References & citations

This page lists every primary source cited on OptionIncomeTools for externally-verifiable claims about options rules, tax treatment, model assumptions, and market structure. Each entry has a stable anchor ID so inline citations on other pages can deep-link to it. Last reviewed: 2026-06-23.

Editorial policy: We do not redefine standardized options terms or invent rules. For any externally-controlled fact (assignment rules, tax treatment, exchange specs, etc.), we cite the authoritative source — not our own methodology page. See the editorial policy for our review process.

Options Clearing Corporation (OCC) — official options clearing and assignment rules

#occ-options-rules

Characteristics and Risks of Standardized Options

The Options Clearing Corporation (OCC)
Effective: 2019-02-15
Last supplemented: 2024-09
Last reviewed by OptionIncomeTools editorial team: 2026-06-23
Section: Chapter II — Options Nomenclature; Chapter X — Exercise and Assignment

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Claims this source supports (4)
  • Standardized options represent 100 shares of the underlying.
  • American-style options can be exercised by the holder at any time before expiration.
  • Assignment is allocated by OCC to a clearing member, who allocates to a customer.
  • Exercise notices submitted to OCC by 5:30 p.m. ET are processed for next-day settlement.

#occ-bylaws-assignment

OCC By-Laws and Rules

The Options Clearing Corporation
Effective: Continuously updated
Last reviewed by OptionIncomeTools editorial team: 2026-06-23
Section: Article VI — Clearance and Settlement; Rule 805 — Assignment

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Claims this source supports (2)
  • OCC assigns exercises on a pro-rata basis among clearing members; clearing members allocate to customers per their own internal rules (random or FIFO).
  • Early-exercise notices are processed even if irrational, so a short option can be assigned at any time.

#occ-equity-dividends

OCC Memorandum on Equity Option Adjustments for Cash Dividends

The Options Clearing Corporation
Effective: Various
Last reviewed by OptionIncomeTools editorial team: 2026-06-23
Section: Standard equity-options adjustment policy

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Claims this source supports (2)
  • Standard cash dividends below the OCC threshold (currently $12.50 per contract on a 100-multiplier option) do NOT trigger contract adjustments; the dividend's impact is borne by option holders/writers.
  • Special or stock dividends above the threshold DO trigger contract adjustments to preserve economic equivalence.

Cboe Global Markets — listed options exchange

#cboe-equity-options-spec

Cboe Equity Options Product Specifications

Cboe Global Markets
Effective: 2024
Last reviewed by OptionIncomeTools editorial team: 2026-06-23
Section: Standard equity options contract specs

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Claims this source supports (3)
  • Standard equity option contract represents 100 shares.
  • Equity options on Cboe expire at the close of business on the third Friday of the expiration month (unless the third Friday is an exchange holiday).
  • Settlement for exercised equity options is T+1.

#cboe-cndr-index

Cboe S&P 500 Iron Condor Index (CNDR) Methodology

Cboe Global Markets
Effective: 2014
Last reviewed by OptionIncomeTools editorial team: 2026-06-23

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Claims this source supports (2)
  • The CNDR index systematically sells SPX iron condors and has tracked annualized returns in the 3-6% range over rolling 10-year windows.
  • Iron condor strategies historically underperform unhedged short straddles in low-volatility regimes but limit tail losses in high-vol regimes.

#cboe-historical-vol

Cboe VIX Historical Data

Cboe Global Markets
Effective: Continuously updated
Last reviewed by OptionIncomeTools editorial team: 2026-06-23

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Claims this source supports (2)
  • Realized 30-day SPX volatility has averaged approximately 16% annualized over the 1990-2025 sample.
  • VIX (implied vol) has averaged approximately 19% over the same sample; the implied-realized spread reflects the volatility risk premium.

Financial Industry Regulatory Authority — broker-dealer rules

#finra-margin-rules

FINRA Rule 4210 — Margin Requirements

Financial Industry Regulatory Authority
Effective: Continuously updated
Last reviewed by OptionIncomeTools editorial team: 2026-06-23
Section: Rule 4210(f) — Special Customer Margin Account Provisions

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Claims this source supports (3)
  • A cash-secured put requires 100% cash collateral equal to the strike price times the contract multiplier.
  • Naked short calls require initial margin of 20% of underlying value plus the option premium (with a minimum of 10% of underlying value).
  • Covered calls do not require additional margin beyond the long stock position.

