Hanweck Unveils TIMS Scenario Feed

New York-based options analytics provider Hanweck Associates last month released a feed of real-time equity option scenario calculations based on the Options Clearing Corp.’s Theoretical Intermarket Margining System (TIMS), to enable users to monitor margin requirements for options positions in real time.

The VoleraRisk TIMS Feed employs the OCC’s TIMS risk-based portfolio margining methodology, which essentially applies 10 different “shocks”—increasing or decreasing a price by certain percentag

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