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PCFP

It stands for put-call-futures parity; the relationship between the prices of calls (call options), puts (put options), and futures (futures…

Futures Parity

The relationship between the prices of calls (call options), puts (put options), and futures (futures contracts) on the same underlying...

Call-Put-Futures Parity

The relationship between the prices of calls (call options), puts (put options), and futures (futures contracts) on the same underlying...