Hi traders,
my questions:
How was the behaviour of implied volatility of CL options (front month vs back months) in the May 2010 sell off?
Did IV just spike in the front month and not so much in the back months, or did it spike in all months (let's say till 4 months out) about the same...
Hello guys!
From IB website:
Interactivebrokers' Reg-T Margin requirement for overnight holding of
Covered Calls (Short an option with an equity position held to cover full exercise upon assignment of the option contract):
Initial stock margin requirement + 100% of in the money option...