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 | |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,040PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,080PCR: -- | 1.40 | 3.85% | 0.01 | 0.00 | 33.94% | -0.033 | 0.001 | -0.175 | 0.228 | Login To Trade |
0.583 | -0.521 | 0.002 | 0.889 | 39.31% | 0.38 | 0.02 | 45.85% | 141.00 | 1,120PCR: 0.17 | 2.80 | 7.09% | 0.00 | 0.38 | 31.25% | -0.065 | 0.001 | -0.278 | 0.391 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 1,140PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,160PCR: -- | 3.95 | 10.32% | 0.18 | 23.63 | 25.63% | -0.102 | 0.002 | -0.319 | 0.547 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,180PCR: -- | 6.55 | 15.11% | 0.23 | 28.50 | 25.02% | -0.158 | 0.003 | -0.422 | 0.742 | Login To Trade |
0.981 | -0.632 | 0.004 | 0.749 | 28.32% | 11.63 | 0.05 | 42.49% | 67.75 | 1,200PCR: 34.08 | 9.55 | 19.65% | 1.53 | 75.38 | 24.05% | -0.218 | 0.004 | -0.496 | 0.908 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,220PCR: -- | 14.80 | 25.88% | 0.39 | 304.88 | 23.25% | -0.312 | 0.005 | -0.575 | 1.088 | Login To Trade |
1.201 | -0.700 | 0.005 | 0.584 | 25.63% | 3.38 | 0.02 | 36.62% | 38.95 | 1,240PCR: 6.40 | 23.40 | 31.73% | 0.12 | 22.50 | 24.54% | -0.413 | 0.005 | -0.669 | 1.199 | Login To Trade |
1.224 | -0.713 | 0.005 | 0.475 | 25.63% | 66.00 | 0.23 | 31.76% | 28.00 | 1,260PCR: 2.93 | 30.75 | 37.30% | 0.66 | 53.25 | 21.85% | -0.533 | 0.006 | -0.607 | 1.223 | Login To Trade |
1.179 | -0.697 | 0.005 | 0.387 | 26.00% | 100.50 | 0.67 | 27.23% | 21.00 | 1,280PCR: 0.49 | 43.10 | 41.30% | 0.33 | 39.75 | 22.83% | -0.631 | 0.005 | -0.603 | 1.161 | Login To Trade |
1.040 | -0.590 | 0.004 | 0.282 | 24.96% | 298.88 | 2.52 | 21.20% | 13.05 | 1,300PCR: 0.73 | 57.45 | 45.13% | 1.83 | 60.75 | 21.97% | -0.746 | 0.005 | -0.492 | 0.986 | Login To Trade |
0.891 | -0.507 | 0.004 | 0.211 | 25.02% | 157.50 | 1.56 | 16.53% | 8.95 | 1,320PCR: 0.41 | 70.35 | 47.93% | 0.64 | 13.50 | 19.53% | -0.851 | 0.004 | -0.317 | 0.714 | Login To Trade |
0.730 | -0.433 | 0.003 | 0.154 | 26.12% | 82.50 | 0.84 | 12.37% | 6.30 | 1,340PCR: 0.08 | 67.05 | 99.00% | 0.07 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.567 | -0.334 | 0.002 | 0.107 | 25.88% | 46.88 | 0.62 | 8.81% | 4.00 | 1,360PCR: 0.11 | 77.05 | 99.00% | 0.07 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.437 | -0.267 | 0.002 | 0.075 | 26.86% | 25.13 | 1.42 | 6.27% | 2.75 | 1,380PCR: 0.02 | 78.40 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.323 | -0.197 | 0.001 | 0.051 | 26.86% | 126.75 | 1.26 | 4.27% | 1.75 | 1,400PCR: 0.26 | 147.20 | 50.57% | 0.33 | 1.88 | 25.88% | -0.955 | 0.001 | -0.171 | 0.290 | Login To Trade |
0.257 | -0.165 | 0.001 | 0.038 | 28.32% | 24.38 | 0.58 | 3.20% | 1.35 | 1,420PCR: 0.01 | 123.10 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.234 | -0.161 | 0.001 | 0.034 | 30.27% | 3.38 | 0.08 | 2.83% | 1.20 | 1,440PCR: 0.05 | 141.40 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.112 | -0.077 | 0.000 | 0.014 | 30.27% | 16.13 | 0.18 | 1.16% | 0.50 | 1,480PCR: 0.13 | 170.45 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.113 | -0.090 | 0.000 | 0.015 | 35.16% | 10.50 | 0.26 | 1.15% | 0.50 | 1,520PCR: 0.04 | 199.55 | 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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