Margin for options on futures

Discussion in 'Options' started by dbs119, Mar 26, 2006.

  1. dbs119


    Hey guys,

    i was just wondering if anyone could pls help me find out a step-by-step guide how to calculate margin for options on futures( i am interested in selling naked calls and puts on euro-currency futures and SP500 futures).
    I do understand the potential unlimited risks with naked selling so please if you have an answer, i would really appreciate it!
    I found this for CBOE traded SPX options..
    I figured the margin per one options contract would be smaller? Or maybe not?
  2. hopback


    Future options are margined with SPAN. It's risk based not a set calculation.
    You can get current parameters at