Calls and puts do more than express a bullish or bearish view. When paired through put-call parity, their prices can reveal an implied forward value for the underlying stock.<\/p>\n\n\n\n
In this webinar, Mat Cashman of the Options Industry Council will explain how synthetic stock positions are created, how call and put prices can be used to calculate an implied forward stock price, and why that value may differ from the current market price. The discussion will also cover the effects of interest rates, dividends, borrow costs, liquidity and early assignment.<\/p>\n\n\n\n
The session is designed to help investors better understand the relationship among stock, calls and puts, and how professional traders use that relationship to evaluate pricing across the options market.<\/p>\n\n\n\n
<\/p>\n","protected":false},"excerpt":{"rendered":"
In this webinar, Mat Cashman of the Options Industry Council will explain how synthetic stock positions are created, how call and put prices can be used to calculate an implied forward stock price, and why that value may differ from the current market price. The discussion will also cover the effects of interest rates, dividends, borrow costs, liquidity and early assignment.<\/p>\n","protected":false},"author":1047,"featured_media":231811,"parent":0,"menu_order":0,"template":"","meta":{"_acf_changed":false,"footnotes":""},"contributors-categories":[13771,13871],"webinar-categories":[13879,13112,13878],"class_list":["post-251388","webinars","type-webinars","status-publish","has-post-thumbnail","contributors-categories-occ","contributors-categories-the-options-industry-council-oic","webinar-categories-options","webinar-categories-upcoming-webinars","webinar-categories-webinar-topics-webinars"],"pp_statuses_selecting_workflow":false,"pp_workflow_action":"current","pp_status_selection":"publish","acf":[],"yoast_head":"\n