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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 | 8.18 | 99.00% | 255.75 | 1,280PCR: 0.76 | 0.45 | 1.15% | 6.24 | 23.00 | 33.20% | -0.009 | 0.000 | -0.072 | 0.096 | Login To Trade |
0.352 | -0.340 | 0.001 | 0.956 | 42.48% | 0.00 | 2.40 | 47.18% | 248.00 | 1,300PCR: 0.74 | 0.40 | 1.09% | 1.77 | 22.00 | 30.27% | -0.009 | 0.000 | -0.064 | 0.093 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.15 | 99.00% | 208.50 | 1,320PCR: 1.30 | 0.55 | 1.53% | 0.20 | 0.00 | 29.30% | -0.013 | 0.000 | -0.084 | 0.127 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 199.00 | 1,340PCR: 46.00 | 0.60 | 1.79% | 0.23 | 0.00 | 27.34% | -0.015 | 0.000 | -0.091 | 0.147 | Login To Trade |
0.684 | -0.710 | 0.001 | 0.896 | 45.65% | 0.00 | 0.02 | 45.71% | 204.00 | 1,350PCR: 72.00 | 0.55 | 1.63% | 1.08 | 21.50 | 25.39% | -0.014 | 0.000 | -0.079 | 0.137 | Login To Trade |
0.713 | -0.720 | 0.001 | 0.890 | 44.43% | 0.00 | 0.03 | 45.62% | 195.00 | 1,360PCR: 96.00 | 0.55 | 1.75% | 2.40 | 14.50 | 24.41% | -0.015 | 0.000 | -0.081 | 0.146 | Login To Trade |
0.517 | -0.404 | 0.001 | 0.929 | 34.42% | 0.00 | 0.03 | 47.01% | 179.50 | 1,370PCR: 26.00 | 0.70 | 2.36% | 0.65 | 4.50 | 24.41% | -0.021 | 0.001 | -0.106 | 0.191 | Login To Trade |
1.022 | -1.312 | 0.001 | 0.812 | 56.46% | 0.00 | 0.16 | 42.91% | 189.00 | 1,380PCR: 9.81 | 0.60 | 2.17% | 1.57 | 25.00 | 22.46% | -0.019 | 0.001 | -0.091 | 0.179 | Login To Trade |
0.358 | -0.211 | 0.001 | 0.955 | 25.88% | 0.00 | 0.01 | 48.00% | 157.00 | 1,390PCR: 123.00 | 0.80 | 2.73% | 1.23 | 22.00 | 22.22% | -0.025 | 0.001 | -0.111 | 0.219 | Login To Trade |
0.418 | -0.241 | 0.001 | 0.946 | 25.39% | 23.50 | 4.51 | 47.81% | 146.50 | 1,400PCR: 3.05 | 0.95 | 3.22% | 13.77 | 347.50 | 21.48% | -0.029 | 0.001 | -0.124 | 0.254 | Login To Trade |
0.730 | -0.528 | 0.002 | 0.886 | 31.86% | 1.00 | 0.63 | 46.17% | 141.90 | 1,410PCR: 7.19 | 1.00 | 3.55% | 4.50 | 25.50 | 20.51% | -0.033 | 0.001 | -0.130 | 0.278 | Login To Trade |
0.306 | -0.136 | 0.001 | 0.963 | 19.53% | 2.50 | 0.23 | 48.45% | 126.50 | 1,420PCR: 20.80 | 1.15 | 4.08% | 4.79 | 103.00 | 19.53% | -0.038 | 0.001 | -0.140 | 0.314 | Login To Trade |
0.548 | -0.281 | 0.002 | 0.923 | 22.58% | 2.00 | 0.45 | 47.48% | 118.25 | 1,430PCR: 13.55 | 1.45 | 4.89% | 6.03 | 140.50 | 19.04% | -0.046 | 0.001 | -0.160 | 0.369 | Login To Trade |
0.340 | -0.130 | 0.001 | 0.958 | 16.85% | 4.00 | 0.55 | 48.49% | 106.50 | 1,440PCR: 16.61 | 1.80 | 5.99% | 9.14 | 394.50 | 18.55% | -0.058 | 0.002 | -0.185 | 0.439 | Login To Trade |
