Webinar: Pricing Models & Put–Call Parity: How Theory Shapes Option Values

In this session, OIC instructor Mat Cashman will bridge the gap between option pricing theory and market reality. You’ll explore how foundational models, such as Black-Scholes, use key inputs like volatility, time, interest rates and the underlying price to estimate fair value. The presentation also breaks down Put–Call Parity, the principle that keeps call, put and stock prices aligned and explains how synthetic stock positions and implied forward pricing emerge from this relationship. 

The agenda for this presentation will help investors: 

• Understand the basic structure, purpose and key variables of option pricing models 
• See how Put–Call Parity maintains pricing consistency across markets 
• Learn how synthetic positions can replicate directional exposure 
• Recognize how interest rates and dividends affect parity relationships 

Register today for Mat’s presentation and receive access to our complete library of educational resources for continued learning.