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Sellers in Option Trading(Obligation warehouse)Margin Rules

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上交所50ETFoption开仓保证金最低标准认购期权义务仓开仓保证金=[合约前结算价+Max(12%×合约标的前收盘价-认购期权虚值,7%×合约标的前收盘价)]×合约单位
认沽期权义务仓开仓保证金=Min[合约前结算价+Max(12%×合约标的前收盘价-认沽期权虚值,7%×行权价格),行权价格] ×合约单位
维持保证金最低标准认购期权义务仓维持保证金=[合约结算价+Max(12%×合约标的收盘价-认购期权虚值,7%×合约标的收盘价)]×合约单位
认沽期权义务仓维持保证金=Min[合约结算价 +Max(12%×合标的收盘价-认沽期权虚值,7%×行权价格),行权价格]×合约单位
大商所豆粕期权期权卖方交易保证金的收取标准为下列两者中较大者:
(一)期权合约结算价×标的futures合约交易单位+标的期货合约交易保证金-(1/2)×期权虚值额;
(二)期权合约结算价×标的期货合约交易单位+(1/2)×标的期货合约交易保证金。
郑商所白糖期权期权卖方交易保证金的收取标准为下列两者中较大者:
(一)期权合约结算价×标的期货合约交易单位+标的期货合约交易保证金-(1/2)×期权虚值额;
(二)期权合约结算价×标的期货合约交易单位+(1/2)×标的期货合约交易保证金。

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