Deribit Margin Requirements Calculation

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

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:

31KB
Liquidation.tscript

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