{"schema_version":"1.0","canonical_url":"https://patentable.app/patents/US-11488246","patent":{"patent_number":"US-11488246","title":"Listed options position compression system","assignee":null,"inventors":[],"filing_date":"2021-06-24T00:00:00.000Z","publication_date":"2022-11-01T00:00:00.000Z","cpc_codes":["G06Q","G06Q","G06Q"],"num_claims":20,"abstract":"Systems are provided for compressing portfolios of open option positions. Market participants may provide constraints, such as net delta and gamma values within a specific tolerance. A compression engine uses a linear, integer and/or linear-quadratic programming solver to analyze portfolios of multiple market participants and identify multilateral option spread trades that result in portfolios that are compressed subject to the constraints."},"analysis":{"summary":null,"layman_explanation":null,"technical_analysis":null,"business_analysis":null,"faqs":null,"topics":[],"tech_cluster":null},"seo":{"title":"Listed options position compression system","description":"Systems are provided for compressing portfolios of open option positions. Market participants may provide constraints, such as net delta and gamma values within a specific tolerance. A compression eng","keywords":[]},"attribution":{"source":"Patentable","source_url":"https://patentable.app","canonical_url":"https://patentable.app/patents/US-11488246","license":"CC-BY-4.0-like","license_terms":"AI-generated analysis on this page (summary, layman_explanation, technical_analysis, business_analysis, faqs) may be reused with attribution and a visible link back to the canonical URL above. Patent abstracts, claims, and bibliographic data are USPTO public domain.","required_link":"https://patentable.app/patents/US-11488246","citation_suggestion":"Patentable. \"Listed options position compression system\" (US-11488246). https://patentable.app/patents/US-11488246","copyright_holder":"Nomic Interactive Technology LLC"},"links":{"html":"https://patentable.app/patents/US-11488246","json":"https://patentable.app/api/llm-context/US-11488246","site":"https://patentable.app","llms_txt":"https://patentable.app/llms.txt"},"generated_at":"2026-05-30T17:09:16.247Z"}