TATA STEEL LIMITED - 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 | |
0.067 | -0.122 | 0.005 | 0.902 | 83.98% | 0.00 | 4.46 | 43.79% | 35.75 | 120PCR: 1.78 | 0.10 | 0.08% | 7.92 | 16.50 | 31.25% | -0.001 | 0.000 | -0.001 | 0.001 | Login To Trade |
0.107 | -0.272 | 0.006 | 0.805 | 117.19% | 0.00 | 3.74 | 39.34% | 34.80 | 125PCR: 2.28 | 0.10 | 1.81% | 8.53 | 247.50 | 39.06% | -0.015 | 0.002 | -0.012 | 0.014 | Login To Trade |
0.058 | -0.064 | 0.008 | 0.919 | 50.78% | 5.50 | 4.02 | 46.01% | 24.90 | 130PCR: 3.52 | 0.20 | 4.40% | 14.14 | 429.00 | 39.06% | -0.037 | 0.005 | -0.026 | 0.031 | Login To Trade |
0.087 | -0.100 | 0.011 | 0.857 | 52.73% | 5.50 | 5.72 | 44.38% | 20.65 | 135PCR: 3.82 | 0.30 | 5.78% | 21.84 | 2,953.50 | 33.20% | -0.051 | 0.008 | -0.029 | 0.041 | Login To Trade |
0.053 | -0.040 | 0.010 | 0.929 | 35.16% | 0.00 | 0.72 | 47.01% | 18.60 | 136PCR: 4.69 | 0.35 | 6.75% | 3.36 | 770.00 | 33.20% | -0.061 | 0.009 | -0.034 | 0.047 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 137.50PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.059 | -0.036 | 0.014 | 0.918 | 28.32% | 126.50 | 15.73 | 47.06% | 14.60 | 140PCR: 3.52 | 0.60 | 10.65% | 55.44 | 6,946.50 | 31.25% | -0.102 | 0.015 | -0.047 | 0.069 | Login To Trade |
0.064 | -0.035 | 0.017 | 0.907 | 25.39% | 110.00 | 2.31 | 47.03% | 12.60 | 142PCR: 2.14 | 0.80 | 13.15% | 4.95 | 550.00 | 30.27% | -0.131 | 0.018 | -0.054 | 0.082 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 142.50PCR: -- | 0.85 | 14.18% | 1.60 | 236.50 | 30.27% | -0.142 | 0.019 | -0.057 | 0.087 | Login To Trade |
0.101 | -0.060 | 0.025 | 0.822 | 27.34% | 99.00 | 17.05 | 44.55% | 10.20 | 145PCR: 3.29 | 1.20 | 17.40% | 56.16 | 7,133.50 | 28.32% | -0.186 | 0.024 | -0.064 | 0.104 | Login To Trade |
0.110 | -0.065 | 0.027 | 0.796 | 27.34% | 104.50 | 0.55 | 44.07% | 9.40 | 146PCR: 10.70 | 1.35 | 19.44% | 5.89 | 830.50 | 28.32% | -0.211 | 0.026 | -0.069 | 0.112 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 147.50PCR: -- | 1.70 | 22.38% | 1.87 | 407.00 | 27.83% | -0.254 | 0.030 | -0.075 | 0.124 | Login To Trade |
0.125 | -0.072 | 0.032 | 0.743 | 26.37% | 159.50 | 0.99 | 42.24% | 7.85 | 148PCR: 6.89 | 1.80 | 22.97% | 6.82 | 1,292.50 | 27.34% | -0.264 | 0.031 | -0.075 | 0.127 | Login To Trade |
0.133 | -0.075 | 0.034 | 0.709 | 25.88% | 192.50 | 3.69 | 41.29% | 7.00 | 149PCR: 2.55 | 2.10 | 25.34% | 9.41 | 1,199.00 | 27.34% | -0.300 | 0.033 | -0.080 | 0.134 | Login To Trade |
