monkeyjoe
Registered: Mar 2013
Posts: 31 |
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?
OP -
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.
monkey
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