Thread: Are naked calls/puts insanely +EV? What am I missing here?
View Single Post
  #4  
Old 08-17-2007, 01:02 AM
ski ski is offline
Senior Member
  
Join Date: Feb 2006
Location: Leaving Thailand soon.
Posts: 2,810
Default Re: Are naked calls/puts insanely +EV? What am I missing here?
I don't know anything about options but as a guess I'd say there are some aspects of the stock that would be impossible to compute mathmatically that are priced into the options.
Reply With Quote