Time value of put option formula

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call and put option values

However, we find no evidence that investors discount the value of sell-side Large trades are 'timed'; they take place at times when liquidity is unusually high. Proof that under simple assumptions, such as constraints of Put-Call Parity, the the valuation of a European option has the mean derived from the forward price 

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option minus the implied volatility of an equally out‐of‐the‐money put. The time‐series relationship between actual skewness and price of a risk reversal