Torrent Power - Statistics
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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 | |
0.424 | -1.502 | 0.001 | 0.900 | 92.04% | 0.00 | 0.01 | 44.52% | 250.95 | 1,040PCR: 0.00 | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.343 | -0.849 | 0.001 | 0.924 | 64.45% | 1.13 | 0.01 | 46.17% | 202.20 | 1,080PCR: 0.67 | 1.40 | 3.52% | 0.01 | 0.00 | 48.34% | -0.030 | 0.001 | -0.302 | 0.162 | Login To Trade |
0.488 | -1.177 | 0.001 | 0.878 | 62.74% | 0.00 | 0.02 | 45.13% | 166.30 | 1,120PCR: 0.17 | 2.80 | 6.40% | 0.00 | 0.00 | 45.41% | -0.057 | 0.001 | -0.484 | 0.277 | Login To Trade |
0.242 | -0.345 | 0.001 | 0.952 | 37.11% | 1.88 | 0.02 | 47.80% | 138.60 | 1,140PCR: 0.00 | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.694 | -1.824 | 0.002 | 0.790 | 68.36% | 0.00 | 0.02 | 42.46% | 137.55 | 1,160PCR: 21.75 | 1.05 | 3.98% | 0.33 | 12.00 | 28.81% | -0.037 | 0.001 | -0.214 | 0.194 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,180PCR: -- | 1.40 | 5.54% | 0.26 | 64.13 | 26.37% | -0.053 | 0.002 | -0.263 | 0.259 | Login To Trade |
0.776 | -1.625 | 0.003 | 0.744 | 54.44% | 0.00 | 0.10 | 41.57% | 98.05 | 1,200PCR: 7.89 | 2.30 | 8.42% | 0.80 | 21.75 | 24.17% | -0.084 | 0.003 | -0.344 | 0.370 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,220PCR: -- | 3.90 | 12.96% | 0.52 | 32.63 | 22.71% | -0.137 | 0.004 | -0.461 | 0.527 | Login To Trade |
0.883 | -1.407 | 0.004 | 0.660 | 41.44% | 0.00 | 0.12 | 39.23% | 60.30 | 1,240PCR: 9.97 | 7.20 | 20.25% | 1.16 | 93.38 | 21.73% | -0.232 | 0.006 | -0.615 | 0.735 | Login To Trade |
0.907 | -0.792 | 0.007 | 0.634 | 22.71% | 23.25 | 0.28 | 39.10% | 31.55 | 1,260PCR: 2.41 | 12.55 | 28.07% | 0.68 | 57.00 | 21.00% | -0.356 | 0.007 | -0.726 | 0.899 | Login To Trade |
0.961 | -0.834 | 0.007 | 0.484 | 22.58% | 226.50 | 0.78 | 32.69% | 20.15 | 1,280PCR: 0.87 | 21.35 | 36.28% | 0.68 | 139.50 | 20.39% | -0.519 | 0.008 | -0.753 | 0.960 | Login To Trade |
0.880 | -0.735 | 0.007 | 0.337 | 21.73% | 630.00 | 2.50 | 25.00% | 11.65 | 1,300PCR: 0.51 | 34.05 | 42.19% | 1.29 | 100.50 | 20.51% | -0.667 | 0.007 | -0.691 | 0.876 | Login To Trade |
0.707 | -0.598 | 0.005 | 0.217 | 21.97% | 139.50 | 1.47 | 17.32% | 6.40 | 1,320PCR: 0.46 | 47.95 | 46.73% | 0.68 | 9.00 | 19.29% | -0.815 | 0.006 | -0.476 | 0.642 | Login To Trade |
0.536 | -0.473 | 0.004 | 0.140 | 22.95% | 87.75 | 2.09 | 11.67% | 3.60 | 1,340PCR: 0.03 | 67.05 | 47.17% | 0.07 | 0.00 | 26.25% | -0.820 | 0.004 | -0.639 | 0.633 | Login To Trade |
0.394 | -0.374 | 0.003 | 0.091 | 24.66% | 73.50 | 0.96 | 7.78% | 2.45 | 1,360PCR: 0.07 | 77.05 | 99.00% | 0.07 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.273 | -0.267 | 0.002 | 0.056 | 25.39% | 43.13 | 1.14 | 4.88% | 1.45 | 1,380PCR: 0.05 | 94.45 | 99.00% | 0.05 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.227 | -0.248 | 0.001 | 0.045 | 28.32% | 66.38 | 1.55 | 3.86% | 1.20 | 1,400PCR: 0.19 | 115.00 | 99.00% | 0.30 | 5.63 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.183 | -0.213 | 0.001 | 0.034 | 30.27% | 13.50 | 0.44 | 2.93% | 0.95 | 1,420PCR: 0.10 | 132.35 | 99.00% | 0.05 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.179 | -0.235 | 0.001 | 0.033 | 34.18% | 3.75 | 0.08 | 2.81% | 1.10 | 1,440PCR: 0.14 | 148.85 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.029 | -0.033 | 0.000 | 0.004 | 29.30% | 0.00 | 0.11 | 0.35% | 0.10 | 1,480PCR: 0.36 | 187.85 | 99.00% | 0.04 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.115 | -0.194 | 0.000 | 0.020 | 43.95% | 0.00 | 0.28 | 1.58% | 0.70 | 1,520PCR: 0.03 | 225.05 | 99.00% | 0.01 | 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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