Ok I will post the links to them here once I find them again. But what I have described is something that's observed in options market and it's not resolved by the fact that it's a zero-sum game. It's when the payoff from the zero-sum game is asymmetrical that's the problem which I tried to explain in my original post in this thread here which nobody bothers to read:
Oh we read it. The gist of it was:
“Don’t buy a call- it’s rigged; buy stock and a put: way different!”
They’re trying to help you but you’re not keeping an open mind.
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