After a long period of development, there it is: the margin calculator for option writing.
Calculations are based on some ideas from my book, which explain margin requirements in terms of demand estimation.
Since the exact margin formulas are not publicly available, and certainly have many more input variables, it is expected that margin estimations deviate from actual margin calls from your broker.
Feedback is welcome, in particular empirical data showing deviations between estimated and actual margin requirements, which may be useful to improve the application.
Enjoy!
