Assertion: strike arbitrage | /r/CapableOf | take advantage
Facets:
value: on the same stock
type: LOCATION
value: of discrepancies in extrinsic value
type: OTHER
value: across 2 different strike prices
type: OTHER
Source sentences:
text: Strike Arbitrage is an options arbitrage strategy which takes advantage of discrepancies in extrinsic value across 2 different strike prices on the same stock in order to make a risk-free profit.