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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 | 0.01 | 99.00% | 234.00 | 1,140PCR: 148.50 | 0.30 | 1.02% | 1.49 | 16.50 | 39.06% | -0.008 | 0.000 | -0.075 | 0.069 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 2.00 | 0.06 | 99.00% | 237.50 | 1,160PCR: 11.00 | 0.35 | 1.08% | 0.61 | 7.00 | 36.13% | -0.009 | 0.000 | -0.075 | 0.074 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 3.50 | 5.90 | 99.00% | 218.00 | 1,180PCR: 0.29 | 0.20 | 0.78% | 1.69 | 18.00 | 31.25% | -0.006 | 0.000 | -0.049 | 0.057 | Login To Trade |
0.100 | -0.087 | 0.000 | 0.988 | 31.25% | 2.00 | 0.68 | 48.43% | 199.15 | 1,200PCR: 18.22 | 0.30 | 1.00% | 12.39 | 358.50 | 29.30% | -0.009 | 0.000 | -0.058 | 0.072 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.94 | 99.00% | 143.05 | 1,220PCR: 2.08 | 0.40 | 1.59% | 1.96 | 15.50 | 28.32% | -0.014 | 0.000 | -0.086 | 0.109 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,230PCR: -- | 0.50 | 1.82% | 0.64 | 19.50 | 27.34% | -0.016 | 0.001 | -0.094 | 0.124 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,240PCR: -- | 0.45 | 1.73% | 2.93 | 38.50 | 25.39% | -0.015 | 0.001 | -0.084 | 0.119 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.04 | 99.00% | 127.80 | 1,250PCR: 153.13 | 0.50 | 2.00% | 6.13 | 208.50 | 24.41% | -0.018 | 0.001 | -0.093 | 0.137 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.70 | 99.00% | 128.25 | 1,260PCR: 7.96 | 0.60 | 2.33% | 5.54 | 246.50 | 23.44% | -0.021 | 0.001 | -0.102 | 0.157 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,270PCR: -- | 0.60 | 2.48% | 2.70 | 141.50 | 21.97% | -0.023 | 0.001 | -0.102 | 0.167 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.65 | 99.00% | 110.50 | 1,280PCR: 10.36 | 0.85 | 3.54% | 6.74 | 493.50 | 21.97% | -0.033 | 0.001 | -0.139 | 0.227 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.44 | 99.00% | 100.35 | 1,290PCR: 7.95 | 1.00 | 4.01% | 3.50 | 380.50 | 20.75% | -0.038 | 0.001 | -0.147 | 0.255 | Login To Trade |
0.318 | -0.179 | 0.002 | 0.950 | 20.26% | 153.50 | 2.95 | 48.28% | 100.00 | 1,300PCR: 7.37 | 1.35 | 5.19% | 21.70 | 1,619.50 | 20.26% | -0.050 | 0.002 | -0.179 | 0.318 | Login To Trade |
0.405 | -0.225 | 0.002 | 0.933 | 20.02% | 15.00 | 0.87 | 47.93% | 90.55 | 1,310PCR: 5.54 | 1.60 | 6.22% | 4.80 | 498.00 | 19.29% | -0.060 | 0.002 | -0.199 | 0.372 | Login To Trade |
0.482 | -0.259 | 0.003 | 0.915 | 19.29% | 38.50 | 1.13 | 47.58% | 81.05 | 1,320PCR: 8.85 | 2.00 | 7.76% | 10.00 | 871.50 | 18.55% | -0.077 | 0.003 | -0.231 | 0.448 | Login To Trade |
