futures options - margin requirement

K

kobyco

Where can I find the margin requirement for selling naked futures options?

Can the margin be higher than the margin required to open a futures position?
 
Quote from kobyco:

Where can I find the margin requirement for selling naked futures options?

Can the margin be higher than the margin required to open a futures position?
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Go to the CME website and do a search for SPAN (Standard Portfolio Analysis of Risk) to understand how margin requirements are set for options-on-futures.

No. Well, technically your broker can impose any margin requirement they deem appropriate but most likely they will simply use SPAN requirements.
 
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