# Why Retail Trader can't benefit like big Traders margin requirement **URL:** https://tradingqna.com/t/why-retail-trader-cant-benefit-like-big-traders-margin-requirement/42925 **Category:** F&O **Created:** [July 21, 2018, 3:51pm UTC](https://tradingqna.com/t/why-retail-trader-cant-benefit-like-big-traders-margin-requirement/42925 "2018-07-21T15:51:52Z") **Posts on this page:** 1 **Showing post:** 2
### Author: ![nithin](https://tradingqna.com/user_avatar/tradingqna.com/nithin/32/5_2.png) [@nithin](https://tradingqna.com/u/nithin) #### Post date: [July 22, 2018, 7:09am UTC](https://tradingqna.com/t/why-retail-trader-cant-benefit-like-big-traders-margin-requirement/42925/2 "2018-07-22T07:09:08Z")
> [@MAC](#): > > If you talk abt risk management for a broker then in short strangle margin requirement…either the position will be close completely like bearish or bullish ( similar like naked call or put) or between the two strike……then why to charge ‘X+Y’ margin for short strangle it should be X or Y or X+10-15% or Y+10-15% > > Allow the Retail Traders to benefit like Big Traders ( in they own capacity keep your risk management at logical level) Had explained this before, it is nothing about small or big trader. Margin requirement is from the exchange and it is same for all traders. > [@SPAN margin for a hedged postion](https://tradingqna.com/t/span-margin-for-a-hedged-postion/241): > > I have a question about margin calculations. If I buy an at-the-money NIFTY put and a NIFTY future, both with same expiry, say April 2014. I then sell an ATM NIFTY call with same expiry. I am essentially trying to setup a put-call-futures parity condition, which is a hedged position. I expect the margin for such a position to be significantly low, but when I calculate the same using the SPAN calculator, I get the total margin for this position as Rs. 31,592 (for strike price of 6700). Can anyon… --- _[View the full topic](https://tradingqna.com/t/why-retail-trader-cant-benefit-like-big-traders-margin-requirement/42925)._