Questions tagged [put-call-duality]

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2 votes
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Is $C(K,S_t)$ a (local) martingale if PCS is broken?

When put-call symmetry holds $$ P(S_t,K) = C(K,S_t) = \frac{K}{S_t} C \left( S_t, \frac{S_t^2}{K} \right) $$ where $P$ is the market price of a put option and $C$ is the market price of a call option. ...
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1 vote
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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 ...
frazier k's user avatar
1 vote
1 answer
70 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: $...
Ang Yiwei's user avatar
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