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 25/05/2020

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
26
5
0
 
32
11
Dollar - Shekel
8
2
0
0.50
13
6
TA-Banks5 Index
39
8
0
 
39
13
Euro - Shekel
13
3
0
-0.20
13
6
ICL
47
9
0
 
47
19
Poalim
41
8
0
 
41
17
Leumi
39
8
0
 
39
16
Teva
66
13
0
 
66
24
Discount
45
9
0
 
45
20
Mizrahi Tefahot
51
10
0
 
51
22
Bezeq
35
7
0
 
35
14
Perrigo
58
12
0
 
58
24
TA-125 Index
33
7
0
 
33
12
FIBI Bank
41
8
0
 
41
18
NICE
45
9
0
 
45
18
Delek Group
192
38
0
 
192
49
Isramco L
54
11
0
 
54
25
Israel Corp
74
15
0
 
74
30
Elbit Systems
28
6
0
 
28
11
Azrieli Group
36
7
0
 
36
15
Delek Drill L
98
20
0
 
98
49
Paz Oil
54
11
0
 
54
23
Gazit Globe
50
10
0
 
50
23
Melisron
55
11
0
 
55
26
Strauss Group
26
5
0
 
26
10
Partner
46
9
0
 
46
20
Cellcom
60
12
0
 
60
29
Harel
50
10
0
 
50
22
Shufersal
37
7
0
 
37
16
Phoenix
45
9
0
 
45
23
Bazan
79
16
0
 
79
38
Alony Hetz
57
11
0
 
57
25
 Export Table Data 
   Open in a Separate Window   
* Standard Deviation,Volatility Fluctuation - Updated Daily
** Interest Rate - Updated at the end-of-week
*** Price Scan Range - Updated Monthly