0.737 | -0.370 | 0.002 | 0.885 | 22.09% | 6.50 | 1.50 | 46.64% | 100.00 | 1,450PCR: 7.91 | 2.30 | 7.39% | 11.87 | 570.50 | 18.07% | -0.073 | 0.002 | -0.215 | 0.524 | Login To Trade |
0.753 | -0.343 | 0.003 | 0.881 | 20.02% | 4.00 | 0.69 | 46.66% | 89.90 | 1,460PCR: 10.32 | 2.90 | 9.12% | 7.12 | 566.00 | 17.46% | -0.092 | 0.003 | -0.248 | 0.625 | Login To Trade |
0.865 | -0.386 | 0.003 | 0.855 | 19.65% | 23.00 | 0.72 | 46.00% | 80.90 | 1,470PCR: 7.42 | 3.80 | 11.47% | 5.34 | 594.00 | 17.33% | -0.118 | 0.003 | -0.296 | 0.751 | Login To Trade |
0.918 | -0.376 | 0.004 | 0.841 | 18.01% | 42.00 | 3.22 | 45.75% | 71.20 | 1,480PCR: 2.92 | 4.85 | 13.76% | 9.42 | 2,242.50 | 16.72% | -0.146 | 0.004 | -0.331 | 0.870 | Login To Trade |
1.009 | -0.386 | 0.004 | 0.816 | 16.85% | 19.50 | 1.61 | 45.11% | 61.75 | 1,490PCR: 2.63 | 6.30 | 16.57% | 4.22 | 1,292.00 | 16.42% | -0.182 | 0.004 | -0.374 | 1.003 | Login To Trade |
1.161 | -0.445 | 0.005 | 0.767 | 16.85% | 528.00 | 26.99 | 43.66% | 53.00 | 1,500PCR: 0.94 | 8.25 | 19.80% | 25.43 | 4,636.50 | 16.11% | -0.226 | 0.005 | -0.418 | 1.141 | Login To Trade |
1.280 | -0.476 | 0.005 | 0.718 | 16.36% | 99.00 | 1.41 | 42.14% | 45.60 | 1,510PCR: 3.49 | 10.30 | 23.07% | 4.90 | 2,922.00 | 15.69% | -0.275 | 0.006 | -0.451 | 1.265 | Login To Trade |
1.384 | -0.499 | 0.006 | 0.663 | 15.87% | 1,015.00 | 5.20 | 40.28% | 37.70 | 1,520PCR: 2.04 | 13.30 | 26.73% | 10.58 | 3,562.50 | 15.56% | -0.334 | 0.006 | -0.488 | 1.379 | Login To Trade |
1.466 | -0.537 | 0.006 | 0.599 | 16.11% | 2,095.00 | 10.08 | 37.78% | 31.75 | 1,530PCR: 1.01 | 16.85 | 30.31% | 10.19 | 4,041.00 | 15.38% | -0.397 | 0.007 | -0.511 | 1.462 | Login To Trade |
1.507 | -0.541 | 0.007 | 0.534 | 15.81% | 7,035.50 | 22.63 | 35.11% | 25.80 | 1,540PCR: 0.70 | 20.80 | 33.76% | 15.93 | 6,210.00 | 15.14% | -0.465 | 0.007 | -0.518 | 1.506 | Login To Trade |
1.507 | -0.531 | 0.007 | 0.467 | 15.50% | 7,258.00 | 33.11 | 31.97% | 20.65 | 1,550PCR: 0.60 | 25.55 | 36.99% | 19.77 | 3,544.50 | 14.89% | -0.535 | 0.007 | -0.510 | 1.506 | Login To Trade |
1.465 | -0.516 | 0.007 | 0.401 | 15.50% | 5,077.50 | 42.04 | 28.62% | 16.40 | 1,560PCR: 0.41 | 31.25 | 39.87% | 17.32 | 2,370.00 | 14.71% | -0.605 | 0.007 | -0.488 | 1.459 | Login To Trade |
1.381 | -0.479 | 0.006 | 0.335 | 15.26% | 3,920.00 | 20.44 | 24.92% | 12.55 | 1,570PCR: 0.51 | 37.35 | 42.43% | 10.34 | 980.00 | 14.40% | -0.675 | 0.007 | -0.447 | 1.364 | Login To Trade |
1.262 | -0.434 | 0.006 | 0.274 | 15.14% | 5,059.00 | 31.22 | 21.21% | 9.45 | 1,580PCR: 0.22 | 43.45 | 44.22% | 6.99 | 317.50 | 14.34% | -0.730 | 0.006 | -0.409 | 1.256 | Login To Trade |
