Question
A stock has a current price of $421. A trader writes 3 naked call option contracts on the stock, each contract covering 100 shares. The
A stock has a current price of $421. A trader writes 3 naked call option contracts on the stock, each contract covering 100 shares. The option price is $16, the strike price is $460, and the time to maturity is 3 months. What is the margin requirement (in $)?
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To calculate the margin requirement for the naked call option contracts we need to consider the unde...
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Fundamentals of Futures and Options Markets
Authors: John C. Hull
8th edition
978-1292155036, 1292155035, 132993341, 978-0132993340
