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Explain static arbitrage and model-independent arbitrage

Illustrates a case of a static arbitrage and model-independent arbitrage?

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We as set up a portfolio which gave us an immediate profit, and such portfolio did not have to be touched till expiration. It is a case of a static arbitrage. The other special feature of the above illustration is that this does not rely on any assumptions regarding how the stock price behaves. So the illustration is that of model-independent arbitrage.

Though, when deriving the famous option-pricing models we rely upon a dynamic strategy, termed as delta hedging, wherein a portfolio consisting of an option and stock is constantly adjusted through purchase or sale of stock in a very specific way.

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