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: -- | 0.45 | 1.56% | 1.73 | 25.90 | 26.37% | -0.013 | 0.000 | -0.063 | 0.129 | 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 |
0.997 | -0.994 | 0.001 | 0.821 | 53.83% | 0.00 | 0.03 | 43.01% | 185.00 | 1,240PCR: 3.00 | 0.65 | 2.23% | 0.08 | 0.00 | 22.46% | -0.020 | 0.001 | -0.076 | 0.182 | Login To Trade |
0.682 | -0.410 | 0.001 | 0.897 | 32.47% | 0.00 | 0.19 | 46.22% | 150.00 | 1,260PCR: 1.37 | 0.50 | 2.20% | 0.26 | 7.00 | 19.53% | -0.020 | 0.001 | -0.066 | 0.183 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,270PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.967 | -0.673 | 0.002 | 0.830 | 37.60% | 0.00 | 0.01 | 44.19% | 137.40 | 1,280PCR: 383.00 | 0.80 | 3.10% | 2.68 | 42.70 | 18.07% | -0.029 | 0.001 | -0.084 | 0.250 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,290PCR: -- | 1.05 | 4.11% | 2.32 | 229.60 | 17.82% | -0.038 | 0.001 | -0.105 | 0.318 | Login To Trade |
0.606 | -0.238 | 0.002 | 0.913 | 21.24% | 51.10 | 1.37 | 47.23% | 107.00 | 1,300PCR: 5.62 | 1.25 | 4.96% | 7.67 | 578.20 | 17.09% | -0.047 | 0.002 | -0.119 | 0.375 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 1,310PCR: -- | 1.65 | 6.20% | 0.86 | 58.80 | 16.60% | -0.060 | 0.002 | -0.140 | 0.454 | Login To Trade |
0.458 | -0.125 | 0.002 | 0.940 | 14.77% | 34.30 | 0.26 | 48.14% | 85.20 | 1,320PCR: 13.38 | 2.05 | 7.51% | 3.47 | 202.30 | 15.87% | -0.074 | 0.002 | -0.157 | 0.535 | Login To Trade |
0.634 | -0.179 | 0.003 | 0.907 | 15.26% | 79.10 | 0.45 | 47.43% | 76.45 | 1,330PCR: 3.16 | 2.85 | 9.65% | 1.41 | 210.00 | 15.63% | -0.098 | 0.003 | -0.191 | 0.660 | Login To Trade |
0.779 | -0.217 | 0.004 | 0.876 | 15.01% | 69.30 | 0.40 | 46.72% | 67.25 | 1,340PCR: 7.61 | 3.60 | 12.06% | 3.04 | 525.70 | 15.14% | -0.126 | 0.004 | -0.221 | 0.789 | Login To Trade |
0.910 | -0.244 | 0.004 | 0.845 | 14.47% | 211.40 | 0.90 | 45.94% | 58.45 | 1,350PCR: 3.38 | 4.80 | 14.91% | 3.02 | 968.80 | 15.01% | -0.161 | 0.004 | -0.259 | 0.932 | Login To Trade |
1.094 | -0.297 | 0.005 | 0.792 | 14.65% | 146.30 | 0.81 | 44.49% | 50.35 | 1,360PCR: 4.43 | 6.40 | 18.30% | 3.57 | 877.10 | 14.47% | -0.206 | 0.005 | -0.291 | 1.087 | Login To Trade |
1.204 | -0.306 | 0.006 | 0.754 | 13.73% | 166.60 | 0.53 | 43.37% | 42.40 | 1,370PCR: 6.73 | 8.70 | 21.95% | 3.54 | 1,393.00 | 14.28% | -0.258 | 0.006 | -0.326 | 1.234 | Login To Trade |
1.354 | -0.349 | 0.007 | 0.686 | 13.92% | 1,460.20 | 2.53 | 41.10% | 35.60 | 1,380PCR: 3.18 | 11.20 | 25.65% | 8.04 | 2,219.70 | 14.10% | -0.316 | 0.007 | -0.355 | 1.358 | Login To Trade |
1.457 | -0.369 | 0.007 | 0.618 | 13.67% | 2,528.40 | 3.48 | 38.63% | 29.00 | 1,390PCR: 1.98 | 14.55 | 29.63% | 6.89 | 2,299.50 | 13.92% | -0.384 | 0.007 | -0.376 | 1.459 | Login To Trade |
1.515 | -0.382 | 0.008 | 0.543 | 13.61% | 6,570.90 | 26.01 | 35.50% | 23.10 | 1,400PCR: 0.85 | 18.30 | 33.37% | 22.20 | 3,098.20 | 13.49% | -0.457 | 0.008 | -0.379 | 1.515 | Login To Trade |
