Put/ Call Parity
One of the most intriguing and crucial relationships that exists in the options market is how the prices of stocks, calls, and puts relate to one another. This dynamic is known as Put/ Call Parity and understanding this relationship can lead to a deeper understanding of options prices.
Theoretical Option Pricing
This webinar takes the topic of options pricing to the next level. It discusses the Black-Scholes and Cox-Ross-Rubenstein pricing models and how an investor can utilize the OIC Options Calculator as a resource. It also touches on the put-call parity and understanding volatility skew.
(7:32) - Option Pricing Models
(12:00) - Black-Scholes Model
(15:24) - OIC Options Calculator
(19:40) - Put Call Parity
(22:37) - Arbitrage
(27:55) - Synthetics
(28:30) - Reverse Conversion
(40:38) - Volatility Skew