Nov 23, 2025 · Discover how SPAN Margin calculates portfolio risk and sets margin requirements using advanced algorithms, offering traders a comprehensive approach to risk management.

Oct 3, 2024 · To manage this risk, SEBI has decided that traders will not get any margin benefits for calendar spreads on the day of expiry for contracts expiring on that day from February 10, 2025.

Jan 17, 2025 · Members are advised that Secondary SPAN margin parameters will be updated from the morning of 21 January 2025 with the new parameters as detailed in this circular. The SPAN Margin …

Feb 25, 2025 · The SPAN system determines margin requirements on options and futures trading accounts by considering key factors, such as volatility, price changes, and portfolio composition to …

Apr 2, 2025 · We will explore how various factors, including price movements and market conditions, are factored into the SPAN margin calculation.

Expiring futures contracts cease trading at 8:00 am Chicago time / 9:00 am New York time on the final settlement day. Expiring options cease trading at close of the regular trading session the day before.

Nov 14, 2024 · Changes in Extreme Loss Margins on expiry day. Starting November 20, 2024, an Extreme Loss Margin (ELM) of 2% will be applied to short positions (selling options) on the expiry …

Calculating the SPAN margin is an intricate dance of multiple steps and considerations, aiming to accurately gauge the margin requirement for a trading portfolio.

Dive into SPAN Margin in derivatives trading with our comprehensive guide. Learn its calculation, methodology, and impact on traders and investors for better insights.