I have a question regarding options and margin requirements for doing "diagonal credit spreads" on IB.
An example would be a writing a call on a far-term month that is say >90 days in the future and then buying a call for the same number of contracts at the same (or lower) strike price, but on a near-term month. The near-term options would then be rolled as expiry approaches to ensure that the short position is offset in case of assignment.
Sell: Dec 2015 100
Buy: Nov 2014 100
The IB website says they calculate margin requirements in realtime but do not have a specific information about this type of spread,
What I want to know is this:
If the margin is calculated in real time, prior to the expiry of the Nov 2014 Call, would IB consider this a "margin neutral" position? Or do they consider the position uncovered regardless of whether or not I buy Nov 2014?
An example would be a writing a call on a far-term month that is say >90 days in the future and then buying a call for the same number of contracts at the same (or lower) strike price, but on a near-term month. The near-term options would then be rolled as expiry approaches to ensure that the short position is offset in case of assignment.
Sell: Dec 2015 100
Buy: Nov 2014 100
The IB website says they calculate margin requirements in realtime but do not have a specific information about this type of spread,
What I want to know is this:
If the margin is calculated in real time, prior to the expiry of the Nov 2014 Call, would IB consider this a "margin neutral" position? Or do they consider the position uncovered regardless of whether or not I buy Nov 2014?