ES option bid/ask size

Discussion in 'Options' started by just21, Oct 11, 2005.

  1. Yes I am using IB and I had done exactlty as you say.
     
    #11     Nov 8, 2005
  2. ktm

    ktm

    Nice job IB with the volume on ES options. Very nice.
     
    #12     Nov 8, 2005
  3. just21

    just21

    I make it $1009 for the nov 1135 put.
     
    #13     Nov 8, 2005
  4. Just21

    I am surprised. My a/c is GBP. I checked the margin again and it comes to GBP1044. I am taking total of initial and maintenance margin day time-not overnight as this is too high.
     
    #14     Nov 8, 2005
  5. just21

    just21

    I took the current initial margin on the view account screen from the initial margin on the check margin screen.
     
    #15     Nov 8, 2005
  6. just21

    what about maintenance margin? You have to allow for that. Am I missing something?
     
    #16     Nov 8, 2005
  7. just21

    just21

    US futures exchanges have adopted the following rule: when a customer portfolio for which a higher initial requirement exists is new, the customer must meet the initial requirement. Thereafter, so long as the net liquidating value for the account does not fall below the maintenance risk requirement, only the maintenance requirement need be met. If, on the other hand, the net liquidating value falls below the maintenance requirement, additional collateral must be deposited to bring the net liquidating value up to the level of the initial requirement.


    http://www.cme.com/clearing/rmspan/span/compont2480.html
     
    #17     Nov 8, 2005
  8. Just21

    I donot understand this. When I put on the trade the maintenance margin was at GBP 20533 and after the trade was GBP 21135-increase of 602.Should this have been nil?Thanks
     
    #18     Nov 8, 2005
  9. just21

    just21

    That's about right a $1000. No one has traded the 1135 nov put though! The account window is telling you what the maintenance margin is tommorrow, you are using initial margin today.
     
    #19     Nov 8, 2005
  10. Just21

    I will give another example. This time on ER2 The initial and Maint before the trade was 42791 and after the trade was 43428..Total of only 637 Strike at 610
     
    #20     Nov 8, 2005