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?


Your Answer

By clicking "Post Your Answer", you acknowledge that you have read our updated terms of service, privacy policy and cookie policy, and that your continued use of the website is subject to these policies.

Browse other questions tagged or ask your own question.