0.526 | -0.257 | 0.003 | 0.905 | 17.58% | 31.00 | 0.97 | 47.40% | 71.20 | 1,330PCR: 7.93 | 2.60 | 9.64% | 7.66 | 1,040.00 | 17.82% | -0.098 | 0.003 | -0.266 | 0.538 | Login To Trade |
0.629 | -0.294 | 0.004 | 0.878 | 16.85% | 109.00 | 2.54 | 46.82% | 61.90 | 1,340PCR: 5.31 | 3.35 | 11.97% | 13.47 | 1,733.00 | 17.09% | -0.125 | 0.004 | -0.304 | 0.641 | Login To Trade |
0.777 | -0.364 | 0.005 | 0.833 | 16.85% | 595.50 | 5.97 | 45.68% | 53.40 | 1,350PCR: 3.18 | 4.55 | 15.05% | 18.98 | 2,600.50 | 16.60% | -0.164 | 0.005 | -0.354 | 0.767 | Login To Trade |
0.900 | -0.405 | 0.006 | 0.788 | 16.17% | 1,622.50 | 15.83 | 44.43% | 44.85 | 1,360PCR: 1.44 | 6.10 | 18.62% | 22.73 | 3,122.00 | 16.11% | -0.211 | 0.006 | -0.402 | 0.898 | Login To Trade |
1.033 | -0.457 | 0.007 | 0.727 | 15.93% | 1,925.00 | 13.12 | 42.55% | 37.10 | 1,370PCR: 1.26 | 8.40 | 22.84% | 16.58 | 2,419.50 | 15.87% | -0.272 | 0.007 | -0.455 | 1.031 | Login To Trade |
1.141 | -0.493 | 0.008 | 0.658 | 15.56% | 6,539.50 | 26.23 | 40.17% | 30.45 | 1,380PCR: 0.97 | 11.40 | 27.27% | 25.46 | 4,711.50 | 15.75% | -0.344 | 0.007 | -0.500 | 1.143 | Login To Trade |
1.215 | -0.525 | 0.008 | 0.578 | 15.56% | 7,651.50 | 22.47 | 37.07% | 24.05 | 1,390PCR: 0.91 | 15.10 | 31.52% | 20.34 | 3,721.50 | 15.50% | -0.421 | 0.008 | -0.523 | 1.215 | Login To Trade |
1.239 | -0.538 | 0.008 | 0.496 | 15.63% | 19,068.50 | 121.13 | 33.45% | 18.75 | 1,400PCR: 0.42 | 19.90 | 35.53% | 50.60 | 3,852.00 | 15.44% | -0.504 | 0.008 | -0.531 | 1.239 | Login To Trade |
1.210 | -0.519 | 0.008 | 0.414 | 15.44% | 4,570.50 | 23.87 | 29.39% | 14.20 | 1,410PCR: 0.43 | 25.25 | 39.06% | 10.22 | 636.00 | 15.26% | -0.587 | 0.008 | -0.513 | 1.209 | Login To Trade |
1.135 | -0.493 | 0.007 | 0.338 | 15.63% | 5,653.00 | 40.29 | 25.20% | 10.65 | 1,420PCR: 0.35 | 31.70 | 42.02% | 14.25 | 524.50 | 15.38% | -0.665 | 0.008 | -0.484 | 1.132 | Login To Trade |
1.017 | -0.436 | 0.007 | 0.265 | 15.44% | 2,783.00 | 48.27 | 20.69% | 7.60 | 1,430PCR: 0.17 | 38.50 | 44.51% | 8.37 | 92.00 | 15.01% | -0.741 | 0.007 | -0.419 | 1.005 | Login To Trade |
0.889 | -0.389 | 0.006 | 0.208 | 15.75% | 2,092.00 | 46.54 | 16.84% | 5.55 | 1,440PCR: 0.26 | 46.15 | 46.47% | 11.96 | 100.50 | 14.89% | -0.806 | 0.006 | -0.353 | 0.854 | Login To Trade |
0.760 | -0.340 | 0.005 | 0.161 | 16.11% | 2,472.50 | 46.24 | 13.45% | 4.20 | 1,450PCR: 0.14 | 54.85 | 47.69% | 6.58 | 125.50 | 15.26% | -0.852 | 0.005 | -0.304 | 0.717 | Login To Trade |
