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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 | 1.38 | 99.00% | 67.75 | 240PCR: 0.65 | 0.05 | 0.02% | 0.89 | 0.00 | 31.25% | -0.000 | 0.000 | -0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 2.28 | 99.00% | 48.30 | 250PCR: 0.45 | 0.10 | 0.82% | 1.03 | 80.32 | 39.06% | -0.007 | 0.001 | -0.014 | 0.013 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.09 | 99.00% | 38.00 | 255PCR: 15.00 | 0.15 | 1.51% | 1.34 | 0.00 | 39.06% | -0.012 | 0.001 | -0.024 | 0.022 | Login To Trade |
0.117 | -0.203 | 0.004 | 0.904 | 62.50% | 0.00 | 0.62 | 45.34% | 50.70 | 260PCR: 6.86 | 0.15 | 1.49% | 4.28 | 89.24 | 35.16% | -0.012 | 0.001 | -0.021 | 0.022 | Login To Trade |
0.029 | -0.027 | 0.002 | 0.983 | 33.20% | 0.00 | 0.89 | 48.27% | 44.00 | 265PCR: 6.10 | 0.30 | 3.33% | 5.44 | 0.00 | 37.11% | -0.029 | 0.003 | -0.046 | 0.045 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 2.28 | 99.00% | 32.75 | 270PCR: 5.20 | 0.25 | 2.77% | 11.82 | 98.16 | 31.25% | -0.024 | 0.003 | -0.034 | 0.039 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.04 | 99.00% | 11.40 | 272.50PCR: 42.00 | 0.30 | 3.77% | 1.87 | 0.00 | 31.25% | -0.034 | 0.004 | -0.044 | 0.051 | Login To Trade |
0.091 | -0.092 | 0.005 | 0.931 | 36.13% | 0.00 | 0.67 | 47.12% | 34.50 | 275PCR: 13.07 | 0.35 | 4.88% | 8.75 | 40.16 | 31.25% | -0.044 | 0.004 | -0.055 | 0.064 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.04 | 99.00% | 9.15 | 277.50PCR: 40.00 | 0.55 | 6.31% | 1.78 | 0.00 | 31.25% | -0.058 | 0.005 | -0.069 | 0.080 | Login To Trade |
0.071 | -0.054 | 0.005 | 0.950 | 27.34% | 8.92 | 3.79 | 47.83% | 29.30 | 280PCR: 3.91 | 0.50 | 5.98% | 14.81 | 352.50 | 28.32% | -0.056 | 0.006 | -0.061 | 0.077 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.04 | 99.00% | 7.15 | 282.50PCR: 70.00 | 0.55 | 7.18% | 3.12 | 17.85 | 27.34% | -0.068 | 0.007 | -0.068 | 0.090 | Login To Trade |
0.072 | -0.045 | 0.007 | 0.949 | 22.46% | 0.00 | 1.70 | 48.10% | 24.20 | 285PCR: 7.16 | 0.70 | 8.30% | 12.14 | 642.53 | 26.37% | -0.081 | 0.008 | -0.075 | 0.102 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.58 | 99.00% | 17.90 | 287.50PCR: 4.85 | 0.95 | 10.71% | 2.81 | 258.80 | 26.37% | -0.107 | 0.010 | -0.092 | 0.126 | Login To Trade |
0.142 | -0.100 | 0.012 | 0.874 | 25.39% | 218.64 | 9.01 | 46.36% | 19.95 | 290PCR: 2.11 | 1.20 | 12.73% | 19.05 | 1,271.67 | 25.88% | -0.130 | 0.012 | -0.104 | 0.145 | Login To Trade |
0.183 | -0.144 | 0.014 | 0.815 | 28.32% | 0.00 | 1.47 | 44.67% | 18.35 | 292.50PCR: 3.70 | 1.50 | 15.13% | 5.44 | 343.57 | 25.39% | -0.160 | 0.014 | -0.118 | 0.167 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 5.93 | 99.00% | 11.20 | 295PCR: 1.65 | 1.90 | 17.83% | 9.82 | 1,119.96 | 24.90% | -0.195 | 0.016 | -0.131 | 0.189 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 1.78 | 99.00% | 9.65 | 297.50PCR: 2.53 | 2.55 | 21.29% | 4.51 | 852.24 | 24.90% | -0.243 | 0.018 | -0.148 | 0.215 | Login To Trade |
