Pricing & Greeks · MANUAL INPUT

Put-Call Parity Calculator

Compare call and put prices using discounted strike and dividend-adjusted underlying value.

How to use this tool

For European options with the same underlying, strike and expiry, call minus put equals dividend-discounted spot minus discounted strike. All values here are per underlying unit.

A residual can reflect stale quotes, bid/ask spreads, financing, discrete dividends or exercise differences. It is not an executable arbitrage recommendation. A negative inferred option price signals inconsistent inputs.

Worked example

At zero rates and dividends with spot $105 and strike $100, a $2 put corresponds to a $7 call.

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Model references and conventions

365 calendar days per year. Continuous rates for theoretical pricing. All examples are illustrative.