DownTime, thanks for explaining some of your thinking and rationale.
Are you talking Mar or Apr puts on the INFN example?
Is it pertinent how close to expiry?
The part I need to get my head around
is how to judge whether the time premium
is low, reasonable, or high
for a given underlying.
I think a modeling tool could be valuable.
Perhaps that is mandatory for advanced positions
(straddles, etc).
---
One strategy that sounded compelling
was writing naked puts, and just collecting premium,
but you have to be capable of having the position
put to you.
Market Data 
Markets 
AI
