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While I do not have any direct experience with E-local, I am in a mIRC room with several traders who do use E-local exclusively. I have heard them make several jokes about the platform recently, even going so far as to refer to them as "E-loco" because of the numerous disconnects during the...

Actually, wanted to get some input from people who may have attempted this type of position in the past since we are on the subject of "gamma scalping"... I have, in recent days, actually mentally explored the idea of this type of position structure since we are at a very low implied...

hi... I am a big fan of ivolatility.com...Not only do they have a very basic options analytics platform that enables you to input different volatility assumptions, theta, etc, etc...but it also has a very detailed database of historical and implied vols for a host of securities and...

btw, this is a great thread... have not really heard many people mention gamma scalping except for derivatives professionals, market makers, etc...I know that someone mentioned the Charles Cottle book about "gamma scalping" and I have read Natenberg and McMillan, but COttle really gets into...