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Margin Requirements for Option Strategies

1. Covered Call

1.1 Definition

Long Stock + Short Call, and the quantity of the underlying stock is same as the contract size of the call option

1.2 Margin Requirement

Long Stock Margin 

1.3 Buying Power Requirement

• If you open a covered call position by placing a two-leg order, the buying power required will be the trading fees plus the amount of margin calculated using the above formula;

• If you hold enough shares of the underlying stock and then sell to open a call option, the sell short order of options will also apply the margin reduction with no buying power required.

Note: If no margin reduction is applied, it may be caused by your holding insufficient shares or your operation of closing position in the underlying stock.


2. Covered Put

2.1 Definition

Short Stock+Short Put, and the quantity of the underlying stock is same as the contract size of the put option

2.2 Margin Requirement

Short Stock Margin + In-The-Money Amount of Short Put 

2.3 Buying Power Requirement

• If you open a covered put position by placing a two-leg order, the buying power required will be the trading fees plus the amount of margin calculated using the above formula;

• If you hold the short position of the underlying stock and then sell to open an out-of-the-money put option by placing a single-leg option order, the single-leg option order will also apply the margin reduction with no buying power Requirement.

• If you hold the short position of the underlying stock and then sell to open an in-the-money put option by placing a single-leg option order, the single-leg option order will also apply the margin reduction and release an amount of buying power after the order submitted.

Note: If no margin reduction is applied, it may be caused by your holding insufficient shares or the operation of closing position in the underlying stock.


3. Vertical Spread

3.1 Definition

Vertical Call Spread: Long Call + Short Call (same expiration date, same underlying stock, same contract size)

• Vertical Put Spread: Long Put + Short Put (same expiration date, same underlying stock, same contract size)

3.2 Margin Requirement

• Vertical Call Spread: Market Value of Long Call + Max(Long Call Strike – Short Call Strike, 0) X Contract Size

• Vertical Put Spread: Market Value of Long Put + Max(Short Put Strike – Long Put Strike, 0) X Contract Size

3.3 Buying Power Requirement

• If you open a vertical spread position by placing a two-leg order, the buying power required will be the trading fees plus the amount of margin calculated using the above formula;

• If you hold a long position of call(put) and then sell to open a call(put) with a higher(lower) strike price, the short sell order of call(put) will also apply the margin reduction with no buying power required;

• If you hold a long position of call(put) and then sell to open a call(put) with a lower(higher) strike price, the short sell order of call(put) will also apply the margin reduction and release an amount of buying power after the order submitted;


Note:

If no margin reduction is applied, it may be caused by your holding insufficient long options, your operation of closing the long option position, or a different contract size.


4. Straddle

4.1 Definition

• Long Straddle: Long Call + Long Put (same expiration date, same strike price, same underlying stock, same contract size)

• Short Straddle: Short Call + Short Put (same expiration date, same strike price, same underlying stock, same contract size)

4.2 Margin Requirement

• Long Straddle: Market Value of Long Call + Market Value of Long Put

• Short Straddle: Max (Short Call Margin, Short Put Margin)

4.3 Buying Power Requirement

If you open a straddle position by placing a two-leg order, the buying power required will be the trading fees plus the amount of margin calculated using the above formula.


5. Strangle

5.1 Definition

• Long Strangle: Long Call + Long Put (same expiration date, same underlying stock, same contract size, Put Strike < Call Strike)

• Short Strangle: Short Call + Short Put (same expiration date, same underlying stock, same contract size, Put Strike < Call Strike)

5.2 Margin Requirement

• Long Strangle: Market Value of Long Call + Market Value of Long Put

• Short Strangle: Max (Short Call Margin, Short Put Margin)

5.3 Buying Power Requirement

If you open a strangle position by placing a two-leg order, the buying power required will be the trading fees plus the amount of margin calculated using the above formula.


6. Collar

6.1 Definition

• Long Collar: Long Stock + Long Put + Short Call (same expiration date, same underlying stock, Put Strike < Call Strike);

• Short Collar: Short Stock + Short Put + Long Call (same expiration date, same underlying stock, Put Strike < Call Strike);

6.2 Margin Requirement

• Long Collar: Long Stock Margin + Market Value of Long Put 

• Short Collar: Short Stock Margin + Market Value of Long Call  + In-The-Money Amount of Short Put

6.3 Buying Power Requirement

If you open a collar position by placing a three-leg order, the buying power required will be the trading fees plus the amount of margin calculated using the above formula;

Note: If no margin reduction is applied, it may be caused by your holding insufficient shares or your operation of closing position in the underlying stock.

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