Trading KOSPI option contract just like a futures contract

Quote from kiwi_trader:

Can anyone advise the risk free interest rate to be used when calculating approx KOSPI option values please?
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I am using 3.5%. They went up .25% in October. What option calculator are you using?
 
Quote from bebe:

Are u allowed to trade the Kospi futures with IB if u are a resident of the European Union? Thxs
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yes.

margin, i"m doing this off the top of my head w/o checking but for futures it is roughly 7K (the KRW has been all over the place of late so the amount will vary)

The options are so liquid that you might consider trading them as a proxy for the future (tighter spreads, less margin and better commissions).
 
Thank you DEF!

One more: the margin for options is how much? Roughly 1/5th of the the margin for the futures contract? Thxs.
 
Quote from bebe:

Thank you DEF!

One more: the margin for options is how much? Roughly 1/5th of the the margin for the futures contract? Thxs.
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Depends if you are long/short have spreads on etc since the margining is TIMS (similar to SPAN). The easiest thing to do would be to line up an order and click on the check margin tab (right click on the order line).
 
I have reported the incorrect closes on the all option strikes to the helpdesk and someone is looking into it. I have also suggested the addition of the option model and greeks now that the index price has appeared on the option trader screen. If you could ask for this as well. thx
 
Quote from just21:

I have reported the incorrect closes on the all option strikes to the helpdesk and someone is looking into it. I have also suggested the addition of the option model and greeks now that the index price has appeared on the option trader screen. If you could ask for this as well. thx
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i was one step ahead of you on the closing price issue and it should have been corrected. the difference was due to the timing and dissemination of the previous days closing prices. I need to look into the greeks for the index though. I'm not 100% sure when we'll be able to offer them.
 
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