ICICI PRU LIFE INS CO LTD - Statistics
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ICICI PRU LIFE INS CO 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 | |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 440PCR: -- | 0.55 | 2.82% | 0.02 | 2.25 | 46.88% | -0.021 | 0.001 | -0.069 | 0.079 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 460PCR: -- | 0.80 | 3.78% | 0.02 | 2.25 | 41.99% | -0.030 | 0.001 | -0.082 | 0.106 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 470PCR: -- | 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 | 480PCR: -- | 1.30 | 5.83% | 0.27 | 40.50 | 38.09% | -0.050 | 0.002 | -0.112 | 0.159 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 490PCR: -- | 2.00 | 8.35% | 0.13 | 28.50 | 38.09% | -0.074 | 0.002 | -0.152 | 0.216 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 500PCR: -- | 2.55 | 10.24% | 0.74 | 103.50 | 36.13% | -0.094 | 0.003 | -0.173 | 0.259 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 510PCR: -- | 3.50 | 13.01% | 0.41 | 75.75 | 34.91% | -0.125 | 0.004 | -0.205 | 0.318 | Login To Trade |
0.396 | -0.258 | 0.005 | 0.826 | 35.16% | 9.75 | 0.05 | 44.23% | 51.50 | 520PCR: 23.00 | 4.80 | 16.44% | 1.21 | 224.25 | 33.94% | -0.166 | 0.005 | -0.242 | 0.384 | Login To Trade |
0.497 | -0.374 | 0.005 | 0.743 | 40.65% | 8.25 | 0.05 | 41.39% | 46.40 | 530PCR: 14.67 | 6.85 | 20.69% | 0.66 | 161.25 | 33.69% | -0.222 | 0.006 | -0.286 | 0.458 | Login To Trade |
0.513 | -0.359 | 0.006 | 0.726 | 37.84% | 3.75 | 0.03 | 41.00% | 41.45 | 535PCR: 4.00 | 7.90 | 22.62% | 0.12 | 24.00 | 32.96% | -0.250 | 0.006 | -0.298 | 0.489 | Login To Trade |
0.519 | -0.312 | 0.007 | 0.719 | 32.47% | 21.75 | 0.07 | 41.11% | 35.30 | 540PCR: 10.78 | 9.30 | 24.81% | 0.73 | 204.75 | 32.84% | -0.283 | 0.007 | -0.317 | 0.521 | Login To Trade |
0.545 | -0.315 | 0.007 | 0.688 | 31.25% | 24.75 | 0.08 | 40.07% | 31.25 | 545PCR: 3.64 | 11.20 | 27.25% | 0.30 | 111.00 | 33.20% | -0.321 | 0.007 | -0.339 | 0.551 | Login To Trade |
0.568 | -0.316 | 0.008 | 0.654 | 30.03% | 73.50 | 0.41 | 38.95% | 27.35 | 550PCR: 2.50 | 12.60 | 29.20% | 1.01 | 325.50 | 32.23% | -0.355 | 0.007 | -0.342 | 0.573 | Login To Trade |
0.000 | 0.000 | 0.000 | 1.000 | 0.00% | 0.00 | 0.00 | 99.00% | 0.00 | 555PCR: -- | 0.00 | 0.00% | 0.00 | 0.00 | 0.00% | 0.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.606 | -0.359 | 0.008 | 0.568 | 31.98% | 93.75 | 0.32 | 35.36% | 22.80 | 560PCR: 4.31 | 16.75 | 33.42% | 1.36 | 571.50 | 32.23% | -0.433 | 0.008 | -0.361 | 0.606 | Login To Trade |
564.35 | |||||||||||||||||||
0.613 | -0.360 | 0.008 | 0.526 | 31.74% | 100.50 | 0.28 | 33.56% | 20.65 | 565PCR: 1.03 | 19.30 | 35.45% | 0.29 | 230.25 | 32.35% | -0.474 | 0.008 | -0.367 | 0.613 | Login To Trade |
0.614 | -0.364 | 0.008 | 0.486 | 31.98% | 339.00 | 0.81 | 31.71% | 17.85 | 570PCR: 0.64 | 21.60 | 37.23% | 0.52 | 621.75 | 31.98% | -0.513 | 0.008 | -0.364 | 0.614 | Login To Trade |
0.608 | -0.356 | 0.008 | 0.445 | 31.62% | 182.25 | 0.46 | 29.71% | 15.40 | 575PCR: 0.93 | 24.05 | 39.05% | 0.43 | 276.75 | 31.13% | -0.556 | 0.008 | -0.350 | 0.608 | Login To Trade |
