Margin to trade Options on Index Futures

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

  1. TM1982

    TM1982

    How much capital do I need to sell 1 naked option on an index future in the US?
     
  2. CME Propreitary Span calculation.
    http://www.cmegroup.com/clearing/risk-management/

    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.