0.232 | -0.154 | 0.021 | 0.718 | 23.93% | 1,298.44 | 27.49 | 41.74% | 11.90 | 300PCR: 1.48 | 3.15 | 24.54% | 40.65 | 3,699.00 | 24.90% | -0.290 | 0.020 | -0.162 | 0.235 | Login To Trade |
0.251 | -0.169 | 0.022 | 0.660 | 24.17% | 535.44 | 7.59 | 39.83% | 10.20 | 302.50PCR: 0.84 | 4.00 | 27.80% | 6.38 | 963.79 | 24.90% | -0.343 | 0.021 | -0.174 | 0.252 | Login To Trade |
0.265 | -0.179 | 0.023 | 0.602 | 24.41% | 3,538.37 | 16.38 | 37.55% | 8.65 | 305PCR: 1.14 | 4.80 | 30.86% | 18.74 | 1,766.95 | 24.41% | -0.398 | 0.023 | -0.179 | 0.265 | Login To Trade |
0.272 | -0.188 | 0.023 | 0.543 | 24.90% | 2,137.30 | 7.54 | 35.04% | 7.50 | 307.50PCR: 0.67 | 6.00 | 33.83% | 5.09 | 321.26 | 24.41% | -0.457 | 0.024 | -0.184 | 0.272 | Login To Trade |
0.273 | -0.185 | 0.024 | 0.483 | 24.41% | 6,991.95 | 39.13 | 32.45% | 6.05 | 310PCR: 0.51 | 7.30 | 36.55% | 19.81 | 687.15 | 24.41% | -0.516 | 0.024 | -0.185 | 0.273 | Login To Trade |
0.269 | -0.182 | 0.023 | 0.425 | 24.41% | 1,200.28 | 9.41 | 29.48% | 5.05 | 312.50PCR: 0.28 | 8.80 | 39.11% | 2.68 | 40.16 | 24.90% | -0.573 | 0.023 | -0.186 | 0.269 | Login To Trade |
0.259 | -0.179 | 0.022 | 0.371 | 24.90% | 4,189.82 | 29.58 | 26.64% | 4.20 | 315PCR: 0.15 | 10.40 | 41.18% | 4.46 | 71.39 | 24.90% | -0.629 | 0.022 | -0.179 | 0.259 | Login To Trade |
0.245 | -0.169 | 0.021 | 0.319 | 24.90% | 651.45 | 3.97 | 23.50% | 3.45 | 317.50PCR: 0.29 | 11.75 | 43.27% | 1.16 | 0.00 | 23.93% | -0.687 | 0.022 | -0.162 | 0.243 | Login To Trade |
0.227 | -0.157 | 0.019 | 0.270 | 24.90% | 5,622.12 | 64.52 | 20.51% | 2.75 | 320PCR: 0.19 | 13.80 | 44.67% | 11.96 | 80.32 | 24.90% | -0.730 | 0.019 | -0.157 | 0.227 | Login To Trade |
0.206 | -0.142 | 0.018 | 0.225 | 24.90% | 285.57 | 5.62 | 17.55% | 2.20 | 322.50PCR: 0.02 | 26.35 | 41.75% | 0.13 | 0.00 | 66.89% | -0.586 | 0.009 | -0.497 | 0.267 | Login To Trade |
0.186 | -0.132 | 0.016 | 0.191 | 25.39% | 776.39 | 19.86 | 15.21% | 1.75 | 325PCR: 0.02 | 16.45 | 49.97% | 0.49 | 0.00 | 13.67% | -0.954 | 0.010 | -0.025 | 0.067 | Login To Trade |
0.171 | -0.125 | 0.014 | 0.166 | 26.37% | 214.18 | 5.09 | 13.32% | 1.55 | 327.50PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.142 | -0.100 | 0.012 | 0.126 | 25.39% | 1,682.17 | 34.31 | 10.35% | 1.10 | 330PCR: 0.03 | 22.45 | 48.37% | 1.16 | 49.08 | 26.86% | -0.860 | 0.012 | -0.114 | 0.153 | Login To Trade |
0.120 | -0.085 | 0.010 | 0.100 | 25.39% | 258.80 | 3.84 | 8.35% | 0.85 | 332.50PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.109 | -0.080 | 0.009 | 0.088 | 26.37% | 361.42 | 9.28 | 7.35% | 0.70 | 335PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.091 | -0.067 | 0.007 | 0.069 | 26.37% | 17.85 | 2.72 | 5.80% | 0.55 | 337.50PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.082 | -0.062 | 0.006 | 0.060 | 27.34% | 807.62 | 14.37 | 5.08% | 0.50 | 340PCR: 0.00 | 42.75 | 45.51% | 0.04 | 0.00 | 83.50% | -0.665 | 0.006 | -0.579 | 0.250 | Login To Trade |
0.055 | -0.042 | 0.004 | 0.037 | 27.34% | 330.19 | 16.78 | 3.11% | 0.30 | 345PCR: 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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