SPAN Calculator yet not working for INDIAVIX !!!
Hey J,
We still don't have the API for calculating VIX margins, so until we get it, cant be updated on SPAN. Will keep you updated.
If you take a calendar spread like what you have mentioned, you will margin for only one side of the contract which is around 3.3lks instead of 6.6lks.
Best of luck
We still don't have the API for calculating VIX margins, so until we get it, cant be updated on SPAN. Will keep you updated.
If you take a calendar spread like what you have mentioned, you will margin for only one side of the contract which is around 3.3lks instead of 6.6lks.
Best of luck