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system
why do deep in the money options trade below their intrinsic value?
user
you made 94$ on an investment of 554.80 *100 = 55480$ for an approx holding period of 1 year. so the % return is ~0.16%, which is not much better than the short term us treasury rate. the current 1 year treasury rate is 0.27%: http://ycharts.com/indicators/1_year_treasury_rate so yes, you have a risk free portfolio, so you make the risk free rate. remember this is an european option, so you are stuck for 1 year. if you found the same mispricing in an american option, then you found an arbitrage.
assistant