问个margin 的问题

blackrock

是不是卖naked put对margin的要求高。我在卖之前还有些purchasing power，昨天卖了naked put之后，今天收到margin call，说差的数额还很多，而我昨天卖的put今天实际上还赚了不少。有没有知道的人指点一下。

老黄

ETF margin is different from single stock margin

intraday margin is different from overnight margin

also check if you got some assignment before OE

blackrock

老黄 发表于 2011-6-29 17:15
ETF margin is different from single stock margin

intraday margin is different from overnight marg ...

多谢老黄回答。
我主要是好奇是不是卖put会有点不一样。因为我的net asset : margin debit ~=10:3. 就是说margin比例不算高，不至于得margin call。可能具体的还是得问Etrade。

GnGSystem

**Naked Puts         - Equity and Narrow-Based Index Options:
Proceeds of the sale plus 20% of the underlying value less out of the money amount OR
proceeds of sale plus 10% of strike price, whichever is greater

- Broad-Based Index Options:
Proceeds of the sales plus 15% of the index value less out of the money amount OR
proceeds of sales plus 10% of the strike price, whichever is greater

- Securities with special maintenance requirements:
Proceeds of the sale plus the greatest of:
20% of the underlying value less out of the money amount OR
A percentage equal to the special maintenance requirement divided by two less out of the money amount OR
10% of the underlying strike price.

- Leveraged ETF Options (Narrow-Based Index Options):
Proceeds of the sale plus (20% times leverage multiple) of the underlying value less out of the money amount OR proceeds of the sale plus (10% times leverage multiple) of the strike price, whichever is greater.

- Leveraged ETF Options (Broad-Based Index Options):
Proceeds of the sale plus (15% times leverage multiple) of the underlying value less out of the money amount OR proceeds of the sale plus (10% times leverage multiple) of the strike price, whichever is greater.         - Equity and Narrow-Based Index Options:
Proceeds of the sale plus 20% of the underlying value less out of the money amount OR
proceeds of sale plus 10% of strike price, whichever is greater

- Broad-Based Index Options:
Proceeds of the sales plus 15% of the index value less out of the money amount OR
proceeds of sales plus 10% of the strike price, whichever is greater

- Securities with special maintenance requirements:
Proceeds of the sale plus the greatest of:
20% of the underlying value less out of the money amount OR
A percentage equal to the special maintenance requirement divided by two less out of the money amount OR
10% of the underlying strike price.

- Leveraged ETF Options (Narrow-Based Index Options):
Proceeds of the sale plus (20% times leverage multiple) of the underlying value less out of the money amount OR proceeds of the sale plus (10% times leverage multiple) of the strike price, whichever is greater.

- Leveraged ETF Options (Broad-Based Index Options):
Proceeds of the sale plus (15% times leverage multiple) of the underlying value less out of the money amount OR proceeds of the sale plus (10% times leverage multiple) of the strike price, whichever is greater.

blackrock

GnGSystem 发表于 2011-6-29 23:48
**Naked Puts         - Equity and Narrow-Based Index Options:
Proceeds of the sale plus 20% of the underly ...

Thank you very much.