Questions tagged [put-call-duality]
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2
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0answers
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What is the effect of put call open Interest on price action
how option put call open Interest affects price actions as put sellers feel price when price goes down or call sellers feel pain when price goes up and how this affects price action. ie when price ...
1
vote
1answer
60 views
Will OTM Vanilla Put equal to OTM Vanilla Call with different relative strike?
I wanted to test if my strike moves 0.01 away from my current spot for OTM Call and Put. Say I have the following parameters:
For put: $Spot = 1, \sigma = 1, K_p = 0.99 , r = 0, q = 0, $
For call: $...
