futures options - margin requirement

Discussion in 'Trading' started by kobyco, May 14, 2003.

  1. kobyco


    Where can I find the margin requirement for selling naked futures options?

    Can the margin be higher than the margin required to open a futures position?
  2. Go to the CME website and do a search for SPAN (Standard Portfolio Analysis of Risk) to understand how margin requirements are set for options-on-futures.

    No. Well, technically your broker can impose any margin requirement they deem appropriate but most likely they will simply use SPAN requirements.