Same ES options require 2813 initial and 2250 maintenance. Make it twice bigger to compare because of difference in multipliers (100 for SPX vs. 50 for ES). I am daring to say that SPAN will give you better margins with any spread. BTW, you will have margins reduced in half between 8:30 and 14:45 Chicago time.
Options on Futures Brokers
- Thread starter burrben
- Start date
Quote from http://www.interactivebrokers.com/en/accounts/fees/marketData.php?ib_entity=llc
Customers will receive an allocation of 100 real-time concurrent market data lines in the first month of trading at IB. After the first month, customers will receive a market data line for the current month for each $8 in commissions spent in the prior month with a minimum of at least 100 market data lines.
It is all per page of course.
Customers will receive an allocation of 100 real-time concurrent market data lines in the first month of trading at IB. After the first month, customers will receive a market data line for the current month for each $8 in commissions spent in the prior month with a minimum of at least 100 market data lines.
It is all per page of course.
Thanks, I know a good bit about index options, but I'm a total newb with futures options. So please bear with me:
1) Your saying that as long as I hold the spread, I would only require $5500 (2250x2 due to multiplier) to hold until expiration? Then the options would expire worthless, and I collect the full $1 credit
2) Why are the margins reduced in half?
I know span is calc'd at the CME, not IB, I'm just trying to get a grasp if moving to this product would increase my return on risk.
Any opinions on the liquidity of the ES options vs the SPX options? Also any comments about the spread bid/ask width?
1) Your saying that as long as I hold the spread, I would only require $5500 (2250x2 due to multiplier) to hold until expiration? Then the options would expire worthless, and I collect the full $1 credit
2) Why are the margins reduced in half?
I know span is calc'd at the CME, not IB, I'm just trying to get a grasp if moving to this product would increase my return on risk.
Any opinions on the liquidity of the ES options vs the SPX options? Also any comments about the spread bid/ask width?
1. Your margin will change every day. It will depend on many parameters.
2. The margin will be reduced because IB likes to stimulate your trading and it not contradicts to laws and regulations.
3. IB calculates the margin in real time. It does not change during the day though.
4. Liquidity is OK for ES but it is worse then SPX of course. IMHO, bid/ask spreads are approximately equal but traders could probably correct me.
2. The margin will be reduced because IB likes to stimulate your trading and it not contradicts to laws and regulations.
3. IB calculates the margin in real time. It does not change during the day though.
4. Liquidity is OK for ES but it is worse then SPX of course. IMHO, bid/ask spreads are approximately equal but traders could probably correct me.
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