Naked Option Margin Calculator
Margin Requirements are calculated to satisfy Interactive Brokers US Options margin requirements.
Naked Calls Formula:
Call Price + Maximum ((20% * Underlying Price - Out of the Money Amount), (10% * Underlying Price))
Naked Puts Formula:
Put Price + Maximum ((20% * Underlying Price - Out of the Money Amount), (10% * Strike Price))
Naked Calls Formula:
Call Price + Maximum ((20% * Underlying Price - Out of the Money Amount), (10% * Underlying Price))
Naked Puts Formula:
Put Price + Maximum ((20% * Underlying Price - Out of the Money Amount), (10% * Strike Price))
Calculator
Stock Margin
Margin Requirements are calculated to satisfy Interactive Brokers US Stock margin requirements.