@IBKR: question re equity option margins

Discussion in 'Options' started by ogarbitrage, Feb 27, 2019.

  1. For anyone in the know: assuming account is well funded, what is the margin requirement to sell 100 equity options naked? How much cash would this lock up initial and maintenance?

    IE: short 100 SPY Apr19 $280 calls at $4.50?
     
  2. Robert Morse

    Robert Morse Sponsor

    If you stage the order, it should tell you.
     
  3. Quiet1

    Quiet1

    If you right-click and do 'check margin' on that order, the initial margin is about 261k, 238k maintenance
     
    ogarbitrage likes this.
  4. I don't have an IB account anymore.
     
  5. Great, thank you.

    One further, I assume this is a volatility-weighted ratio for margins based on the underlying?
     
  6. KevMo

    KevMo


    OCC Margin Calc for TIMS model.

    https://apps.theocc.com/pmc/pmc.do