BANK OF BARODA - Statistics
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Span Margin Calculator
The span margin calculator helps traders compute the margin (capital) required for initiating a trade
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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 | 165PCR: -- | 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 | 170PCR: -- | 0.05 | 0.47% | 3.39 | 0.00 | 62.50% | -0.004 | 0.001 | -0.016 | 0.003 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 175PCR: -- | 0.05 | 1.25% | 4.30 | 0.00 | 62.50% | -0.010 | 0.002 | -0.038 | 0.007 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 180PCR: -- | 0.05 | 0.01% | 11.70 | 157.95 | 31.25% | -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 | 182.50PCR: -- | 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 | 0.20 | 99.00% | 19.85 | 185PCR: 34.43 | 0.10 | 1.83% | 7.05 | 125.78 | 46.88% | -0.016 | 0.003 | -0.042 | 0.011 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.41 | 99.00% | 19.65 | 187.50PCR: 4.79 | 0.05 | 0.24% | 1.96 | 96.53 | 31.25% | -0.002 | 0.001 | -0.005 | 0.002 | Login To Trade |
0.020 | -0.070 | 0.006 | 0.968 | 42.97% | 23.40 | 1.70 | 48.28% | 20.20 | 190PCR: 10.24 | 0.15 | 3.61% | 17.37 | 968.18 | 42.97% | -0.033 | 0.006 | -0.071 | 0.020 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 1.87 | 99.00% | 17.20 | 192.50PCR: 1.86 | 0.15 | 4.18% | 3.48 | 895.05 | 39.06% | -0.039 | 0.008 | -0.074 | 0.023 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 125.78 | 2.49 | 99.00% | 14.95 | 195PCR: 6.54 | 0.20 | 4.98% | 16.26 | 1,225.58 | 35.16% | -0.048 | 0.011 | -0.078 | 0.027 | Login To Trade |
0.001 | -0.001 | 0.001 | 0.999 | 15.63% | 102.38 | 2.40 | 49.32% | 12.55 | 197.50PCR: 3.34 | 0.35 | 8.37% | 8.01 | 1,649.70 | 35.16% | -0.083 | 0.016 | -0.120 | 0.041 | Login To Trade |
0.045 | -0.110 | 0.021 | 0.907 | 29.30% | 406.58 | 7.96 | 47.33% | 10.40 | 200PCR: 6.65 | 0.55 | 11.78% | 52.88 | 5,215.28 | 33.20% | -0.121 | 0.022 | -0.150 | 0.054 | Login To Trade |
0.061 | -0.140 | 0.031 | 0.855 | 27.34% | 201.83 | 2.57 | 46.44% | 8.10 | 202.50PCR: 5.38 | 0.70 | 14.82% | 13.84 | 2,907.45 | 29.30% | -0.161 | 0.031 | -0.161 | 0.066 | Login To Trade |
0.081 | -0.170 | 0.044 | 0.776 | 25.39% | 748.80 | 10.12 | 43.96% | 5.95 | 205PCR: 1.70 | 1.10 | 20.44% | 17.23 | 5,528.25 | 27.34% | -0.240 | 0.042 | -0.191 | 0.084 | Login To Trade |
0.099 | -0.202 | 0.056 | 0.656 | 24.41% | 1,351.35 | 8.92 | 40.22% | 4.05 | 207.50PCR: 1.20 | 1.70 | 27.98% | 10.73 | 6,364.80 | 26.37% | -0.354 | 0.052 | -0.220 | 0.100 | Login To Trade |
0.107 | -0.218 | 0.061 | 0.507 | 24.41% | 5,566.28 | 34.78 | 34.25% | 2.60 | 210PCR: 1.13 | 2.70 | 34.71% | 39.20 | 12,127.05 | 24.41% | -0.492 | 0.061 | -0.218 | 0.107 | Login To Trade |
0.100 | -0.196 | 0.059 | 0.354 | 23.44% | 5,499.00 | 18.19 | 26.12% | 1.45 | 212.50PCR: 0.54 | 4.15 | 40.95% | 9.83 | 4,551.30 | 25.39% | -0.635 | 0.055 | -0.214 | 0.101 | Login To Trade |
0.083 | -0.175 | 0.045 | 0.236 | 25.39% | 11,404.58 | 41.45 | 18.93% | 0.85 | 215PCR: 0.42 | 6.00 | 44.94% | 17.29 | 2,673.45 | 26.37% | -0.751 | 0.045 | -0.188 | 0.086 | Login To Trade |
0.061 | -0.130 | 0.033 | 0.145 | 25.39% | 3,828.83 | 14.89 | 12.12% | 0.55 | 217.50PCR: 0.47 | 8.10 | 47.34% | 6.96 | 807.30 | 27.34% | -0.837 | 0.034 | -0.151 | 0.066 | Login To Trade |
0.046 | -0.104 | 0.023 | 0.096 | 27.34% | 6,864.98 | 68.18 | 8.29% | 0.35 | 220PCR: 0.29 | 10.45 | 48.37% | 19.66 | 646.43 | 29.30% | -0.888 | 0.024 | -0.125 | 0.051 | Login To Trade |
0.039 | -0.102 | 0.017 | 0.078 | 31.25% | 1,564.88 | 10.53 | 6.83% | 0.25 | 222.50PCR: 0.36 | 12.80 | 49.28% | 3.83 | 201.83 | 31.25% | -0.922 | 0.017 | -0.102 | 0.039 | Login To Trade |
