L
lukas
What would be the margin required for the following position:
short 1 ES futures
long 1 ES call option
with the same expiration date?
short 1 ES futures
long 1 ES call option
with the same expiration date?
Robert Morse
Sponsor
I don't have a SPAN margin calculator, but you are not giving enough information to those that do. You need to know the exact option details and the price of the future you are modeling.
L
lukas
Sorry. Expiration Dec'16; future price 2081.50, option strike 2085.00
Robert Morse
Sponsor
This is the best I can do....Have not used this in 2 years. http://www.cmegroup.com/confluence/display/pubspan/Quick+Installation
bob
bob
Robert Morse
Sponsor
Looks a little low to me. Maybe I did it wrong...
Last edited:
Because his broker's kids gotta eat too!
I'm guessing he was trying to see if he could put less money in up to enter a synthetic put than buying the actual put.