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Portfolio margin

  #6 (permalink)

Sofia, Bulgaria
Trading Experience: Advanced
Platform: IB,TOS
Broker/Data: IB
Favorite Futures: Options,ES,6E,ZB,SPX,RUT,CL
Posts: 47 since Jul 2010
Thanks: 6 given, 42 received

shodson View Post
That's one of the problems with naked short options: your mask risk is infinite. If you sold a spread your risk would be measured and not change over time.

OK i understood that but must be math formula and logic behind this margin change.

Thanks for your help

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