T TM1982 Jun 7, 2009 #1 How much capital do I need to sell 1 naked option on an index future in the US?
P PocketChange Jun 20, 2009 #2 CME Propreitary Span calculation. http://www.cmegroup.com/clearing/risk-management/ Your broker should download these tables twice a day and run against your total portfolio to determine how much cash you would need on hand to write a naked option.
CME Propreitary Span calculation. http://www.cmegroup.com/clearing/risk-management/ Your broker should download these tables twice a day and run against your total portfolio to determine how much cash you would need on hand to write a naked option.
