OCC readies new intraday margin requirement

Draft measure would cover all options positions including 0DTEs

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The Options Clearing Corporation (OCC) is planning to implement new margin requirements in a third phase of an initiative aimed at safeguarding the options market from intraday risk.

The new margin calls will apply to all options positions in clearing member portfolios but will primarily affect zero-day to expiry options (0DTEs), derivatives contracts with less than 24 hours to expiry.

After a recent boom in activity, trading in zero-day options has grown to account for roughly half of all trading

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