ICICI Bank - Statistics
Latest ICICI Bank Options
ICICI Bank 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 | |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,140PCR: -- | 0.10 | 0.56% | 0.11 | 0.00 | 70.31% | -0.004 | 0.000 | -0.168 | 0.019 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,160PCR: -- | 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 | 1,180PCR: -- | 0.05 | 0.00% | 0.01 | 0.70 | 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 | 1,200PCR: -- | 0.10 | 0.50% | 0.75 | 12.60 | 50.78% | -0.004 | 0.000 | -0.117 | 0.018 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,220PCR: -- | 0.05 | 0.01% | 1.19 | 1.40 | 31.25% | -0.000 | 0.000 | -0.002 | 0.001 | Login To Trade |
0.164 | -1.334 | 0.001 | 0.943 | 64.94% | 0.00 | 0.20 | 47.67% | 140.00 | 1,240PCR: 4.89 | 0.05 | 0.07% | 0.96 | 40.60 | 31.25% | -0.001 | 0.000 | -0.012 | 0.003 | Login To Trade |
0.406 | -6.082 | 0.002 | 0.798 | 119.87% | 0.00 | 0.02 | 42.77% | 148.00 | 1,250PCR: 46.33 | 0.05 | 0.16% | 0.97 | 17.50 | 31.25% | -0.001 | 0.000 | -0.027 | 0.007 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.70 | 0.17 | 99.00% | 111.00 | 1,260PCR: 10.38 | 0.05 | 0.33% | 1.74 | 70.70 | 31.25% | -0.003 | 0.000 | -0.052 | 0.013 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,270PCR: -- | 0.10 | 0.69% | 0.88 | 11.20 | 31.25% | -0.006 | 0.000 | -0.100 | 0.026 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.70 | 0.08 | 99.00% | 97.50 | 1,280PCR: 16.08 | 0.15 | 1.27% | 1.35 | 79.80 | 31.25% | -0.012 | 0.001 | -0.173 | 0.044 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 81.55 | 1,290PCR: 50.00 | 0.15 | 1.15% | 0.70 | 27.30 | 27.34% | -0.011 | 0.001 | -0.140 | 0.041 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 141.40 | 3.62 | 99.00% | 76.15 | 1,300PCR: 1.93 | 0.20 | 1.48% | 6.97 | 627.90 | 25.39% | -0.014 | 0.001 | -0.163 | 0.051 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 2.10 | 0.28 | 99.00% | 66.00 | 1,310PCR: 10.80 | 0.15 | 1.33% | 3.02 | 153.30 | 21.48% | -0.013 | 0.001 | -0.127 | 0.047 | Login To Trade |
0.092 | -0.248 | 0.002 | 0.972 | 21.48% | 12.60 | 0.69 | 49.17% | 58.00 | 1,320PCR: 16.56 | 0.20 | 1.83% | 11.47 | 980.70 | 19.53% | -0.018 | 0.002 | -0.154 | 0.063 | Login To Trade |
0.354 | -1.522 | 0.005 | 0.838 | 34.42% | 0.70 | 0.78 | 45.84% | 51.50 | 1,330PCR: 4.38 | 0.40 | 3.58% | 3.43 | 1,066.80 | 18.55% | -0.035 | 0.003 | -0.262 | 0.113 | Login To Trade |
0.171 | -0.364 | 0.005 | 0.941 | 17.09% | 60.90 | 0.80 | 48.59% | 38.35 | 1,340PCR: 9.71 | 0.55 | 5.31% | 7.75 | 1,384.60 | 16.60% | -0.054 | 0.005 | -0.327 | 0.158 | Login To Trade |
0.207 | -0.353 | 0.007 | 0.924 | 13.67% | 1,091.30 | 3.13 | 48.30% | 28.20 | 1,350PCR: 3.37 | 1.10 | 9.48% | 10.54 | 4,043.90 | 15.14% | -0.101 | 0.008 | -0.482 | 0.255 | Login To Trade |
0.320 | -0.459 | 0.013 | 0.861 | 11.47% | 2,406.60 | 6.81 | 46.87% | 19.30 | 1,360PCR: 1.47 | 2.10 | 16.14% | 10.02 | 7,171.50 | 13.92% | -0.184 | 0.013 | -0.668 | 0.384 | Login To Trade |
0.532 | -0.885 | 0.019 | 0.653 | 13.31% | 5,146.40 | 7.76 | 40.47% | 11.70 | 1,370PCR: 1.16 | 4.45 | 26.88% | 8.96 | 11,249.00 | 13.18% | -0.346 | 0.019 | -0.876 | 0.532 | Login To Trade |
0.571 | -0.984 | 0.020 | 0.451 | 13.79% | 15,134.70 | 18.03 | 31.80% | 6.60 | 1,380PCR: 0.79 | 9.45 | 37.00% | 14.23 | 5,141.50 | 14.04% | -0.548 | 0.020 | -1.002 | 0.571 | Login To Trade |
0.489 | -0.917 | 0.016 | 0.284 | 15.01% | 10,436.30 | 21.62 | 22.34% | 3.80 | 1,390PCR: 0.32 | 16.20 | 42.92% | 6.91 | 1,279.60 | 15.63% | -0.704 | 0.015 | -0.974 | 0.499 | Login To Trade |
