Margin for options on futures

D

dbs119

Hey guys,

i was just wondering if anyone could pls help me find out a step-by-step guide how to calculate margin for options on futures( i am interested in selling naked calls and puts on euro-currency futures and SP500 futures).
I do understand the potential unlimited risks with naked selling so please if you have an answer, i would really appreciate it!
I found this for CBOE traded SPX options..
http://www.cboe.com/tradtool/marginmanual2000.pdf
I figured the margin per one options contract would be smaller? Or maybe not?
 
Future options are margined with SPAN. It's risk based not a set calculation.
You can get current parameters at cme.com
 
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