Long Synthetic with differnet Call and Put IV
Posted: Thu Apr 30, 2020 2:52 pm
)Indeed, tautology. My sanity filter got spoiled.
)Indeed, tautology. My sanity filter got spoiled.
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Long Synthetic with differnet Call and Put IV
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)Indeed, tautology. My sanity filter got spoiled.
Long Synthetic with differnet Call and Put IV
Posted: Wed May 20, 2020 8:00 am
Just report back the call/put parity has recently been restored. okay, there are still some difference beween ATM IV of call and out, but been within a reasonable range in my mind. If we look back, does it sound like a 'free lunch' offered by the pre-mature market? During the time of C/P parity coming back, the underlined seems to be quite stable. I still don't quite get why such thing happened in a quiet time.
Thank all of you for your nice feedback to the original question!
Thank all of you for your nice feedback to the original question!