Saw a notice regarding changing margin of deep OTM and LEAP options on index's going forward?
The message is short on details but basically saying they assume the implied vol will be greater for those options going forward. Again no specifics but apparently you can use the risk navigator to see how it affects your portfolio when it phases in next week.
Anyone know details?
The message is short on details but basically saying they assume the implied vol will be greater for those options going forward. Again no specifics but apparently you can use the risk navigator to see how it affects your portfolio when it phases in next week.
Anyone know details?