问题如下:
A U.S. trader sells 500 put options. The option price is USD 3, the strike price is USD 31, and the stock price is USD 30. What is the margin requirement?
选项:
解释:
The margin per option in USD is max(3 + 0.2 * 30,3 + 0.1 * 31) = 9
The total margin requirement is therefore USD 4,500.
老师您好,请补充讲解一下保证金的计算规则,谢谢