2026-07265NoticeWallet

Government Greenlights Clearing House for Binary Options Gamble Risks

Published Date: 4/15/2026

Notice

Summary

The Options Clearing Corporation (OCC) wants to update its risk system so it can handle binary options safely. This change means OCC can start clearing these new types of options while keeping risks in check. Traders and firms dealing with binary options should watch for this update, which could affect how their trades are processed and managed soon.

Analyzed Economic Effects

3 provisions identified: 3 benefits, 0 costs, 0 mixed.

OCC Will Begin Clearing Binary Options

OCC filed a proposed rule change to enable it to accept binary options for clearing. Initially OCC intends to clear only European-style binary options on equity indexes; the proposal was filed April 8, 2026 and comments are due May 6, 2026.

New Pricing and Margin Rules for Binary Options

OCC will update its STANS margin methodology to price binary options using a Black‑Scholes closed‑form pricer plus an adjustment term and will use vanilla‑option implied volatility scenarios as a proxy for margin calculations. STANS base margin is an estimate of a 99% expected shortfall over a two‑day time horizon that will apply to portfolios holding binary options.

Implied Volatility Smoothing & Pricing Constraints

OCC will include binary options in its implied volatility smoothing algorithm and apply constraints when smoothing, including bid‑ask bounds, monotonicity, and maintaining binary put‑call parity; out‑of‑the‑money wing strikes will be smoothed to decay toward zero. OCC also plans a launch stage using proxies and a transition to a mature stage (subject to Model Risk Work Group and Model Risk Management review).

Your PRIA Score

Score Hidden

Personalized for You

How does this regulation affect your finances?

Sign up for a PRIA Policy Scan to see your personalized alignment score for this federal register document and every other regulation we track. We analyze your financial profile against policy provisions to show you exactly what matters to your wallet.

Free to start

Key Dates

Published Date
4/15/2026

Department and Agencies

Department
Independent Agency
Agency
Securities and Exchange Commission
Source: View HTML

Related Federal Register Documents

Previous / Next Documents

Back to Federal Register