Expirationless options

Discussion in 'Options' started by IV_Trader, Dec 14, 2005.

  1. That's true, in BS terms, but expirationless does not necessarily mean exerciseless. An exerciseable, yet expirationless, put would be worth something.
     
    #21     Dec 16, 2005
  2. Agreed, it should be, but it can't be. This is precisely where Put-Call parity breaks down.

    This is total b*llocks IMHO.

    Again, why has this "expirationless" never been done before ?
     
    #22     Dec 16, 2005
  3. I hope there will be more liq in the options/futures.
     
    #23     Dec 16, 2005
  4. ig0r

    ig0r

    #24     Dec 16, 2005
  5. Probably would be most usefull as a tax dodge.
    If you own 10,000 shares of msft sell a 10 expirationless call pocket the money and could avoid taxation.
     
    #25     Dec 16, 2005
  6. #26     Jan 12, 2006