IB naked call马金计算问题# Stock
c*y
1 楼
这个是在IB网站上看到的，有点不解
IB Initial/RegT
End of Day
Margin Account
Stock Options[1]
Call Price + Maximum ((20%[2] * Underlying Price - Out of the Money Amount)
,
(10% * Underlying Price))
call price=1
underlying=550
strick=650
带入算的话
initial margin = $1+ max{ [(20%*550)-(650-550)],10%*550}
= $1+ max(10,55)
= $56
这么说我要write $1刀的naked call, 账户需要有5600块？ 才能write 100块？
IB Initial/RegT
End of Day
Margin Account
Stock Options[1]
Call Price + Maximum ((20%[2] * Underlying Price - Out of the Money Amount)
,
(10% * Underlying Price))
call price=1
underlying=550
strick=650
带入算的话
initial margin = $1+ max{ [(20%*550)-(650-550)],10%*550}
= $1+ max(10,55)
= $56
这么说我要write $1刀的naked call, 账户需要有5600块？ 才能write 100块？
