Corporation
Margin
Margin for short index options:Option premium + Maximum (Margin "A"–(Out-of-the-money value), Margin "B")
A=a fixed amount as announced by TAIFEX
B= a fixed amount as announced by TAIFEX (ie. the minimum margin level)
Single Stock Futures and Equity Options
Margin for Short Calls =
Option premium + Maximum [Underlying price * Mutiplier * Margin "A"–Out-of-the-money Value, Underlying price * Mutiplier * Margin"B"],
Margin for Short Puts =
Option premium + Maximum [Underlying price * Mutiplier * Margin "A"–Out-of-the-money Value, Srtike price * Mutiplier * Margin"B"]