“initial margin. Now, when you start adding options to your…” — Chat With Traders at 11:05
“initial margin. Now, when you start adding options to your portfolio, you've just introduced a lot of new risk factors, not to mention a moving delta, right? So your gamma. And then correlation is brought into the mix as well. So if you're long S&P, short NASDAQ, you will get margin credit for that. But the way…”
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