1.131 | -0.391 | 0.005 | 0.223 | 15.20% | 2,425.50 | 11.08 | 17.82% | 7.10 | 1,590PCR: 0.18 | 51.65 | 45.80% | 1.96 | 12.50 | 14.65% | -0.781 | 0.005 | -0.373 | 1.119 | Login To Trade |
0.972 | -0.334 | 0.004 | 0.174 | 15.14% | 4,961.00 | 98.75 | 14.32% | 5.25 | 1,600PCR: 0.15 | 59.20 | 47.47% | 14.89 | 381.50 | 13.79% | -0.845 | 0.005 | -0.283 | 0.903 | Login To Trade |
0.827 | -0.287 | 0.004 | 0.136 | 15.26% | 1,531.50 | 11.80 | 11.49% | 3.95 | 1,610PCR: 0.09 | 65.95 | 49.44% | 1.06 | 15.00 | 10.99% | -0.934 | 0.003 | -0.121 | 0.484 | Login To Trade |
0.689 | -0.241 | 0.003 | 0.105 | 15.38% | 1,155.50 | 12.40 | 9.03% | 2.90 | 1,620PCR: 0.07 | 76.75 | 49.08% | 0.85 | 0.50 | 14.04% | -0.912 | 0.003 | -0.194 | 0.608 | Login To Trade |
0.589 | -0.209 | 0.003 | 0.085 | 15.63% | 754.00 | 11.75 | 7.38% | 2.25 | 1,630PCR: 0.03 | 105.00 | 45.26% | 0.33 | 0.00 | 33.45% | -0.729 | 0.003 | -0.955 | 1.257 | Login To Trade |
0.487 | -0.178 | 0.002 | 0.066 | 16.11% | 602.50 | 14.43 | 5.80% | 1.75 | 1,640PCR: 0.08 | 95.50 | 50.00% | 1.22 | 7.50 | 13.92% | -0.958 | 0.002 | -0.109 | 0.344 | Login To Trade |
0.401 | -0.149 | 0.002 | 0.051 | 16.36% | 713.00 | 9.89 | 4.55% | 1.35 | 1,650PCR: 0.07 | 102.95 | 99.00% | 0.72 | 1.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.351 | -0.135 | 0.001 | 0.044 | 16.85% | 586.50 | 5.87 | 3.87% | 1.10 | 1,660PCR: 0.18 | 113.50 | 99.00% | 1.05 | 1.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.311 | -0.124 | 0.001 | 0.038 | 17.58% | 111.50 | 3.20 | 3.32% | 1.00 | 1,670PCR: 0.02 | 113.75 | 99.00% | 0.06 | 0.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.252 | -0.102 | 0.001 | 0.029 | 17.82% | 234.50 | 6.23 | 2.58% | 0.75 | 1,680PCR: 0.01 | 110.75 | 99.00% | 0.04 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.229 | -0.097 | 0.001 | 0.026 | 18.55% | 23.00 | 1.02 | 2.29% | 0.65 | 1,690PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.195 | -0.084 | 0.001 | 0.021 | 19.04% | 473.00 | 20.09 | 1.88% | 0.60 | 1,700PCR: 0.19 | 153.80 | 99.00% | 3.85 | 4.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.167 | -0.078 | 0.001 | 0.018 | 20.51% | 40.50 | 10.88 | 1.55% | 0.50 | 1,720PCR: 0.48 | 165.65 | 99.00% | 5.26 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.124 | -0.060 | 0.000 | 0.013 | 21.48% | 101.50 | 3.96 | 1.09% | 0.40 | 1,740PCR: 0.50 | 176.50 | 99.00% | 1.99 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.100 | -0.051 | 0.000 | 0.010 | 22.46% | 63.00 | 1.27 | 0.85% | 0.30 | 1,760PCR: 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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