/biz/ - Business & Finance

>>22632997
We can see in our screens how much theta one thing is comma cost and how much gamma we will receive.
We recently installed a plugin that ranks options and opportunities on their gamma/theta ratio and see if it's an ok opportunity.
We don't care about Delta when we buy or sell something because we always delta hedge it.
If the move is big enough to cover the daily theta cost, we start gamma scalping when we think the profit is big enough to lock in by rehedging the deltas.
Also we adjust the volatility curve (skew) often during the day to adjust to the market.
Just see how many vol points we can get by using a trade and see if it's cheap or expensive vol.
Not gonna mention anything more though about our business practices.