Risk arrays of options

S

suni

Hi all,
Can any one know how to calculate the SPAN risk 16 scenarios. I got about Futures. But I am not getting calculation for options.

Can any one help please. It is urgent.
I have to do this.:confused:
 
You wanna do it by hand!? Buy a SPAN calculator or you can use the OCC's calculator for portfolio margining for free, which can be found here.
 
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