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發表於 14-7-19 23:21
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DDT那的 option trading rule如下 :管得挺嚴的是好事!!
1.) If you strictly "Sell Naked Options", then the Clearing Firm generally enforces 200% of the Futures Initial margin per contract during the order placement & carrying process due to the illiquid nature of Options.
2.) If you strictly trade "Option Spreads", then the Clearing Firm generally enforces 100% of the Futures Initial margin per contract during the order placement & carrying process.
Your naked or spread margin amounts by the Exchange (SPAN) would appear on your Daily Statement Only, because the trading platforms / feeds do not have the intelligence to calculate margins / premiums for Options.
The Clearing Firm needs to be very conservative with "Option Sellers" due to the potential Risk. But if you plan to maintain a Very Healthy account size and depending on your strategy, then xtra flexibility "might" be considered...
3.) If you are strictly an "Option Buyer", then the Clearing Firm generally enforces 25% of the Futures Initial margin.
Because technically speaking, if you allow a "Purchased" Option contract to expire "In The Money" (without closing your position).
Then by the next Open you will be assigned a Long Futures contract if you bought a Call Option or you will be assigned a Short Futures contract if you bought a Put Option. |
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發表於 14-6-27 00:25
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