A.股指期權買方應當繳納保證金
B.股指期權賣方應當繳納保證金
C.每手看漲期權交易保證金=(股指期權合約當日結算價×合約乘數(shù))+MAX(標的指數(shù)當日收盤價×合約乘數(shù)×股指期權合約保證金調整系數(shù)-虛值額,最低保障系數(shù)×標的指數(shù)當日收盤價×合約乘數(shù)×股指期權合約保證金調整系數(shù))
D.每手看跌期權交易保證金=(股指期權合約當日結算價×合約乘數(shù))+MAX(標的指數(shù)當日收盤價×合約乘數(shù)×股指期權合約保證金調整系數(shù)-虛值額,最低保障系數(shù)×股指期權合約行權價格×合約乘數(shù)×股指期權合約保證金調整系數(shù))