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Options Margin Requirements
The margin requirements for Options
Margin Requirement
Specifications
Initial Margin Requirements
For Long Positions which add to the existing position:
min(100% * mark price, 10% of spot)
For Short Call Positions which add to the existing position:
max((20% - OTM Amount/spot)*spot, 12.5% * spot) For Short Put Positions which add to the existing position:
min(max((20% - OTM Amount/spot)*spot, 12.5% * spot), 50% of strike)
Maintenance Margin Requirements
For Long Positions:
min(100% * mark price, 6.5% of spot)
For Short Call Positions:
max((10% - OTM Amount/spot)*spot, 8% * spot) For Short Put Positions:
min(max((10% - OTM Amount/spot)*spot, 8% * spot), 50% of strike)
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