ICICI Bank - 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 | |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.02 | 99.00% | 295.00 | 1,000PCR: 74.00 | 0.50 | 1.29% | 1.55 | 61.60 | 57.62% | -0.010 | 0.000 | -0.130 | 0.068 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,070PCR: -- | 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 | 1,080PCR: -- | 1.40 | 3.27% | 0.20 | 6.30 | 49.80% | -0.027 | 0.001 | -0.272 | 0.164 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,090PCR: -- | 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 | 0.27 | 99.00% | 199.00 | 1,100PCR: 14.61 | 1.30 | 3.21% | 3.89 | 454.30 | 44.92% | -0.027 | 0.001 | -0.246 | 0.164 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,110PCR: -- | 1.25 | 3.29% | 0.18 | 9.10 | 42.97% | -0.028 | 0.001 | -0.242 | 0.169 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,120PCR: -- | 1.40 | 3.77% | 2.28 | 206.50 | 41.99% | -0.032 | 0.001 | -0.268 | 0.191 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,130PCR: -- | 1.55 | 4.08% | 0.96 | 64.40 | 40.53% | -0.035 | 0.001 | -0.279 | 0.207 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,140PCR: -- | 2.00 | 5.01% | 1.73 | 157.50 | 40.28% | -0.044 | 0.001 | -0.332 | 0.247 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,150PCR: -- | 2.40 | 5.87% | 5.15 | 385.00 | 39.79% | -0.052 | 0.001 | -0.377 | 0.284 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.01 | 99.00% | 123.10 | 1,160PCR: 261.00 | 2.65 | 6.55% | 3.65 | 253.40 | 38.57% | -0.059 | 0.001 | -0.403 | 0.313 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 12.60 | 0.19 | 99.00% | 135.00 | 1,170PCR: 8.15 | 3.25 | 7.70% | 1.54 | 109.20 | 38.09% | -0.071 | 0.001 | -0.457 | 0.360 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,180PCR: -- | 3.95 | 8.90% | 4.24 | 424.20 | 37.35% | -0.084 | 0.002 | -0.509 | 0.409 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,190PCR: -- | 4.70 | 10.31% | 1.34 | 115.50 | 36.87% | -0.099 | 0.002 | -0.568 | 0.462 | Login To Trade |
0.454 | -0.500 | 0.002 | 0.903 | 33.08% | 25.20 | 1.39 | 46.80% | 110.50 | 1,200PCR: 12.73 | 5.80 | 12.05% | 17.64 | 2,032.10 | 36.62% | -0.119 | 0.002 | -0.642 | 0.526 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.34 | 99.00% | 77.75 | 1,210PCR: 8.88 | 6.60 | 13.53% | 3.05 | 277.20 | 35.64% | -0.136 | 0.002 | -0.688 | 0.579 | Login To Trade |
0.601 | -0.653 | 0.003 | 0.856 | 32.59% | 12.60 | 0.39 | 45.67% | 92.40 | 1,220PCR: 10.86 | 7.95 | 15.36% | 4.26 | 504.00 | 34.91% | -0.159 | 0.003 | -0.746 | 0.641 | Login To Trade |
0.670 | -0.717 | 0.003 | 0.830 | 32.10% | 15.40 | 0.34 | 45.00% | 84.00 | 1,230PCR: 10.61 | 9.25 | 17.24% | 3.64 | 575.40 | 34.18% | -0.183 | 0.003 | -0.800 | 0.702 | Login To Trade |
0.731 | -0.758 | 0.003 | 0.805 | 31.13% | 48.30 | 1.57 | 44.32% | 75.60 | 1,240PCR: 2.96 | 11.00 | 19.41% | 4.65 | 666.40 | 33.45% | -0.212 | 0.003 | -0.856 | 0.767 | Login To Trade |
0.804 | -0.825 | 0.004 | 0.770 | 30.76% | 329.00 | 3.86 | 43.30% | 67.65 | 1,250PCR: 2.68 | 12.65 | 21.55% | 10.37 | 1,633.10 | 32.71% | -0.242 | 0.004 | -0.903 | 0.828 | Login To Trade |
0.879 | -0.897 | 0.004 | 0.728 | 30.64% | 213.50 | 2.91 | 41.99% | 59.80 | 1,260PCR: 2.45 | 15.00 | 23.88% | 7.12 | 2,003.40 | 31.98% | -0.278 | 0.004 | -0.946 | 0.888 | Login To Trade |
0.934 | -0.931 | 0.004 | 0.690 | 29.91% | 674.10 | 4.42 | 40.72% | 52.60 | 1,270PCR: 2.24 | 17.40 | 26.35% | 9.89 | 1,795.50 | 31.37% | -0.317 | 0.004 | -0.987 | 0.943 | Login To Trade |
0.987 | -0.972 | 0.005 | 0.643 | 29.54% | 1,151.50 | 6.18 | 39.05% | 45.70 | 1,280PCR: 1.79 | 20.55 | 28.84% | 11.06 | 2,696.40 | 30.64% | -0.359 | 0.005 | -1.012 | 0.990 | Login To Trade |
1.025 | -0.980 | 0.005 | 0.597 | 28.69% | 2,070.60 | 6.35 | 37.27% | 39.65 | 1,290PCR: 1.31 | 23.85 | 31.43% | 8.32 | 2,546.60 | 29.79% | -0.407 | 0.005 | -1.020 | 1.028 | Login To Trade |
