Opportunity
Federal Register #SR-IEX-2026-36
IEX Proposal to Update Options Risk Parameter Settings
Buyer
Securities and Exchange Commission
Posted
October 06, 2026
Respond By
October 27, 2026
Identifier
SR-IEX-2026-36
NAICS
523210
The Securities and Exchange Commission (SEC) notice concerns a proposed rule change by Investors Exchange LLC (IEX), not a government purchase.
Description
Investors Exchange LLC proposes to amend Supplementary Materials .04 and .05 to IEX Rule 23.150(h), changing three variables in the Options Risk Parameter quote instability calculation within their specified ranges. The proposed values are a Delta Bound Band of 0.30–1.00, a Quote Instability Threshold of 0.5%, and an implied volatility calculation frequency of once each minute of System operation. The changes are intended to optimize application of the Options Risk Parameter for the planned IEX Options launch, currently scheduled for October 2, 2026. The SEC notice invites comments on the proposed rule change by October 27, 2026.