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Are naked calls/puts insanely +EV? What am I missing here?
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08-17-2007, 05:23 PM
Chrisman886
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Join Date: Aug 2005
Location: Making money
Posts: 2,206
Re: Are naked calls/puts insanely +EV? What am I missing here?
[ QUOTE ]
The goal of pricing options is to price them to be 0 EV. So your total EV is zero minus the transaction costs.
[/ QUOTE ]
Theoretically, and if you have no edge.
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