Bank of Baroda - Statistics
Latest Bank of Baroda Options
Bank of Baroda Futures
F&O Tools
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 | |
0.063 | -0.122 | 0.004 | 0.944 | 54.69% | 14.63 | 3.10 | 46.82% | 43.70 | 240PCR: 0.54 | 0.10 | 1.71% | 1.67 | 40.95 | 39.06% | -0.014 | 0.002 | -0.028 | 0.020 | Login To Trade |
0.174 | -0.815 | 0.004 | 0.755 | 130.86% | 0.00 | 0.03 | 38.53% | 50.00 | 245PCR: 90.00 | 0.15 | 1.95% | 2.63 | 447.53 | 35.16% | -0.017 | 0.002 | -0.029 | 0.023 | Login To Trade |
0.064 | -0.093 | 0.005 | 0.943 | 41.02% | 11.70 | 2.95 | 47.35% | 33.50 | 250PCR: 3.48 | 0.20 | 3.00% | 10.27 | 137.48 | 33.20% | -0.027 | 0.003 | -0.040 | 0.034 | Login To Trade |
0.151 | -0.357 | 0.007 | 0.807 | 65.92% | 0.00 | 0.18 | 42.96% | 32.05 | 255PCR: 26.00 | 0.30 | 4.60% | 4.56 | 157.95 | 31.25% | -0.042 | 0.005 | -0.056 | 0.050 | Login To Trade |
0.082 | -0.091 | 0.009 | 0.921 | 31.25% | 114.08 | 10.82 | 47.40% | 23.50 | 260PCR: 2.21 | 0.50 | 7.00% | 23.87 | 587.93 | 29.30% | -0.067 | 0.008 | -0.075 | 0.072 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 262.50PCR: -- | 0.50 | 7.98% | 2.05 | 20.48 | 27.34% | -0.077 | 0.009 | -0.078 | 0.080 | Login To Trade |
0.090 | -0.082 | 0.012 | 0.910 | 25.39% | 11.70 | 1.46 | 47.17% | 18.55 | 265PCR: 9.94 | 0.65 | 9.03% | 14.54 | 383.18 | 25.39% | -0.090 | 0.012 | -0.082 | 0.090 | Login To Trade |
0.176 | -0.286 | 0.013 | 0.750 | 45.41% | 0.00 | 0.06 | 42.14% | 19.30 | 267.50PCR: 112.50 | 0.85 | 12.21% | 6.58 | 269.10 | 25.39% | -0.125 | 0.015 | -0.103 | 0.114 | Login To Trade |
0.148 | -0.144 | 0.018 | 0.816 | 27.34% | 631.80 | 10.91 | 44.75% | 14.50 | 270PCR: 2.05 | 1.10 | 14.46% | 22.32 | 824.85 | 23.93% | -0.154 | 0.018 | -0.112 | 0.132 | Login To Trade |
0.204 | -0.394 | 0.012 | 0.658 | 54.20% | 0.00 | 0.15 | 38.53% | 17.65 | 272.50PCR: 30.60 | 1.50 | 18.05% | 4.48 | 117.00 | 23.44% | -0.201 | 0.022 | -0.130 | 0.155 | Login To Trade |
0.180 | -0.151 | 0.025 | 0.739 | 23.44% | 292.50 | 4.33 | 42.55% | 10.05 | 275PCR: 7.70 | 1.95 | 21.66% | 33.35 | 2,430.68 | 22.46% | -0.253 | 0.026 | -0.142 | 0.177 | Login To Trade |
0.204 | -0.188 | 0.026 | 0.657 | 25.88% | 52.65 | 0.85 | 39.84% | 8.75 | 277.50PCR: 5.52 | 2.70 | 26.16% | 4.68 | 544.05 | 22.46% | -0.323 | 0.029 | -0.160 | 0.199 | Login To Trade |
0.214 | -0.175 | 0.030 | 0.599 | 22.95% | 3,477.83 | 16.67 | 37.77% | 6.60 | 280PCR: 2.50 | 3.60 | 30.63% | 41.71 | 3,945.83 | 22.46% | -0.399 | 0.031 | -0.172 | 0.214 | Login To Trade |
0.221 | -0.177 | 0.032 | 0.522 | 22.46% | 2,521.35 | 9.13 | 34.29% | 5.20 | 282.50PCR: 1.15 | 4.80 | 34.47% | 10.47 | 2,097.23 | 22.46% | -0.478 | 0.032 | -0.177 | 0.221 | Login To Trade |
0.218 | -0.178 | 0.031 | 0.433 | 22.95% | 6,528.60 | 33.84 | 29.99% | 4.00 | 285PCR: 1.19 | 6.15 | 38.67% | 40.13 | 3,027.38 | 21.48% | -0.573 | 0.033 | -0.167 | 0.217 | Login To Trade |
