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 | 1,160PCR: -- | 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: -- | 0.50 | 1.67% | 0.01 | 9.10 | 26.37% | -0.014 | 0.000 | -0.066 | 0.135 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,200PCR: -- | 0.55 | 2.00% | 1.59 | 251.30 | 24.41% | -0.017 | 0.001 | -0.072 | 0.160 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,220PCR: -- | 0.65 | 2.45% | 3.10 | 459.20 | 22.46% | -0.022 | 0.001 | -0.081 | 0.194 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 10.50 | 0.15 | 99.00% | 129.80 | 1,240PCR: 11.95 | 1.00 | 3.37% | 1.84 | 284.20 | 21.00% | -0.031 | 0.001 | -0.101 | 0.259 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 111.45 | 1,250PCR: 274.00 | 1.30 | 4.32% | 1.92 | 502.60 | 20.75% | -0.040 | 0.001 | -0.124 | 0.322 | Login To Trade |
0.136 | -0.038 | 0.001 | 0.986 | 15.14% | 4.20 | 0.22 | 48.97% | 118.00 | 1,260PCR: 10.97 | 1.55 | 5.10% | 2.46 | 405.30 | 20.02% | -0.048 | 0.001 | -0.138 | 0.372 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,270PCR: -- | 2.00 | 6.46% | 0.60 | 220.50 | 19.78% | -0.062 | 0.002 | -0.167 | 0.456 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 81.20 | 1,280PCR: 299.00 | 2.45 | 7.62% | 2.09 | 562.80 | 19.04% | -0.074 | 0.002 | -0.185 | 0.525 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,290PCR: -- | 3.15 | 9.51% | 1.61 | 400.40 | 18.80% | -0.095 | 0.002 | -0.220 | 0.631 | Login To Trade |
0.729 | -0.246 | 0.003 | 0.885 | 18.19% | 161.70 | 1.69 | 46.71% | 81.65 | 1,300PCR: 5.05 | 4.00 | 11.46% | 8.55 | 1,658.30 | 18.31% | -0.117 | 0.003 | -0.249 | 0.736 | Login To Trade |
0.907 | -0.320 | 0.003 | 0.841 | 19.04% | 17.50 | 0.18 | 45.57% | 73.90 | 1,310PCR: 11.38 | 5.10 | 13.80% | 2.07 | 766.50 | 17.94% | -0.145 | 0.003 | -0.284 | 0.854 | Login To Trade |
0.996 | -0.331 | 0.004 | 0.816 | 17.94% | 119.00 | 0.72 | 44.96% | 64.60 | 1,320PCR: 5.66 | 6.45 | 16.48% | 4.08 | 1,708.00 | 17.58% | -0.179 | 0.004 | -0.319 | 0.980 | Login To Trade |
1.105 | -0.352 | 0.005 | 0.782 | 17.21% | 167.30 | 0.89 | 44.03% | 56.00 | 1,330PCR: 4.14 | 8.25 | 19.39% | 3.68 | 1,465.10 | 17.21% | -0.218 | 0.005 | -0.352 | 1.105 | Login To Trade |
1.225 | -0.381 | 0.005 | 0.736 | 16.78% | 987.00 | 1.79 | 42.59% | 48.05 | 1,340PCR: 3.25 | 10.40 | 22.62% | 5.80 | 2,508.80 | 16.91% | -0.266 | 0.005 | -0.385 | 1.229 | Login To Trade |
1.331 | -0.408 | 0.006 | 0.685 | 16.54% | 3,273.20 | 4.59 | 40.92% | 40.90 | 1,350PCR: 2.40 | 13.10 | 25.95% | 11.03 | 4,309.20 | 16.60% | -0.318 | 0.006 | -0.411 | 1.337 | Login To Trade |
1.425 | -0.436 | 0.006 | 0.622 | 16.54% | 4,893.70 | 10.72 | 38.58% | 34.40 | 1,360PCR: 1.04 | 16.40 | 29.41% | 11.17 | 4,386.90 | 16.42% | -0.378 | 0.006 | -0.433 | 1.424 | Login To Trade |
1.479 | -0.450 | 0.006 | 0.559 | 16.42% | 4,352.60 | 7.99 | 36.02% | 28.50 | 1,370PCR: 1.20 | 20.65 | 32.75% | 9.58 | 3,402.00 | 16.36% | -0.440 | 0.006 | -0.448 | 1.478 | Login To Trade |
