I feel like one of the drawbacks to long gamma scalping with futures options is the difficulty in being precise in neutralizing delta. With stocks, when the positions becomes long by, say, 126 shares, we can short precisely 126 shares. With futures, we can't short 1.26 contracts. If we really want to scalp to neutrality, we need the good luck of becoming long or short by a nice round number of deltas. One way around this, it seems to me, is in trading forex futures options. Say you put on a straddle of the GBPUSD futures. If the delta becomes long by 1.26, that would equate to 1.26 x 62,500 (the contract multiplier), which is 72,750. Couldn't we then short 72,750 of the spot GBPUSD to become neutral? I don't know if it would work to try to neutralize the delta of a futures position in the spot market. It would certainly be easy to be very precise in neutralizing delta, and would allow the trader to scalp when the market seems to be ready to reverse, rather than when a convenient value in delta has been accumulated. Does this idea sound like something that would work, theoretically at least? If so, maybe I'll give it a shot on paper and report back. Thanks for any insight you would be willing share.