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 | 1,180PCR: -- | 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 | 1,200PCR: -- | 0.20 | 0.84% | 1.44 | 0.00 | 31.25% | -0.007 | 0.000 | -0.053 | 0.061 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,220PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.463 | -0.574 | 0.001 | 0.921 | 44.68% | 0.00 | 0.03 | 46.56% | 185.00 | 1,240PCR: 4.25 | 0.25 | 0.87% | 0.12 | 3.50 | 25.39% | -0.008 | 0.000 | -0.046 | 0.066 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.19 | 99.00% | 150.00 | 1,260PCR: 1.41 | 0.20 | 0.88% | 0.27 | 2.80 | 22.46% | -0.008 | 0.000 | -0.042 | 0.068 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,270PCR: -- | 0.40 | 1.66% | 0.01 | 0.00 | 23.44% | -0.015 | 0.001 | -0.077 | 0.118 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 137.40 | 1,280PCR: 364.00 | 0.25 | 1.20% | 2.55 | 27.30 | 20.51% | -0.011 | 0.000 | -0.051 | 0.090 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,290PCR: -- | 0.65 | 2.78% | 2.26 | 0.00 | 22.46% | -0.025 | 0.001 | -0.116 | 0.186 | Login To Trade |
0.270 | -0.172 | 0.001 | 0.960 | 22.95% | 4.20 | 1.27 | 48.32% | 121.00 | 1,300PCR: 5.32 | 0.45 | 2.17% | 6.78 | 121.10 | 19.53% | -0.020 | 0.001 | -0.083 | 0.153 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,310PCR: -- | 0.60 | 2.86% | 0.71 | 11.20 | 19.04% | -0.027 | 0.001 | -0.103 | 0.194 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.26 | 99.00% | 85.20 | 1,320PCR: 13.30 | 0.60 | 3.15% | 3.44 | 57.40 | 17.58% | -0.030 | 0.001 | -0.104 | 0.212 | Login To Trade |
0.451 | -0.263 | 0.002 | 0.924 | 21.00% | 0.70 | 0.70 | 47.66% | 92.65 | 1,330PCR: 2.52 | 0.85 | 4.19% | 1.76 | 109.90 | 17.09% | -0.040 | 0.002 | -0.129 | 0.272 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 25.90 | 0.35 | 99.00% | 79.00 | 1,340PCR: 7.10 | 1.10 | 5.24% | 2.49 | 259.00 | 16.11% | -0.051 | 0.002 | -0.148 | 0.331 | Login To Trade |
0.378 | -0.156 | 0.003 | 0.940 | 14.89% | 76.30 | 1.05 | 48.32% | 71.50 | 1,350PCR: 3.73 | 1.45 | 6.97% | 3.91 | 490.70 | 15.63% | -0.069 | 0.003 | -0.183 | 0.421 | Login To Trade |
0.535 | -0.223 | 0.004 | 0.904 | 15.01% | 86.80 | 0.67 | 47.53% | 61.95 | 1,360PCR: 5.60 | 2.05 | 9.17% | 3.77 | 457.10 | 14.89% | -0.094 | 0.004 | -0.218 | 0.528 | Login To Trade |
0.668 | -0.272 | 0.005 | 0.870 | 14.65% | 52.50 | 0.59 | 46.68% | 53.40 | 1,370PCR: 5.92 | 2.75 | 11.61% | 3.48 | 622.30 | 14.16% | -0.122 | 0.004 | -0.252 | 0.640 | Login To Trade |
0.773 | -0.286 | 0.006 | 0.838 | 13.31% | 481.60 | 1.81 | 46.00% | 43.95 | 1,380PCR: 4.69 | 3.95 | 15.27% | 8.50 | 1,456.00 | 13.67% | -0.168 | 0.006 | -0.301 | 0.793 | Login To Trade |
0.944 | -0.343 | 0.007 | 0.776 | 13.06% | 685.30 | 3.79 | 44.22% | 35.70 | 1,390PCR: 1.69 | 5.60 | 19.69% | 6.43 | 1,252.30 | 13.31% | -0.228 | 0.007 | -0.352 | 0.954 | Login To Trade |
1.099 | -0.391 | 0.009 | 0.699 | 12.82% | 6,402.90 | 20.77 | 41.72% | 27.80 | 1,400PCR: 1.08 | 8.10 | 24.63% | 22.39 | 3,709.30 | 12.94% | -0.303 | 0.009 | -0.396 | 1.102 | Login To Trade |
1.212 | -0.428 | 0.010 | 0.607 | 12.70% | 6,129.90 | 13.29 | 38.39% | 21.60 | 1,410PCR: 0.95 | 11.30 | 29.82% | 12.59 | 2,806.30 | 12.70% | -0.393 | 0.010 | -0.428 | 1.212 | Login To Trade |
