Bank of Baroda - Statistics
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Bank of Baroda Futures
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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 | |
0.113 | -0.082 | 0.003 | 0.933 | 46.39% | 17.55 | 1.49 | 46.03% | 53.25 | 240PCR: 0.73 | 0.10 | 1.84% | 1.08 | 26.33 | 31.25% | -0.015 | 0.001 | -0.016 | 0.032 | Login To Trade |
0.173 | -0.146 | 0.004 | 0.880 | 54.20% | 0.00 | 0.03 | 44.32% | 50.00 | 245PCR: 47.00 | 0.20 | 2.27% | 1.37 | 26.33 | 29.30% | -0.019 | 0.002 | -0.018 | 0.040 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 87.75 | 2.78 | 99.00% | 41.70 | 250PCR: 3.37 | 0.25 | 2.94% | 9.36 | 810.23 | 27.34% | -0.025 | 0.003 | -0.022 | 0.051 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.18 | 99.00% | 32.05 | 255PCR: 17.33 | 0.30 | 3.75% | 3.04 | 593.78 | 25.39% | -0.033 | 0.003 | -0.025 | 0.064 | Login To Trade |
0.129 | -0.058 | 0.006 | 0.920 | 28.81% | 32.18 | 12.58 | 46.78% | 32.95 | 260PCR: 0.57 | 0.50 | 6.28% | 7.20 | 444.60 | 25.39% | -0.057 | 0.005 | -0.039 | 0.099 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 262.50PCR: -- | 0.60 | 7.09% | 0.56 | 58.50 | 24.41% | -0.066 | 0.006 | -0.042 | 0.110 | Login To Trade |
0.202 | -0.105 | 0.008 | 0.850 | 33.20% | 26.33 | 1.05 | 44.80% | 29.35 | 265PCR: 12.94 | 0.75 | 8.01% | 13.63 | 441.68 | 23.44% | -0.076 | 0.007 | -0.045 | 0.124 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.03 | 99.00% | 21.70 | 267.50PCR: 72.00 | 0.90 | 9.59% | 2.11 | 46.80 | 22.95% | -0.093 | 0.008 | -0.051 | 0.144 | Login To Trade |
0.184 | -0.070 | 0.010 | 0.869 | 24.41% | 228.15 | 14.71 | 45.93% | 23.40 | 270PCR: 1.67 | 1.10 | 11.39% | 24.63 | 1,725.75 | 22.46% | -0.113 | 0.010 | -0.058 | 0.166 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.12 | 99.00% | 16.10 | 272.50PCR: 20.25 | 1.50 | 14.36% | 2.37 | 108.23 | 22.95% | -0.147 | 0.012 | -0.071 | 0.199 | Login To Trade |
0.210 | -0.069 | 0.013 | 0.840 | 21.00% | 11.70 | 1.78 | 45.37% | 18.55 | 275PCR: 10.20 | 1.75 | 16.17% | 18.19 | 880.43 | 21.97% | -0.170 | 0.013 | -0.075 | 0.219 | Login To Trade |
0.197 | -0.051 | 0.016 | 0.856 | 16.60% | 17.55 | 0.50 | 45.97% | 15.60 | 277.50PCR: 5.35 | 2.35 | 19.20% | 2.66 | 134.55 | 22.22% | -0.210 | 0.015 | -0.086 | 0.249 | Login To Trade |
0.272 | -0.091 | 0.017 | 0.755 | 21.48% | 453.38 | 15.21 | 42.79% | 14.80 | 280PCR: 2.17 | 2.75 | 21.68% | 33.05 | 1,728.68 | 21.48% | -0.245 | 0.017 | -0.091 | 0.272 | Login To Trade |
0.291 | -0.092 | 0.019 | 0.720 | 20.26% | 128.70 | 2.40 | 41.73% | 12.65 | 282.50PCR: 1.90 | 3.35 | 24.42% | 4.56 | 418.28 | 21.00% | -0.287 | 0.019 | -0.097 | 0.294 | Login To Trade |
0.317 | -0.106 | 0.020 | 0.660 | 21.48% | 1,091.03 | 13.63 | 39.68% | 11.30 | 285PCR: 1.08 | 4.20 | 27.49% | 14.65 | 2,404.35 | 21.00% | -0.337 | 0.020 | -0.103 | 0.316 | Login To Trade |
0.332 | -0.109 | 0.021 | 0.611 | 21.00% | 1,298.70 | 5.82 | 37.64% | 9.70 | 287.50PCR: 1.33 | 5.00 | 30.35% | 7.72 | 1,006.20 | 20.51% | -0.387 | 0.022 | -0.106 | 0.331 | Login To Trade |
