@IBKR: question re equity option margins

[ogarbitrage]

For anyone in the know: assuming account is well funded, what is the margin requirement to sell 100 equity options naked? How much cash would this lock up initial and maintenance?

IE: short 100 SPY Apr19 $280 calls at $4.50?

 

[Robert Morse]

If you stage the order, it should tell you.

 

[Quiet1]

If you right-click and do 'check margin' on that order, the initial margin is about 261k, 238k maintenance

 

[ogarbitrage]

I don't have an IB account anymore.

 

[ogarbitrage]

If you right-click and do 'check margin' on that order, the initial margin is about 261k, 238k maintenance

Great, thank you.

One further, I assume this is a volatility-weighted ratio for margins based on the underlying?

 

[KevMo]

For anyone in the know: assuming account is well funded, what is the margin requirement to sell 100 equity options naked? How much cash would this lock up initial and maintenance?

IE: short 100 SPY Apr19 $280 calls at $4.50?

OCC Margin Calc for TIMS model.

https://apps.theocc.com/pmc/pmc.do