1.518 | -0.376 | 0.008 | 0.465 | 13.37% | 2,388.40 | 11.18 | 31.93% | 18.05 | 1,410PCR: 0.61 | 23.50 | 36.94% | 6.87 | 634.90 | 13.55% | -0.534 | 0.008 | -0.381 | 1.518 | Login To Trade |
1.465 | -0.364 | 0.007 | 0.390 | 13.43% | 2,599.10 | 15.89 | 28.04% | 13.80 | 1,420PCR: 0.56 | 29.40 | 40.00% | 8.93 | 523.60 | 13.55% | -0.609 | 0.007 | -0.368 | 1.466 | Login To Trade |
1.360 | -0.335 | 0.007 | 0.317 | 13.31% | 2,639.70 | 14.12 | 23.89% | 10.20 | 1,430PCR: 0.37 | 35.75 | 43.00% | 5.17 | 207.90 | 13.06% | -0.692 | 0.007 | -0.325 | 1.344 | Login To Trade |
1.209 | -0.302 | 0.006 | 0.248 | 13.49% | 1,543.50 | 10.95 | 19.55% | 7.50 | 1,440PCR: 0.41 | 43.15 | 45.17% | 4.46 | 122.50 | 12.94% | -0.760 | 0.006 | -0.284 | 1.185 | Login To Trade |
1.047 | -0.260 | 0.005 | 0.193 | 13.43% | 2,024.40 | 13.05 | 15.77% | 5.35 | 1,450PCR: 0.77 | 51.35 | 46.60% | 10.02 | 168.00 | 13.31% | -0.809 | 0.005 | -0.256 | 1.039 | Login To Trade |
0.877 | -0.220 | 0.004 | 0.147 | 13.55% | 718.20 | 6.26 | 12.32% | 3.85 | 1,460PCR: 0.17 | 59.00 | 48.32% | 1.06 | 46.20 | 12.08% | -0.881 | 0.004 | -0.170 | 0.759 | Login To Trade |
0.725 | -0.183 | 0.004 | 0.112 | 13.67% | 238.00 | 5.31 | 9.58% | 2.75 | 1,470PCR: 0.58 | 68.45 | 48.83% | 3.07 | 94.50 | 13.06% | -0.899 | 0.004 | -0.163 | 0.674 | Login To Trade |
0.607 | -0.159 | 0.003 | 0.087 | 14.16% | 436.80 | 4.00 | 7.60% | 2.10 | 1,480PCR: 0.11 | 77.80 | 49.49% | 0.43 | 49.70 | 12.94% | -0.931 | 0.003 | -0.121 | 0.505 | Login To Trade |
0.495 | -0.132 | 0.002 | 0.067 | 14.40% | 255.50 | 4.22 | 5.86% | 1.60 | 1,490PCR: 0.02 | 88.65 | 49.22% | 0.11 | 7.70 | 16.11% | -0.909 | 0.003 | -0.186 | 0.624 | Login To Trade |
0.425 | -0.119 | 0.002 | 0.055 | 15.14% | 737.10 | 17.44 | 4.84% | 1.30 | 1,500PCR: 0.15 | 94.85 | 99.00% | 2.55 | 14.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.313 | -0.086 | 0.001 | 0.038 | 14.89% | 311.50 | 3.83 | 3.34% | 0.85 | 1,510PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.274 | -0.079 | 0.001 | 0.032 | 15.63% | 95.90 | 3.79 | 2.83% | 0.75 | 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 |
0.205 | -0.059 | 0.001 | 0.023 | 15.63% | 123.20 | 4.84 | 2.01% | 0.45 | 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 |
0.171 | -0.051 | 0.001 | 0.018 | 16.11% | 23.80 | 1.65 | 1.61% | 0.40 | 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 |
0.145 | -0.044 | 0.001 | 0.015 | 16.60% | 34.30 | 1.25 | 1.32% | 0.35 | 1,550PCR: 0.21 | 141.00 | 99.00% | 0.26 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.160 | -0.053 | 0.001 | 0.017 | 18.07% | 8.40 | 1.14 | 1.47% | 0.40 | 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 |
0.132 | -0.053 | 0.000 | 0.013 | 21.48% | 27.30 | 2.14 | 1.15% | 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 |
0.093 | -0.051 | 0.000 | 0.009 | 29.30% | 6.30 | 0.15 | 0.72% | 0.35 | 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.