Does the Type of Derivative (E.g. Perpetual Future Vs. Option) Affect Collateral Requirements?
Yes, the type of derivative significantly affects collateral requirements. Perpetual futures typically require dynamic margin based on the funding rate and volatility.
Options, especially written options, require collateral to cover the maximum potential loss (which is the strike price minus the current price for a put, or infinite for an uncovered call), often leading to higher or more complex collateral formulas.