Margin calculator

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

  1. 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?
  2. just21


  3. 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

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

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

    any takers ?
  4. ids


    There are no free SPAN calculators except for LIFFE (London SPAN)
    CME asks $500 for PC SPAN that is universal.