Maintenance margin on a collar

Discussion in 'Commodity Futures' started by UVXY20, Jul 17, 2024.

  1. UVXY20

    UVXY20

    Is there a formula when using SPAN on, say, long ZB, short ATM call, and long OTM put? Or is it the same as PM? And anywhere I can locate this in IB's TWS?
     
  2. CannonTrading_Ilan

    CannonTrading_Ilan Sponsor