0.379 | -0.798 | 0.011 | 0.180 | 16.85% | 12,646.90 | 51.04 | 15.18% | 2.35 | 1,400PCR: 0.36 | 25.00 | 46.11% | 18.17 | 1,599.50 | 17.82% | -0.803 | 0.011 | -0.892 | 0.401 | Login To Trade |
0.292 | -0.696 | 0.007 | 0.122 | 19.04% | 5,604.20 | 25.10 | 10.74% | 1.55 | 1,410PCR: 0.38 | 34.50 | 48.30% | 9.53 | 340.90 | 18.55% | -0.887 | 0.007 | -0.639 | 0.276 | Login To Trade |
0.218 | -0.558 | 0.005 | 0.082 | 20.51% | 4,815.30 | 28.88 | 7.35% | 1.10 | 1,420PCR: 0.19 | 42.50 | 49.93% | 5.54 | 145.60 | 14.65% | -0.975 | 0.003 | -0.153 | 0.084 | Login To Trade |
0.161 | -0.451 | 0.003 | 0.055 | 22.46% | 1,727.60 | 14.53 | 5.02% | 0.75 | 1,430PCR: 0.31 | 52.80 | 50.16% | 4.56 | 81.90 | 7.81% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.132 | -0.402 | 0.003 | 0.043 | 24.41% | 1,860.60 | 13.11 | 3.92% | 0.60 | 1,440PCR: 0.28 | 62.25 | 50.44% | 3.69 | 135.10 | 3.91% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.120 | -0.409 | 0.002 | 0.038 | 27.34% | 1,963.50 | 20.76 | 3.48% | 0.55 | 1,450PCR: 0.21 | 72.00 | 99.00% | 4.26 | 107.80 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.099 | -0.362 | 0.002 | 0.030 | 29.30% | 682.50 | 10.21 | 2.76% | 0.45 | 1,460PCR: 0.08 | 82.35 | 50.24% | 0.84 | 23.80 | 15.63% | -1.000 | 0.000 | -0.002 | 0.001 | Login To Trade |
0.062 | -0.227 | 0.001 | 0.017 | 29.30% | 438.20 | 5.50 | 1.59% | 0.25 | 1,470PCR: 0.71 | 75.70 | 99.00% | 3.93 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.063 | -0.252 | 0.001 | 0.018 | 32.23% | 140.00 | 4.38 | 1.59% | 0.30 | 1,480PCR: 0.06 | 103.00 | 50.25% | 0.26 | 2.80 | 37.11% | -0.966 | 0.001 | -0.505 | 0.109 | Login To Trade |
0.061 | -0.267 | 0.001 | 0.017 | 35.16% | 81.90 | 1.81 | 1.53% | 0.30 | 1,490PCR: 0.07 | 94.90 | 99.00% | 0.12 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.042 | -0.183 | 0.001 | 0.011 | 35.16% | 1,039.50 | 23.72 | 0.98% | 0.20 | 1,500PCR: 0.03 | 122.85 | 50.49% | 0.69 | 6.30 | 41.02% | -0.975 | 0.001 | -0.433 | 0.084 | Login To Trade |
0.027 | -0.117 | 0.000 | 0.007 | 35.16% | 135.10 | 11.73 | 0.59% | 0.10 | 1,510PCR: 0.00 | 76.20 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.017 | -0.075 | 0.000 | 0.004 | 35.16% | 15.40 | 0.78 | 0.36% | 0.10 | 1,520PCR: 0.01 | 90.30 | 99.00% | 0.01 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.030 | -0.154 | 0.000 | 0.008 | 41.02% | 53.20 | 0.88 | 0.67% | 0.15 | 1,530PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.015 | -0.071 | 0.000 | 0.003 | 39.06% | 36.40 | 0.88 | 0.29% | 0.10 | 1,540PCR: 0.07 | 155.10 | 99.00% | 0.06 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.019 | -0.104 | 0.000 | 0.005 | 42.97% | 0.00 | 0.04 | 0.40% | 0.10 | 1,550PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.032 | -0.195 | 0.000 | 0.008 | 48.83% | 1.40 | 0.40 | 0.70% | 0.20 | 1,560PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.013 | -0.073 | 0.000 | 0.003 | 46.88% | 0.70 | 0.32 | 0.24% | 0.10 | 1,580PCR: 0.00 | 0.00 | 99.00% | 0.00 | 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% | 22.40 | 1.32 | 0.00% | 0.05 | 1,600PCR: 0.02 | 235.00 | 49.85% | 0.03 | 0.00 | 126.46% | -0.856 | 0.001 | -5.166 | 0.327 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 1,620PCR: -- | 0.00 | 99.00% | 0.00 | 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% | 7.00 | 0.12 | 0.00% | 0.05 | 1,640PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 1,660PCR: -- | 0.00 | 99.00% | 0.00 | 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.