New LEAPS Listed – CAT as a Bearish Investment?

Erik Kobayashi-Solomon

October 15, 2013

One aspect of option pricing that I discuss in The Framework Investing is that very long-tenor options tend to be structurally mispriced. This mispricing allows for an intelligent investor to tilt the risk-reward equation in their favor when investing in LEAPS–especially LEAPS on companies whose statistical volatility is low. Today, I noticed several news stories …

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