Tag: option pricing

Introduction:Strike price arbitrage opportunities present a compelling avenue for sophisticated options traders to capitalize on pricing disparities and generate profits. By leveraging advanced techniques, traders can identify and exploit these opportunities to their advantage. In this article, we will explore advanced techniques for strike price arbitrage that can help you navigate the options market and maximize your trading potential. Understanding Strike Price Arbitrage:Strike price arbitrage entails taking advantage of price discrepancies between different strike prices of the same underlying asset. Traders seek to purchase options contracts with a relatively low...