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Regulatory Release

Order Approving a Proposed Rule Change, as Modified by Amendment No. 1, To Modify the Options Clearing Corporation's Margin Methodology by Incorporating Variations in Implied Volatility

Details

Rule Type

Order

Release Number

34-76781

SEC Issue Date

Dec. 28, 2015 | 2:11 pm ET

Federal Register Publish Date

Jan. 4, 2016 | 12:13 am ET

Document Citation

81 FR 135

Resources

Rel. No. 34-76781

Federal Register Version

SRO Organization

The Options Clearing Corporation

Last Reviewed or Updated: July 19, 2023

Rules & Regulations

Enforcement & Litigation

Compliance

Order Approving a Proposed Rule Change, as Modified by Amendment No. 1, To Modify the Options Clearing Corporation's Margin Methodology by Incorporating Variations in Implied Volatility

Details

Resources

More in this Section

Order Approving a Proposed Rule Change, as Modified by Amendment No. 1, To Modify the Options Clearing Corporation's Margin Methodology by Incorporating Variations in Implied Volatility

Details

Resources