F&O Span Margin Calculator

Instrument Type




Option type

Strike price

Net Qty

Lot size: {{Lotsize}}

Requirements for Combined Margin


{{SpanMargin | currency:"₹":0}}

Exposure Margin

{{ExposureMargin | currency:"₹":0}}

Total Margin

{{TotalMargin | currency:"₹":0}}

Margin Benefit

{{MarginBenefit | currency:"₹":0}}

Exchange Contract Product Qty Type Strike Initial Margin Exposure Total
{{data.Exchange}} {{data.Contract}} {{data.Product}} {{data.Qty}} {{data.Type}} {{data.Strike}} {{data.InitialMargin | currency:"₹":0}} {{data.Exposure | currency:"₹":0}} {{data.Total | currency:"₹":0}}
Total {{Total | currency:"₹":0}}

Banned Securities


Current Week

NRML: {{ContractsData[0].currentWeekNRML}}

MIS: {{ContractsData[0].currentWeekMIS}}

Next Week

NRML: {{ContractsData[0].nextWeekNRML}}

MIS: {{ContractsData[0].nextWeekMIS}}

Current Month

NRML: {{ContractsData[0].nextMonthNRML}}

MIS: {{ContractsData[0].nextMonthMIS}}

FAQ Questions:

Margin Calculator is a tool which helps you calculate the margin requirements and the margin benefits which can be taken on a particular trade/trades in different segments viz NSE F&O, MCX F&O and CDS F&O.

SPAN stands for standardized portfolio analysis of risk, and it is used by the exchange to calculate risk and margin requirements for a portfolio holding positions in different segments; they use Volatility and price to determine the maximum possible loss for a portfolio and based on that margin requirement is calculated for a portfolio, since in live market both the variables keep changing the requirements also keep changing.

SPAN Margin is useful for traders who take a position in a strategy to control their losses hence they get an advantage over reduced exposure, and basically, it doesn’t double charge you for a hedged position.

Margin Benefit means a trader's advantage over a hedged position by giving less margin than his total margin requirements.

A Scrip is under a ban period for F&O trading if its derivative contracts cross 95% of Market Wide Position Limits (MWPL). This means that all the combined open interest for Derivatives contracts that are active for that underlying is crossing 95% of MWPL, and in that script taking new positions will not be allowed by the exchange until MWPL reduces below 95%.

Open Free Demat Account
Enrich Money Login Female Avatar
/* */