ICICI BANK LTD. - Statistics
Latest ICICI BANK LTD. Options
ICICI BANK LTD. 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 | |
0.532 | -1.050 | 0.001 | 0.912 | 91.19% | 0.00 | 0.01 | 43.69% | 343.00 | 1,000PCR: 76.00 | 0.45 | 1.20% | 0.53 | 0.70 | 48.83% | -0.009 | 0.000 | -0.084 | 0.079 | Login To Trade |
0.687 | -1.046 | 0.001 | 0.875 | 70.31% | 0.00 | 0.27 | 43.84% | 243.05 | 1,100PCR: 12.08 | 0.90 | 2.43% | 3.21 | 83.30 | 37.11% | -0.020 | 0.000 | -0.129 | 0.161 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 75.70 | 1,160PCR: 125.00 | 1.30 | 3.79% | 0.88 | 58.10 | 29.79% | -0.033 | 0.001 | -0.159 | 0.247 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 67.50 | 1,170PCR: 56.00 | 1.50 | 4.16% | 0.78 | 56.70 | 28.81% | -0.037 | 0.001 | -0.168 | 0.270 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,180PCR: -- | 1.70 | 4.78% | 2.70 | 357.70 | 27.83% | -0.043 | 0.001 | -0.184 | 0.306 | Login To Trade |
0.436 | -0.259 | 0.001 | 0.932 | 27.47% | 4.90 | 0.92 | 47.41% | 130.10 | 1,200PCR: 16.08 | 2.50 | 6.81% | 14.75 | 835.10 | 26.86% | -0.063 | 0.001 | -0.242 | 0.415 | Login To Trade |
0.990 | -1.128 | 0.002 | 0.780 | 52.61% | 0.00 | 0.01 | 42.07% | 142.00 | 1,210PCR: 127.00 | 2.80 | 7.56% | 1.78 | 196.00 | 25.88% | -0.071 | 0.002 | -0.255 | 0.456 | Login To Trade |
0.989 | -1.008 | 0.002 | 0.780 | 47.06% | 0.00 | 0.39 | 42.38% | 128.35 | 1,220PCR: 6.70 | 3.40 | 8.93% | 2.63 | 579.60 | 25.15% | -0.086 | 0.002 | -0.286 | 0.525 | Login To Trade |
0.975 | -0.874 | 0.002 | 0.785 | 41.38% | 0.00 | 0.20 | 42.87% | 116.00 | 1,230PCR: 7.18 | 4.05 | 10.24% | 1.41 | 134.40 | 24.54% | -0.101 | 0.002 | -0.314 | 0.590 | Login To Trade |
0.972 | -0.760 | 0.002 | 0.786 | 36.13% | 0.00 | 0.45 | 43.19% | 102.60 | 1,240PCR: 4.34 | 5.10 | 12.37% | 1.95 | 198.80 | 24.17% | -0.125 | 0.003 | -0.360 | 0.688 | Login To Trade |
0.792 | -0.419 | 0.003 | 0.846 | 24.41% | 6.30 | 3.23 | 45.52% | 84.95 | 1,250PCR: 2.60 | 6.15 | 14.17% | 8.40 | 854.00 | 23.68% | -0.147 | 0.003 | -0.394 | 0.768 | Login To Trade |
0.871 | -0.438 | 0.003 | 0.822 | 23.19% | 39.90 | 1.21 | 44.89% | 75.00 | 1,260PCR: 2.27 | 7.45 | 16.50% | 2.75 | 468.30 | 23.32% | -0.176 | 0.003 | -0.437 | 0.866 | Login To Trade |
0.969 | -0.487 | 0.004 | 0.788 | 23.19% | 73.50 | 1.53 | 43.93% | 67.85 | 1,270PCR: 2.16 | 9.25 | 18.95% | 3.32 | 613.90 | 22.83% | -0.209 | 0.004 | -0.475 | 0.960 | Login To Trade |
1.054 | -0.501 | 0.004 | 0.753 | 21.97% | 77.00 | 3.36 | 42.92% | 58.40 | 1,280PCR: 2.24 | 11.15 | 21.81% | 7.53 | 1,155.00 | 22.46% | -0.250 | 0.004 | -0.516 | 1.060 | Login To Trade |
1.142 | -0.543 | 0.005 | 0.711 | 21.97% | 14.00 | 0.89 | 41.55% | 51.95 | 1,290PCR: 4.57 | 13.95 | 24.52% | 4.06 | 770.70 | 22.22% | -0.291 | 0.005 | -0.551 | 1.145 | Login To Trade |
1.224 | -0.569 | 0.005 | 0.660 | 21.48% | 462.70 | 5.33 | 39.78% | 44.05 | 1,300PCR: 3.24 | 16.80 | 27.62% | 17.26 | 2,970.10 | 21.97% | -0.342 | 0.005 | -0.583 | 1.226 | Login To Trade |
1.279 | -0.589 | 0.005 | 0.612 | 21.24% | 97.30 | 0.85 | 38.01% | 38.15 | 1,310PCR: 2.72 | 20.20 | 30.27% | 2.30 | 912.80 | 21.48% | -0.389 | 0.005 | -0.596 | 1.280 | Login To Trade |
1.321 | -0.607 | 0.006 | 0.552 | 21.24% | 508.90 | 3.59 | 35.50% | 32.00 | 1,320PCR: 2.11 | 24.50 | 33.28% | 7.59 | 1,924.30 | 21.36% | -0.447 | 0.005 | -0.611 | 1.320 | Login To Trade |
