I wanted to create a thread for ressources regarding mechanics of option margins. 

The basic formulas are here:

https://www1.interactivebrokers.com/en/index.php?f=26660

Here is are some more details:

https://github.com/QuantConnect/Lean/issues/4065#issuecomment-705223099

 

If you have any additional documentation regarding how brokers (preferably IBKR) handle requirements - please drop a comment!

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