0.208 | -0.167 | 0.030 | 0.365 | 22.46% | 3,085.88 | 18.46 | 26.48% | 3.15 | 287.50PCR: 0.45 | 7.75 | 41.03% | 8.28 | 219.38 | 22.95% | -0.632 | 0.030 | -0.171 | 0.209 | Login To Trade |
0.193 | -0.162 | 0.027 | 0.303 | 23.44% | 7,169.18 | 60.08 | 22.78% | 2.40 | 290PCR: 0.59 | 9.40 | 43.50% | 35.69 | 710.78 | 22.46% | -0.706 | 0.028 | -0.153 | 0.191 | Login To Trade |
0.172 | -0.144 | 0.024 | 0.241 | 23.44% | 1,804.73 | 15.50 | 18.85% | 1.80 | 292.50PCR: 0.43 | 11.25 | 45.58% | 6.64 | 143.33 | 22.46% | -0.769 | 0.024 | -0.135 | 0.169 | Login To Trade |
0.154 | -0.134 | 0.021 | 0.197 | 24.41% | 3,033.23 | 42.38 | 15.89% | 1.40 | 295PCR: 0.17 | 12.50 | 48.91% | 7.08 | 70.20 | 16.60% | -0.898 | 0.019 | -0.058 | 0.098 | Login To Trade |
0.130 | -0.114 | 0.017 | 0.152 | 24.41% | 1,117.35 | 15.56 | 12.51% | 1.05 | 297.50PCR: 0.36 | 15.25 | 48.66% | 5.62 | 26.33 | 21.48% | -0.880 | 0.017 | -0.085 | 0.111 | Login To Trade |
0.113 | -0.103 | 0.015 | 0.124 | 25.39% | 4,908.15 | 93.92 | 10.35% | 0.85 | 300PCR: 0.31 | 17.60 | 49.16% | 28.96 | 193.05 | 21.48% | -0.915 | 0.013 | -0.066 | 0.086 | Login To Trade |
0.099 | -0.093 | 0.012 | 0.102 | 26.37% | 429.98 | 8.48 | 8.62% | 0.65 | 302.50PCR: 0.23 | 21.00 | 48.12% | 1.96 | 2.93 | 32.23% | -0.848 | 0.013 | -0.150 | 0.130 | Login To Trade |
0.079 | -0.075 | 0.010 | 0.076 | 26.37% | 816.08 | 29.16 | 6.50% | 0.50 | 305PCR: 0.24 | 19.95 | 99.00% | 7.14 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.069 | -0.067 | 0.008 | 0.063 | 27.34% | 137.48 | 4.94 | 5.39% | 0.40 | 307.50PCR: 0.09 | 19.65 | 99.00% | 0.44 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.059 | -0.060 | 0.007 | 0.052 | 28.32% | 1,357.20 | 35.74 | 4.48% | 0.35 | 310PCR: 0.69 | 27.15 | 50.38% | 24.60 | 20.48 | 15.63% | -0.999 | 0.001 | -0.002 | 0.003 | Login To Trade |
0.052 | -0.054 | 0.006 | 0.044 | 29.30% | 181.35 | 4.21 | 3.78% | 0.25 | 312.50PCR: 0.15 | 21.20 | 99.00% | 0.61 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.040 | -0.042 | 0.004 | 0.033 | 29.30% | 242.78 | 12.23 | 2.79% | 0.20 | 315PCR: 0.03 | 26.25 | 99.00% | 0.35 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.040 | -0.044 | 0.004 | 0.032 | 31.25% | 49.73 | 1.55 | 2.69% | 0.25 | 317.50PCR: 0.04 | 20.80 | 99.00% | 0.06 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.031 | -0.035 | 0.003 | 0.024 | 31.25% | 599.63 | 21.09 | 2.01% | 0.15 | 320PCR: 0.24 | 29.85 | 99.00% | 5.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.024 | -0.027 | 0.003 | 0.017 | 31.25% | 20.48 | 1.11 | 1.47% | 0.15 | 322.50PCR: 0.11 | 23.65 | 99.00% | 0.12 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.018 | -0.021 | 0.002 | 0.013 | 31.25% | 187.20 | 6.29 | 1.08% | 0.10 | 325PCR: 0.01 | 23.45 | 99.00% | 0.09 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.032 | -0.044 | 0.003 | 0.024 | 39.06% | 84.83 | 19.71 | 1.98% | 0.15 | 330PCR: 0.04 | 36.00 | 99.00% | 0.85 | 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
₹
0
₹
20
By signing up, you agree to receive transaction updates from Upstox.