Margin calculator

Discussion in 'Options' started by just21, Oct 5, 2005.

  1. just21

    just21

    Anybody know of a span or eurex rbm margin calculator? I am wondering why my initial margin is increasing when the options I am short have halved in value?
     
    #1     Oct 5, 2005
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  2. just21

    just21

    #2     Oct 5, 2005
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  3. cloned777777

    cloned777777

    Ok

    why is saxo margin for FOREX NAKED SHORT options LESS than IB ?

    saxo also is less than any futures options.

    is'nt the risk the same..?


    saxo i beleive has the following

    NAKED SHORT
    margin= spot price * 2% * delta * contract size

    IB ... and futures contract options short margin are crazy in comparison..

    any takers ?
     
    #3     Oct 5, 2005
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  4. ids

    ids

    There are no free SPAN calculators except for LIFFE (London SPAN)
    CME asks $500 for PC SPAN that is universal.
     
    #4     Oct 6, 2005
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