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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% | 12.80 | 0.24 | 99.00% | 63.30 | 350PCR: 10.80 | 0.10 | 1.09% | 2.59 | 9.60 | 35.16% | -0.009 | 0.001 | -0.024 | 0.021 | Login To Trade |
0.100 | -0.148 | 0.003 | 0.940 | 44.92% | 0.00 | 0.53 | 47.12% | 54.45 | 360PCR: 6.18 | 0.15 | 1.59% | 3.26 | 4.80 | 31.25% | -0.014 | 0.001 | -0.030 | 0.030 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 365PCR: -- | 0.10 | 1.33% | 1.14 | 0.00 | 27.34% | -0.012 | 0.001 | -0.023 | 0.026 | Login To Trade |
0.001 | -0.000 | 0.000 | 1.000 | 15.63% | 0.00 | 0.26 | 49.21% | 43.50 | 370PCR: 32.81 | 0.15 | 2.41% | 8.40 | 12.80 | 27.34% | -0.021 | 0.002 | -0.039 | 0.043 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.51 | 99.00% | 31.95 | 375PCR: 5.91 | 0.20 | 3.04% | 3.02 | 11.20 | 25.39% | -0.028 | 0.003 | -0.045 | 0.054 | Login To Trade |
0.155 | -0.174 | 0.006 | 0.894 | 34.18% | 6.40 | 1.79 | 46.47% | 35.00 | 380PCR: 8.96 | 0.25 | 3.94% | 16.05 | 174.40 | 23.44% | -0.037 | 0.004 | -0.052 | 0.068 | Login To Trade |
0.249 | -0.398 | 0.007 | 0.780 | 48.34% | 0.00 | 1.73 | 42.87% | 33.80 | 385PCR: 6.64 | 0.30 | 4.38% | 11.47 | 8.00 | 20.51% | -0.042 | 0.005 | -0.051 | 0.075 | Login To Trade |
0.155 | -0.119 | 0.009 | 0.894 | 23.44% | 32.00 | 1.57 | 46.93% | 24.50 | 390PCR: 16.65 | 0.40 | 6.03% | 26.11 | 320.00 | 18.55% | -0.059 | 0.007 | -0.061 | 0.099 | Login To Trade |
0.170 | -0.110 | 0.012 | 0.878 | 19.53% | 33.60 | 1.95 | 46.79% | 19.45 | 395PCR: 6.52 | 0.55 | 8.48% | 12.72 | 384.00 | 16.60% | -0.086 | 0.011 | -0.072 | 0.132 | Login To Trade |
0.193 | -0.099 | 0.017 | 0.854 | 15.63% | 230.40 | 11.14 | 46.19% | 14.50 | 400PCR: 3.45 | 0.90 | 12.85% | 38.43 | 729.60 | 15.14% | -0.139 | 0.017 | -0.093 | 0.186 | Login To Trade |
0.262 | -0.127 | 0.025 | 0.760 | 14.65% | 436.80 | 14.13 | 43.79% | 10.20 | 405PCR: 2.52 | 1.65 | 19.98% | 35.58 | 1,264.00 | 14.16% | -0.233 | 0.026 | -0.120 | 0.258 | Login To Trade |
0.320 | -0.141 | 0.034 | 0.625 | 13.43% | 1,545.60 | 71.84 | 39.06% | 6.45 | 410PCR: 0.55 | 2.95 | 28.75% | 39.47 | 2,308.80 | 13.43% | -0.375 | 0.034 | -0.141 | 0.320 | Login To Trade |
0.334 | -0.145 | 0.036 | 0.450 | 13.18% | 3,428.80 | 32.05 | 31.30% | 3.75 | 415PCR: 0.81 | 5.20 | 37.33% | 25.95 | 2,980.80 | 12.94% | -0.551 | 0.036 | -0.142 | 0.334 | Login To Trade |
0.286 | -0.124 | 0.030 | 0.284 | 13.18% | 3,315.20 | 76.34 | 22.05% | 1.95 | 420PCR: 0.28 | 8.50 | 43.55% | 21.58 | 753.60 | 13.18% | -0.716 | 0.030 | -0.124 | 0.286 | Login To Trade |
0.216 | -0.101 | 0.021 | 0.174 | 14.16% | 2,070.40 | 52.94 | 14.58% | 1.05 | 425PCR: 0.11 | 12.50 | 47.27% | 5.82 | 185.60 | 13.67% | -0.835 | 0.021 | -0.094 | 0.209 | Login To Trade |
0.144 | -0.070 | 0.014 | 0.097 | 14.65% | 1,208.00 | 52.67 | 8.44% | 0.60 | 430PCR: 0.12 | 17.00 | 49.00% | 6.27 | 116.80 | 13.67% | -0.918 | 0.013 | -0.057 | 0.127 | Login To Trade |
0.097 | -0.050 | 0.009 | 0.057 | 15.63% | 344.00 | 20.98 | 5.09% | 0.35 | 435PCR: 0.06 | 20.50 | 99.00% | 1.30 | 27.20 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.077 | -0.044 | 0.006 | 0.043 | 17.58% | 278.40 | 16.85 | 3.80% | 0.30 | 440PCR: 0.19 | 26.00 | 99.00% | 3.20 | 1.60 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.065 | -0.042 | 0.005 | 0.035 | 19.53% | 25.60 | 5.07 | 3.06% | 0.25 | 445PCR: 0.31 | 37.95 | 46.14% | 1.57 | 0.00 | 51.27% | -0.743 | 0.007 | -0.460 | 0.272 | Login To Trade |
0.054 | -0.038 | 0.004 | 0.028 | 21.48% | 88.00 | 18.91 | 2.48% | 0.20 | 450PCR: 0.38 | 35.30 | 99.00% | 7.18 | 24.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.049 | -0.037 | 0.003 | 0.025 | 23.44% | 0.00 | 2.40 | 2.16% | 0.15 | 455PCR: 0.15 | 39.55 | 99.00% | 0.37 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.030 | -0.023 | 0.002 | 0.014 | 23.44% | 22.40 | 9.76 | 1.21% | 0.10 | 460PCR: 0.04 | 43.10 | 99.00% | 0.38 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.025 | -0.023 | 0.001 | 0.011 | 27.34% | 40.00 | 2.69 | 0.98% | 0.10 | 470PCR: 0.46 | 49.20 | 99.00% | 1.25 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.023 | -0.024 | 0.001 | 0.010 | 31.25% | 3.20 | 2.38 | 0.87% | 0.05 | 480PCR: 0.88 | 65.65 | 99.00% | 2.10 | 6.40 | 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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