Anyone know of any stocks that are so hard to borrow that the reversals trade for a credit? (Puts higher than calls)
Why do you care, if they trade for a credit, they trade there for a reason. Might want to look at some deal stocks. I don't have any in mind right now, but i don't really think you could arb them. There will always be some kind of firm that will get better short/long rates than you....