Right, this seems to be a tough point to get across here! People here seem absolutely determined to believe there is an inherent edge in one strategy vs another. I guess people have some need to believe there's a holy grail - the perfect option strategy - the one that's a winner no matter what!
Most success stories aren't plastered on websites. I know a few successful traders who have done anywhere from 4 to 15x on their book in the last 4 years on large accounts and trading nothing but volatility. Sorry, but none of it involves writing covered calls.
My answer is that it's obvious that the seller of the option has an edge provided he/she is allowed to not mark to market. It's obvious because that's precisely the business model of insurance companies and insurance companies are, generally, profitable. Fundamentally, people who mentally do mark-to-market tend to overprice risk premium (generally, people are irrationally risk-averse), which means options, i.e. insurance policies, are structurally expensive. So the seller has an edge. On a side note, above reasoning is also why I think Taleb is full of sh1t...
Warren Buffett. He sells puts all the time. Not sure if there is any particular "edge" one way or another in simple buying or writing, but I prefer to write. Think of options as insurance...usually the guy who sells it makes money.
I have been an option seller for the last 2 years, I believe that writing has an edge. Option is a zero sum game, if you do not have an edge in selling them then you should have an edge in buying them. Question: have you never met one single option buyer who could make money consistently ?