How to calculate margin in this example

Discussion in 'Options' started by Derrenoption, Dec 11, 2016.

  1. Hello,

    I wonder how to calculate margin needed in this example:

    - Buy 100 shares of AAPL for $100.0
    - Buy 1 PUT for $4.00 at strike 100

    I beleive that if we only buy the shares, we would need this margin?
    100 * $100 = $10000

    I also then wonder what margin that would be required in total if we bought the shares and the PUT
    How is the way to calculate this manually?

    Thank you
     
  2. Robert Morse

    Robert Morse Sponsor

    I assume you mean Reg-t. http://www.cboe.com/tradtool/mcalc/

    Long Put & Long Underlying Stock

    Initial margin requirement:
    put(s) must be paid for in full
    50% margin requirement on long stock (in a margin account)
    after position is established, ongoing maintenance margin requirement applies, and an increase (or decrease) in the margin required is possible

    Position
    Long 1 Jan 100 put(s) at $4.00
    Long 100 shares underlying stock at $100.00

    Initial Margin
    Margin requirement for put(s): $400.00
    Margin requirement on stock purchase: $5,000.00
    Margin call (SMA debit): $5,400.00
     
  3. Thanks, I wonder something. When I look at my trading account, I can see a SMA which is 10 times greater than actual money I have in the account.

    For example,
    Cash: $1000
    SMA: $10000

    Does this mean that I can purchase shares for $10000 on that margin?

    I must confirm this. Is it not possible to buy PUTS on margin as you do with stocks?
     
  4. Robert Morse

    Robert Morse Sponsor

    You should ask your broker. Does not make sense to me.
     
  5. Thanks, I will ask them and see what they say.
     
  6. prc117f

    prc117f

    You are subject to regular Reg-T margin requirements. I suspect what you are thinking about is Portfolio margin. PM will consider the hedge/maxloss into consideration when calculating margin.

    The put option in regular Reg-T will not lower you margin requirements.