Hi JIMMtrader,
Check out the stock list on ICICIDirect.com. You will find a tabulated list of stocks tradeable on ICICIDirect with Y/N marked in the Margin, MarginPlus, NRI column etc. that will tell you which stocks you can trade in as an NRI, be it in cash or margin Trdg. Incidentally, ICICIDirect allows margin & margin+ trading only on the NSE.