Dividend Arbitrage

Discussion in 'Options' started by maninjapan, Dec 22, 2009.

  1. sle

    sle

    So, you are short a forward (put - call = forward) ? :D
     
    #11     Mar 14, 2013
  2. Long stock, short call + long put.

    Alternatively long stock + short ITM call. This is the riskier version as the buyer of your option can exersice before you get your dividend money. But if the call has time value its not a big deal.
     
    #12     Mar 15, 2013