1.495 | -0.449 | 0.007 | 0.494 | 16.24% | 5,460.70 | 13.76 | 33.09% | 23.40 | 1,380PCR: 0.79 | 25.00 | 35.88% | 10.81 | 1,313.20 | 15.93% | -0.507 | 0.007 | -0.441 | 1.495 | Login To Trade |
1.471 | -0.439 | 0.006 | 0.429 | 16.11% | 2,170.00 | 5.87 | 29.96% | 18.55 | 1,390PCR: 0.45 | 30.70 | 38.67% | 2.65 | 202.30 | 16.05% | -0.572 | 0.006 | -0.437 | 1.471 | Login To Trade |
1.409 | -0.422 | 0.006 | 0.366 | 16.17% | 8,638.00 | 32.40 | 26.54% | 14.90 | 1,400PCR: 0.60 | 36.50 | 41.27% | 19.47 | 744.10 | 15.75% | -0.638 | 0.006 | -0.409 | 1.404 | Login To Trade |
1.316 | -0.394 | 0.006 | 0.307 | 16.17% | 1,577.80 | 8.05 | 23.09% | 11.60 | 1,410PCR: 0.66 | 42.60 | 43.54% | 5.31 | 58.80 | 15.20% | -0.705 | 0.006 | -0.364 | 1.293 | Login To Trade |
1.203 | -0.359 | 0.005 | 0.255 | 16.11% | 3,100.30 | 13.59 | 19.83% | 8.85 | 1,420PCR: 0.49 | 48.85 | 45.79% | 6.59 | 115.50 | 14.04% | -0.780 | 0.006 | -0.288 | 1.109 | Login To Trade |
1.065 | -0.319 | 0.005 | 0.205 | 16.17% | 1,206.10 | 4.99 | 16.45% | 6.85 | 1,430PCR: 0.41 | 58.35 | 46.61% | 2.06 | 36.40 | 15.50% | -0.805 | 0.005 | -0.296 | 1.032 | Login To Trade |
0.932 | -0.282 | 0.004 | 0.166 | 16.36% | 1,179.50 | 5.54 | 13.59% | 5.30 | 1,440PCR: 0.20 | 66.80 | 47.75% | 1.09 | 34.30 | 15.50% | -0.848 | 0.004 | -0.253 | 0.881 | Login To Trade |
0.807 | -0.246 | 0.004 | 0.133 | 16.48% | 1,713.60 | 12.68 | 11.17% | 4.05 | 1,450PCR: 0.30 | 75.25 | 48.80% | 3.84 | 48.30 | 14.89% | -0.893 | 0.003 | -0.191 | 0.692 | Login To Trade |
0.674 | -0.207 | 0.003 | 0.103 | 16.60% | 589.40 | 3.17 | 8.79% | 3.10 | 1,460PCR: 0.12 | 83.85 | 49.60% | 0.38 | 30.10 | 14.16% | -0.931 | 0.003 | -0.130 | 0.495 | Login To Trade |
0.567 | -0.177 | 0.002 | 0.082 | 16.85% | 358.40 | 1.76 | 7.05% | 2.40 | 1,470PCR: 0.00 | 96.00 | 48.93% | 0.01 | 0.00 | 19.17% | -0.888 | 0.003 | -0.253 | 0.713 | Login To Trade |
0.472 | -0.149 | 0.002 | 0.065 | 17.09% | 322.70 | 2.74 | 5.59% | 1.80 | 1,480PCR: 0.18 | 103.25 | 50.15% | 0.48 | 29.40 | 15.14% | -0.957 | 0.002 | -0.096 | 0.341 | Login To Trade |
0.407 | -0.132 | 0.002 | 0.053 | 17.58% | 500.50 | 3.13 | 4.63% | 1.45 | 1,490PCR: 0.00 | 127.95 | 47.09% | 0.01 | 0.00 | 35.03% | -0.780 | 0.002 | -0.719 | 1.108 | Login To Trade |
0.349 | -0.117 | 0.001 | 0.044 | 18.07% | 1,256.50 | 11.19 | 3.83% | 1.15 | 1,500PCR: 0.10 | 121.50 | 99.00% | 1.11 | 18.20 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.235 | -0.081 | 0.001 | 0.027 | 18.55% | 195.30 | 1.39 | 2.37% | 0.70 | 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 |
0.175 | -0.064 | 0.001 | 0.019 | 19.53% | 112.00 | 0.85 | 1.66% | 0.55 | 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 |
0.000 | 0.000 | 0.000 | 0.000 | 0.00% | 0.00 | 0.00 | 0.00% | 0.00 | 1,560PCR: -- | 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 | 1,580PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.127 | -0.058 | 0.000 | 0.013 | 24.41% | 140.70 | 1.74 | 1.10% | 0.40 | 1,600PCR: 0.00 | 240.00 | 49.47% | 0.01 | 0.00 | 53.96% | -0.828 | 0.001 | -0.953 | 0.954 | 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.