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
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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 | 185PCR: -- | 0.50 | 5.64% | 6.73 | 944.78 | 46.88% | -0.047 | 0.004 | -0.060 | 0.051 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 187.50PCR: -- | 0.60 | 6.61% | 2.49 | 327.60 | 45.90% | -0.057 | 0.005 | -0.068 | 0.059 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 693.23 | 9.77 | 99.00% | 30.70 | 190PCR: 0.96 | 0.75 | 7.81% | 9.42 | 1,477.13 | 44.92% | -0.069 | 0.006 | -0.077 | 0.068 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 192.50PCR: -- | 0.85 | 8.61% | 1.81 | 391.95 | 42.97% | -0.077 | 0.006 | -0.081 | 0.075 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 195PCR: -- | 1.05 | 10.69% | 5.41 | 1,146.60 | 42.97% | -0.099 | 0.008 | -0.096 | 0.090 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 58.50 | 0.41 | 99.00% | 19.65 | 197.50PCR: 7.71 | 1.15 | 11.84% | 3.16 | 558.68 | 41.02% | -0.112 | 0.009 | -0.101 | 0.098 | Login To Trade |
0.107 | -0.103 | 0.010 | 0.874 | 38.57% | 590.85 | 8.60 | 45.62% | 22.20 | 200PCR: 4.33 | 1.45 | 13.70% | 37.21 | 5,355.68 | 40.04% | -0.134 | 0.010 | -0.112 | 0.112 | Login To Trade |
0.121 | -0.113 | 0.012 | 0.850 | 37.60% | 108.23 | 0.73 | 45.05% | 20.05 | 202.50PCR: 4.72 | 1.85 | 16.38% | 3.45 | 468.00 | 40.04% | -0.165 | 0.012 | -0.128 | 0.128 | Login To Trade |
0.137 | -0.127 | 0.014 | 0.817 | 37.11% | 251.55 | 1.46 | 44.15% | 17.90 | 205PCR: 7.76 | 2.20 | 18.10% | 11.35 | 2,515.50 | 38.09% | -0.189 | 0.014 | -0.133 | 0.140 | Login To Trade |
0.153 | -0.140 | 0.016 | 0.780 | 36.62% | 87.75 | 0.94 | 43.09% | 15.90 | 207.50PCR: 5.81 | 2.65 | 20.55% | 5.44 | 1,488.83 | 37.11% | -0.223 | 0.015 | -0.143 | 0.154 | Login To Trade |
0.168 | -0.152 | 0.017 | 0.739 | 36.13% | 1,480.05 | 7.14 | 41.80% | 14.00 | 210PCR: 4.80 | 3.15 | 23.70% | 34.28 | 5,867.55 | 37.11% | -0.266 | 0.017 | -0.157 | 0.170 | Login To Trade |
0.181 | -0.159 | 0.019 | 0.697 | 35.16% | 371.48 | 1.76 | 40.57% | 12.10 | 212.50PCR: 3.85 | 3.85 | 26.22% | 6.76 | 1,798.88 | 36.13% | -0.307 | 0.019 | -0.164 | 0.182 | Login To Trade |
0.193 | -0.169 | 0.021 | 0.644 | 35.16% | 3,097.58 | 7.17 | 38.53% | 10.50 | 215PCR: 3.29 | 4.65 | 29.29% | 23.58 | 6,513.98 | 35.64% | -0.357 | 0.020 | -0.172 | 0.193 | Login To Trade |
0.201 | -0.174 | 0.022 | 0.593 | 34.67% | 2,606.18 | 8.01 | 36.62% | 8.95 | 217.50PCR: 0.91 | 5.45 | 32.00% | 7.28 | 2,205.45 | 34.67% | -0.407 | 0.022 | -0.174 | 0.201 | Login To Trade |
0.205 | -0.175 | 0.022 | 0.536 | 34.18% | 11,553.75 | 30.57 | 34.27% | 7.45 | 220PCR: 1.15 | 6.60 | 34.76% | 35.22 | 6,154.20 | 34.18% | -0.464 | 0.022 | -0.175 | 0.205 | Login To Trade |
220.09 | |||||||||||||||||||
0.206 | -0.173 | 0.023 | 0.479 | 33.69% | 1,714.05 | 11.99 | 31.58% | 6.20 | 222.50PCR: 0.73 | 7.75 | 37.30% | 8.72 | 558.68 | 33.20% | -0.522 | 0.023 | -0.171 | 0.206 | Login To Trade |
0.202 | -0.168 | 0.023 | 0.422 | 33.20% | 7,294.95 | 47.74 | 28.64% | 5.10 | 225PCR: 0.52 | 9.15 | 39.79% | 24.80 | 1,365.98 | 33.20% | -0.578 | 0.023 | -0.168 | 0.202 | Login To Trade |
0.195 | -0.159 | 0.022 | 0.366 | 32.71% | 1,678.95 | 15.27 | 25.74% | 4.10 | 227.50PCR: 0.54 | 10.70 | 41.99% | 8.19 | 508.95 | 33.20% | -0.633 | 0.022 | -0.162 | 0.195 | Login To Trade |
0.183 | -0.150 | 0.021 | 0.313 | 32.71% | 8,728.20 | 81.75 | 22.62% | 3.30 | 230PCR: 0.44 | 12.35 | 43.71% | 36.01 | 1,246.05 | 32.71% | -0.688 | 0.021 | -0.150 | 0.183 | Login To Trade |
