Hello:
Is anyone using Portfolio Margin on their account? I have done some research, and know that technically, "Individual stock and option positions are tested with +/- 15% price changes" according to broker web sites.
But, as we all know - IV also changes with price changes, and therefore option premiums will change as well. The question then becomes, how are margin requirements for option strategies calculated in a portfolio margin account.
Any insight would be appreciated.
Thanks!