Intraday gamma scalping

Discussion in 'Options' started by tfrank32001, Jun 24, 2006.

  1. Does anyone know of a service that tracks historical intraday vol for the various commodity markets? Although its pretty easy to obtain historical data on a settle to settle basis, this information is often misleading for the purposes of scalping gamma intraday. For example, silver might close unchanged but throughout the day it moved up and down in a way that would rip your face off if you were trying to employ a premium selling strategy. Any help would be appreciated.