The Traderszone Network

Published in TZ Latest News 6 November, 2017 by The TZ Newswire Staff

Need help re: stress-testing my acct Margin (incl option spreads) based on changes in underlying SP

I’m looking for a tool / resource that would let me model what various hypothetical movements in an underlying SP would do to my account’s margin requirements. I have an Excel formula that calculates option margin requirements, BUT only for straightforward naked long/short puts and calls…my account has several more complicated option spread positions that have hairier margin calc’s including offsets, etc. (e.g. if I’m long both a put and a call in same underlying, I requires lower…

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