Gamma Scalping
Definition
A trading technique that profits from changes in delta by frequently adjusting a delta-neutral position as the underlying moves.
Example
Long gamma positions benefit from gamma scalping in volatile markets.
Related Terms
Frequently Asked Question
What is Gamma Scalping?
Gamma Scalping is a technique that profits from changes in delta by frequently adjusting a delta-neutral position as the underlying moves. Long gamma holders benefit when the underlying makes large moves in either direction.
APA Citation
Last updated:
· Source: VixShield Trading Glossary — From SPX Mastery by Russell Clark
⚠️ Not financial advice. This definition is educational content from the SPX Mastery book series by Russell Clark (VixShield). Past performance is not indicative of future results. Trading options involves substantial risk of loss and is not appropriate for all investors. Always paper trade before risking real capital.