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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 | 0.12 | 99.00% | 218.15 | 1,280PCR: 2.90 | 0.25 | 0.63% | 0.35 | 0.00 | 31.25% | -0.005 | 0.000 | -0.037 | 0.060 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 217.00 | 1,300PCR: 49.50 | 0.15 | 0.42% | 1.19 | 6.60 | 27.34% | -0.003 | 0.000 | -0.023 | 0.042 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 152.85 | 1,320PCR: 167.00 | 0.20 | 0.75% | 2.00 | 12.00 | 27.34% | -0.006 | 0.000 | -0.040 | 0.072 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.11 | 99.00% | 206.80 | 1,340PCR: 20.68 | 0.60 | 1.62% | 2.36 | 3.60 | 28.32% | -0.014 | 0.000 | -0.081 | 0.143 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 148.75 | 1,360PCR: 248.00 | 0.30 | 0.94% | 2.98 | 6.00 | 23.44% | -0.008 | 0.000 | -0.042 | 0.090 | Login To Trade |
0.784 | -0.680 | 0.001 | 0.888 | 43.33% | 0.60 | 0.08 | 45.48% | 204.20 | 1,380PCR: 42.46 | 0.50 | 1.71% | 3.31 | 29.40 | 23.44% | -0.015 | 0.000 | -0.072 | 0.155 | Login To Trade |
0.799 | -0.625 | 0.001 | 0.885 | 39.06% | 19.20 | 0.60 | 45.63% | 184.05 | 1,400PCR: 3.40 | 1.00 | 2.89% | 2.04 | 62.40 | 23.44% | -0.026 | 0.001 | -0.116 | 0.247 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.54 | 99.00% | 118.10 | 1,420PCR: 3.33 | 1.45 | 4.12% | 1.80 | 33.60 | 22.46% | -0.038 | 0.001 | -0.152 | 0.338 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 1.79 | 99.00% | 133.25 | 1,440PCR: 2.00 | 2.15 | 5.83% | 3.58 | 96.60 | 21.73% | -0.055 | 0.001 | -0.199 | 0.457 | Login To Trade |
0.492 | -0.185 | 0.002 | 0.940 | 18.80% | 25.80 | 1.31 | 47.96% | 116.05 | 1,460PCR: 2.75 | 3.30 | 8.35% | 3.59 | 334.80 | 21.00% | -0.081 | 0.002 | -0.261 | 0.621 | Login To Trade |
0.844 | -0.354 | 0.002 | 0.876 | 21.00% | 18.60 | 0.71 | 46.42% | 100.00 | 1,480PCR: 2.50 | 4.80 | 11.45% | 1.77 | 220.20 | 20.26% | -0.116 | 0.002 | -0.326 | 0.805 | Login To Trade |
0.993 | -0.373 | 0.003 | 0.842 | 18.80% | 172.80 | 5.35 | 45.66% | 80.55 | 1,500PCR: 1.01 | 7.20 | 15.45% | 5.38 | 350.40 | 19.41% | -0.165 | 0.003 | -0.397 | 1.023 | Login To Trade |
1.278 | -0.504 | 0.004 | 0.761 | 19.71% | 94.20 | 3.62 | 43.28% | 66.30 | 1,520PCR: 0.63 | 11.00 | 20.52% | 2.27 | 268.80 | 19.17% | -0.233 | 0.004 | -0.483 | 1.261 | Login To Trade |
1.473 | -0.554 | 0.005 | 0.680 | 18.80% | 370.80 | 3.08 | 40.63% | 50.55 | 1,540PCR: 0.93 | 16.00 | 25.94% | 2.87 | 346.20 | 18.43% | -0.317 | 0.005 | -0.541 | 1.467 | Login To Trade |
1.605 | -0.588 | 0.005 | 0.586 | 18.31% | 978.60 | 3.03 | 37.10% | 37.80 | 1,560PCR: 0.68 | 23.05 | 31.40% | 2.06 | 528.60 | 18.19% | -0.413 | 0.005 | -0.584 | 1.605 | Login To Trade |
1.641 | -0.607 | 0.005 | 0.478 | 18.49% | 1,610.40 | 3.82 | 32.30% | 27.50 | 1,580PCR: 0.55 | 32.40 | 36.72% | 2.10 | 421.80 | 17.82% | -0.523 | 0.005 | -0.585 | 1.641 | Login To Trade |
1.565 | -0.565 | 0.005 | 0.377 | 18.07% | 1,882.80 | 7.67 | 27.08% | 19.05 | 1,600PCR: 0.26 | 44.60 | 40.79% | 1.99 | 187.20 | 18.25% | -0.622 | 0.005 | -0.572 | 1.566 | Login To Trade |
1.391 | -0.509 | 0.004 | 0.282 | 18.31% | 394.20 | 1.51 | 21.46% | 12.90 | 1,620PCR: 0.41 | 58.45 | 44.24% | 0.62 | 29.40 | 18.01% | -0.722 | 0.004 | -0.498 | 1.383 | Login To Trade |
1.164 | -0.423 | 0.004 | 0.203 | 18.19% | 439.20 | 2.67 | 16.22% | 8.15 | 1,640PCR: 0.18 | 73.90 | 46.45% | 0.47 | 18.00 | 18.31% | -0.795 | 0.004 | -0.428 | 1.170 | Login To Trade |
0.933 | -0.349 | 0.003 | 0.144 | 18.68% | 243.60 | 1.48 | 11.89% | 5.50 | 1,660PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.689 | -0.254 | 0.002 | 0.094 | 18.43% | 252.00 | 3.79 | 7.97% | 3.25 | 1,680PCR: 0.14 | 114.50 | 47.97% | 0.54 | 0.00 | 24.41% | -0.839 | 0.002 | -0.491 | 1.007 | Login To Trade |
0.509 | -0.193 | 0.002 | 0.063 | 18.92% | 121.20 | 0.67 | 5.43% | 2.10 | 1,700PCR: 0.30 | 127.40 | 50.12% | 0.20 | 3.60 | 17.33% | -0.953 | 0.001 | -0.140 | 0.404 | Login To Trade |
0.357 | -0.136 | 0.001 | 0.040 | 19.04% | 180.60 | 6.19 | 3.50% | 1.30 | 1,720PCR: 0.07 | 146.60 | 50.36% | 0.45 | 9.00 | 18.80% | -0.962 | 0.001 | -0.129 | 0.343 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 1,740PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.224 | -0.094 | 0.001 | 0.023 | 21.00% | 46.80 | 0.21 | 1.97% | 0.75 | 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 |
0.242 | -0.123 | 0.001 | 0.025 | 25.39% | 0.60 | 0.00 | 2.10% | 0.95 | 1,800PCR: -- | 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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