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 | -0.205 | 0.004 | 0.898 | 65.43% | 17.55 | 3.16 | 45.06% | 47.75 | 240PCR: 0.54 | 0.15 | 2.45% | 1.70 | 29.25 | 39.06% | -0.020 | 0.002 | -0.034 | 0.031 | Login To Trade |
0.186 | -0.539 | 0.004 | 0.783 | 104.00% | 0.00 | 0.03 | 40.00% | 50.00 | 245PCR: 94.00 | 0.20 | 2.65% | 2.75 | 67.28 | 35.16% | -0.023 | 0.002 | -0.033 | 0.034 | Login To Trade |
0.021 | -0.016 | 0.002 | 0.987 | 27.34% | 0.00 | 2.95 | 48.56% | 35.70 | 250PCR: 3.38 | 0.25 | 3.74% | 9.97 | 84.83 | 33.20% | -0.033 | 0.004 | -0.043 | 0.046 | Login To Trade |
0.111 | -0.128 | 0.007 | 0.900 | 41.50% | 0.00 | 0.18 | 46.20% | 32.05 | 255PCR: 20.67 | 0.40 | 5.25% | 3.63 | 143.33 | 31.25% | -0.048 | 0.005 | -0.055 | 0.063 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 46.80 | 11.67 | 99.00% | 25.00 | 260PCR: 2.02 | 0.50 | 6.78% | 23.55 | 497.25 | 28.32% | -0.064 | 0.007 | -0.062 | 0.079 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 262.50PCR: -- | 0.35 | 5.05% | 2.14 | 0.00 | 23.44% | -0.048 | 0.007 | -0.041 | 0.063 | Login To Trade |
0.114 | -0.086 | 0.010 | 0.897 | 27.34% | 5.85 | 1.52 | 46.73% | 21.50 | 265PCR: 9.52 | 0.80 | 9.67% | 14.48 | 269.10 | 26.37% | -0.096 | 0.010 | -0.079 | 0.108 | Login To Trade |
0.190 | -0.221 | 0.011 | 0.776 | 41.99% | 0.00 | 0.03 | 42.83% | 22.00 | 267.50PCR: 212.00 | 0.90 | 11.29% | 6.20 | 58.50 | 25.39% | -0.114 | 0.012 | -0.086 | 0.122 | Login To Trade |
0.044 | -0.017 | 0.008 | 0.969 | 13.67% | 58.50 | 16.32 | 48.93% | 15.70 | 270PCR: 1.23 | 1.10 | 13.41% | 20.12 | 941.85 | 23.93% | -0.139 | 0.015 | -0.093 | 0.141 | Login To Trade |
0.211 | -0.226 | 0.014 | 0.727 | 38.57% | 0.00 | 0.15 | 41.48% | 17.65 | 272.50PCR: 27.40 | 1.50 | 16.33% | 4.01 | 111.15 | 23.93% | -0.176 | 0.017 | -0.109 | 0.164 | Login To Trade |
0.201 | -0.147 | 0.019 | 0.750 | 26.37% | 49.73 | 1.78 | 42.70% | 13.20 | 275PCR: 18.41 | 1.85 | 19.25% | 32.85 | 1,538.55 | 22.46% | -0.217 | 0.021 | -0.116 | 0.186 | Login To Trade |
0.214 | -0.139 | 0.023 | 0.719 | 23.44% | 26.33 | 0.73 | 41.81% | 10.75 | 277.50PCR: 5.12 | 2.40 | 22.75% | 3.74 | 280.80 | 22.46% | -0.267 | 0.023 | -0.130 | 0.209 | Login To Trade |
0.232 | -0.148 | 0.025 | 0.661 | 22.95% | 1,342.58 | 14.89 | 39.83% | 9.00 | 280PCR: 2.84 | 3.15 | 26.65% | 42.32 | 4,808.70 | 22.46% | -0.326 | 0.025 | -0.143 | 0.229 | Login To Trade |
0.246 | -0.153 | 0.027 | 0.596 | 22.46% | 900.90 | 5.35 | 37.54% | 7.45 | 282.50PCR: 1.98 | 3.95 | 30.54% | 10.59 | 1,067.63 | 21.00% | -0.398 | 0.029 | -0.143 | 0.245 | Login To Trade |
0.253 | -0.158 | 0.028 | 0.527 | 22.46% | 5,575.05 | 25.48 | 34.57% | 6.00 | 285PCR: 1.38 | 5.05 | 34.37% | 35.19 | 4,247.10 | 21.48% | -0.473 | 0.029 | -0.151 | 0.252 | Login To Trade |
0.252 | -0.153 | 0.028 | 0.456 | 21.97% | 3,082.95 | 14.48 | 31.11% | 4.80 | 287.50PCR: 0.62 | 6.40 | 37.39% | 9.04 | 944.78 | 22.46% | -0.535 | 0.028 | -0.157 | 0.252 | Login To Trade |
