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training_data/curated/text/ad9fae94db1a690e0b0d7e3d1783ea60e509325b2657fb9e42a696c7d3b7a583.txt

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+Appendix C: Put-Call Parity   • 293
+Strike Call
+Put
+(a)
+Interest2
+(b)
+Put + Interest
+(a + b) Dividend P + I − D Notes
+18 19.55 0.13 0.03 0.16 0.24 (0.08) P + I < D, 
+arbitrage
+20 17.60 0.15 0.03 0.18 0.24 (0.06) P + I < D, 
+arbitrage
+23 14.65 0.28 0.03 0.31 0.24 0.07 No arbitrage
+25 12.75 0.39 0.04 0.43 0.24 0.19 No arbitrage
+28 10.00 0.69 0.04 0.73 0.24 0.49 No arbitrage
+30 8.30 1.00 0.04 1.04 0.24 0.80 No arbitrage
+32 6.70 1.43 0.05 1.48 0.24 1.24 No arbitrage
+35 4.70 2.37 0.05 2.42 0.24 2.18 No arbitrage
+37 3.55 3.25 0.05 3.30 0.24 3.06 No arbitrage
+40 2.22 4.90 0.06 4.96 0.24 4.72 No arbitrage
+42 1.55 6.25 0.06 6.31 0.24 6.07 No arbitrage
+45 0.87 8.65 0.06 8.71 0.24 8.47 No arbitrage
+50 0.31 13.05 0.07 13.12 0.24 12.88 No arbitrage
+There are only two strikes that might be arbitraged for the 
+dividends—the two furthest ITM call options. In order to realize the 
+arbitrage opportunity, you would wait until the day before the ex-dividend 
+date, exercise the stock option, receive the dividend, and, if you didn’t want 
+to keep holding the stock, sell it and realize the profit.