{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,7,2]],"date-time":"2026-07-02T07:01:13Z","timestamp":1782975673116,"version":"3.54.5"},"reference-count":18,"publisher":"IEEE","license":[{"start":{"date-parts":[[2026,6,1]],"date-time":"2026-06-01T00:00:00Z","timestamp":1780272000000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-029"},{"start":{"date-parts":[[2026,6,1]],"date-time":"2026-06-01T00:00:00Z","timestamp":1780272000000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-037"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2026,6,1]]},"DOI":"10.1109\/icbc67748.2026.11575519","type":"proceedings-article","created":{"date-parts":[[2026,7,1]],"date-time":"2026-07-01T19:34:25Z","timestamp":1782934465000},"page":"1-5","source":"Crossref","is-referenced-by-count":0,"title":["Detecting Tradable Put-Call Parity Breaks in Crypto Options: A High-Frequency Bid-Ask Study on Delta Exchange"],"prefix":"10.1109","author":[{"given":"Ahmad","family":"Abtahi","sequence":"first","affiliation":[{"name":"University of Zurich UZH,Communication Systems Group CSG,Department of Informatics,Zurich,Switzerland,CH-8050"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Reza","family":"Abtahi","sequence":"additional","affiliation":[{"name":"University of Zurich UZH,Communication Systems Group CSG,Department of Informatics,Zurich,Switzerland,CH-8050"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Burkhard","family":"Stiller","sequence":"additional","affiliation":[{"name":"University of Zurich UZH,Communication Systems Group CSG,Department of Informatics,Zurich,Switzerland,CH-8050"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"263","reference":[{"key":"ref1","doi-asserted-by":"publisher","DOI":"10.1016\/j.frl.2023.104874"},{"key":"ref2","doi-asserted-by":"publisher","DOI":"10.1016\/j.finmar.2024.100930"},{"key":"ref3","article-title":"Delta exchange global - trade btc, eth & altcoin futures and options","author":"Exchange","year":"2026"},{"key":"ref4","article-title":"Competition for crypto options heats up","author":"Research","year":"2025"},{"key":"ref5","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.1969.tb01694.x"},{"key":"ref6","doi-asserted-by":"publisher","DOI":"10.1016\/0304-405X(74)90001-4"},{"key":"ref7","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.1979.tb00061.x"},{"key":"ref8","doi-asserted-by":"publisher","DOI":"10.1016\/0304-405X(80)90008-2"},{"key":"ref9","doi-asserted-by":"publisher","DOI":"10.1016\/0378-4266(92)90021-Q"},{"key":"ref10","doi-asserted-by":"publisher","DOI":"10.2307\/2331275"},{"key":"ref11","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6288.1996.tb00885.x"},{"key":"ref12","doi-asserted-by":"publisher","DOI":"10.1016\/S1057-5219(99)00024-1"},{"key":"ref13","doi-asserted-by":"publisher","DOI":"10.1016\/j.irfa.2004.10.016"},{"key":"ref14","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.1986.tb04496.x"},{"key":"ref15","doi-asserted-by":"publisher","DOI":"10.1016\/S1042-4431(98)00046-8"},{"key":"ref16","doi-asserted-by":"publisher","DOI":"10.1016\/j.jfineco.2003.05.008"},{"key":"ref17","doi-asserted-by":"publisher","DOI":"10.1017\/S002210901000013X"},{"key":"ref18","article-title":"Crypto fear & greed index","year":"2026"}],"event":{"name":"2026 IEEE International Conference on Blockchain and Cryptocurrency (ICBC)","location":"Brisbane, Australia","start":{"date-parts":[[2026,6,1]]},"end":{"date-parts":[[2026,6,5]]}},"container-title":["2026 IEEE International Conference on Blockchain and Cryptocurrency (ICBC)"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx8\/11575430\/11575431\/11575519.pdf?arnumber=11575519","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2026,7,2]],"date-time":"2026-07-02T05:32:35Z","timestamp":1782970355000},"score":1,"resource":{"primary":{"URL":"https:\/\/ieeexplore.ieee.org\/document\/11575519\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2026,6,1]]},"references-count":18,"URL":"https:\/\/doi.org\/10.1109\/icbc67748.2026.11575519","relation":{},"subject":[],"published":{"date-parts":[[2026,6,1]]}}}