0.243 | -0.152 | 0.027 | 0.389 | 22.46% | 8,862.75 | 54.58 | 27.79% | 3.75 | 290PCR: 0.65 | 8.00 | 40.44% | 35.42 | 1,450.80 | 21.48% | -0.617 | 0.028 | -0.144 | 0.242 | Login To Trade |
0.228 | -0.142 | 0.025 | 0.325 | 22.46% | 1,860.30 | 14.33 | 24.15% | 2.90 | 292.50PCR: 0.49 | 9.45 | 43.14% | 7.08 | 394.88 | 21.00% | -0.688 | 0.027 | -0.131 | 0.225 | Login To Trade |
0.210 | -0.128 | 0.024 | 0.271 | 21.97% | 4,498.65 | 39.28 | 20.65% | 2.30 | 295PCR: 0.19 | 11.30 | 45.07% | 7.52 | 210.60 | 20.51% | -0.754 | 0.024 | -0.114 | 0.200 | Login To Trade |
0.185 | -0.113 | 0.021 | 0.215 | 21.97% | 1,213.88 | 13.46 | 17.03% | 1.65 | 297.50PCR: 0.45 | 14.10 | 45.20% | 6.08 | 17.55 | 26.37% | -0.742 | 0.019 | -0.150 | 0.205 | Login To Trade |
0.167 | -0.106 | 0.018 | 0.181 | 22.95% | 5,177.25 | 81.67 | 14.58% | 1.35 | 300PCR: 0.37 | 15.35 | 47.99% | 30.36 | 745.88 | 20.51% | -0.855 | 0.018 | -0.082 | 0.145 | Login To Trade |
0.145 | -0.094 | 0.015 | 0.145 | 23.44% | 576.23 | 9.21 | 11.90% | 1.10 | 302.50PCR: 0.23 | 17.00 | 49.35% | 2.14 | 0.00 | 17.58% | -0.923 | 0.013 | -0.045 | 0.092 | Login To Trade |
0.118 | -0.077 | 0.013 | 0.108 | 23.44% | 1,491.75 | 31.82 | 9.03% | 0.85 | 305PCR: 0.23 | 16.40 | 99.00% | 7.43 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.104 | -0.070 | 0.011 | 0.091 | 24.41% | 61.43 | 4.74 | 7.65% | 0.65 | 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 |
0.092 | -0.065 | 0.009 | 0.077 | 25.39% | 716.63 | 35.95 | 6.54% | 0.50 | 310PCR: 0.81 | 24.40 | 50.69% | 29.13 | 11.70 | 15.63% | -0.991 | 0.003 | -0.007 | 0.016 | Login To Trade |
0.076 | -0.054 | 0.007 | 0.061 | 25.39% | 137.48 | 4.91 | 5.14% | 0.45 | 312.50PCR: 0.13 | 21.20 | 99.00% | 0.61 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.072 | -0.055 | 0.007 | 0.057 | 27.34% | 544.05 | 11.93 | 4.80% | 0.40 | 315PCR: 0.03 | 26.25 | 99.00% | 0.35 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.060 | -0.046 | 0.005 | 0.045 | 27.34% | 49.73 | 1.81 | 3.82% | 0.30 | 317.50PCR: 0.03 | 20.80 | 99.00% | 0.06 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.046 | -0.035 | 0.004 | 0.033 | 27.34% | 1,014.98 | 23.34 | 2.77% | 0.25 | 320PCR: 0.21 | 29.85 | 99.00% | 5.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.063 | -0.056 | 0.005 | 0.048 | 32.23% | 0.00 | 1.17 | 3.96% | 0.40 | 322.50PCR: 0.10 | 23.65 | 99.00% | 0.12 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.048 | -0.041 | 0.004 | 0.034 | 31.25% | 272.03 | 6.35 | 2.82% | 0.25 | 325PCR: 0.01 | 23.45 | 99.00% | 0.09 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.040 | -0.037 | 0.003 | 0.027 | 33.20% | 470.93 | 19.83 | 2.25% | 0.20 | 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
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