Buying Synthetic Longs & Shorting the Underlying: How much can it make? | R

We see the payoff on buying a synthetic long and shorting the underlying stock. We seek to find arbitrage opportunities.

GitHub: https://github.com/jgQuantScripts/SyntheticLongOptions

Questions?
email: jason.guevara.yt@gmail.com

Want to Connect:
LinkedIn: https://www.linkedin.com/in/jason-guevara/

#SyntheticLongStock #CBOE #OptionArb

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