Conversion Arbitrage in Excel: Put-Call Parity and Delta-Neutral Templates

Conversion arbitrage and put-call parity explained: parity basics, arbitrage between stocks and options, the conversion strategy, and delta-neutral positions modeled in Excel with live prices.

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   The Basics of Put Call Forward Parity

   The Basics of Put Call Forward Parity Put-call forward parity states that for European options with the same underlying, strike, and expiration, the call price minus the put price equals the present...

2. 2
   How To Profit From Arbitrage Stocks And Options?

   Arbitrage profits from a price gap for the same asset or equivalent positions. Stock arbitrage across exchanges, put-call parity for options, and the risks.

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   Conversion Arbitrage Options Strategy: How to Profit from Put-Call Parity Mispricings

   Conversion arbitrage exploits put-call parity mispricings for risk-free profit. Learn how conversion and reverse conversion strategies work, with real P&L examples and MarketXLS Excel formulas.

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   Delta Neutral

   Delta neutral strategy showing portfolio balancing for volatility-focused trading with payoff diagrams