IB's portfolio margin for collar

Discussion in 'Options' started by LM3886, Feb 7, 2021.

  1. LM3886

    LM3886

    Greetings,

    I found that IB's portfolio margin requirement is way higher for collar than a risk-equivalent call spread, sometimes 10 times higher for some stocks. The comparison is set up like the following:

    K1 is the lower strike, S is the stock price, K2 is the higher strike.
    K1 < S < K2

    Collar: 100x stock + 1x put @ K1 - 1x call @ K2
    Call spread: 1x call @ K1 - 1x call @ K2

    Both strategy should have the same risk profile: _/▔. How would they have such different margin requirement? What am I missing? Thanks!
     
    destriero likes this.
  2. destriero

    destriero

    IB sucks. Period. A market maker in vol that doesn't understand synthetics.
     
  3. LM3886

    LM3886

    Any recommendations over IB? One with API.
     
  4. destriero

    destriero

    I know it makes it tough to convert from D1 to a collar/synthetic bull spread (earnings, etc) when you have no idea WTF IBKR's haircut is going to be. Clown shoes. They have become a joke.

    https://optionsroute.com/

    I haven't used them but know someone who speaks well of them.
     
    Atikon and LM3886 like this.
  5. LM3886

    LM3886

    Dumb question maybe: what did you mean by "D1"? Also, the reason I'm interested in the margin of collars is they seem to have a smaller slippage than call spreads.
     
  6. gowthamn

    gowthamn

    I am using TD ameritrade with portfolio margin and use their API.
    I was thinking of moving to IB as the margins from TDA was higher than IB.
    But in IB there is a 30% margin rule for concentrated positions. Do you know what that means?
     
  7. destriero

    destriero


    Delta 1 (100). There should not be an advantage when trading two combos (synthetic and wings).
     
  8. destriero

    destriero


    That's on portfolio margin.
     
  9. gowthamn

    gowthamn

    Yes, I currently have portfolio margin with TDA.