Hi,
I was tring to understand options margin requirements for IB.
Calculating this requirements is not very straightforward. See links below
I tested some options strategies with Zorro and I think this requirements are not followed as I haven't received any margin call errors. Looks like the margin taken into account is just the option price.
Does anyone know a way to make a good approximation while backtesting zorro strategies ?
Has Zorro plan to implement a better margin calculation for options ?
Any help appreciated.
Good trading to everyone
Vincenzo
http://www.cboe.com/LearnCenter/pdf/margin2-00.pdfhttps://www.interactivebrokers.com/en/index.php?f=24176https://www.interactivebrokers.com/en/so...equirements.htmhttps://www.interactivebrokers.com.au/en/index.php?f=marginnew&p=opthttps://www.interactivebrokers.com/en/so...checkmargin.htm
