Does anyone have a way to model this? For example 10 naked SPX 1700 puts, uses ~124,000 margin. How do I find out how much margin is used...
I was wondering why certain CEFs trade at such large discounts to NAV. For example, BIF trades at a 22% discount to NAV. It's total market...
Say I have a bull call spread, a large number of contracts in UVXY, and then for some reason the markets get closed during the day of options...
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