Deribit Margin Requirements Calculation
Last updated
Last updated
Short call
Initial margin (BTC): Maximum (0.15 - Out of the Money Amount/Underlying MarkPrice, 0.1) + Mark Price of the option
Maintenance margin (BTC): 0.075 + mark price of the option
Short put
Initial margin (BTC): Maximum (Maximum (0.15 - Out of the Money Amount/Underlying MarkPrice, 0.1 )+ markprice_option, Maintenance Margin)
Maintenance margin (BTC):Maximum (0.075, 0.075 * markprice_option) + mark_price_option Click this link to see calculation example - https://docs.google.com/spreadsheets/d/1KQWOMF7Y5AE3SPJ_WLEcdVylysyJVZBP00-g_PbqURE/edit#gid=0
is there a way to calculate a simluation that would include the leverage? In version program 2.1, for Deribit you can set the initial deposit in btc in a script
And use portfolio simulation with imitation type "Calculate changes"
Can do in script. Example. initial deposit 0.3btc
Use Constant as an initial deposit in script.
If the drawdown more than initial deposit, then do not enter new positions.
In open position we set lots per calculation leverage
script:
