On IBKR, it requires maintenance margins when buying call options on futures. On a deep ITM call, it's about the same margin requirements as buying the future itself.
I understand the reasoning is that they treat it like the option might be exercised in the future, so they require the same margin as if you're buying the futures contract.
But, this really messes up the leverage because you end up needing a lot of liquidity / cash in the account - the option price plus the margin requirements.
Is this an IBKR specific thing or is this a requirement regardless of how your buying the options? Anyway around this?
For context I'm looking at Comex GC gold options.