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  1. When P-C parity does not hold

    Of course the prices are correct, just that put-call parity doesn't necessarily hold for American Style options. What other definition of...
    Post by: jamesbp, Aug 15, 2019 in forum: Options

  2. When P-C parity does not hold

    Guru ( and Robert ) I presume you now accept that you were wrong to claim that put-call parity holds for American Style options that can be...
    Post by: jamesbp, Aug 15, 2019 in forum: Options

  3. When P-C parity does not hold

    We are discussing whether put-call parity holds for American Style ( early exercise ) options where the underlying pays a dividend before expiry....
    Post by: jamesbp, Aug 15, 2019 in forum: Options

  4. When P-C parity does not hold

    Post by: jamesbp, Aug 14, 2019 in forum: Options

  5. When P-C parity does not hold

    Great answer ... just not to the question being asked Does put-call parity hold for options that can be exercised early where there is a...
    Post by: jamesbp, Aug 14, 2019 in forum: Options

  6. When P-C parity does not hold

    Robert ... not to be pedantic ... but it was you who, in fact, were suggesting that put-call parity was "absolute" and could be calculated for...
    Post by: jamesbp, Aug 14, 2019 in forum: Options

  7. When P-C parity does not hold

    So you are effectively saying that put-call parity does not hold for stocks with dividends ...
    Post by: jamesbp, Aug 14, 2019 in forum: Options

  8. When P-C parity does not hold

    Thanks for all the analysis ... that's the point I have been trying to make ... that p-c parity does not hold for dividend paying stocks that can...
    Post by: jamesbp, Aug 14, 2019 in forum: Options

  9. When P-C parity does not hold

    If I understand what you are saying ... the 'residual yield rate' forces the call-put vols to line up ... but is really just a number that can...
    Post by: jamesbp, Aug 13, 2019 in forum: Options

  10. When P-C parity does not hold

    We seem to be dancing around the issue a little ... what has Ivol got to do with put-call parity ... except by showing there is a difference...
    Post by: jamesbp, Aug 13, 2019 in forum: Options

  11. When P-C parity does not hold

    Robert I would be interested to see your calculation of put-call parity at 150 / 160 / 170 strikes ... However, BYND not a good example of the...
    Post by: jamesbp, Aug 13, 2019 in forum: Options

  12. When P-C parity does not hold

    Robert I think you have just described why put-call parity doesn't necessarily hold for early-exercise type options with dividends ... manually...
    Post by: jamesbp, Aug 13, 2019 in forum: Options

  13. When P-C parity does not hold

    Generally early exercise on dividend paying stocks means that ITM calls trade at a minimum of parity with respect to the Spot Price ... As a...
    Post by: jamesbp, Aug 13, 2019 in forum: Options

  14. When P-C parity does not hold

    I don't know whether the OP was referring to American / European exercise type options ... but p-c parity does not necessarily hold for American...
    Post by: jamesbp, Aug 13, 2019 in forum: Options

  15. Karen the Supertrader speaking at tastytrade ‘s Geeks on Parade

    TastyTrade and Karen the SuperFraud ... match made in heaven...
    Post by: jamesbp, Jul 25, 2019 in forum: Options

  16. Charles Cottle baby butterflies

    Mentoring is difficult in the UK for a couple of reasons ... culturally ... we are used to getting 'free' education ... and not having to pay for...
    Post by: jamesbp, Jun 23, 2019 in forum: Options

  17. Charles Cottle baby butterflies

    Any reason you don't trade options in the USA ... if is so much more advantageous than trading options in the UK ?
    Post by: jamesbp, Jun 23, 2019 in forum: Options

  18. Charles Cottle baby butterflies

    The primary purpose of dissecting your position is to identify any particular elements of the position that may be too expensive to be long ( to...
    Post by: jamesbp, Jun 19, 2019 in forum: Options

  19. Structure a one to one trade

    Agreed ... All vertical spreads ( for any expiration ) ... are priced at approx 50% of the strike width ( the extrinsic premium for ITM / OTM...
    Post by: jamesbp, Jun 15, 2019 in forum: Options

  20. trading situation

    Is this a real or theoretical trade ? Not certain a move from 16/16 delta strangle to a 30/10 delta strangle will have generated much profit (...
    Post by: jamesbp, Jun 5, 2019 in forum: Options
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