Registered: Mar 2013
04-07-13 03:10 AM
Quote from cdcaveman:
Non sense... Your premise doesn't make sense...... Your basically just shorting gamma or terminal distribution.... Your view on distro is always the same every Thursday?
Put another way, how likely is it that these exact options are consistently mispriced, essentially forever? Much more likely that some options are mispriced relative to some other options *some* of the time, and you can trade that. That *some* of the time being every Thursday seems pretty unlikely.