OptionInitialMargin

QuantConnect.Securities.OptionInitialMargin

OptionInitialMargin(value: float, premium: float)

Bases: InitialMargin

Result type for Option.OptionStrategyPositionGroupBuyingPowerModel.GetInitialMarginRequirement

Initializes a new instance of the OptionInitialMargin class

Parameters:

Name	Type	Description	Default
value	float	The initial margin	required
premium	float	The premium of the option/option strategy	required

ZERO

ZERO: OptionInitialMargin

Gets an instance of OptionInitialMargin with zero values

premium

premium: float

The option/strategy premium value in account currency

value_without_premium

value_without_premium: float

The initial margin value in account currency, not including the premium in cases that apply (premium debited)

value

value: float

The initial margin value in account currency