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imo, referring to pull call parity (which is derived mainly for "pricing" purpose, AFAIK): Considering only the final risk profile of an options contract at expiration, rather than the options' whole life-cycle, can only provide a partial solution. That could be risky, sometimes...

I've argued/challenged the above equivalence of synthetic options for several years on ET, on and off. That can be searched!

I know I am a slow learner. I learned options from options books, many of them! Experience in options trading is definitely more important and useful! In generic terms: Long 1 underlying contract plus long 2 put options contracts is a long synthetic straddle. Long 1 underlying contract plus...

BTW, if you find anything wrong in the page contents with those sites, you may consider raising proper arguments here, assuming you have better theory, knowledge and practical experience than those content providers!

In generic terms: Can you apply the same approach to futures? Of course Not! One contract of futures cannot be used with one long put options (on futures) to form a straddle! Neither for 50 futures contracts with one put options! How can you form a straddle using futures with one put...

Deltas is used to measure options! http://www.investopedia.com/articles/optioninvestor/03/021403.asp Every single stock has 100 deltas, isn't it true!? Where can we find a stock (or futures) of 50 deltas to buy? Personally I can't! In other words, a straddle of "buying 1 put + 50 deltas in...

Very well said indeed!

Good luck to both you and me! We'll find all that out from actually trading the markets!

imo, a correct description of put call parity can be found here: https://en.wikipedia.org/wiki/Put%E2%80%93call_parity

They both are straddle options! There is nothing called Half straddle options that you can find on the web or any options books, before today! Otherwise, which book, please? https://www.google.com.au/search?q=half+straddle+options&btnG=Search&client=firefox-b

Wrong, again! Obviously you've never actually traded like that before!

Basically Not! Besides the combinations of linear vs nonlinear curves: 1. Trading 100d would naturally risk almost double against trading 50d. Double its gain as well! 2. Buying 2 near ATM puts with long stock would be usually also more expensive than 1x near ATM call plus 1x near ATM put...

It's complicate! Various scenarios are different. Better find their individual risk profiles for comparison! imo

Furthermore, futures is linear, i.e. always 100d! Options is nonlinear. Therefore for buying long 2 ATM options, they can be 100d initially. However they could change to say 120d or 80d, varying to anything between ~0d to ~200d!

" buys 2 calls " +100d " and shorts stock " -100d vs " bought a call " ATM +50d " and a put " ATM -50d

" Long 200s," +200d " long four .5 delta puts " -200d vs " +2C, " +100d "+2P ATM " -100d

" The future is BRIGHT for active traders... Us! " Many brokers always say that!

" http://www.independent.co.uk/news/uk/home-news/brexit-vote-leave-wipes-nhs-350m-claim-and-rest-of-its-website-after-eu-referendum-a7105546.html Boris Johnson and the Vote Leave campaign touring the UK in their Brexit Battle Bus. Now all of those promises have been removed from the official...