Title: Unlock Extra Income: Dr. Anya Sharma's $3,750 Biotech Options Arbitrage Play Tagline: Dr. Anya Sharma's $3,750 Options Arbitrage: Unlocking Put-Call Parity for Extra Income Problem: Dr. Anya Sharma, a 35-year-old physician, is diligently paying down her $280,000 student loan debt while also maxing out her retirement accounts. She has a small brokerage account dedicated to opportunistic investments. She notices that Biotech Corp (BTC), currently trading at $150 per share, has listed call options expiring in 3 months with a strike price of $155 trading at $7. A put option with the same strike price and expiration date is trading at $2.50. The current risk-free interest rate is 5% per year. Anya suspects a mispricing based on put-call parity. Is there an arbitrage opportunity she can exploit, and what's the potential profit? Solution: By using the Put-Call Parity Calculator, Anya quickly identifies that the market prices of the call and put options are not in equilibrium based on the underlying asset price, strike price, time to expiration, and risk-free rate. The calculator reveals that the theoretical price of the put option, given the call option price, is significantly higher than the actual market price, indicating a potential arbitrage opportunity. Anya can execute a strategy to profit from this mispricing, by buying the underpriced put and selling the overpriced synthetic put (short the stock, buy the call, borrow the present value of the strike). ROI: By acting quickly and executing the arbitrage strategy, Anya is able to generate a risk-free profit of $3,750 (before commissions and taxes). This extra income stream helps accelerate her student loan repayment and enhances her overall investment portfolio performance. The Put-Call Parity Calculator helped her identify this opportunity quickly and efficiently, saving her valuable time. Description: Learn how a busy physician leverages put-call parity to identify and exploit a short-term arbitrage opportunity in a volatile biotech stock, generating extra income while balancing a demanding career and aggressive debt repayment. This case study demonstrates practical application of options strategies for professionals with limited time. Category: Lead Gen