Option Margin Requirement and Settlement Price

Option Margin Requirement and Settlement Price

1 File

Updated:May 22, 2013

  May 22, 2013 2013 2012 2011 2010 2009 2008
Margin Requirement File excel zip zip zip zip zip zip
Settlement Price File excel zip zip zip zip zip zip

Note:
Margin Requirement file includes margin requirement data on a contract of each options sell basis.
(Margin Requirement of position with multiple contracts can't be calculated by simply summing up the figures of each options in the file as OSE adopted the SPAN®.)
Settlement Price file includes settlement price data of options.
The data in the above files is historical data which is not applied for oncoming positions.
Breaking of continuity may be shown for some contracts with a corporate action (stock split, unit change, etc.) of underlying security.

2 Create Chart

Historical data of Margin Requirement per contract or Settlement Price is displayed below by specifying the item, contract and period. (3 contracts are selectable at a time. 5 years’ chart can be displayed for some contracts.)
Note: Select product code NK225E for Nikkei 225 Options and QUICK code of underlying securities (4 digits) + E for Security Options. Add A instead of E at the end of the code for a contract of which exercise price was adjusted with stock split, etc.

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  Product Code Underlying Security
Contract Month Put/Call Exercise Price
1
2
3
Specify Period From To

Trading Date 1 2 3