hello, my broker uses tims methodolgy (Theoretical Intermarket Margin System) to establish margins on future's position when hedged by a "married" option but so far they haven't told me much on how much less they'll require as margins anyone knows more? should i buy atm or itm options only? any model to compute the margins? cheers
What is a sample symbol and position. Not sure if I can help until I see that. What broker/FCM do you use?
TIMS is an OCC method that is used for equity options and shocks a portfolio by 15% and what ever that loss would be, is basically your requirement. If your trading platform allows you to do that, all you have to do is ask if the 15% shock is correct. We introduce to Wedbush futures which offers Span margin, the same as the CME. We also have access to a risk platform that can show your live margin requirement for only $100 a month, it is called Object+. Most traders don't push their margin and don't need that.