Financiera

Solve put-call parity for a European call, put, stock price or strike, and check observed option prices for parity gaps and arbitrage signals.

Calculate long and short box spread fixed payoff, net debit or credit, expiration profit, implied financing rate and value versus a benchmark rate.

Calculate short and long reverse iron butterfly profit, net credit or debit, break-even prices, asymmetric wing risk and expiration payoff.

Calculate one options wheel cycle after put assignment: adjusted stock basis, net premiums, profit or loss, return, annualized return and called-away outcome.

Calculate American or European call and put values with a Cox-Ross-Rubinstein binomial tree, convergence check and early-exercise premium.