A.股指期權(quán)買方應當繳納保證金
B.股指期權(quán)賣方應當繳納保證金
C.每手看漲期權(quán)交易保證金=(股指期權(quán)合約當日結(jié)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(quán)合約保證金調(diào)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(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)合約當日結(jié)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(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)價格×合約乘數(shù)×股指期權(quán)合約保證金調(diào)整系數(shù))