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There is only one absolutely risk free way of trading options and it is known as “Options Arbitrage”. However, the thing about options arbitrage is that it really isn’t a …

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By using multiple discount rates, the arbitrage-free price is the sum of the discounted cash flows. Arbitrage-free price refers to the price at which no price arbitrage is possible. The ideas of using multiple discount rates obtained from zero-coupon bonds and discount a similar bonds cash flow to find its price is derived from the yield curve.

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Arbitrage strategy is a way to earn small profits with very little or zero risk. In this a trader buys the call and put have the same strike value and expiration The resulting portfolio is delta neutral.

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Consider for the moment the possibilities for arbitrage if the call traded at less than $13.21, say $ 13.00. You would buy the call for $13.00 and sell the replicating portfolio for $13.21 and claim the difference of $0.21. Since the cashflows on the two positions are identical, you would be exposed to no risk and make a …

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Option concept of put call parity is basically that options based on the same underlying security should have a static trading relationship, taking into account the price of the underlying security, the arbitrage of the contracts, and the expiration date of arbitrage contracts.

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