If I were an options dealer I would simply start pricing in a way that violated put-call parity.
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Replying to @lebas_janney
Yes but also I would see if I could move the line for calls to like...80vols on average just to see if people would still buy them
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Replying to @SkeleCap
If it's exchange pricing, you'd just get picked off by everyone else. Pretty broad group of MMs in single stock options these days.
3 replies 0 retweets 5 likes
Replying to @lebas_janney @SkeleCap
I would simply offer a one-sided market 
9:33 AM - 14 Jan 2021
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3 likes
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