gamma scalping

AM Pit Report 7/8

Date: 
Monday, August 8, 2011 - 10:00am
We discuss gamma scalping of SPY, talk the market, and answer question

AAPL, IBM and Others Have Implied Volatility Through the Floor

Posted by msebastian on Tue, 05/31/2011 - 7:58pm
With the market up big and coming off of a bit of a selloff, it is not much of surprise that the VIX is breaking 16 again.

Am Pit Report 7-28-2010

We look at the financial markets, look at our VXX trades, talk a little about gamma scalping and review best approaches to income spreading.

AAPL out with Earnings, a Secretly Long Gamma, Long Delta trade!

Posted by msebastian on Tue, 07/20/2010 - 7:26pm
Yesterday during the Mid Day Pit Report we discussed an interesting AAPL earnings play, one of the plays I liked involved buying AUG ATM calls in AAPL and selling more out of the money Sep calls to