0.140 | -0.080 | 0.035 | 0.673 | 26.37% | 3,701.50 | 40.15 | 40.16% | 6.40 | 150PCR: 2.43 | 2.30 | 27.38% | 97.74 | 14,250.50 | 26.86% | -0.332 | 0.035 | -0.082 | 0.140 | Login To Trade |
0.146 | -0.084 | 0.037 | 0.633 | 26.37% | 258.50 | 2.59 | 38.60% | 5.75 | 151PCR: 2.70 | 2.70 | 29.20% | 6.99 | 3,542.00 | 26.37% | -0.366 | 0.037 | -0.084 | 0.146 | Login To Trade |
0.149 | -0.083 | 0.039 | 0.601 | 25.39% | 792.00 | 3.52 | 37.40% | 5.05 | 152PCR: 2.17 | 2.95 | 31.26% | 7.65 | 2,744.50 | 25.88% | -0.401 | 0.039 | -0.084 | 0.150 | Login To Trade |
0.151 | -0.084 | 0.040 | 0.581 | 25.39% | 1,611.50 | 4.57 | 36.46% | 4.75 | 152.50PCR: 3.13 | 3.30 | 32.38% | 14.30 | 3,311.00 | 26.37% | -0.424 | 0.038 | -0.087 | 0.151 | Login To Trade |
0.153 | -0.084 | 0.040 | 0.558 | 25.39% | 4,691.50 | 6.88 | 35.45% | 4.50 | 153PCR: 2.56 | 3.45 | 33.36% | 17.60 | 8,574.50 | 25.88% | -0.443 | 0.039 | -0.086 | 0.153 | Login To Trade |
153.12 | |||||||||||||||||||
0.154 | -0.082 | 0.042 | 0.520 | 24.41% | 6,908.00 | 15.68 | 33.74% | 3.90 | 154PCR: 0.82 | 3.95 | 35.30% | 12.87 | 7,914.50 | 26.37% | -0.480 | 0.039 | -0.088 | 0.154 | Login To Trade |
0.154 | -0.085 | 0.041 | 0.477 | 25.39% | 17,693.50 | 58.63 | 31.83% | 3.50 | 155PCR: 0.69 | 4.40 | 37.08% | 40.65 | 8,965.00 | 25.39% | -0.523 | 0.041 | -0.085 | 0.154 | Login To Trade |
0.152 | -0.081 | 0.042 | 0.436 | 24.41% | 15,053.50 | 43.51 | 29.70% | 3.00 | 156PCR: 0.27 | 4.90 | 38.79% | 11.72 | 3,718.00 | 25.39% | -0.560 | 0.040 | -0.084 | 0.153 | Login To Trade |
0.149 | -0.081 | 0.040 | 0.395 | 24.90% | 9,817.50 | 17.16 | 27.72% | 2.60 | 157PCR: 0.74 | 5.55 | 40.47% | 12.65 | 2,403.50 | 25.39% | -0.602 | 0.039 | -0.082 | 0.149 | Login To Trade |
0.146 | -0.078 | 0.040 | 0.373 | 24.41% | 3,476.00 | 7.26 | 26.39% | 2.40 | 157.50PCR: 0.45 | 5.95 | 41.05% | 3.25 | 357.50 | 25.88% | -0.619 | 0.038 | -0.083 | 0.147 | Login To Trade |
0.144 | -0.077 | 0.039 | 0.356 | 24.41% | 21,114.50 | 102.41 | 25.44% | 2.25 | 158PCR: 0.08 | 6.10 | 41.80% | 8.64 | 638.00 | 24.90% | -0.641 | 0.039 | -0.078 | 0.145 | Login To Trade |
0.138 | -0.075 | 0.037 | 0.320 | 24.90% | 16,808.00 | 88.83 | 23.39% | 1.95 | 159PCR: 0.03 | 6.80 | 43.14% | 2.42 | 440.00 | 24.41% | -0.684 | 0.038 | -0.073 | 0.138 | Login To Trade |
0.133 | -0.073 | 0.035 | 0.291 | 25.39% | 37,598.00 | 237.60 | 21.80% | 1.70 | 160PCR: 0.18 | 7.50 | 44.27% | 42.08 | 1,716.00 | 24.90% | -0.713 | 0.035 | -0.071 | 0.132 | Login To Trade |
0.123 | -0.067 | 0.033 | 0.252 | 24.90% | 1,435.50 | 6.00 | 19.23% | 1.45 | 161PCR: 0.56 | 8.40 | 45.12% | 3.36 | 275.00 | 25.39% | -0.744 | 0.033 | -0.069 | 0.125 | Login To Trade |
