Span Margin Calculator

Create your portfolio and see exactly how much margin money required to construct it.

The margin calcualtion is carried out using a software called - SPAN® (Standard Portfolio Analysis of Risk).

EXCHANGE TYPE

SEGMENT

SYMBOL

EXPIRY DATE

LOTS 1 Lot = 0

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SPAN MARGIN

EXPOSURE MARGIN

TOTAL MARGIN ? Total margin = (SPAN + Exposure) - Spread Benefit

Margin required to be overnight position using product type as NRML, Margin required to take intraday position would be 50% of Total margin for equity & Commodity and 50% for currency using product type as MIS

List of symbols added in your portfolio

EXCHANGE	CONTRACT SYMBOL/EXPIRY	EXCHANGE TYPE	STRIKE PRICE	QTY

What is SPAN Margin?

SPAN Margin is the minimum margin requirement blocked for futures and option contracts as per the exchange’s mandate. The Margin is calculated by the software - SPAN (Standard Portfolio Analysis of Risk) which is based on a sophisticated set of algorithms that estimates margin of each derivative position to its worst possible one-day move.

SPAN Margin is highly used across all stock exchanges globally to calculate margin money amount for an investor to cover potential losses.

How SPAN Margin requirement is assessed?

SPAN Margin requirement varies for each security depending on various parameters mentioned below:

Margin is assessed on the basis of underlying risks
Margin is based on the historic volatility of the underlying asset
SPAN Margin considers the worst case scenario to arrive at the margin value

Quick steps to estimate SPAN Margin

1. Select the Exchange you wish to trade on
2. Choose the product type - Futures or Options
3. Select the ticker symbol of the scrip you want to trade
4. Select the type of trade - Put or Call
5. Select the expiry date of your trade
6. Choose the strike price in case of Options
7. Enter the lot size of your trade
8. Calculate your SPAN Margin