porfolio margin formula

Discussion in 'Options' started by deviltrader, Mar 9, 2007.

  1. Does anyone know where to find the formula that OCC uses to calculate PM? The calculator at cpm.theocc.com isn't very good. I want a calculator that lets me enter hypothetical values for the underlying and tinker with the time decay and IV. Their calculator only lets you enter positions; but to evaluate risk, you need to play with all the variables.