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Initial Margin Calculations. When writing a naked call, the margin is the greater of 1, 2, or 3: 100% of the option proceeds + (20% of the Underlying Market Value) – (OTM Value) 100% of the option proceeds + (10% of the Underlying Market Value) 100% of the option proceeds + ($100/contract) When writing a naked put, the margin is the greater ...
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A naked call strategy's upside is the premium received. Investors in naked call positions believe that in the short term, the underlying asset will be neutral to bearish. Covered Call .
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