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I would like to hear from option traders that utilize option pricing models on just how important they feel dividends are in the calculation. From my own research, using option price models with the dividend and without on the same security produce differences of only a few pennies. The...

The attached file shows the relationship between the NY and the OEX. Since in CPM the two have a relationship for margin, one can go long on one and short the other, or use the options on one and the underlying on the other, or options vs. options. Based on ones expectations. Will the NY...

It's about time someone look at Customer Portfolio Margin in light of its true advantage, "the offsets across product groups". Most of the talk so far has been about the reduced margin requirements. Accounts setting at 17 or 18 percent requirement. The fact is that the equity percent that you...

I read the test. not much to do with CPM. not much of a test.