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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 | 3,600PCR: -- | 1.85 | 1.75% | 0.11 | 1.65 | 37.60% | -0.014 | 0.000 | -0.366 | 0.350 | Login To Trade |
1.018 | -1.224 | 0.000 | 0.948 | 43.27% | 0.00 | 0.00 | 47.18% | 615.00 | 3,700PCR: 77.00 | 2.40 | 2.29% | 0.23 | 4.80 | 33.69% | -0.019 | 0.000 | -0.425 | 0.454 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 500.00 | 3,800PCR: 170.50 | 4.15 | 3.86% | 0.51 | 26.85 | 31.49% | -0.034 | 0.000 | -0.636 | 0.727 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,850PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.783 | -1.852 | 0.001 | 0.891 | 37.38% | 0.00 | 0.02 | 46.19% | 425.00 | 3,900PCR: 60.94 | 6.75 | 6.08% | 1.46 | 52.20 | 28.69% | -0.057 | 0.000 | -0.866 | 1.086 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 3,950PCR: -- | 8.25 | 7.42% | 0.17 | 28.65 | 26.73% | -0.071 | 0.001 | -0.962 | 1.296 | Login To Trade |
2.095 | -1.821 | 0.001 | 0.863 | 31.28% | 3.90 | 0.26 | 45.77% | 327.00 | 4,000PCR: 11.16 | 11.70 | 9.84% | 2.88 | 463.05 | 26.12% | -0.097 | 0.001 | -1.192 | 1.643 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 4,050PCR: -- | 15.70 | 12.62% | 0.26 | 141.60 | 24.72% | -0.130 | 0.001 | -1.384 | 2.016 | Login To Trade |
2.587 | -1.858 | 0.001 | 0.811 | 25.85% | 5.25 | 0.08 | 44.62% | 232.00 | 4,100PCR: 20.90 | 21.90 | 16.21% | 1.63 | 288.15 | 24.02% | -0.174 | 0.001 | -1.638 | 2.455 | Login To Trade |
2.949 | -1.927 | 0.001 | 0.763 | 23.53% | 15.45 | 0.18 | 43.31% | 184.50 | 4,150PCR: 3.76 | 30.40 | 20.41% | 0.68 | 281.40 | 23.19% | -0.231 | 0.001 | -1.876 | 2.912 | Login To Trade |
3.336 | -2.104 | 0.002 | 0.698 | 22.71% | 135.00 | 0.88 | 41.22% | 148.50 | 4,200PCR: 3.96 | 43.00 | 25.20% | 3.48 | 574.20 | 22.61% | -0.304 | 0.002 | -2.099 | 3.342 | Login To Trade |
3.679 | -2.342 | 0.002 | 0.605 | 22.92% | 235.20 | 0.95 | 37.77% | 115.50 | 4,250PCR: 1.33 | 58.95 | 30.09% | 1.27 | 369.45 | 21.94% | -0.388 | 0.002 | -2.232 | 3.662 | Login To Trade |
3.809 | -2.357 | 0.002 | 0.518 | 22.28% | 1,048.20 | 2.53 | 34.09% | 87.95 | 4,300PCR: 1.16 | 81.70 | 34.88% | 2.93 | 937.50 | 22.00% | -0.482 | 0.002 | -2.328 | 3.809 | Login To Trade |
3.747 | -2.331 | 0.002 | 0.426 | 22.40% | 818.10 | 1.78 | 29.63% | 65.05 | 4,350PCR: 0.77 | 107.95 | 39.03% | 1.37 | 387.45 | 21.68% | -0.577 | 0.002 | -2.253 | 3.741 | Login To Trade |
3.506 | -2.217 | 0.002 | 0.341 | 22.77% | 1,189.05 | 4.48 | 24.98% | 48.50 | 4,400PCR: 0.74 | 142.00 | 42.30% | 3.32 | 340.35 | 22.25% | -0.663 | 0.002 | -2.157 | 3.491 | Login To Trade |
3.147 | -2.030 | 0.002 | 0.268 | 23.22% | 405.45 | 2.88 | 20.48% | 35.20 | 4,450PCR: 0.55 | 179.00 | 45.05% | 1.60 | 81.60 | 22.13% | -0.746 | 0.002 | -1.882 | 3.062 | Login To Trade |
2.751 | -1.833 | 0.001 | 0.209 | 23.99% | 983.10 | 12.13 | 16.56% | 26.70 | 4,500PCR: 0.54 | 218.50 | 46.64% | 6.59 | 40.35 | 23.01% | -0.799 | 0.001 | -1.715 | 2.683 | Login To Trade |
