gammascalp

NaughtyPines NaughtyPines IWM, D, 7 months ago
IWM: BOUGHT IWM JULY 15 113 LONG STRADDLE (GAMMA SCALP)
19 0 1
IWM, D
BOUGHT IWM JULY 15 113 LONG STRADDLE (GAMMA SCALP)
Partly out of boredom and partly out of curiosity, I'm initiating a gamma scalping setup here. There are variations on the initial setup, but they usually begin with a long strangle with the long put and long call at the money and at the same strike, with their respective deltas cancelling each other out. As ...
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