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% | 2.25 | 0.01 | 99.00% | 162.00 | 1,080PCR: 0.67 | 1.40 | 3.68% | 0.01 | 0.00 | 36.13% | -0.031 | 0.001 | -0.184 | 0.214 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 141.00 | 1,120PCR: 0.17 | 2.80 | 6.75% | 0.00 | 0.00 | 33.69% | -0.061 | 0.001 | -0.294 | 0.367 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 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: -- | 3.15 | 8.76% | 0.43 | 61.50 | 26.25% | -0.085 | 0.002 | -0.293 | 0.469 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,180PCR: -- | 5.35 | 12.84% | 0.92 | 110.25 | 26.37% | -0.130 | 0.003 | -0.403 | 0.642 | Login To Trade |
0.861 | -0.548 | 0.004 | 0.795 | 26.73% | 6.75 | 0.15 | 44.01% | 72.05 | 1,200PCR: 5.12 | 7.55 | 17.00% | 0.79 | 118.13 | 24.17% | -0.183 | 0.004 | -0.462 | 0.803 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,220PCR: -- | 12.30 | 22.78% | 0.37 | 70.88 | 23.62% | -0.264 | 0.005 | -0.557 | 0.990 | Login To Trade |
1.145 | -0.686 | 0.005 | 0.628 | 25.15% | 48.75 | 0.18 | 38.46% | 42.60 | 1,240PCR: 1.35 | 20.00 | 29.44% | 0.24 | 26.25 | 24.96% | -0.371 | 0.005 | -0.680 | 1.144 | Login To Trade |
1.205 | -0.681 | 0.005 | 0.536 | 23.74% | 69.00 | 0.43 | 34.73% | 31.00 | 1,260PCR: 1.73 | 26.75 | 34.19% | 0.74 | 22.50 | 23.93% | -0.464 | 0.005 | -0.686 | 1.205 | Login To Trade |
1.180 | -0.664 | 0.005 | 0.414 | 23.62% | 91.88 | 0.75 | 28.87% | 20.80 | 1,280PCR: 0.41 | 37.35 | 39.65% | 0.31 | 3.75 | 22.71% | -0.590 | 0.006 | -0.636 | 1.177 | Login To Trade |
1.068 | -0.593 | 0.005 | 0.310 | 23.32% | 124.88 | 2.42 | 22.98% | 14.00 | 1,300PCR: 0.75 | 49.90 | 43.48% | 1.82 | 13.88 | 22.71% | -0.693 | 0.005 | -0.575 | 1.064 | Login To Trade |
0.907 | -0.511 | 0.004 | 0.225 | 23.68% | 206.25 | 1.85 | 17.53% | 9.00 | 1,320PCR: 0.34 | 64.40 | 46.76% | 0.63 | 4.88 | 21.12% | -0.804 | 0.004 | -0.421 | 0.838 | Login To Trade |
0.726 | -0.411 | 0.003 | 0.156 | 23.80% | 54.38 | 1.08 | 12.68% | 5.65 | 1,340PCR: 0.06 | 67.05 | 99.00% | 0.07 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.540 | -0.308 | 0.003 | 0.102 | 23.93% | 34.13 | 0.62 | 8.54% | 3.40 | 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 |
0.396 | -0.226 | 0.002 | 0.068 | 23.93% | 63.00 | 1.17 | 5.73% | 2.10 | 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 |
0.300 | -0.182 | 0.001 | 0.048 | 25.39% | 29.63 | 1.31 | 4.03% | 1.50 | 1,400PCR: 0.25 | 147.20 | 48.82% | 0.33 | 0.00 | 40.65% | -0.844 | 0.002 | -0.700 | 0.724 | Login To Trade |
0.231 | -0.144 | 0.001 | 0.034 | 26.12% | 28.88 | 0.49 | 2.91% | 1.05 | 1,420PCR: 0.01 | 177.60 | 47.86% | 0.00 | 1.13 | 59.08% | -0.773 | 0.002 | -1.287 | 0.915 | Login To Trade |
0.218 | -0.149 | 0.001 | 0.032 | 28.81% | 1.13 | 0.08 | 2.67% | 1.05 | 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 |
0.122 | -0.088 | 0.000 | 0.016 | 30.27% | 10.13 | 0.11 | 1.33% | 0.55 | 1,480PCR: 0.21 | 170.45 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.120 | -0.101 | 0.000 | 0.016 | 35.16% | 0.38 | 0.25 | 1.26% | 0.55 | 1,520PCR: 0.00 | 277.05 | 50.08% | 0.00 | 0.75 | 75.93% | -0.822 | 0.001 | -1.425 | 0.788 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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