0.637 | -0.291 | 0.004 | 0.124 | 16.48% | 1,150.00 | 17.18 | 10.60% | 3.10 | 1,460PCR: 0.19 | 64.10 | 48.46% | 3.23 | 45.00 | 15.99% | -0.883 | 0.004 | -0.271 | 0.610 | Login To Trade |
0.525 | -0.246 | 0.003 | 0.095 | 16.85% | 970.50 | 8.10 | 8.23% | 2.30 | 1,470PCR: 0.22 | 72.80 | 49.40% | 1.82 | 33.00 | 15.14% | -0.928 | 0.003 | -0.179 | 0.425 | Login To Trade |
0.434 | -0.209 | 0.003 | 0.074 | 17.33% | 656.00 | 13.48 | 6.45% | 1.75 | 1,480PCR: 0.34 | 82.50 | 49.73% | 4.59 | 93.50 | 15.87% | -0.944 | 0.002 | -0.155 | 0.352 | Login To Trade |
0.369 | -0.185 | 0.002 | 0.060 | 18.07% | 350.00 | 4.42 | 5.27% | 1.40 | 1,490PCR: 0.15 | 92.30 | 49.98% | 0.68 | 2.50 | 16.85% | -0.953 | 0.002 | -0.143 | 0.306 | Login To Trade |
0.316 | -0.165 | 0.002 | 0.049 | 18.80% | 2,652.50 | 73.85 | 4.33% | 1.15 | 1,500PCR: 0.30 | 101.55 | 50.43% | 22.01 | 92.00 | 14.65% | -0.984 | 0.001 | -0.052 | 0.127 | Login To Trade |
0.271 | -0.147 | 0.001 | 0.041 | 19.53% | 189.50 | 4.20 | 3.58% | 0.95 | 1,510PCR: 0.09 | 136.75 | 45.97% | 0.37 | 0.00 | 51.88% | -0.728 | 0.002 | -1.484 | 1.030 | Login To Trade |
0.205 | -0.112 | 0.001 | 0.029 | 19.53% | 243.00 | 6.89 | 2.56% | 0.70 | 1,520PCR: 0.20 | 120.40 | 99.00% | 1.35 | 20.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.186 | -0.106 | 0.001 | 0.026 | 20.51% | 64.00 | 5.18 | 2.26% | 0.65 | 1,530PCR: 0.06 | 154.85 | 46.77% | 0.32 | 0.00 | 54.81% | -0.750 | 0.002 | -1.504 | 0.988 | Login To Trade |
0.170 | -0.101 | 0.001 | 0.023 | 21.48% | 77.00 | 7.71 | 2.03% | 0.55 | 1,540PCR: 0.25 | 153.15 | 48.41% | 1.89 | 0.00 | 43.46% | -0.829 | 0.002 | -0.954 | 0.790 | Login To Trade |
0.132 | -0.084 | 0.001 | 0.017 | 22.95% | 119.00 | 3.89 | 1.49% | 0.45 | 1,560PCR: 0.43 | 178.00 | 48.26% | 1.68 | 0.00 | 53.47% | -0.805 | 0.002 | -1.274 | 0.858 | Login To Trade |
0.116 | -0.080 | 0.001 | 0.015 | 24.90% | 41.00 | 2.72 | 1.27% | 0.40 | 1,580PCR: 0.12 | 199.45 | 48.60% | 0.32 | 0.00 | 58.47% | -0.809 | 0.002 | -1.373 | 0.846 | Login To Trade |
0.114 | -0.087 | 0.000 | 0.015 | 27.34% | 294.00 | 19.14 | 1.22% | 0.45 | 1,600PCR: 0.36 | 199.00 | 99.00% | 6.90 | 7.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.087 | -0.069 | 0.000 | 0.011 | 28.32% | 1.00 | 1.05 | 0.89% | 0.35 | 1,620PCR: 0.28 | 235.50 | 49.68% | 0.30 | 0.00 | 60.55% | -0.848 | 0.001 | -1.232 | 0.732 | Login To Trade |
0.097 | -0.084 | 0.000 | 0.012 | 31.25% | 19.00 | 5.12 | 0.99% | 0.35 | 1,640PCR: 1.57 | 239.50 | 99.00% | 8.02 | 14.00 | 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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