 | 23.44% | -0.032 | 0.002 | -0.046 | 0.097 | Login To Trade |
0.402 | -0.449 | 0.004 | 0.777 | 55.91% | 0.00 | 0.01 | 41.68% | 59.65 | 465PCR: 145.00 | 0.55 | 4.50% | 1.81 | 0.00 | 22.46% | -0.042 | 0.003 | -0.054 | 0.119 | Login To Trade |
0.159 | -0.071 | 0.004 | 0.941 | 22.46% | 3.75 | 0.53 | 47.77% | 45.05 | 470PCR: 2.95 | 0.70 | 5.92% | 1.55 | 70.00 | 21.97% | -0.056 | 0.004 | -0.066 | 0.151 | Login To Trade |
0.190 | -0.082 | 0.005 | 0.925 | 21.48% | 11.25 | 0.09 | 47.57% | 40.20 | 475PCR: 19.43 | 0.95 | 7.79% | 1.70 | 147.50 | 21.48% | -0.075 | 0.005 | -0.082 | 0.190 | Login To Trade |
0.293 | -0.144 | 0.007 | 0.864 | 24.66% | 20.00 | 0.46 | 45.90% | 36.60 | 480PCR: 7.51 | 1.30 | 9.55% | 3.48 | 107.50 | 20.51% | -0.095 | 0.006 | -0.093 | 0.227 | Login To Trade |
0.324 | -0.149 | 0.008 | 0.843 | 22.95% | 11.25 | 0.14 | 45.40% | 31.90 | 485PCR: 4.55 | 1.85 | 12.81% | 0.63 | 127.50 | 20.51% | -0.132 | 0.008 | -0.118 | 0.287 | Login To Trade |
0.320 | -0.119 | 0.009 | 0.846 | 18.55% | 17.50 | 0.29 | 45.69% | 26.35 | 490PCR: 14.04 | 2.50 | 16.03% | 4.04 | 113.75 | 20.02% | -0.172 | 0.009 | -0.137 | 0.343 | Login To Trade |
0.445 | -0.224 | 0.010 | 0.730 | 25.15% | 3.75 | 0.18 | 42.00% | 25.05 | 495PCR: 7.57 | 3.25 | 19.14% | 1.33 | 80.00 | 19.04% | -0.215 | 0.011 | -0.150 | 0.393 | Login To Trade |
0.452 | -0.172 | 0.013 | 0.722 | 19.04% | 147.50 | 4.51 | 42.08% | 18.75 | 500PCR: 2.06 | 4.35 | 23.29% | 9.30 | 445.00 | 18.68% | -0.275 | 0.013 | -0.168 | 0.449 | Login To Trade |
0.495 | -0.181 | 0.015 | 0.656 | 18.31% | 70.00 | 0.86 | 39.82% | 15.05 | 505PCR: 3.16 | 5.85 | 27.49% | 2.73 | 107.50 | 18.31% | -0.344 | 0.015 | -0.181 | 0.495 | Login To Trade |
0.527 | -0.198 | 0.015 | 0.577 | 18.80% | 987.50 | 7.38 | 36.68% | 12.20 | 510PCR: 0.95 | 7.55 | 31.76% | 6.98 | 321.25 | 17.82% | -0.420 | 0.016 | -0.188 | 0.526 | Login To Trade |
0.537 | -0.199 | 0.016 | 0.498 | 18.55% | 736.25 | 5.14 | 33.26% | 9.45 | 515PCR: 0.95 | 10.05 | 35.85% | 4.86 | 146.25 | 18.07% | -0.503 | 0.016 | -0.194 | 0.537 | Login To Trade |
0.525 | -0.191 | 0.016 | 0.417 | 18.19% | 947.50 | 21.96 | 29.24% | 7.20 | 520PCR: 0.62 | 12.80 | 39.26% | 13.54 | 142.50 | 17.82% | -0.585 | 0.016 | -0.187 | 0.525 | Login To Trade |
0.494 | -0.181 | 0.015 | 0.342 | 18.31% | 187.50 | 3.69 | 25.04% | 5.50 | 525PCR: 0.55 | 16.50 | 41.92% | 2.01 | 20.00 | 18.80% | -0.654 | 0.015 | -0.187 | 0.496 | Login To Trade |
