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Maverick74: Thanks for the heads up. I will check out Obsidian. The delta hedging module looks like it can meet my needs. rmorse: I'm familiar with Actant from the past, but it seems like they have improved their product significantly from the last time I saw it. I'll check this out too.

Is there a broker or platform that offers automated delta hedging? That is, automatically generating stock orders if a position delta exceeds a pre-determined threshold? I have to think that this feature would be relatively straightforward to program, so that one can scalp long gamma...