Say, that the 6 is worth US$1. What is the fair price to sell it, for those two? 20 cents for sure?
In that case the buyer would profit 60 cents.
Are you selling the outcome? I/e, "If I rolled a 6, you can have the $1"?
Because yes, both players should choose to sell the option. And likewise, both should choose to buy if their twin offers. Or, alternatively, both players should rationally agree to exchange outcomes.
I saw this conundrum at Alexander Pruss's blog and I thought LWers might enjoy discussing it: