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Why can't you just....
This may be a silly question...but since I don't know anything about options really...
Why can't you just buy a put and a call and then let the loser expire and exercise the winner?
I know it wouldn't always be that simple due to fluctuation in price...but I was just curious, as I imagine the probability would be on your side that a trend will end up going in one direction or another enough to justify the losses you'd take in a balancing market....
Thanks.
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