Hi all,
I have an idea, don't know how good it is:
At last day of option expiration, I find a stock XYZ that trades excactly at 40$, call 40 will be around 0.05 (No intrinsic value)
I Buy 10 contracts of Call 40 XYZ.
Same time Sell 1000 XYZ.
Now , If stock goes Up, I'll be break even...