Put-Call Parity Calculator
Analyze put-call parity relationships, verify option pricing efficiency, and identify potential arbitrage opportunities. Features comprehensive analysis of synthetic positions and arbitrage strategies.
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Formula Reference
Put-Call Parity
C + PV(K) = P + S
With Dividends
C + PV(K) = P + S × e-qT
Variables:
- C = Call option price
- P = Put option price
- S = Stock price
- K = Strike price
- r = Risk-free rate
- T = Time to expiry
- q = Dividend yield
How to Use
- Enter current market data
- Input call and put option prices
- Add dividend yield if applicable
- Click “Analyze” to check parity
- Review arbitrage opportunities