Near risk free arbitrage is rare but possible

value1024 · 2026-02-27T10:26:01+00:00

=== SUMMARY === - The author identified a potential arbitrage opportunity in the options market for an unspecified ticker, using a custom-built algorithm. - The author executed a calendar spread by legging into the trade, selling an expensive near-term call and buying a cheap longer-dated call at the same strike, resulting in a net credit. - This post highlights a specific market inefficiency, suggesting that "near risk-free" trades, while rare, can be found and executed. - **Quality assessment:** This is a specific trade execution example, not research or due diligence (DD). It demonstrates a tactical market observation rather than a fundamental thesis on a company. === SENTIMENT === NEUTRAL === TRADE IDEAS === No actionable trade ideas in this post.

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Summary

The author identified a potential arbitrage opportunity in the options market for an unspecified ticker, using a custom-built algorithm.
The author executed a calendar spread by legging into the trade, selling an expensive near-term call and buying a cheap longer-dated call at the same strike, resulting in a net credit.
This post highlights a specific market inefficiency, suggesting that "near risk-free" trades, while rare, can be found and executed.
Quality assessment: This is a specific trade execution example, not research or due diligence (DD). It demonstrates a tactical market observation rather than a fundamental thesis on a company.

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