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Current strategies margin were defined & tested against IB actual margin requirements, some are an approximation with some expected small degree of error.
Please share a specific case that the error is off significantly for these strategies so we can fix and test against it
Expected Behavior
Option Strategy Margin follows CBOE & IB requirements.
Actual Behavior
Buying Power Model of the following
OptionStrategies
is not:NakedCall
,NakedPut
:ShortCallCalendarSpread
,ShortPutCalendarSpread
:Potential Solution
Amend
OptionStrategyPositionGroupBuyingPowerModel
for corresponding strategiesReproducing the Problem
Refer to
OptionStrategyPositionGroupBuyingPowerModel
System Information
NA
Checklist
master
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