QuantConnect Lean Algorithmic Trading Engine
Members 
QuantConnect.Securities Namespace : OptionMarginModel Class
OptionMarginModel Class
Represents a simple option margining model.
Syntax
public class OptionMarginModel : ISecurityMarginModel  
Remarks
Options are not traded on margin. Margin requirements exist though for those portfolios with short positions. Current implementation covers only single long/naked short option positions.
Inheritance Hierarchy

System.Object
   QuantConnect.Securities.OptionMarginModel

Requirements

Target Platforms: Microsoft .NET 4.5 or Mono 3.10 or above.

See Also