1,320.25 | |||||||||||||||||||
1.333 | -0.606 | 0.006 | 0.501 | 21.00% | 814.80 | 3.47 | 33.24% | 27.10 | 1,330PCR: 1.00 | 29.30 | 35.78% | 3.48 | 1,728.30 | 21.24% | -0.499 | 0.006 | -0.613 | 1.333 | Login To Trade |
1.316 | -0.600 | 0.006 | 0.439 | 21.06% | 1,635.90 | 6.85 | 30.25% | 22.25 | 1,340PCR: 0.98 | 34.45 | 38.45% | 6.74 | 2,204.30 | 21.18% | -0.560 | 0.006 | -0.604 | 1.316 | Login To Trade |
1.279 | -0.573 | 0.005 | 0.387 | 20.69% | 2,240.00 | 12.03 | 27.55% | 18.60 | 1,350PCR: 0.76 | 40.35 | 40.46% | 9.09 | 1,579.20 | 20.94% | -0.611 | 0.005 | -0.581 | 1.281 | Login To Trade |
1.210 | -0.547 | 0.005 | 0.331 | 20.87% | 2,035.60 | 8.72 | 24.34% | 14.75 | 1,360PCR: 0.38 | 46.85 | 42.72% | 3.34 | 832.30 | 20.39% | -0.673 | 0.005 | -0.532 | 1.204 | Login To Trade |
1.133 | -0.506 | 0.005 | 0.284 | 20.63% | 1,091.30 | 4.87 | 21.50% | 11.90 | 1,370PCR: 0.34 | 54.40 | 43.97% | 1.66 | 263.20 | 21.30% | -0.709 | 0.005 | -0.528 | 1.145 | Login To Trade |
1.035 | -0.468 | 0.004 | 0.239 | 20.87% | 1,913.80 | 7.66 | 18.56% | 9.75 | 1,380PCR: 0.18 | 62.20 | 45.60% | 1.41 | 191.10 | 20.87% | -0.763 | 0.004 | -0.466 | 1.031 | Login To Trade |
0.933 | -0.419 | 0.004 | 0.199 | 20.75% | 1,138.90 | 3.58 | 15.87% | 7.50 | 1,390PCR: 0.22 | 69.40 | 46.66% | 0.80 | 77.00 | 20.87% | -0.799 | 0.004 | -0.424 | 0.937 | Login To Trade |
0.821 | -0.373 | 0.004 | 0.163 | 21.00% | 2,533.30 | 17.47 | 13.22% | 6.00 | 1,400PCR: 0.43 | 77.35 | 48.11% | 7.52 | 134.40 | 19.41% | -0.857 | 0.004 | -0.317 | 0.753 | Login To Trade |
0.724 | -0.329 | 0.003 | 0.135 | 21.00% | 698.60 | 2.67 | 11.13% | 4.65 | 1,410PCR: 0.04 | 85.30 | 48.79% | 0.11 | 10.50 | 19.41% | -0.885 | 0.003 | -0.273 | 0.649 | Login To Trade |
0.614 | -0.281 | 0.003 | 0.107 | 21.12% | 1,758.40 | 8.21 | 8.94% | 3.55 | 1,420PCR: 0.07 | 89.90 | 99.00% | 0.60 | 3.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.526 | -0.241 | 0.002 | 0.086 | 21.12% | 778.40 | 3.15 | 7.32% | 2.80 | 1,430PCR: 0.04 | 95.40 | 99.00% | 0.14 | 4.20 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.445 | -0.207 | 0.002 | 0.069 | 21.48% | 737.10 | 4.41 | 5.90% | 2.15 | 1,440PCR: 0.05 | 99.95 | 99.00% | 0.24 | 0.70 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.384 | -0.181 | 0.002 | 0.057 | 21.73% | 594.30 | 5.65 | 4.91% | 1.70 | 1,450PCR: 0.01 | 88.70 | 99.00% | 0.04 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.305 | -0.144 | 0.001 | 0.043 | 21.73% | 564.20 | 2.84 | 3.70% | 1.25 | 1,460PCR: 0.01 | 106.90 | 99.00% | 0.02 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.260 | -0.124 | 0.001 | 0.035 | 21.97% | 205.10 | 2.51 | 3.04% | 1.05 | 1,470PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.202 | -0.096 | 0.001 | 0.026 | 21.97% | 157.50 | 3.70 | 2.24% | 0.70 | 1,480PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.164 | -0.083 | 0.001 | 0.020 | 23.44% | 424.20 | 9.58 | 1.74% | 0.55 | 1,500PCR: 0.01 | 150.00 | 99.00% | 0.10 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.148 | -0.082 | 0.001 | 0.018 | 25.39% | 41.30 | 0.65 | 1.52% | 0.55 | 1,520PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.091 | -0.054 | 0.000 | 0.010 | 27.34% | 7.70 | 0.11 | 0.85% | 0.30 | 1,560PCR: 0.80 | 205.00 | 99.00% | 0.08 | 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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