Understanding OKX's Single-Currency and Cross-Currency Option Margin Calculation Rules

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OKX employs a tiered margin system for options trading, where the margin coefficient increases with higher tiers. These tiers are determined by the total number of contracts from seller positions, seller orders, and new seller orders. In the examples below, we assume the account is in the second tier with a margin coefficient of 1.02.

I. OKX Order Margin

The frozen margin required before an order executes ensures users have sufficient funds to purchase contracts or cover obligations after considering option premiums.

Opening Positions:

  1. Buy to Open Order Margin
    Formula: (Order Price × Contract Multiplier + Per-Contract Fee) × Order Quantity
    Example: Buying 100 BTCUSD call options at 0.0475 BTC with a 0.02% fee:
    (0.0475 × 0.1 + 0.00002) × 100 = 0.477 BTC
  2. Sell to Open Order Margin
    For BTCUSD/ETHUSD:
    Max[(Per-Contract Position Margin - Order Price × Contract Multiplier + Fee), (0.1 × Contract Multiplier)] × Order Quantity
    For EOSUSD:
    Max[(Per-Contract Position Margin - Order Price × Contract Multiplier + Fee), (0.125 × Contract Multiplier)] × Order Quantity
    Example: Selling 100 BTCUSD calls at 0.06 BTC with $100 out-of-the-money (OTM):
    Position Margin = [Max(0.1, 0.15 - 100/5900)×1.02 + 0.0575] × 0.1 × 1 = 0.01932 BTC
    Order Margin = Max(0.01932 - 0.06×0.1 + 0.00002, 0.1×0.1) ×100 = 1.334 BTC

Closing Positions:

  1. Sell to Close Order Margin
    Max[(Fee - Order Price × Contract Multiplier), 0] × Order Quantity
    Example: Selling 100 BTCUSD puts to close at 0.0755 BTC:
    Max(0.00002 - 0.00755, 0) × 100 = 0
  2. Buy to Close Order Margin
    Max[(Order Price - Seller's Position Margin/Contract Multiplier + Fee), 0] × Contract Multiplier × Order Quantity
    Example: Buying 100 BTCUSD calls to close at 0.05 BTC:
    Max(0.05 - 0.01932/0.1 + 0.02%, 0) × 0.1 ×100 = 0

II. OKX Position Margin

The collateral required to maintain open positions.

  1. Buyer Position Margin: 0
  2. Call Option Seller:
    BTCUSD/ETHUSD:
    [Max(0.1, 0.15 - OTM/Underlying Mark Price)×Margin Coefficient + Option Mark Price] × Contract Multiplier × Position Size
    EOSUSD:
    [Max(0.125, 0.2 - OTM/Underlying Mark Price)×Margin Coefficient + Option Mark Price] × Contract Multiplier × Position Size
    Example: Selling 50 BTCUSD calls with $100 OTM:
    [Max(0.1, 0.15 - 100/5900)×1.02 + 0.0575] × 0.1 ×50 = 0.96606 BTC
  3. Put Option Seller:
    BTCUSD/ETHUSD:
    [Max(0.1×(1+Option Mark Price), 0.15 - OTM/Underlying Mark Price)×Margin Coefficient + Option Mark Price] × Contract Multiplier × Position Size
    EOSUSD:
    [Max(0.125×(1+Option Mark Price), 0.2 - OTM/Underlying Mark Price)×Margin Coefficient + Option Mark Price] × Contract Multiplier × Position Size
    Example: Selling 100 BTCUSD puts with $140 OTM:
    [Max(0.1×1.0225, 0.15 - 140/8640)×1.02 + 0.0225] × 0.1 ×100 = 1.58972 BTC

Key Concept:
👉 What is Out-of-the-Money (OTM) Degree?
The OTM degree reflects how much the underlying price deviates unfavorably from the strike price. For calls, it's when the underlying price is below the strike; for puts, when above.

III. OKX Maintenance Margin

The minimum collateral required to keep positions open. Falling below this triggers liquidation.

  1. Buyer Maintenance Margin: 0
  2. Call Option Seller:
    BTCUSD/ETHUSD: (0.075×Margin Coefficient + Mark Price) × Contract Multiplier × Position Size
    EOSUSD: (0.125×Margin Coefficient + Mark Price) × Contract Multiplier × Position Size
    Example: Selling 100 BTCUSD calls:
    (0.075×1.02 + 0.0575) × 0.1 ×100 = 1.34 BTC
  3. Put Option Seller:
    BTCUSD/ETHUSD: (0.075×(1+Mark Price)×Margin Coefficient + Mark Price) × Contract Multiplier × Position Size
    EOSUSD: (0.125×(1+Mark Price)×Margin Coefficient + Mark Price) × Contract Multiplier × Position Size
    Example: Selling 100 BTCUSD puts:
    (0.075×1.0725×1.02 + 0.0725) × 0.1 ×100 = 1.54547 BTC

FAQs

Q1: How does OKX determine margin tiers?
A: Tiers are based on the total contracts from seller positions, open orders, and new orders—higher tiers apply progressively larger margin coefficients.

Q2: Why do call and put margins differ?
A: Puts incorporate price volatility differently due to their inverse payoff structure, requiring adjusted collateral formulas.

Q3: Can maintenance margin requirements change?
A: Yes, they fluctuate with the option's mark price and account tier, so traders should monitor positions closely.

Q4: What happens if I don’t meet maintenance margin?
A: Positions are liquidated automatically to prevent account deficits.

Q5: Are there advantages to trading options on OKX?
A: Absolutely! 👉 OKX offers competitive tiers with transparent calculations and risk management tools for sophisticated strategies.

Q6: How is OTM degree calculated for different contracts?
A: It’s always (Strike Price - Underlying Price) for calls and (Underlying Price - Strike Price) for puts, using the relevant futures contract’s mark price.