0.341 | -0.111 | 0.022 | 0.557 | 20.75% | 7,745.40 | 35.80 | 35.47% | 8.20 | 290PCR: 1.17 | 6.10 | 33.25% | 41.86 | 3,700.13 | 20.51% | -0.443 | 0.022 | -0.109 | 0.341 | Login To Trade |
0.345 | -0.113 | 0.022 | 0.501 | 21.00% | 2,427.75 | 12.55 | 33.03% | 7.00 | 292.50PCR: 0.65 | 7.25 | 35.95% | 8.19 | 1,126.13 | 20.26% | -0.499 | 0.023 | -0.109 | 0.345 | Login To Trade |
0.342 | -0.112 | 0.022 | 0.447 | 21.00% | 4,314.38 | 25.30 | 30.36% | 5.80 | 295PCR: 0.20 | 8.60 | 38.49% | 5.15 | 842.40 | 20.26% | -0.556 | 0.022 | -0.108 | 0.342 | Login To Trade |
0.333 | -0.111 | 0.021 | 0.395 | 21.24% | 412.43 | 3.74 | 27.74% | 4.85 | 297.50PCR: 0.27 | 10.55 | 40.42% | 1.02 | 81.90 | 21.48% | -0.603 | 0.021 | -0.112 | 0.333 | Login To Trade |
0.318 | -0.104 | 0.020 | 0.343 | 21.00% | 10,354.50 | 69.47 | 24.86% | 3.95 | 300PCR: 0.51 | 11.75 | 42.53% | 35.48 | 380.25 | 20.02% | -0.665 | 0.021 | -0.099 | 0.315 | Login To Trade |
0.296 | -0.095 | 0.019 | 0.291 | 20.51% | 342.23 | 2.84 | 21.77% | 3.10 | 302.50PCR: 0.04 | 12.65 | 45.19% | 0.12 | 17.55 | 17.09% | -0.750 | 0.021 | -0.073 | 0.275 | Login To Trade |
0.276 | -0.090 | 0.018 | 0.252 | 21.00% | 1,550.25 | 13.75 | 19.19% | 2.65 | 305PCR: 0.07 | 15.20 | 45.86% | 0.94 | 32.18 | 19.29% | -0.769 | 0.018 | -0.079 | 0.263 | Login To Trade |
0.250 | -0.082 | 0.016 | 0.212 | 21.00% | 99.45 | 1.96 | 16.48% | 2.15 | 307.50PCR: 0.07 | 19.35 | 45.09% | 0.15 | 0.00 | 27.34% | -0.725 | 0.014 | -0.123 | 0.288 | Login To Trade |
0.224 | -0.073 | 0.014 | 0.176 | 21.00% | 1,383.53 | 17.23 | 14.04% | 1.65 | 310PCR: 0.77 | 19.35 | 47.96% | 13.28 | 631.80 | 19.53% | -0.843 | 0.014 | -0.064 | 0.208 | Login To Trade |
0.197 | -0.065 | 0.013 | 0.144 | 21.00% | 128.70 | 2.81 | 11.67% | 1.35 | 312.50PCR: 0.21 | 22.10 | 48.03% | 0.59 | 55.58 | 22.46% | -0.838 | 0.013 | -0.074 | 0.212 | Login To Trade |
0.170 | -0.056 | 0.011 | 0.117 | 21.00% | 859.95 | 6.38 | 9.65% | 1.10 | 315PCR: 0.00 | 23.00 | 50.46% | 0.03 | 0.00 | 7.81% | -1.000 | 0.000 | -0.000 | 0.002 | Login To Trade |
0.151 | -0.051 | 0.009 | 0.100 | 21.48% | 81.90 | 1.08 | 8.23% | 0.85 | 317.50PCR: 0.05 | 32.25 | 45.85% | 0.06 | 0.00 | 45.90% | -0.708 | 0.009 | -0.213 | 0.297 | Login To Trade |
0.128 | -0.043 | 0.008 | 0.080 | 21.48% | 1,664.33 | 22.70 | 6.64% | 0.65 | 320PCR: 0.18 | 28.00 | 50.46% | 4.10 | 283.73 | 7.81% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.113 | -0.039 | 0.007 | 0.068 | 21.97% | 64.35 | 1.23 | 5.64% | 0.55 | 322.50PCR: 0.10 | 34.00 | 47.90% | 0.12 | 0.00 | 37.60% | -0.799 | 0.009 | -0.143 | 0.243 | Login To Trade |
0.088 | -0.030 | 0.005 | 0.049 | 21.48% | 157.95 | 1.99 | 4.14% | 0.40 | 325PCR: 0.03 | 39.40 | 47.08% | 0.06 | 0.00 | 50.54% | -0.739 | 0.007 | -0.222 | 0.281 | Login To Trade |
0.058 | -0.019 | 0.004 | 0.029 | 21.48% | 1,009.13 | 10.71 | 2.46% | 0.25 | 330PCR: 0.05 | 41.35 | 48.78% | 0.56 | 0.00 | 41.99% | -0.822 | 0.007 | -0.148 | 0.226 | Login To Trade |
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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