Forums  > General  > Margins on futures: suppose vix goes form 10 to 80...  
Page 1 of 1
Display using:  


Total Posts: 235
Joined: Aug 2009
Posted: 2018-05-19 16:30
Suppose you have 3x margin, like Interactive Brokers requests. Or even 50% or whatever the CBOE asks you.

What do you think wil happen? If you're on the good side, you margin will be very small to cover for your notional. If you're sold, well, I guess you'll be margin called. If this happen, there's no money to transfer to the winning position.

Will the market execute both margins, cover the money? I am thinking correctly?
And what do you think it will happen to OOTM vix options?

I tried to get data from the Swiss Franc devaluation trade to compare, but didn't find it.

Cheers, Cord

Vespertilio homo est cientificus
Previous Thread :: Next Thread 
Page 1 of 1