Margin on options arb/conversion

Discussion in 'Retail Brokers' started by UVXY20, Jan 10, 2024.

  1. Quanto

    Quanto

    What about the PMA margin req for this real stock, data just taken from YahooFinance:
    Ticker: SAVE
    LongStock: Price=15.95
    ShortCall: Strike=15, ExpDate=2024-02-16 (DTE=37), Premium=5.35
    LongPut: Strike=12.5, ExpDate=2024-02-16 (DTE=37), Premium=3.20
     
    #11     Jan 10, 2024
  2. Robert Morse

    Robert Morse Sponsor

    upload_2024-1-10_13-53-23.png

    PM value $75, House value $90
     
    #12     Jan 10, 2024
  3. Robert Morse

    Robert Morse Sponsor

    BTW, I do not put in prices, the risk tool gets a live feed. The only input is what you see above.
     
    #13     Jan 10, 2024
    MACD likes this.
  4. Quanto

    Quanto

    Is that the total margin requirement for the collar?
    How much would RegT margin req be for the same?
     
    #14     Jan 10, 2024
  5. Robert Morse

    Robert Morse Sponsor

    Max loss based on $13.80 is $130. I do not make up the PM numbers. And, Reg-T margin depending on how your broker pairs off the trade will be higher. Reg-T is not risk based. My system estimates REG-T margin at $399. That might not match your broker. It could be more.

    upload_2024-1-10_14-19-1.png

     
    #15     Jan 10, 2024
    Quanto likes this.
  6. Quanto

    Quanto

    Robert, thx! It makes a big difference, indeed.
    PMA looks very interesting, will need to read the fineprint...

    Btw, that's the PnL chart of the said trade: https://optioncreator.com/stfqol4
    SAVE_Collar.png
     
    #16     Jan 10, 2024
    SoCalOptionsWriter likes this.
  7. Robert Morse

    Robert Morse Sponsor

    #17     Jan 10, 2024
    SoCalOptionsWriter and Quanto like this.
  8. destriero

    destriero

    I'm going into guest mode but the 12.5/15 call spread is 1.25 here. Ppl are ppl. Bob, GL dealing with these idiots.
     
    #18     Jan 10, 2024
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  9. Quanto

    Quanto

    Thx, just a final question regarding PMA margin req:
    Is the computed margin req kind of constant (static) for that trade, or can it vary with passage of time?
    Ie. is the procedure similar to ReqT which has 2 MRs: Initial MR and Maintenance MR ?
     
    #19     Jan 10, 2024
  10. Robert Morse

    Robert Morse Sponsor

    The OCC only does this math after the close based on the closing prices. So yes, if the stock is $5 or $16, the requirement would change. Our Risk/margin system estimates EOD values. REG-T is static. PM is not.

     
    #20     Jan 10, 2024