1.050 | -1.010 | 0.005 | 0.543 | 28.87% | 5,330.50 | 19.35 | 35.00% | 33.75 | 1,300PCR: 1.36 | 28.10 | 33.93% | 26.24 | 4,358.90 | 29.42% | -0.457 | 0.005 | -1.030 | 1.050 | Login To Trade |
1,300.80 | |||||||||||||||||||
1.056 | -0.991 | 0.005 | 0.492 | 28.14% | 2,137.80 | 7.00 | 32.72% | 28.25 | 1,310PCR: 0.58 | 32.35 | 36.27% | 4.03 | 730.80 | 29.42% | -0.506 | 0.005 | -1.036 | 1.056 | Login To Trade |
1.044 | -0.973 | 0.005 | 0.439 | 27.95% | 2,784.60 | 14.54 | 30.11% | 23.40 | 1,320PCR: 0.66 | 38.25 | 38.49% | 9.54 | 564.20 | 29.17% | -0.558 | 0.005 | -1.017 | 1.045 | Login To Trade |
1.012 | -0.926 | 0.005 | 0.385 | 27.47% | 1,643.60 | 16.97 | 27.29% | 19.35 | 1,330PCR: 0.63 | 43.35 | 40.56% | 10.61 | 293.30 | 28.69% | -0.610 | 0.005 | -0.972 | 1.016 | Login To Trade |
0.964 | -0.885 | 0.005 | 0.335 | 27.53% | 2,153.20 | 15.78 | 24.48% | 15.65 | 1,340PCR: 0.60 | 50.45 | 42.57% | 9.46 | 209.30 | 27.77% | -0.666 | 0.005 | -0.892 | 0.964 | Login To Trade |
0.901 | -0.829 | 0.005 | 0.286 | 27.59% | 2,706.20 | 16.20 | 21.56% | 12.70 | 1,350PCR: 0.56 | 57.40 | 43.90% | 9.12 | 197.40 | 28.69% | -0.704 | 0.004 | -0.875 | 0.915 | Login To Trade |
0.828 | -0.755 | 0.004 | 0.243 | 27.34% | 1,484.00 | 17.77 | 18.77% | 10.10 | 1,360PCR: 0.23 | 64.60 | 45.31% | 4.11 | 32.20 | 28.44% | -0.748 | 0.004 | -0.801 | 0.845 | Login To Trade |
0.749 | -0.682 | 0.004 | 0.203 | 27.34% | 973.00 | 7.42 | 16.10% | 8.00 | 1,370PCR: 0.30 | 72.85 | 46.34% | 2.21 | 32.20 | 28.93% | -0.783 | 0.004 | -0.751 | 0.779 | Login To Trade |
0.669 | -0.612 | 0.004 | 0.169 | 27.47% | 868.70 | 11.04 | 13.67% | 6.40 | 1,380PCR: 0.17 | 81.90 | 47.23% | 1.87 | 30.80 | 29.54% | -0.814 | 0.003 | -0.698 | 0.709 | Login To Trade |
0.586 | -0.536 | 0.003 | 0.139 | 27.47% | 445.90 | 5.24 | 11.38% | 5.10 | 1,390PCR: 0.25 | 90.60 | 47.79% | 1.29 | 29.40 | 30.64% | -0.833 | 0.003 | -0.676 | 0.662 | Login To Trade |
0.508 | -0.468 | 0.003 | 0.113 | 27.59% | 1,389.50 | 19.36 | 9.42% | 3.95 | 1,400PCR: 0.41 | 98.55 | 48.83% | 7.92 | 18.20 | 28.56% | -0.880 | 0.003 | -0.505 | 0.531 | Login To Trade |
0.447 | -0.418 | 0.002 | 0.095 | 28.08% | 354.90 | 2.30 | 7.94% | 3.20 | 1,410PCR: 0.11 | 80.65 | 99.00% | 0.25 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.369 | -0.343 | 0.002 | 0.074 | 27.83% | 236.60 | 8.08 | 6.23% | 2.40 | 1,420PCR: 0.08 | 116.00 | 50.01% | 0.64 | 0.00 | 26.37% | -0.938 | 0.002 | -0.283 | 0.322 | Login To Trade |
0.320 | -0.302 | 0.002 | 0.061 | 28.32% | 170.10 | 2.34 | 5.19% | 1.95 | 1,430PCR: 0.06 | 95.40 | 99.00% | 0.14 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.274 | -0.263 | 0.001 | 0.050 | 28.81% | 305.90 | 3.37 | 4.27% | 1.60 | 1,440PCR: 0.07 | 106.00 | 99.00% | 0.24 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.232 | -0.225 | 0.001 | 0.041 | 29.05% | 195.30 | 5.95 | 3.48% | 1.25 | 1,450PCR: 0.01 | 124.85 | 99.00% | 0.05 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.194 | -0.189 | 0.001 | 0.033 | 29.30% | 214.20 | 6.95 | 2.79% | 0.95 | 1,460PCR: 0.01 | 135.00 | 99.00% | 0.04 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.156 | -0.152 | 0.001 | 0.025 | 29.30% | 45.50 | 5.31 | 2.14% | 0.75 | 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 |
0.140 | -0.142 | 0.001 | 0.022 | 30.27% | 66.50 | 3.80 | 1.89% | 0.65 | 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 |
0.136 | -0.151 | 0.001 | 0.021 | 33.20% | 117.60 | 10.72 | 1.80% | 0.70 | 1,500PCR: 0.02 | 206.50 | 49.55% | 0.16 | 1.40 | 62.62% | -0.848 | 0.001 | -1.299 | 0.622 | Login To Trade |
0.111 | -0.128 | 0.001 | 0.017 | 34.67% | 0.70 | 0.71 | 1.39% | 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 |
0.093 | -0.121 | 0.000 | 0.014 | 39.06% | 1.40 | 0.28 | 1.10% | 0.45 | 1,560PCR: 0.30 | 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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