Futures no-arbitrage interval
For example, for a call option, the upper bound of the no-arbitrage interval (market price interval) = strike price+commission fee (excluding commission), just like when you do business, the purchase price (strike price) is A yuan and the freight (commission fee) is B yuan, so when you sell it, the price (market price) must be at least above A+B, so the price below A+B is the no-arbitrage interval. ...