How to get the margin for selling a specific option. It is available from margin calculator. How can I make that calculation with code. What is the formula for the calculation. Like, ADANIPOWER-26-JUL-18, options, call, strike 17.5 is 66450. This I got from margin calculator. How can make this calculation? Please don't give the link to manual and margins. I have gone through that.
@pvgeorge It will be very difficult to calculate Futures options margin individually, because of multiple group division Group I,II and III.Margin requirement is based on, VaR which uses exponentially weighted moving average (EWMA) methodology.You can go through this material for detailed calculation.
It will be very difficult to calculate Futures options margin individually, because of multiple group division Group I,II and III.Margin requirement is based on, VaR which uses exponentially weighted moving average (EWMA) methodology.You can go through this material for detailed calculation.