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Gamma scalping, delta hedging... It seems like you need to understand what gamma is first? An option's or option structure's delta exposure varies with moves of the underlying, that is, it has gamma. Option traders bet on volatility and not on the direction of the underlying so having this...

Indeed ITM options provide leverage and protection against massive moves. Obviously, you pay a wide spread for that, and options have a certain interest rate priced in them so you don't get to be long the stock with less cash for free. This is no secret. Get an option pricing book

MINE. LOL, gambling? It's as close as free money as it gets to buy for less than 3.5

The theta/gamma ratio just depends on your implied vol, as easy as that

Delta of an option changes as the underlying changes. As BBRY would move through 10.50 it would gain more delta and finally after the $.5 move it would have delta 67, which accounts for the 6c you are missing.

Hey guys, got a little problem with my Sterling software. Let's say I'm in a long position and I have some offers out to cover. When I have these offers out and i try to get out on the bid before cancelling my offers the software rejects my order and displays some notification message...