Derivatives Market - All Derivatives Derivatives Market

Market Data
Margin Parameters
Equity Options Adjustment
All Derivatives
Next Trading Day  |  Last Trading Day  |  Previous Trading Day  |  Other Date
As of 21/10/2020

All Derivatives - Margin Parameters
Underlying AssetSD for collateral calculation *Volatility Fluctuation *NIS Interest Rate **FX Interest Rate **Historical SD
(120 days) *
Price Scan Range ***
TA-35 Index
18
4
0
 
20
10
Dollar - Shekel
7
2
0
0.20
6
5
TA-Banks5 Index
28
6
0
 
28
13
Euro - Shekel
7
2
0
-0.50
7
5
ICL
36
7
0
 
36
14
Poalim
31
6
0
 
31
13
Leumi
29
6
0
 
29
12
Teva
47
9
0
 
47
24
Discount
36
7
0
 
36
15
Mizrahi Tefahot
33
7
0
 
33
18
Bezeq
36
7
0
 
36
14
Perrigo
30
6
0
 
30
24
TA-125 Index
20
4
0
 
20
11
FIBI Bank
25
5
0
 
25
13
NICE
29
6
0
 
29
13
Delek Group
80
16
0
 
80
49
Isramco L
39
8
0
 
39
19
Israel Corp
60
12
0
 
60
26
Elbit Systems
26
5
0
 
26
10
Azrieli Group
40
8
0
 
40
14
Delek Drill L
81
16
0
 
81
48
Paz Oil
41
8
0
 
41
19
Gazit Globe
49
10
0
 
49
19
Melisron
49
10
0
 
49
21
Strauss Group
23
5
0
 
23
10
Partner
39
8
0
 
39
20
Cellcom
44
9
0
 
44
27
Harel
40
8
0
 
40
17
Shufersal
26
5
0
 
26
12
Phoenix
38
8
0
 
38
18
Bazan
46
9
0
 
46
27
Alony Hetz
43
9
0
 
43
19
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* Standard Deviation,Volatility Fluctuation - Updated Daily
** Interest Rate - Updated at the end-of-week
*** Price Scan Range - Updated Monthly