Hi,
I want to run few option based arbitrage/Vol strategies in Indian markets but the problem is huge margin requirements.
Lets say I want to buy a call, sell a put of same strike and short a future to cover this. But I would need to keep a margin for put & future and pay a premium for call which would lock up a lot of capital.
Is there a way to avoid this? Are there brokerage firms which would allow me to keep a margin for whole strategy rather than individual legs.
Any help is much appreciated.
thanks
Rishi
I want to run few option based arbitrage/Vol strategies in Indian markets but the problem is huge margin requirements.
Lets say I want to buy a call, sell a put of same strike and short a future to cover this. But I would need to keep a margin for put & future and pay a premium for call which would lock up a lot of capital.
Is there a way to avoid this? Are there brokerage firms which would allow me to keep a margin for whole strategy rather than individual legs.
Any help is much appreciated.
thanks
Rishi