I want to suggest some improvements for IB margin calculation. When try to sell Calendar (or Diagonal) spread, the IB TWS strategy builder calculates very high margin. The calendar spreads have limited losses so it shouldn’t be the same as if selling naked options. For example: Calendar SPX ,strike=3090 between DEC 13’19 and DEC 20’19 If sell calendar call (buy call 3090 DEC 13’19 and sell call DEC 20’19), the IB system calculates Margin=50829 USD. Why? This is a spread and the current max. theoretical loss is around $1080. /Almost the same margin calculation is with Diagonal spread./ Usually the Calendar spread is closed up to the expiration date of the front leg. Why IB system calculates the margin of the spread like margin of naked short option? When trade generic combo spread options (separate options as a spread composed by 2 highly correlated underlyings) then the IB system shouldn’t calculate the margin as naked options. I suggest the margin for such spreads to be decreased by the correlation percent. This calculation should be applied for option spreads (Vertical, Calendar, Diagonal or even more complex strategies like Iron Condor, Butterfly, BOX and etc.) based on pair trading underlyings. For example: GOOG and GOOGL – these underlyings are very high correlated because represent one company. If make a generic combo spread based on GOOG and GOOGL – buy GOOG call at strike1 & sell GOOGL call at strike2 (or buy GOOG puts at strike1 & sell GOOGL puts at strike2) then IB system should decrease the margin by the correlation percent since the risk of such spread is near to the standard vertical spread between strike1 and strike2 in one underlying. I also have a suggestion for improvement option assignments cases that do a lot of headaches of all options traders. It doesn’t matter if it’s an early assignment or expiration assignment – once the short leg is in option spread and it’s assigned, then automatically the long leg should be assigned too. The option trader use option spreads (or complex options strategies) as a hedge and wants the legs to cover each other. The most unwanted scenario is the IB auto liquidation algo to sell everything (at short option leg assignment case) and to bring huge losses instead to exercise the long option leg and to bring profits to IB users.