0.598 | -0.351 | 0.008 | 0.407 | 31.74% | 835.50 | 1.42 | 27.77% | 13.45 | 580PCR: 0.37 | 26.90 | 40.65% | 0.52 | 566.25 | 30.88% | -0.597 | 0.008 | -0.341 | 0.596 | Login To Trade |
0.580 | -0.340 | 0.008 | 0.367 | 31.62% | 57.75 | 0.24 | 25.62% | 11.70 | 585PCR: 0.72 | 30.20 | 42.15% | 0.17 | 126.75 | 30.88% | -0.636 | 0.008 | -0.331 | 0.578 | Login To Trade |
0.557 | -0.324 | 0.007 | 0.330 | 31.37% | 620.25 | 0.56 | 23.48% | 10.00 | 590PCR: 1.57 | 34.15 | 43.35% | 0.87 | 293.25 | 31.98% | -0.667 | 0.007 | -0.332 | 0.560 | Login To Trade |
0.531 | -0.310 | 0.007 | 0.295 | 31.49% | 299.25 | 0.95 | 21.43% | 8.55 | 595PCR: 0.20 | 38.70 | 44.25% | 0.20 | 126.00 | 33.69% | -0.691 | 0.007 | -0.339 | 0.543 | Login To Trade |
0.499 | -0.286 | 0.007 | 0.259 | 31.01% | 1,262.25 | 3.00 | 19.18% | 7.30 | 600PCR: 0.48 | 41.00 | 45.64% | 1.45 | 328.50 | 31.01% | -0.741 | 0.007 | -0.286 | 0.499 | Login To Trade |
0.469 | -0.274 | 0.006 | 0.232 | 31.49% | 143.25 | 0.42 | 17.40% | 6.25 | 605PCR: 0.29 | 45.00 | 46.56% | 0.12 | 30.75 | 31.01% | -0.772 | 0.006 | -0.267 | 0.465 | Login To Trade |
0.436 | -0.254 | 0.006 | 0.204 | 31.49% | 369.75 | 0.73 | 15.51% | 5.30 | 610PCR: 0.22 | 51.20 | 46.61% | 0.16 | 51.75 | 35.89% | -0.763 | 0.006 | -0.316 | 0.476 | Login To Trade |
0.404 | -0.237 | 0.005 | 0.180 | 31.74% | 86.25 | 0.12 | 13.80% | 4.60 | 615PCR: 0.19 | 43.05 | 99.00% | 0.02 | 4.50 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.369 | -0.217 | 0.005 | 0.157 | 31.74% | 510.75 | 0.96 | 12.15% | 3.90 | 620PCR: 0.02 | 47.55 | 99.00% | 0.02 | 3.75 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.341 | -0.203 | 0.004 | 0.139 | 32.23% | 70.50 | 0.21 | 10.86% | 3.35 | 625PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.315 | -0.191 | 0.004 | 0.124 | 32.71% | 231.75 | 0.54 | 9.71% | 2.95 | 630PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.282 | -0.171 | 0.004 | 0.106 | 32.71% | 22.50 | 0.11 | 8.39% | 2.50 | 635PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.260 | -0.160 | 0.003 | 0.095 | 33.20% | 239.25 | 1.15 | 7.49% | 2.20 | 640PCR: 0.19 | 52.10 | 99.00% | 0.22 | 0.75 | 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 | 645PCR: -- | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.211 | -0.132 | 0.003 | 0.072 | 33.69% | 328.50 | 1.21 | 5.71% | 1.60 | 650PCR: 0.04 | 83.75 | 99.00% | 0.05 | 6.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.170 | -0.108 | 0.002 | 0.054 | 34.18% | 101.25 | 0.59 | 4.32% | 1.20 | 660PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.141 | -0.092 | 0.002 | 0.043 | 35.16% | 42.00 | 0.22 | 3.41% | 0.90 | 670PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.146 | -0.105 | 0.002 | 0.045 | 38.57% | 14.25 | 0.11 | 3.49% | 1.05 | 680PCR: 0.00 | 0.00 | 99.00% | 0.00 | 0.00 | 0.00% | -1.000 | 0.000 | 0.000 | 0.000 | Login To Trade |
0.089 | -0.065 | 0.001 | 0.025 | 39.06% | 3.75 | 0.45 | 1.89% | 0.55 | 700PCR: 0.82 | 132.00 | 99.00% | 0.37 | 0.75 | 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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