Put-Call Parity Screener: Check Options Pricing at Executable Prices

Put-call parity links the price of a call, a put with the same strike and expiration, the stock and a risk-free bond. When quotes drift apart, a conversion or reversal can look profitable on paper. The SecurePutCalls parity screener checks same-strike, same-expiry call and put pairs for one ticker using the prices you could actually trade at: the bid when you sell and the ask when you buy, not the midpoint.

What the screen accounts for

Each pair is checked with a discounted strike at your annual rate assumption, expected dividends before expiration, your estimated trading costs per contract and a maximum quote age, so stale quotes are ignored. Only pairs whose net edge per contract stays above your minimum after those costs are listed.

Settings

Choose the symbol, a days-to-expiration range from 1 to 90, an optional strike range, the minimum net edge per contract, the maximum quote age in seconds, your costs per contract, the rate assumption and whether to include dividends. Signed-in Free accounts get a few scans a day; paid plans get an expanded range.

Important limits

Results are informational parity-dislocation candidates, not orders, recommendations or guaranteed arbitrage. American-style early exercise, dividend timing, stock borrow and financing costs, assignment, liquidity and changing quotes can erase a gap that appears on screen. SecurePutCalls does not place orders.