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"Put-call ratios are a joke.
The price of a Quanto Call-Option is derived easily from the put-call parity [16].
We derive the put-call parity theorem and present arbitrage strategies that can result from its violation.
In general, the property is referred to as (arithmetic) put-call symmetry at K [4], which is weaker than the reflection principle that ensures put-call symmetry for any K.
We employ the put-call parity approach to test the efficiency of options on emission rights traded in the European market.
We introduce in "Hyperbolic symmetrization" section a weak version of the reflection principle, which also parallels with the classical put-call symmetry.
The stock's Schaeffer's put/call open interest ratio (SOIR) of 1.28 indicates that puts outnumber calls among near-term options.
The put/call open interest ratio for the security stands at 1.03, as put open interest outweighs call open interest.
The ISE/CBOE 10-day put/call volume ratio comes in at 3.99, as put volume nearly quadruples call volume.
The Schaeffer's put/call open interest ratio rests at 1.18, as put open interest outweighs call open interest.
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