0.447 | -0.164 | 0.013 | 0.272 | 18.31% | 575.00 | 12.44 | 20.83% | 4.05 | 530PCR: 0.37 | 20.00 | 44.27% | 4.63 | 31.25 | 18.80% | -0.722 | 0.013 | -0.170 | 0.452 | Login To Trade |
0.393 | -0.146 | 0.012 | 0.215 | 18.55% | 203.75 | 1.83 | 17.00% | 3.00 | 535PCR: 0.29 | 22.55 | 47.33% | 0.54 | 0.00 | 15.38% | -0.832 | 0.012 | -0.104 | 0.338 | Login To Trade |
0.332 | -0.123 | 0.010 | 0.163 | 18.55% | 311.25 | 14.56 | 13.30% | 2.15 | 540PCR: 0.52 | 27.00 | 48.44% | 7.58 | 30.00 | 15.63% | -0.880 | 0.009 | -0.084 | 0.269 | Login To Trade |
0.285 | -0.110 | 0.008 | 0.130 | 19.29% | 60.00 | 3.13 | 10.83% | 1.65 | 545PCR: 0.69 | 31.30 | 49.65% | 2.15 | 22.50 | 14.65% | -0.933 | 0.007 | -0.051 | 0.175 | Login To Trade |
0.239 | -0.095 | 0.007 | 0.102 | 19.78% | 320.00 | 12.34 | 8.56% | 1.25 | 550PCR: 0.22 | 35.95 | 50.28% | 2.76 | 21.25 | 13.67% | -0.969 | 0.004 | -0.026 | 0.095 | Login To Trade |
0.194 | -0.078 | 0.005 | 0.077 | 20.02% | 116.25 | 0.90 | 6.54% | 0.90 | 555PCR: 0.15 | 40.55 | 99.00% | 0.14 | 3.75 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.159 | -0.065 | 0.004 | 0.059 | 20.51% | 66.25 | 4.00 | 5.07% | 0.70 | 560PCR: 0.39 | 46.25 | 50.26% | 1.55 | 6.25 | 19.53% | -0.950 | 0.004 | -0.054 | 0.140 | Login To Trade |
0.121 | -0.050 | 0.003 | 0.042 | 20.51% | 0.00 | 0.63 | 3.62% | 0.50 | 565PCR: 0.10 | 45.30 | 99.00% | 0.06 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.106 | -0.045 | 0.003 | 0.036 | 21.48% | 77.50 | 3.11 | 3.07% | 0.40 | 570PCR: 0.23 | 55.00 | 99.00% | 0.71 | 2.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.118 | -0.058 | 0.003 | 0.041 | 24.41% | 0.00 | 0.69 | 3.44% | 0.55 | 575PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.070 | -0.032 | 0.002 | 0.022 | 22.46% | 8.75 | 4.51 | 1.86% | 0.25 | 580PCR: 0.29 | 74.85 | 48.31% | 1.30 | 0.00 | 53.22% | -0.791 | 0.004 | -0.411 | 0.386 | Login To Trade |
0.079 | -0.042 | 0.002 | 0.025 | 26.37% | 0.00 | 1.76 | 2.10% | 0.35 | 590PCR: 0.09 | 75.00 | 99.00% | 0.16 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.057 | -0.031 | 0.001 | 0.017 | 27.34% | 63.75 | 7.09 | 1.41% | 0.15 | 600PCR: 0.59 | 83.50 | 99.00% | 4.16 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.031 | -0.017 | 0.001 | 0.009 | 27.34% | 0.00 | 0.80 | 0.70% | 0.10 | 610PCR: 0.03 | 89.00 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.019 | -0.011 | 0.000 | 0.005 | 27.34% | 20.00 | 1.51 | 0.40% | 0.10 | 620PCR: 2.62 | 104.40 | 99.00% | 3.96 | 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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