0.117 | -0.065 | 0.031 | 0.228 | 25.39% | 1,985.50 | 8.80 | 17.65% | 1.25 | 162PCR: 0.51 | 9.05 | 46.26% | 4.51 | 341.00 | 25.39% | -0.772 | 0.031 | -0.065 | 0.117 | Login To Trade |
0.112 | -0.062 | 0.029 | 0.212 | 25.39% | 638.00 | 2.59 | 16.64% | 1.10 | 162.50PCR: 0.64 | 9.15 | 47.37% | 1.65 | 49.50 | 21.48% | -0.830 | 0.030 | -0.046 | 0.098 | Login To Trade |
0.108 | -0.059 | 0.028 | 0.198 | 25.39% | 1,705.00 | 19.25 | 15.56% | 1.05 | 163PCR: 0.11 | 9.80 | 47.37% | 2.15 | 82.50 | 24.41% | -0.812 | 0.029 | -0.055 | 0.104 | Login To Trade |
0.100 | -0.055 | 0.026 | 0.174 | 25.39% | 1,083.50 | 10.07 | 13.86% | 0.90 | 164PCR: 0.24 | 10.70 | 47.69% | 2.42 | 159.50 | 25.39% | -0.826 | 0.026 | -0.055 | 0.100 | Login To Trade |
0.094 | -0.054 | 0.024 | 0.159 | 26.37% | 9,003.50 | 99.06 | 12.76% | 0.80 | 165PCR: 0.17 | 11.70 | 48.14% | 17.33 | 401.50 | 26.37% | -0.841 | 0.024 | -0.054 | 0.094 | Login To Trade |
0.086 | -0.049 | 0.022 | 0.139 | 26.37% | 2,073.50 | 15.24 | 11.26% | 0.70 | 166PCR: 0.02 | 9.85 | 99.00% | 0.33 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.069 | -0.038 | 0.018 | 0.102 | 25.39% | 137.50 | 0.94 | 8.40% | 0.50 | 167.50PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.066 | -0.039 | 0.016 | 0.095 | 27.34% | 797.50 | 2.97 | 7.83% | 0.45 | 169PCR: 0.19 | 15.10 | 50.25% | 0.55 | 0.00 | 23.44% | -0.938 | 0.013 | -0.024 | 0.047 | Login To Trade |
0.059 | -0.035 | 0.014 | 0.083 | 27.34% | 15,367.00 | 75.19 | 6.85% | 0.35 | 170PCR: 0.42 | 16.50 | 49.32% | 31.30 | 154.00 | 31.25% | -0.886 | 0.016 | -0.051 | 0.075 | Login To Trade |
0.046 | -0.027 | 0.011 | 0.059 | 27.34% | 258.50 | 8.69 | 4.92% | 0.30 | 172PCR: 0.01 | 12.60 | 99.00% | 0.06 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.035 | -0.021 | 0.009 | 0.042 | 27.34% | 1,050.50 | 28.60 | 3.49% | 0.20 | 174PCR: 0.09 | 18.25 | 99.00% | 2.70 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.037 | -0.024 | 0.009 | 0.046 | 29.30% | 1,078.00 | 2.53 | 3.80% | 0.20 | 175PCR: 0.02 | 19.50 | 99.00% | 0.06 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.024 | -0.016 | 0.005 | 0.026 | 31.25% | 3,723.50 | 40.26 | 2.17% | 0.10 | 180PCR: 0.11 | 24.65 | 99.00% | 4.46 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.018 | -0.012 | 0.004 | 0.019 | 31.25% | 539.00 | 9.85 | 1.53% | 0.05 | 182PCR: 0.03 | 25.80 | 99.00% | 0.28 | 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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