T terryor Feb 20, 2009 #1 Has anyone done this? "Gamma" trade the SSO against the SPY? GO: Short 1 SSO for every 2 SPY long? and trade around the position? Would their be an advantage to this over a setup like: GO: Long SSO and long puts? Thanks in advance
Has anyone done this? "Gamma" trade the SSO against the SPY? GO: Short 1 SSO for every 2 SPY long? and trade around the position? Would their be an advantage to this over a setup like: GO: Long SSO and long puts? Thanks in advance
R rosy2 Feb 20, 2009 #2 Quote from terryor: Short 1 SSO for every 2 SPY long? More... doesnt this make you flat? what would you be trading around? gamma scalping is usually for long straddles when you want to be delta neutral. sidenote: is there a way to see what my ignore list is on ET? i'm sure its the majority of posters.
Quote from terryor: Short 1 SSO for every 2 SPY long? More... doesnt this make you flat? what would you be trading around? gamma scalping is usually for long straddles when you want to be delta neutral. sidenote: is there a way to see what my ignore list is on ET? i'm sure its the majority of posters.
