Log in or Sign up

ET News & Sponsor Info

General Topics

Markets

Technical Topics

Brokerage Firms

Company Specific

Interactive Brokers

Tools of the Trade

Trading for a Living

Community Lounge

Site Support

Feedback

Futures Options Max Loss

Discussion in 'Options' started by gaussian, Sep 9, 2019.

TradingPilot
- 229
  Posts
- 7
  Likes
gaussian said:
hmm, doesn't seem to match my numbers over here. If I try to order up a vertical put spread on /ZNZ19 for DEC 19 - 130.5/130 my maximum loss is 265.63, and my buying power effect is -108.00.

Come to think of it this might be SPAN margining taking effect. I'm used to trading equity options where generally speaking maximum loss and buying power effect tend to be closer to equal.
More...

Futures options use SPAN margin

#11 Sep 9, 2019

Share

CannonTrading_Ilan likes this.

(You must log in or sign up to reply here.)

Search