Thread: Are naked calls/puts insanely +EV? What am I missing here?
View Single Post
  #17  
Old 08-17-2007, 05:05 PM
adios adios is offline
Senior Member
  
Join Date: Sep 2002
Posts: 8,132
Default Re: Are naked calls/puts insanely +EV? What am I missing here?
The goal of pricing options is to price them to be 0 EV. So your total EV is zero minus the transaction costs.
Reply With Quote