Put-Call Parity Arbitrage - Quant Researcher Interview Question

Problem Description

Put-Call Parity establishes a fundamental no-arbitrage relationship between European call and put options with identical strikes and maturities. In quantitative finance, deviations from this equality ($C - P = S - K e^{-rT}$) signal market inefficiencies that can be exploited for risk-free profit. Identifying these discrepancies is crucial for algorithmic trading and validating option pricing models. Task Implement a function solution(market_data) that calculates the potential arbitrage profit