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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 | 90PCR: -- | 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 | 92PCR: -- | 0.25 | 6.25% | 3.19 | 0.00 | 50.78% | -0.052 | 0.009 | -0.037 | 0.026 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 94PCR: -- | 0.07 | 1.35% | 1.43 | 136.50 | 31.25% | -0.012 | 0.004 | -0.006 | 0.007 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 96PCR: -- | 0.35 | 8.15% | 1.24 | 0.00 | 42.97% | -0.073 | 0.013 | -0.040 | 0.034 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 97PCR: -- | 0.29 | 7.83% | 0.07 | 0.00 | 39.06% | -0.071 | 0.014 | -0.036 | 0.033 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 98PCR: -- | 0.22 | 7.46% | 2.28 | 0.00 | 35.16% | -0.068 | 0.015 | -0.031 | 0.032 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 99PCR: -- | 0.54 | 11.23% | 3.12 | 0.00 | 39.06% | -0.108 | 0.019 | -0.049 | 0.045 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.78 | 99.00% | 8.92 | 100PCR: 18.83 | 0.26 | 8.91% | 14.69 | 416.00 | 31.25% | -0.084 | 0.020 | -0.033 | 0.038 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 101PCR: -- | 0.60 | 13.48% | 0.00 | 0.00 | 35.16% | -0.135 | 0.025 | -0.051 | 0.053 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 102PCR: -- | 0.52 | 13.64% | 4.81 | 221.00 | 31.25% | -0.137 | 0.029 | -0.046 | 0.053 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 103PCR: -- | 0.53 | 13.50% | 5.46 | 71.50 | 27.34% | -0.140 | 0.034 | -0.041 | 0.054 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 104PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.078 | -0.070 | 0.041 | 0.747 | 32.23% | 136.50 | 4.03 | 42.46% | 6.05 | 105PCR: 4.79 | 0.89 | 19.75% | 19.31 | 663.00 | 27.34% | -0.220 | 0.044 | -0.055 | 0.072 | Login To Trade |
0.069 | -0.037 | 0.059 | 0.796 | 19.53% | 0.00 | 4.29 | 44.72% | 4.30 | 106PCR: 1.61 | 1.14 | 23.48% | 6.89 | 201.50 | 27.34% | -0.272 | 0.050 | -0.061 | 0.081 | Login To Trade |
0.087 | -0.067 | 0.054 | 0.677 | 27.34% | 357.50 | 2.99 | 40.16% | 4.30 | 107PCR: 3.98 | 1.44 | 26.67% | 11.90 | 442.00 | 27.34% | -0.323 | 0.054 | -0.067 | 0.087 | Login To Trade |
0.093 | -0.071 | 0.057 | 0.617 | 27.34% | 1,339.00 | 10.40 | 37.94% | 3.63 | 108PCR: 1.25 | 1.78 | 29.78% | 13.00 | 838.50 | 26.37% | -0.382 | 0.059 | -0.068 | 0.093 | Login To Trade |
0.096 | -0.073 | 0.059 | 0.562 | 27.34% | 2,327.00 | 6.37 | 36.00% | 3.04 | 109PCR: 0.66 | 2.16 | 32.92% | 4.23 | 403.00 | 26.37% | -0.437 | 0.061 | -0.070 | 0.096 | Login To Trade |
0.097 | -0.074 | 0.060 | 0.502 | 27.34% | 8,866.00 | 38.87 | 33.19% | 2.57 | 110PCR: 0.98 | 2.63 | 36.32% | 38.09 | 1,332.50 | 26.37% | -0.503 | 0.062 | -0.071 | 0.097 | Login To Trade |
0.096 | -0.073 | 0.059 | 0.443 | 27.34% | 1,111.50 | 4.75 | 30.23% | 2.13 | 111PCR: 0.89 | 3.16 | 38.36% | 4.23 | 97.50 | 25.39% | -0.564 | 0.064 | -0.068 | 0.096 | Login To Trade |
0.093 | -0.071 | 0.057 | 0.382 | 27.34% | 2,314.00 | 12.74 | 26.87% | 1.75 | 112PCR: 0.51 | 3.85 | 41.11% | 6.44 | 578.50 | 26.37% | -0.623 | 0.059 | -0.068 | 0.093 | Login To Trade |
0.088 | -0.067 | 0.054 | 0.331 | 27.34% | 1,079.00 | 10.86 | 24.05% | 1.42 | 113PCR: 0.41 | 5.37 | 41.60% | 4.42 | 26.00 | 36.13% | -0.623 | 0.043 | -0.093 | 0.093 | Login To Trade |
