Options Strategy Visualizer    

Based on CBOE margin manual p 18.
  • Implied vol. (perc): 25 %
  • Margin to be conservative by: 100 %
  • Physical time: 0.25 years
  • Standard margin requirement: 100 x - Cur (based on CBOE rulebook)
  • Conservative margin: 100 x - Cur
 Presets
  1. Underlying   150
  2. Neutral   Long   Short   |  Qty   |  Call   Put   Security   |  Strike   |  Market Value   |  Maturity years  
  3. Neutral   Long   Short   |  Qty   |  Call   Put   Security   |  Strike   |  Market Value   |  Maturity years  
  4. Neutral   Long   Short   |  Qty   |  Call   Put   Security   |  Strike   |  Market Value   |  Maturity years  
  5. Neutral   Long   Short   |  Qty   |  Call   Put   Security   |  Strike   |  Market Value   |  Maturity years  

    API margin: