Cash/Margin Requirement for Vertical Put Spread

Discussion in 'Options' started by earth_imperator, Aug 10, 2022.

  1. ondafringe

    ondafringe

    It is all a bit confusing. Here's my take:

    In order to trade defined risk spreads, you have to have a margin account and a cash account, but the trade is typically executed from the cash account. The reason for requiring a margin account relates to the possibility of being assigned on the short option, and you can't be short a stock in a cash account.

    Again, I could be mistaken, but that's my understanding.
     
    #11     Aug 10, 2022
  2. ShortPut in a CashAccount is w/o any problem as it locks the cash for the strike (ie. for possible buying the stock when assigned) up-front.
    It's IMO the easiest short selling method in a CashAcct.
    But then consequently at least Vertical Put Spread (a ShortPut + LongPut as a combo-order) as well should be made possible in a CashAcct. And it seems to be possible, but since such a spread reduces the required cash/margin requirement, only this 2nd part of the game isn't working in CashAcct, ie. the reduction of the requirement in collateral seems to be missing in CashAcct.

    Btw, got a reply to my support ticket: they say I need to upgrade my cash acct to a margin acct and have given me a 10-page-form to fill out... :)

    Man, I'm happy with my cash acct, I just need the spread trading feature for vertical Puts...
    I think the broker just does not understand that it's IMO a bug or limitation or missing feature in his system...

    There should be these levels to chose from:
    1) Cash Acct
    2) Cash Acct with option trading (only LongOptions, and ShortOptions as CoveredCall and CashSecuredPut)
    3) Cash acct with option trading as above, and spread trading
    4) Margin Acct
    ...


    I currently have level 2, and need level 3, if it only were possible.
    Instead I'm forced to take level 4. But this then has some other/bigger limitations in my case (b/c acct size is < $25k)
     
    Last edited: Aug 11, 2022
    #12     Aug 11, 2022
  3. I understand. But since in Vertical Put Spread the MaxPossibleLoss is limited and is known in advance, then the broker should make it possible also in a cash acct, by simply using a temporary common cash of its own. Because he won't make any loss since everything is pre-financed by the trader, only temporarily when an early-assignment occurs then some more cash is required (ShortStrike - CreditFromTheShort), but when the other leg (the LongPut) is closed as well then everything should sum up.

    I mean the broker should just make it possible also in a cash acct, even if the broker temporarily (for a very short time during the assignment process) has to use own funds.

    Btw, this problem is existent only with American style options, not with European style options, as the problem has to do with "early assignment", which is possible only with American style.
     
    Last edited: Aug 11, 2022
    #13     Aug 11, 2022
  4. mervyn

    mervyn

    No, the spread is just two legs by your definition, you can close each leg anytime but not necessary in a combo and the broker system doesn't care. For example, TradeStation let you drag and drop the legs any way you want but Fidelity is automatically group from FIFO. IBKR shows the complex trades volume by its executions only, TDA doesn't even group. So do your work and fund enough to start trading.

    Also maybe your broker may define spread trades as option level 2, you probably need to apply before hand.
     
    #14     Aug 11, 2022
  5. @mervyn, thx for your analysis.
    Ok, then let's talk Vertical Put Spread when used in a MarginAcct.
    What happens in a MarginAcct when such an early assignment happens with such a vertical spread?
    Does suddenly the maintenance margin requirement rise enormously (spike), so that maybe even a margin call can happen? Or is it a safe thing where the maintenance margin requirement just stays constant?
    And who pays the said difference of "Strike - CurrentMarginReq" for buying the stock?
    The broker, or does rather the trader has to finance this (temporary) difference for the early assignment process.
    I'm afraid the trader has to pay it... :) Right?
     
    Last edited: Aug 11, 2022
    #15     Aug 11, 2022
  6. mervyn

    mervyn

    No, if you don’t meet the margin requirements, the broker won’t allow you to open any trades. All you need to do is to take care the short leg. I bet if you only have 10k account, you can’t trade tsla put spread even the width is $5, max loss is $500.
     
    #16     Aug 11, 2022
  7. In the initial posting here the spread is 9/4 and a net credit of 3.80,
    so the risk is (9 - 4) - 3.80 = 1.20.
    What do you think is the margin requirement for such a spread trade?
    Is it more than 1.20? :)
     
    #17     Aug 11, 2022
  8. mervyn

    mervyn

    yes, you need at least $900 divided by 4, about $225, look up your broker's margin requirement for this symbol.

    and most brokers requires a minimum of $2000 to open and maintain positions on margin.
     
    #18     Aug 11, 2022
  9. ondafringe

    ondafringe

    In looking at TradeStation's margin requirements, it looks to me like 3.8 + 5 = 8.8 * 100 = $880 + C&F, with initial maintenance at $500.

    I'm just curious, why did you divide by four?
     
    #19     Aug 11, 2022
    earth_imperator likes this.
  10. mervyn

    mervyn

    #20     Aug 11, 2022