1.258 | -0.435 | 0.010 | 0.509 | 12.45% | 8,968.40 | 25.03 | 34.18% | 15.85 | 1,420PCR: 0.36 | 15.80 | 34.99% | 8.90 | 1,669.50 | 12.45% | -0.495 | 0.010 | -0.435 | 1.258 | Login To Trade |
1.225 | -0.426 | 0.010 | 0.409 | 12.51% | 3,798.90 | 19.18 | 29.30% | 11.45 | 1,430PCR: 0.30 | 21.10 | 39.12% | 5.73 | 373.10 | 12.51% | -0.591 | 0.010 | -0.426 | 1.225 | Login To Trade |
1.122 | -0.392 | 0.009 | 0.316 | 12.57% | 2,780.40 | 12.01 | 24.06% | 8.00 | 1,440PCR: 0.39 | 27.60 | 42.89% | 4.72 | 193.90 | 12.21% | -0.694 | 0.009 | -0.375 | 1.106 | Login To Trade |
0.971 | -0.342 | 0.008 | 0.236 | 12.70% | 3,010.70 | 17.22 | 18.88% | 5.50 | 1,450PCR: 0.56 | 35.00 | 45.23% | 9.67 | 123.90 | 12.57% | -0.766 | 0.008 | -0.337 | 0.966 | Login To Trade |
0.797 | -0.287 | 0.006 | 0.170 | 12.94% | 1,195.60 | 8.04 | 14.22% | 3.65 | 1,460PCR: 0.14 | 42.75 | 47.70% | 1.11 | 65.10 | 11.47% | -0.861 | 0.006 | -0.223 | 0.700 | Login To Trade |
0.642 | -0.235 | 0.005 | 0.123 | 13.18% | 522.20 | 6.13 | 10.63% | 2.50 | 1,470PCR: 0.51 | 51.85 | 48.42% | 3.12 | 22.40 | 12.70% | -0.886 | 0.005 | -0.214 | 0.608 | Login To Trade |
0.522 | -0.202 | 0.004 | 0.092 | 13.92% | 244.30 | 3.90 | 8.12% | 1.80 | 1,480PCR: 0.34 | 61.55 | 49.25% | 1.33 | 69.30 | 12.94% | -0.924 | 0.004 | -0.162 | 0.452 | Login To Trade |
0.420 | -0.168 | 0.003 | 0.069 | 14.40% | 153.30 | 4.57 | 6.15% | 1.35 | 1,490PCR: 0.09 | 87.30 | 44.95% | 0.41 | 0.00 | 34.06% | -0.724 | 0.003 | -0.997 | 1.054 | Login To Trade |
0.341 | -0.143 | 0.002 | 0.053 | 15.14% | 644.00 | 15.53 | 4.73% | 1.15 | 1,500PCR: 0.15 | 80.50 | 99.00% | 2.39 | 21.70 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.273 | -0.119 | 0.002 | 0.040 | 15.63% | 48.30 | 3.86 | 3.61% | 0.80 | 1,510PCR: 0.00 | 98.80 | 47.40% | 0.01 | 0.00 | 29.54% | -0.816 | 0.003 | -0.688 | 0.839 | Login To Trade |
0.235 | -0.108 | 0.001 | 0.034 | 16.60% | 21.00 | 3.62 | 3.01% | 0.65 | 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 |
0.188 | -0.089 | 0.001 | 0.025 | 17.09% | 77.00 | 4.77 | 2.29% | 0.55 | 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 |
0.168 | -0.085 | 0.001 | 0.022 | 18.07% | 26.60 | 1.08 | 2.00% | 0.45 | 1,540PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.120 | -0.060 | 0.001 | 0.015 | 18.07% | 18.90 | 1.39 | 1.34% | 0.30 | 1,550PCR: 0.19 | 132.00 | 50.18% | 0.27 | 2.10 | 24.17% | -0.946 | 0.001 | -0.231 | 0.345 | Login To Trade |
0.125 | -0.068 | 0.001 | 0.016 | 19.53% | 0.00 | 1.06 | 1.40% | 0.30 | 1,560PCR: 0.01 | 132.95 | 99.00% | 0.01 | 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 | 1,580PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.118 | -0.080 | 0.001 | 0.015 | 24.41% | 51.10 | 2.24 | 1.27% | 0.35 | 1,600PCR: 0.03 | 171.00 | 99.00% | 0.06 | 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 | 1,620PCR: -- | 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 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 1,640PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.047 | -0.041 | 0.000 | 0.005 | 31.25% | 0.00 | 0.13 | 0.42% | 0.20 | 1,700PCR: 0.05 | 247.00 | 99.00% | 0.01 | 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.