This is the follow-up to last week’s the easiest win in options is for stock traders. In that post, we started with a puzzle that leads to a critical insight: The collective pursuit of option arbitrage means that we can use put-call parity in reverse — to imply the cost of carry instead of assuming one, … Continue reading implying the cost of carry in options→ The post implying the cost of carry in options appeared first on Party at the Moontower.