0.168 | -0.135 | 0.019 | 0.261 | 32.23% | 1,070.55 | 11.44 | 19.53% | 2.55 | 232.50PCR: 0.28 | 14.20 | 45.39% | 3.19 | 380.25 | 32.71% | -0.736 | 0.019 | -0.138 | 0.169 | Login To Trade |
0.153 | -0.126 | 0.018 | 0.221 | 32.71% | 4,949.10 | 48.88 | 16.86% | 2.00 | 235PCR: 0.38 | 16.30 | 46.51% | 18.40 | 485.55 | 33.69% | -0.772 | 0.017 | -0.132 | 0.156 | Login To Trade |
0.135 | -0.109 | 0.016 | 0.179 | 32.23% | 1,240.20 | 9.01 | 13.95% | 1.60 | 237.50PCR: 0.32 | 18.15 | 47.67% | 2.90 | 178.43 | 32.71% | -0.817 | 0.016 | -0.112 | 0.137 | Login To Trade |
0.119 | -0.098 | 0.014 | 0.148 | 32.71% | 6,859.13 | 91.03 | 11.72% | 1.30 | 240PCR: 0.27 | 20.30 | 48.62% | 24.98 | 713.70 | 32.23% | -0.856 | 0.014 | -0.095 | 0.117 | Login To Trade |
0.101 | -0.082 | 0.012 | 0.116 | 32.23% | 1,149.53 | 9.89 | 9.32% | 0.95 | 242.50PCR: 0.43 | 22.55 | 49.23% | 4.27 | 102.38 | 32.23% | -0.885 | 0.012 | -0.081 | 0.101 | Login To Trade |
0.089 | -0.074 | 0.010 | 0.098 | 33.20% | 3,691.35 | 40.77 | 7.92% | 0.75 | 245PCR: 0.33 | 25.65 | 48.99% | 13.60 | 298.35 | 41.02% | -0.849 | 0.011 | -0.124 | 0.121 | Login To Trade |
0.075 | -0.062 | 0.008 | 0.077 | 33.20% | 371.48 | 8.98 | 6.26% | 0.60 | 247.50PCR: 0.54 | 28.10 | 49.22% | 4.88 | 277.88 | 43.46% | -0.856 | 0.010 | -0.127 | 0.117 | Login To Trade |
0.066 | -0.057 | 0.007 | 0.066 | 34.18% | 7,789.28 | 84.91 | 5.35% | 0.55 | 250PCR: 0.46 | 29.40 | 50.62% | 38.90 | 280.80 | 33.20% | -0.940 | 0.007 | -0.051 | 0.062 | Login To Trade |
0.059 | -0.052 | 0.006 | 0.057 | 35.16% | 623.03 | 15.18 | 4.57% | 0.45 | 252.50PCR: 0.23 | 33.60 | 49.41% | 3.54 | 46.80 | 52.73% | -0.846 | 0.009 | -0.162 | 0.123 | Login To Trade |
0.048 | -0.043 | 0.005 | 0.044 | 35.16% | 3,764.48 | 43.70 | 3.58% | 0.35 | 255PCR: 0.34 | 38.00 | 48.81% | 14.83 | 2.93 | 68.85% | -0.791 | 0.008 | -0.256 | 0.149 | Login To Trade |
0.047 | -0.044 | 0.005 | 0.043 | 37.11% | 272.03 | 10.94 | 3.46% | 0.30 | 257.50PCR: 0.28 | 35.35 | 99.00% | 3.10 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.046 | -0.045 | 0.004 | 0.041 | 39.06% | 2,454.08 | 86.29 | 3.28% | 0.30 | 260PCR: 0.24 | 39.15 | 51.34% | 20.80 | 14.63 | 31.25% | -0.986 | 0.002 | -0.015 | 0.019 | Login To Trade |
0.032 | -0.029 | 0.003 | 0.026 | 37.11% | 46.80 | 5.09 | 2.09% | 0.20 | 262.50PCR: 0.22 | 32.00 | 99.00% | 1.11 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.031 | -0.030 | 0.003 | 0.026 | 39.06% | 924.30 | 24.60 | 2.04% | 0.20 | 265PCR: 0.10 | 41.00 | 99.00% | 2.37 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.031 | -0.032 | 0.003 | 0.026 | 41.02% | 2.93 | 2.46 | 2.04% | 0.20 | 267.50PCR: 0.25 | 30.10 | 99.00% | 0.61 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.031 | -0.033 | 0.003 | 0.026 | 42.97% | 459.23 | 27.61 | 2.00% | 0.20 | 270PCR: 0.43 | 50.00 | 51.42% | 11.82 | 17.55 | 56.64% | -0.926 | 0.005 | -0.102 | 0.072 | Login To Trade |
0.026 | -0.028 | 0.002 | 0.021 | 42.97% | 0.00 | 1.84 | 1.61% | 0.20 | 272.50PCR: 0.44 | 34.35 | 99.00% | 0.82 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.021 | -0.023 | 0.002 | 0.017 | 42.97% | 1,480.05 | 28.81 | 1.28% | 0.15 | 275PCR: 0.06 | 52.50 | 99.00% | 1.84 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.022 | -0.026 | 0.002 | 0.018 | 46.88% | 236.93 | 26.38 | 1.33% | 0.10 | 280PCR: 0.13 | 59.00 | 99.00% | 3.48 | 70.20 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.024 | -0.030 | 0.002 | 0.019 | 50.78% | 254.48 | 8.13 | 1.37% | 0.15 | 285PCR: 0.11 | 30.95 | 99.00% | 0.88 | 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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