margin calculation formula/method for writing options?

Discussion in 'Computer Information' started by Deepak, Oct 22, 2003.

  1. Deepak

    Deepak Guest

    Hi all

    I wish to know about the formula/method used to calculate the margin
    amount to be paid for writing an option ( may be call or put).

    Is this amount affected by :
    a) whether underlying is present or not
    b) long derivative position in the same security for different
    maturity or strike price.

    If yes, then what is the formula used by the broker system.

    Thanks
    Deepak Goyal
    Deepak, Oct 22, 2003
    #1
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  2. Deepak

    Chet Guest

    You might be able to find a better group for this question.
    "Deepak" <> wrote in message
    news:...
    > Hi all
    >
    > I wish to know about the formula/method used to calculate the margin
    > amount to be paid for writing an option ( may be call or put).
    >
    > Is this amount affected by :
    > a) whether underlying is present or not
    > b) long derivative position in the same security for different
    > maturity or strike price.
    >
    > If yes, then what is the formula used by the broker system.
    >
    > Thanks
    > Deepak Goyal
    Chet, Oct 22, 2003
    #2
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  3. Deepak

    Deepak Guest

    can u suggest one??
    "Chet" <> wrote in message news:<LIvlb.853364$uu5.152457@sccrnsc04>...
    > You might be able to find a better group for this question.
    > "Deepak" <> wrote in message
    > news:...
    > > Hi all
    > >
    > > I wish to know about the formula/method used to calculate the margin
    > > amount to be paid for writing an option ( may be call or put).
    > >
    > > Is this amount affected by :
    > > a) whether underlying is present or not
    > > b) long derivative position in the same security for different
    > > maturity or strike price.
    > >
    > > If yes, then what is the formula used by the broker system.
    > >
    > > Thanks
    > > Deepak Goyal
    Deepak, Oct 27, 2003
    #3
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