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The inside and outside strangle share equivalent rho valu and sensitivity at = vola.

Infinite? You are using covered writes as an example of arbitrage boundary?! Yes, you need to re-think. I think it will be for long time.

A raw pricing algorithm would entail pricing a 100-year American call from BSM. Or solve for delta using BSM of blended duration and multiply by price of underlying. This was the standard, best practice in the OTC World, at least until 1999. "Russian" perpetual lookback option are common among...

Riskfreetrading, you are attempting to price a Russian vanilla put, but you are terribly wrong in your attempt. You say you have priced these before? When would you assume negative carry? I think you typed "perpetual option" in google and somehow got confused. Would you please answer my...

Most perpetual option are priced over the counter using BSM with 100-year duration. There are other closed form solutions, but most are avoided and using BSM in their place.

Please don't get so upset. Wrong answer, as we must assume static-equivalence, but nice try. Obviously, nobody would sell the put to allow for discount arbitrage. Would you like another guess, Mr Educator? Ask me for the answer won't work. Please, pretty please answer the following...

I'll take your silence as proof that you can't answer my question: When is it better to write a CC over a seemingly equivalent short put?

Riskfreetrading, would you mind taking a moment to answer this question?

You're intent on repeating this in all of your reply. You don't realize that option arbitrage has rate-risk (rho). If you think otherwise you're ill-inform. You define yourself an expert based upon a fallacy. I will ask "riskfreetrading" a question. When is it better to write a CC? GL and...

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Another good tool: http://fxlabs.oanda.com/cgi/fxlabs.pl?id=21

Sony UX280P or the flipstart is a good choice: www.flipstart.com