Calculating Margin

Discussion in 'Trading' started by daytrader85, Aug 20, 2006.

  1. Hi,
    I don't have any options programs(ex. OptionVue), to calculate my margin requirement on futures options trades.

    I especially would like to know how to calculate the margin requirement for naked options (E-mini S&P).

    You obviously can't calculate it exactly because of SPAN, but I'm looking for a method with good accuracy.