[KongchangAI]
Unverified50% confidenceFactExact time

Calendar arbitrage specifically refers to the pricing error where options on the same underlying asset with the same strike price but different expiration dates violate time monotonicity, i.e., a short-term option is priced higher than a long-term option.

1
Sources
50%
Confidence
Long-term
Relevance
10/12/2026
First Seen

Sources

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curl https://kongchang.com/api/v1/knowledge/claims/1002261
MCP
get_claim(id=1002261)