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I think it is rather well known since Taleb's book came out that deep OTM options, including LEAPs tend to be mispriced as there's just not enough data to model
by notyourday 6y ago
I think it is rather well known since Taleb's book came out that deep OTM options, including LEAPs tend to be mispriced as there's just not enough data to model better pricing.
- base698 6y agoI know a lot of people here probably have read Talebs book. A far larger amount of them have read /r/wallstreetbets
- dbancajas 6y agowhat is Taleb's book?
- notyourday 6y agoThe Black Swan
- konha 6y agoNicholas Taleb - Antifragile Might also be one of his other books like Black Swan (I haven‘t read them all), but I think Antifragile mentions using options to mitigate risk in a portfolio.