0.029 | -0.081 | 0.012 | 0.054 | 33.20% | 2,840.18 | 34.69 | 4.72% | 0.20 | 225PCR: 0.33 | 15.10 | 50.23% | 11.44 | 318.83 | 31.25% | -0.955 | 0.011 | -0.066 | 0.025 | Login To Trade |
0.023 | -0.068 | 0.009 | 0.040 | 35.16% | 918.45 | 13.51 | 3.47% | 0.20 | 227.50PCR: 0.32 | 16.45 | 99.00% | 4.27 | 172.58 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.022 | -0.070 | 0.008 | 0.037 | 39.06% | 1,793.03 | 61.31 | 3.20% | 0.15 | 230PCR: 0.29 | 19.95 | 99.00% | 17.90 | 43.88 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.014 | -0.047 | 0.005 | 0.022 | 39.06% | 406.58 | 10.85 | 1.95% | 0.10 | 232.50PCR: 0.13 | 24.00 | 48.89% | 1.43 | 0.00 | 74.22% | -0.847 | 0.012 | -0.394 | 0.064 | Login To Trade |
0.014 | -0.051 | 0.005 | 0.022 | 42.97% | 716.63 | 20.94 | 1.90% | 0.10 | 235PCR: 0.36 | 25.00 | 99.00% | 7.58 | 2.93 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.014 | -0.055 | 0.004 | 0.022 | 46.88% | 26.33 | 6.38 | 1.86% | 0.10 | 237.50PCR: 0.33 | 26.45 | 99.00% | 2.08 | 2.93 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | -0.001 | 0.000 | 0.001 | 31.25% | 1,597.05 | 41.36 | 0.04% | 0.05 | 240PCR: 0.54 | 30.00 | 50.70% | 22.26 | 740.03 | 31.25% | -1.000 | 0.000 | -0.001 | 0.000 | Login To Trade |
0.014 | -0.064 | 0.004 | 0.022 | 54.69% | 20.48 | 4.04 | 1.82% | 0.10 | 242.50PCR: 0.38 | 23.60 | 99.00% | 1.52 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | -0.000 | 0.000 | 0.000 | 31.25% | 163.80 | 8.25 | 0.01% | 0.05 | 245PCR: 0.30 | 35.50 | 51.00% | 2.46 | 2.93 | 74.22% | -0.942 | 0.006 | -0.192 | 0.031 | Login To Trade |
0.000 | -0.000 | 0.000 | 0.000 | 31.25% | 26.33 | 3.60 | 0.00% | 0.05 | 247.50PCR: 0.20 | 26.95 | 99.00% | 0.73 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.011 | -0.057 | 0.002 | 0.016 | 62.50% | 953.55 | 39.93 | 1.33% | 0.05 | 250PCR: 0.59 | 40.15 | 51.44% | 23.46 | 43.88 | 70.31% | -0.971 | 0.004 | -0.106 | 0.018 | Login To Trade |
0.008 | -0.043 | 0.002 | 0.012 | 62.50% | 0.00 | 3.19 | 0.95% | 0.10 | 252.50PCR: 0.12 | 42.45 | 99.00% | 0.38 | 5.85 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.006 | -0.033 | 0.001 | 0.009 | 62.50% | 55.58 | 5.97 | 0.68% | 0.05 | 255PCR: 0.09 | 46.00 | 51.24% | 0.53 | 0.00 | 103.52% | -0.919 | 0.005 | -0.349 | 0.041 | Login To Trade |
0.005 | -0.026 | 0.001 | 0.007 | 62.50% | 2.93 | 1.49 | 0.52% | 0.05 | 257.50PCR: 0.06 | 33.75 | 99.00% | 0.09 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.003 | -0.018 | 0.001 | 0.004 | 62.50% | 46.80 | 42.09 | 0.34% | 0.05 | 260PCR: 1.32 | 49.70 | 99.00% | 55.58 | 409.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.002 | -0.009 | 0.000 | 0.002 | 62.50% | 14.63 | 2.43 | 0.16% | 0.05 | 265PCR: 0.07 | 60.00 | 50.81% | 0.18 | 0.00 | 187.50% | -0.802 | 0.005 | -1.171 | 0.075 | Login To Trade |
0.001 | -0.005 | 0.000 | 0.001 | 62.50% | 23.40 | 12.96 | 0.07% | 0.05 | 270PCR: 0.98 | 60.00 | 51.55% | 12.64 | 29.25 | 62.50% | -0.999 | 0.000 | -0.005 | 0.001 | Login To Trade |
0.000 | -0.002 | 0.000 | 0.000 | 62.50% | 0.00 | 0.20 | 0.03% | 0.05 | 275PCR: 1.29 | 66.10 | 52.30% | 0.26 | 14.63 | 136.72% | -0.926 | 0.004 | -0.427 | 0.037 | Login To Trade |
0.000 | -0.001 | 0.000 | 0.000 | 62.50% | 0.00 | 2.54 | 0.01% | 0.05 | 280PCR: 0.51 | 75.60 | 51.89% | 1.29 | 0.00 | 221.68% | -0.808 | 0.005 | -1.359 | 0.074 | Login To Trade |
0.000 | -0.001 | 0.000 | 0.000 | 62.50% | 0.00 | 1.14 | 0.01% | 0.05 | 285PCR: 0.97 | 59.50 | 99.00% | 1.11 | 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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