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In theory, such underpricing should not occur, due to a concept known as put call parity. The concept of put call parity is basically that options based on the same underlying security should have a static price relationship, taking into account the price of the underlying security, the strike of the contracts, and the expiration date of the contracts. When put call parity is correctly in place, then arbitrage would not be possible. It's largely the responsibility of market makers,who influence the price of options contracts in the exchanges, to ensure that this parity is maintained.
When it's violated, this is when opportunities for arbitrage potentially exist. In such circumstances, there are certain strategies that traders can use to generate risk free returns. We have provided details on some of these below. Strike arbitrage is a strategy used to make a guaranteed profit when there's a price discrepancy between two options contracts that are based on the same underlying security and have the same expiration date, but have different strikes.
The basic scenario where this strategy could be used is when the difference between the strikes of two options is less than the difference between their extrinsic values.
So as you can see, the strategy would return a profit regardless of what happened to the price of the underlying security. Strike arbitrage can occur in a variety of different ways, essentially any time that there's a price discrepancy between options of the same type that have different strikes. The actual strategy used can vary too, because it depends on exactly how the discrepancy manifests itself. If you do find a discrepancy, it should be obvious what you need to do to take advantage of it.
Remember, though, that such opportunities are incredibly rare and will probably only offer very small margins for profit so it's unlikely to be worth spending too much time look for them. To understand conversion and reversal arbitrage, you should have a decent understanding of synthetic positions and synthetic options trading strategies, because these are a key aspect.
The basic principle of synthetic positions in options trading is that you can use a combination of options and stocks to precisely recreate the characteristics of another position. Conversion and reversal arbitrage are strategies that use synthetic positions to take advantage of inconsistencies in put call parity to make profits without taking any risk.
As stated, synthetic positions emulate other positions in terms of the cost to create them and their payoff characteristics. It's possible that, if the put call parity isn't as it should be, that price discrepancies between a position and the corresponding synthetic position may exist. When this is the case, it's theoretically possible to buy the cheaper position and sell the more expensive one for a guaranteed and risk free return.
Remember, these trades guarantee a profit with no risk only if prices have moved out of alignment, and the put-call parity is being violated.
If you placed these trades when prices are not out of alignment, all you would be doing is locking in a guaranteed loss. As the gain comes from the price difference, between a call and an identical put, once the trade is placed, it doesn't matter what happens to the price of the stock. Because they basically offer the opportunity for free money, these types of trades are rarely available.
When they do appear, the window of opportunity lasts for only a short time i. That's why they tend to be executed primarily by market makers , or floor traders , who can spot these rare opportunities quickly and do the transaction in seconds with very low transaction costs.
A put-call parity is one of the foundations for option pricing, explaining why the price of one option can't move very far without the price of the corresponding options changing as well. So, if the parity is violated, an opportunity for arbitrage exists. Arbitrage strategies are not a useful source of profits for the average trader , but knowing how synthetic relationships work, can help you understand options while providing you with strategies to add to your options-trading toolbox.
Adjustments for American Options This relationship is strictly for European-style options, but the concept also applies to American-style options, adjusting for dividends and interest rates. The Synthetic Position Option-arbitrage strategies involve what are called synthetic positions. Arbitrage Using Conversion and Reversals We can use this idea of the synthetic position, to explain two of the most common arbitrage strategies: The Bottom Line A put-call parity is one of the foundations for option pricing, explaining why the price of one option can't move very far without the price of the corresponding options changing as well.
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