Margin to trade Options on Index Futures

Discussion in 'Index Futures' started by TM1982, Jun 7, 2009.

  1. TM1982


    How much capital do I need to sell 1 naked option on an index future in the US?
  2. CME Propreitary Span calculation.

    Your broker should download these tables twice a day and run against your total portfolio to determine how much cash you would need on hand to write a naked option.