In regards to ES im wondering If theres a scenerio intraday (price shock) that will effect the amount of margin im carrying. Besides PnL

Kind of a dumb question, as I guess its just a function of what I'm short and long at each level.

Like say I bought 100 2720 ES calls, but sold 200 2730 calls Thus at 2720-2730 I would be long 100 contracts which is 600k margin, then above 2730 I am short 100 contracts.

  • $\begingroup$ @AlexC The question I need answered is entirely different from the question I asked unfortunately. Im trying to find a way to calculate the margin on multiple positions like say es is trading at 2700, long 100 ES, long 100 2680 puts thus my margin/risk is 20*50*100=100k which would be my entire risk of my portfolio. $\endgroup$ – Lovinthecane Feb 11 at 20:11

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