The Securities and Exchange Commission has approved changes to the rules governing the operation of the Intermarket Option Linkage to amend the definition of “complex trade” to include stock-option trades. The new definition, proposed and to be adopted concurrently by the American Stock Exchange, Boston Stock Exchange, Chicago Board Options Exchange, International Securities Exchange, and NYSE ARCA, will include the execution of a stock-option order to buy or sell a stated number of units of an underlying stock or convertible security coupled with the purchase of option contracts on the opposite side of the market representing either (a) the same number of units of the underlying stock or convertible security, or (b) the number of units of the underlying stock or convertible security necessary to create a delta neutral position. In no case can the ratio of option contracts per unit of trading of the underlying stock or convertible security established for that series by the Options Clearing Corporation exceed 8:1.

 http://a257.g.akamaitech.net/7/257/2422/01jan20071800/edocket.access.gpo.gov/2007/pdf/E7-22165.pdf