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    Great old threads about Gamma scalping

    are you backing your challenge with the free cookie too ?
  2. I

    Great old threads about Gamma scalping

    cookie...yam ! Who said there no free lunch (or at least a part of it ) in option's trading ?
  3. I

    Great old threads about Gamma scalping

    Non-shortable stock into report , to adjust deltas at after hours
  4. I

    Great old threads about Gamma scalping

    Risk , the frequency of adjustments is not important so much (except when it's comes to commissions). IOW , the price changes on the 100$ stock will trigger "X" 20cents , "Y" 40 cents and "Z" 80 cents adjustments , where X ,Y and Z PnL is almost the same. More of the personal/mental...
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    Great old threads about Gamma scalping

    Use the moving hi-lo and open-to-yesterday-close averages , this should help. Also , close all positions ONE day before exp.
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    Great old threads about Gamma scalping

    Mav , that's exactly what I'm doing ( stocks into earning with free scalping) and very profitable for many years. But as you correctly stated , those trades are not always available and that's why I am trying the same with Index. With existing vols skew for OTM puts&ITM calls , do I have a...
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    Great old threads about Gamma scalping

    Agree , very boring. BTW , you can enter a few limit orders ( if you adjust via stock) ; those can easily be pre-calculate. Again , I trade this strategy on individual stocks ( with expected rise in IV) , but I started to back test it for indices (and no exp change in future vols ). Mostly b/e...
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    Great old threads about Gamma scalping

    Over a weekend I read some good staff about this subject ; the threads are from 3-5 years ago. With current low commissions and 4:1 intraday margins I wonder if this strategy became more attractive/profitable in those days. I trade this strategy with individual stock ; does anyone scalping...
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    Best Option Analyzer/Software

    Nice try , B. I said a 100d+ , and not the 60d. I learned from the best , remember ?
  10. I

    Best Option Analyzer/Software

    True , only few and the infamous ISRG ( 100d+) is one of them , lol
  11. I

    Best Option Analyzer/Software

    yes , then call (put) gains .50+.30*2 = > 1$
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    Best Option Analyzer/Software

    Risk , why do you need a dramatic vols incrise to get option gains > than a 1$ with 1$ gain in spot ? Any ATM ( delta>.5) and Vega of 0.30 will gain more than a 1$ with 200bp gains under the above conditions , no ?
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    Anyone placing WC 06 bets ?

    any soccer ( aka a real football ) fans here ?
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    Fail this question you should give up trading

    in case its was a real question : If StartDist (between the cars) = > 100 , then answer is 60 If StartDist < 100 , then : (StartDist / CarSpeedPerMin*2)*BirdSpeedPerMin
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    Newb Q on Selling strangles into earnings to profit from IV dump

    Mo , if you still here...another horrible month for long dispersion ; today's move eat almost all premium received on Index and still 2 week to go ! Glad I took short/reverse again !
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    Riskarb's combo to fly conversion journal

    CHS vols are up big , anyone thinking of shorting combo at those levels ?
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    Traders in PENNSYLVANIA - Allentown, Bethlehem, Easton

    Yardly / Newtown
  18. I

    Poll: Best Options trade

    Reverse Calendar into event (one day)
  19. I

    UK's Suicidal Politicians: State-funded Muslim school

    So Maradona is a lib's hero now ? Anyone remembers his "Hand of God " cheating goal ? Too funny.
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    Phone interview with SIG

    three the same cards in the row ( correct , 1/425) OR three of the kind ( out of 5 cards) ?
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