Unexpected remaining margin decrease

The margin requirements for options trading can be complex and may not be as straightforward as simply subtracting the spread width from your total account balance. The margin requirements can depend on various factors such as the underlying asset, the strike price, and the expiration date of the options.

In QuantConnect, the margin requirements are calculated by the security's buying power model. You can check if you have enough margin remaining to cover the initial margin requirements of an order by following these steps:

1. Create an InitialMarginParameters object with the security and quantity you want to trade.

   parameter = InitialMarginParameters(security, quantity)
   

2. Call the get_initial_margin_requirement method of the security's buying power model with the InitialMarginParameters.

   initial_margin = security.buying_power_model.get_initial_margin_requirement(parameter)
   

3. Compare the margin you have remaining against the initial margin requirement of the order.

   if self.portfolio.margin_remaining >= initial_margin.value:
    self.market_order(security.symbol, quantity)
   else:
    self.debug("You don't have sufficient margin for this order.")
   

   (Source: QuantConnect Documentation)

If you're still having issues with your margin calculations, it might be a good idea to reach out to the QuantConnect support team at support@quantconnect.com for further assistance. They might be able to provide more specific guidance based on your particular algorithm and trading strategy.

(Source: QuantConnect Forum)