The option code of 300 futures is IO, and selling a put option on 300 futures is to sell the PUT of IO. How much margin will the PUT of selling IO take up? (Assuming to sell an IO PUT) Occupied margin = max (the closing price before the 300 index * 100 * 12% – the in-the-money amount, the exercise price * 100 * 12% * 0.5) + the settlement price before the option * 100 Among them, Imaginary value = max (close before the 300 index…
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