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Analyze the put-call parity for a selection of call and put option prices quoted for Tesla, Ford, Priceline and Expedia. At least consider the options
Analyze the put-call parity for a selection of call and put option prices quoted for Tesla, Ford, Priceline and Expedia. At least consider the options that expire at October 22, 2021, for a range of at least 10 different strikes around the at-the-money level. If you observe violations of parity, propose a possible explanation. [2 pages] Analyze the put-call parity for a selection of call and put option prices quoted for Tesla, Ford, Priceline and Expedia. At least consider the options that expire at October 22, 2021, for a range of at least 10 different strikes around the at-the-money level. If you observe violations of parity, propose a possible explanation. [2 pages]
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