2.346 | -1.599 | 0.001 | 0.162 | 24.54% | 277.05 | 4.11 | 13.15% | 19.75 | 4,550PCR: 0.14 | 253.60 | 49.36% | 0.57 | 2.40 | 17.64% | -0.921 | 0.001 | -0.692 | 1.413 | Login To Trade |
1.974 | -1.389 | 0.001 | 0.126 | 25.33% | 600.30 | 7.44 | 10.37% | 14.75 | 4,600PCR: 0.26 | 308.90 | 48.71% | 1.92 | 13.05 | 25.21% | -0.876 | 0.001 | -1.373 | 1.961 | Login To Trade |
1.646 | -1.200 | 0.001 | 0.097 | 26.25% | 212.10 | 2.15 | 8.14% | 11.30 | 4,650PCR: 0.33 | 329.00 | 99.00% | 0.70 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
1.393 | -1.053 | 0.001 | 0.078 | 27.22% | 452.40 | 7.78 | 6.53% | 8.90 | 4,700PCR: 0.32 | 402.75 | 49.89% | 2.45 | 3.90 | 26.79% | -0.925 | 0.001 | -1.002 | 1.346 | Login To Trade |
1.185 | -0.940 | 0.001 | 0.063 | 28.56% | 76.95 | 1.91 | 5.30% | 7.30 | 4,750PCR: 0.25 | 442.90 | 99.00% | 0.48 | 1.35 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.995 | -0.811 | 0.000 | 0.051 | 29.36% | 360.30 | 7.93 | 4.24% | 5.80 | 4,800PCR: 0.31 | 494.25 | 99.00% | 2.43 | 2.40 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.874 | -0.749 | 0.000 | 0.043 | 30.82% | 48.30 | 1.02 | 3.60% | 5.05 | 4,850PCR: 0.26 | 560.00 | 50.26% | 0.26 | 0.00 | 37.23% | -0.920 | 0.000 | -1.464 | 1.415 | Login To Trade |
0.759 | -0.672 | 0.000 | 0.036 | 31.86% | 209.40 | 4.49 | 3.01% | 4.25 | 4,900PCR: 0.26 | 560.95 | 99.00% | 1.17 | 0.30 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.666 | -0.609 | 0.000 | 0.031 | 32.96% | 18.30 | 0.60 | 2.55% | 3.60 | 4,950PCR: 0.00 | 203.20 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.569 | -0.537 | 0.000 | 0.026 | 33.94% | 331.80 | 11.89 | 2.10% | 3.05 | 5,000PCR: 0.16 | 695.00 | 99.00% | 1.92 | 2.25 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.532 | -0.527 | 0.000 | 0.024 | 35.64% | 6.90 | 0.33 | 1.92% | 2.90 | 5,050PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.458 | -0.462 | 0.000 | 0.020 | 36.38% | 24.00 | 1.91 | 1.59% | 2.40 | 5,100PCR: 0.07 | 790.00 | 99.00% | 0.12 | 0.15 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.323 | -0.337 | 0.000 | 0.013 | 37.60% | 18.15 | 0.69 | 1.05% | 1.60 | 5,200PCR: 0.71 | 906.90 | 51.38% | 0.49 | 0.00 | 51.64% | -0.944 | 0.000 | -1.542 | 1.075 | Login To Trade |
0.178 | -0.201 | 0.000 | 0.007 | 40.53% | 4.80 | 0.67 | 0.51% | 0.85 | 5,400PCR: 0.25 | 1025.00 | 99.00% | 0.17 | 0.15 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.197 | -0.243 | 0.000 | 0.007 | 44.43% | 2.25 | 0.27 | 0.56% | 1.00 | 5,500PCR: 0.11 | 1011.60 | 99.00% | 0.03 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.204 | -0.268 | 0.000 | 0.008 | 47.36% | 0.00 | 0.24 | 0.57% | 1.10 | 5,600PCR: 0.99 | 1255.20 | 99.00% | 0.24 | 0.45 | 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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