# How does REG-T apply to non-standard option strategies

I'm trying to estimate the margin impacts from non-standard (e.g. not in the CBOE manual) option strategies.

How do the rules apply to things like this:

(All European)

-1x ABC180831P23.00
-2x ABC180831C24.00
+2x ABC180831P31.00
-1x ABC Stock

• You have combined 2 separate trades that would both be considered standard. You have a covered put (short stock + short put @23 strike) and a risk reversal (long put@31 + short call @24). Calculating margin separately and adding them together should do it. – amdopt Jul 16 '18 at 19:25