spx margin

Discussion in 'Options' started by met1989, Sep 19, 2019.

  1. Robert Morse

    Robert Morse Sponsor

    Not by my PC, so i’ll Give u a quick response. PM is meant to be a risk based margining system, so the OCC will shock a single stock hedged or not, part of a portfolio or not.
     
    #11     Sep 19, 2019
  2. Sig

    Sig

    Thanks, I stand corrected!
     
    #12     Sep 19, 2019
  3. ETJ

    ETJ

    PM is pretty much irrelevant here as the spread requirement will only be the width - less than PM for and index that size - unless you are doing some widely large butterfly.
    If you really want ES margin methodology just do the fly in the ES options - not the same settlement style so just keep a really close eye on it.

    How wide of a fly are you intending to trade or is just an academic question?
     
    #13     Sep 19, 2019
  4. met1989

    met1989

    It’s 50/40 point are yiu a good trader
     
    #14     Sep 19, 2019
  5. traderjo

    traderjo

    It is not clear what Option type of trading you wish to do?
    - Straight forward buying Put or Call have to pay full price! where does the margin come in to it? 1 point x $250

    - If you are selling naked options it will be % of the notional value same as ES options !
    - If you are buying or selling spreads made up of Options then margin should be = max loss!
    Or am I missing something here!:confused:
     
    #15     Sep 19, 2019