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Old 08-17-2007, 05:23 PM
Chrisman886 Chrisman886 is offline
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Join Date: Aug 2005
Location: Making money
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Default Re: Are naked calls/puts insanely +EV? What am I missing here?

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The goal of pricing options is to price them to be 0 EV. So your total EV is zero minus the transaction costs.

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Theoretically, and if you have no edge.
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