US Securities and Exchange Commission — federal securities regulator

#sec-options-account

SEC Investor Bulletin: An Introduction to Options

US Securities and Exchange Commission, Office of Investor Education and Advocacy
Effective: 2019-03-18
Last reviewed by OptionIncomeTools editorial team: 2026-06-23

View primary source →

Claims this source supports (2)
  • Brokers require options approval before customers can trade options; approval levels typically range from Level 1 (covered calls only) to Level 5+ (naked options).
  • Options trading is generally not appropriate for all investors; brokers must assess suitability.

US Internal Revenue Service — federal tax authority

#irs-pub-550

IRS Publication 550 — Investment Income and Expenses

US Internal Revenue Service
Effective: Tax year 2024
Last reviewed by OptionIncomeTools editorial team: 2026-06-23
Section: Chapter 4 — Sales and Trades of Investment Property; section on options

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Claims this source supports (4)
  • Premium received from writing an option that expires unexercised is short-term capital gain.
  • If a written put is exercised, the premium received reduces the cost basis of the acquired stock.
  • If a covered call is assigned, the premium received is added to the sale proceeds of the stock.
  • Wash-sale rules apply to substantially identical securities sold at a loss, including option positions in some cases.

#irs-pub-590-a-ira

IRS Publication 590-A — Contributions to Individual Retirement Arrangements (IRAs)

US Internal Revenue Service
Effective: Tax year 2024
Last reviewed by OptionIncomeTools editorial team: 2026-06-23

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Claims this source supports (1)
  • IRAs are subject to prohibited-transaction rules under IRC §4975 that effectively disallow certain leveraged or margin-based strategies.

US Department of the Treasury — Treasury rates and macro reference data

#treasury-yield-curve

Daily Treasury Par Yield Curve Rates

US Department of the Treasury
Effective: Continuously updated
Last reviewed by OptionIncomeTools editorial team: 2026-06-23

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Claims this source supports (2)
  • The risk-free rate used in Black-Scholes calculations is taken from the Treasury par yield curve at a maturity matching the option's time to expiration.
  • Treasury rates as of 2026-06-23: ~4.5% on 30-day, ~4.4% on 1-year (used as defaults; users can override).

Peer-reviewed academic publications used for model assumptions

#black-scholes-1973

The Pricing of Options and Corporate Liabilities

Journal of Political Economy, vol. 81, no. 3, pp. 637–654
Authors: Black, Fischer; Scholes, Myron
Effective: 1973
Last reviewed by OptionIncomeTools editorial team: 2026-06-23

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Claims this source supports (3)
  • The Black-Scholes formula assumes: lognormal stock-price dynamics, constant volatility, constant risk-free rate, no dividends, frictionless markets, and European-style exercise.
  • Delta in the Black-Scholes-Merton model is N(d1) for calls and N(d1)−1 for puts.
  • BSM delta approximates the probability that the option finishes in-the-money under the risk-neutral measure, not the real-world distribution.

#hull-options-textbook

Options, Futures, and Other Derivatives, 10th Edition

Pearson
Authors: Hull, John C.
Effective: 2017
Last reviewed by OptionIncomeTools editorial team: 2026-06-23
Section: Chapter 11 — Trading strategies involving options; Chapter 15 — Early exercise of American options

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Claims this source supports (3)
  • Early exercise of an American call is rational only when the dividend the holder would receive by exercising exceeds the remaining extrinsic value plus the time-value of the cash that would be paid to exercise.
  • For a non-dividend-paying stock, it is never optimal to early-exercise an American call.
  • American puts can be optimally exercised early when interest income on the strike proceeds exceeds the remaining extrinsic value (more likely in high-rate environments).

Market-data provider documentation (Polygon.io)

#polygon-options-docs

Polygon.io Options API Documentation

Polygon.io
Effective: Continuously updated
Last reviewed by OptionIncomeTools editorial team: 2026-06-23

View primary source →

Claims this source supports (3)
  • Polygon Options Starter plan provides 15-minute delayed quotes during market hours.
  • Polygon's options snapshot endpoint returns chain data including bid, ask, last trade, day close, open interest, volume, implied volatility, and Greeks when available.
  • Greek values returned by Polygon are computed from the Polygon's own model, not directly from exchange feeds.

Industry-association and broker reference material

#tastytrade-research-iv-rank

TastyTrade research on IV Rank vs IV Percentile

TastyTrade
Effective: Various
Last reviewed by OptionIncomeTools editorial team: 2026-06-23

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Claims this source supports (2)
  • IV rank measures where current implied volatility sits in its 52-week range as a 0-100 percentile.
  • IV rank above 50 historically corresponds to richer option premiums; below 30 corresponds to lower-than-typical premium.

Each citation includes the publisher, effective date, and the date the OptionIncomeTools editorial team last reviewed the source. For corrections or updates, email [email protected]. See also the corrections log and disclaimer.