Margin Exposure margin F&O

Exposure margin on Zerodha

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Exposure margin is the fixed-percentage buffer added on top of SPAN margin for F&O positions on Indian exchanges. It is calculated as a defined percentage of the notional contract value and exists to cover scenarios beyond SPAN’s standard stress tests.

Rate by contract type

The exposure margin rate varies by contract:

Contract typeExposure margin (approximate)
Index futures3% of notional value
Stock futures5% of notional
Index options3-5% of notional (varies)
Stock options5-7% of notional
Currency futures1-2%
Commodity futures (per MCX)4-7%

These are set by the exchange and may revise periodically.

What exposure margin covers

CoverageDetail
Buffer beyond SPANWorst-case beyond the 16 scenarios
Operational riskSettlement and clearing buffer
Liquidity riskMark-to-market gap
Conservative margin layerOverall safety overlay

Exposure is the “safety overlay” on top of SPAN.

SPAN vs Exposure

AspectSPANExposure
CalculationWorst-case across 16 scenariosFixed % of notional
Portfolio-awareYesNo (per-contract)
Daily refreshYesStatic (rate set by exchange)
Hedge benefitYesNo
MagnitudeVariable (depends on volatility)Predictable

Together they form the initial margin: SPAN + Exposure.

Difference from ELM

ELM (Extreme Loss Margin ) is sometimes considered a subset of “Exposure margin” in different exchange frameworks. The terminology varies:

  • NSE Clearing: “Exposure” includes the ELM component.
  • BSE / MCX: “ELM” is sometimes called out separately.

For practical purposes, Zerodha’s margin calculator shows the combined SPAN + Exposure as the initial margin.

Hedge benefit and exposure

Exposure margin is per-contract; hedged positions don’t get exposure reduction the way they get SPAN reduction.

For an iron condor (4 legs):

  • Total exposure = sum of exposure for each leg.
  • Total SPAN = (sum of standalone SPAN) - hedge benefit.

The combined initial margin = (combined SPAN with hedge benefit) + (sum of exposure for all legs).

Currency exposure

Currency derivatives have lower exposure margin (1-2%) because:

  • Lower volatility than equity.
  • More transparent global pricing.
  • Smaller idiosyncratic risk.

This is why currency leverage is higher than equity F&O leverage.

How retail traders should think about it

  • Exposure is predictable. You can estimate it from the contract notional.
  • It scales with notional, not with risk. A short option’s exposure is the same as a long option for the same contract (different SPANs).
  • It reduces leverage. Higher exposure means lower leverage; less efficient capital usage.

For strategic planning:

  • Multi-leg strategies have proportionally higher exposure margin (sum of legs).
  • Hedge benefit applies to SPAN only.
  • For pure leverage maximisation, single-contract trades are slightly more efficient than spreads (but with more risk).

Recent changes

The exposure margin rates were revised in 2024 alongside other F&O framework changes . The trend has been slightly higher exposure margins to discourage retail F&O leverage.

See also

External references

References

  1. NSE Clearing, Exposure margin and overall margin framework, nseclearing.com.
  2. SEBI, F&O margin framework, sebi.gov.in.
  3. Zerodha, Margin policies, zerodha.com.

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The WebNotes Editorial Team covers Indian capital markets, payments infrastructure and retail investor procedures. Every article is fact-checked against primary sources, principally SEBI circulars and master directions, NPCI specifications and the official support documentation published by the intermediary in question. Drafts go through a second-pair-of-eyes review and a separate compliance read before publication, and revisions are tracked against the SEBI and NPCI rule changes referenced in the methodology section.

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