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all.

I am looking into calculating margin on futures mixed with futures options.

Say ES is trading at 2700 currently, I long 100 ES, 600k (Margin/risk). Then i buy 100 2680 puts. so Points Diff (2700-2680) * 50 * 100 which is 100k margin because i bought puts.

Now say that same situation I buy only 50 puts. do I now calculate 50 of the ES contracts at 50k margin then the other 50 at 6k margin each?

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closed as unclear what you're asking by skoestlmeier, LocalVolatility, Lliane, lehalle, Attack68 Mar 2 at 19:13

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