Taleb's point seems more to be that he saw a mispricing and traded on it one day, rather than anything profound regarding option pricing, unless I am missing something. Anyway, it has little to do with what's being said in the article.
I guess because the article is talking about insider trading through the use of options and your point on Taleb is how he traded options like any option trader would.
I should be clear that what you seem to think ties these together, i.e:
> given the volatility, at least one would be a hit in this month.
I don't actually believe to be true. It's not like these options aren't being priced somewhat accurately. There could be insanely high volatility and all that needs to happen is for the price to go up instead of down for none of your options to "hit."
Taleb's point seems more to be that he saw a mispricing and traded on it one day, rather than anything profound regarding option pricing, unless I am missing something. Anyway, it has little to do with what's being said in the article.