Can Put-Call Parity Be Applied to American-Style Options?

The standard put-call parity formula cannot be applied directly to American-style options because of the possibility of early exercise. However, boundary conditions and inequalities based on the parity relationship can be established.

These inequalities provide a range within which the prices of American calls and puts must trade to prevent arbitrage, though they do not provide a single, exact pricing relationship like the European parity formula.

How Would This Formula Change for a Liquidity Pool Governed by a Constant Mean or Constant Sum Formula?
What Is the ‘Put-Call Parity’ Theorem and Its Importance in Derivatives Pricing?
What Is Put-Call Parity and How Is It Used to Identify Arbitrage Opportunities in Options Trading?
What Is the Concept of “Put-Call Parity” and How Does It Apply to European Crypto Options?
How Does the Principle of Put-Call Parity Ensure the Synthetic Position’s Equivalence to the Underlying?
Which Major Crypto Options Exchanges Offer American-Style Options, and What Is Their Typical Settlement?
How Does a Concentrated Liquidity Pool Modify the Constant Product Formula’s Impact?
Are There Any American-Style Crypto Options Platforms?

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