Futures options put call parity
26 Feb 2018 Abstract. Although SET50 Index Options, the only option product on Thailand Futures Exchange, has been traded since. October 29, 2007, it call parity or the no-arbitrage relation implied by risk-neutral option pricing. ( Heston some well-known results on option pricing and develops the put-call parity under. GBM. S&P 500 Option Market”, Journal of Futures Markets, 22(12) , pp. 4 Jul 2018 The formula for put call parity is c + k = f +p, meaning the call price plus the strike price of both options is equal to the futures price plus the put