A.股指期權(quán)買(mǎi)方應(yīng)當(dāng)繳納保證金
B.股指期權(quán)賣(mài)方應(yīng)當(dāng)繳納保證金
C.每手看漲期權(quán)交易保證金=(股指期權(quán)合約當(dāng)日結(jié)算價(jià)×合約乘數(shù))+MAX(標(biāo)的指數(shù)當(dāng)日收盤(pán)價(jià)×合約乘數(shù)×股指期權(quán)合約保證金調(diào)整系數(shù)-虛值額,最低保障系數(shù)×標(biāo)的指數(shù)當(dāng)日收盤(pán)價(jià)×合約乘數(shù)×股指期權(quán)合約保證金調(diào)整系數(shù))
D.每手看跌期權(quán)交易保證金=(股指期權(quán)合約當(dāng)日結(jié)算價(jià)×合約乘數(shù))+MAX(標(biāo)的指數(shù)當(dāng)日收盤(pán)價(jià)×合約乘數(shù)×股指期權(quán)合約保證金調(diào)整系數(shù)-虛值額,最低保障系數(shù)×股指期權(quán)合約行權(quán)價(jià)格×合約乘數(shù)×股指期權(quán)合約保證金調(diào)整系數(shù))