Mark to Market Accounting for 1256 Contracts

Discussion in 'Options' started by dave_s, Dec 30, 2012.

  1. dave_s

    dave_s

    What is the preferred (presumed correct) for establishing market value for options on 1256 contracts with a wide bid/ask spread?
     
    #1     Dec 30, 2012
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  2. 1245

    1245

    The OCC generally marks options on the BID/ASK mid point.
     
    #2     Dec 30, 2012
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