0.083 | -0.065 | 0.049 | 0.284 | 28.32% | 695.50 | 16.58 | 21.21% | 1.20 | 114PCR: 0.23 | 5.29 | 44.85% | 3.77 | 71.50 | 27.34% | -0.723 | 0.050 | -0.062 | 0.082 | Login To Trade |
0.076 | -0.060 | 0.045 | 0.242 | 28.32% | 3,198.00 | 62.92 | 18.50% | 0.97 | 115PCR: 0.39 | 5.85 | 46.52% | 24.77 | 169.00 | 24.41% | -0.794 | 0.048 | -0.047 | 0.069 | Login To Trade |
0.070 | -0.057 | 0.040 | 0.207 | 29.30% | 455.00 | 21.91 | 16.06% | 0.84 | 116PCR: 0.12 | 7.52 | 45.53% | 2.73 | 0.00 | 35.16% | -0.748 | 0.037 | -0.076 | 0.078 | Login To Trade |
0.065 | -0.054 | 0.036 | 0.182 | 30.27% | 435.50 | 23.08 | 14.33% | 0.72 | 117PCR: 0.36 | 8.37 | 46.33% | 8.26 | 0.00 | 37.11% | -0.766 | 0.034 | -0.077 | 0.075 | Login To Trade |
0.059 | -0.051 | 0.032 | 0.157 | 31.25% | 247.00 | 37.05 | 12.54% | 0.59 | 118PCR: 0.20 | 9.65 | 46.46% | 7.35 | 0.00 | 42.97% | -0.761 | 0.030 | -0.090 | 0.076 | Login To Trade |
0.052 | -0.045 | 0.028 | 0.131 | 31.25% | 188.50 | 9.62 | 10.53% | 0.51 | 119PCR: 0.23 | 9.61 | 49.08% | 2.21 | 19.50 | 31.25% | -0.869 | 0.028 | -0.045 | 0.052 | Login To Trade |
0.045 | -0.039 | 0.024 | 0.107 | 31.25% | 2,294.50 | 101.34 | 8.65% | 0.44 | 120PCR: 0.12 | 10.25 | 50.48% | 11.83 | 136.50 | 15.63% | -0.995 | 0.004 | -0.002 | 0.004 | Login To Trade |
0.039 | -0.034 | 0.021 | 0.089 | 31.25% | 0.00 | 4.03 | 7.25% | 0.33 | 121PCR: 0.11 | 7.73 | 99.00% | 0.46 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.041 | -0.040 | 0.020 | 0.094 | 35.16% | 325.00 | 8.32 | 7.70% | 0.32 | 122PCR: 0.09 | 13.91 | 47.44% | 0.72 | 0.00 | 59.57% | -0.764 | 0.021 | -0.124 | 0.075 | Login To Trade |
0.031 | -0.029 | 0.016 | 0.066 | 33.20% | 52.00 | 3.38 | 5.41% | 0.24 | 123PCR: 0.12 | 7.49 | 99.00% | 0.39 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.030 | -0.030 | 0.015 | 0.064 | 35.16% | 110.50 | 2.99 | 5.24% | 0.21 | 124PCR: 0.04 | 6.88 | 99.00% | 0.13 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.026 | -0.026 | 0.013 | 0.053 | 35.16% | 422.50 | 24.25 | 4.29% | 0.21 | 125PCR: 0.05 | 8.65 | 99.00% | 1.17 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.022 | -0.021 | 0.011 | 0.042 | 35.16% | 6.50 | 2.41 | 3.40% | 0.19 | 126PCR: 0.03 | 18.46 | 48.41% | 0.07 | 0.00 | 75.20% | -0.771 | 0.017 | -0.154 | 0.074 | Login To Trade |
0.025 | -0.028 | 0.011 | 0.051 | 39.06% | 0.00 | 2.02 | 4.07% | 0.20 | 127PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.022 | -0.024 | 0.009 | 0.043 | 39.06% | 0.00 | 2.67 | 3.43% | 0.17 | 128PCR: 0.00 | 0.00 | 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 | 129PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.016 | -0.017 | 0.007 | 0.028 | 39.06% | 396.50 | 16.84 | 2.25% | 0.12 | 130PCR: 0.04 | 16.20 | 99.00% | 0.65 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.011 | -0.012 | 0.005 | 0.019 | 39.06% | 0.00 | 2.80 | 1.47% | 0.10 | 132PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.008 | -0.008 | 0.003 | 0.012 | 39.06% | 13.00 | 1.43 | 0.94% | 0.07 | 134PCR: 0.09 | 19.53 | 99.00% | 0.13 | 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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