Hi,
I don't have any options programs(ex. OptionVue), to calculate my margin requirement on futures options trades.
I especially would like to know how to calculate the margin requirement for naked options (E-mini S&P).
You obviously can't calculate it exactly because of SPAN, but I'm looking for a method with good accuracy.
Thanks.
I don't have any options programs(ex. OptionVue), to calculate my margin requirement on futures options trades.
I especially would like to know how to calculate the margin requirement for naked options (E-mini S&P).
You obviously can't calculate it exactly because of SPAN, but I'm looking for a method with good accuracy.
Thanks.