dailytheta.com under education has intro articles. also, condoroptions.com has good articles on ICs under strategy.
YouTube.com Delta Neutral Gamma Scalping Carl __________________ Enjoy life, it's limited. You only get as much as you take.
if you are new to options try this: http://www.amazon.com/Rookies-Guide-Options-Beginners-Handbook/dp/193435404X also look at the authors blog: http://blog.mdwoptions.com/ Here is another book: http://www.amazon.com/Option-Strategies-Directionless-Markets-Butterflies/dp/1576602494 You can also look at the Condor Options blog for a lot of related information. And for more info not necessarily on delta/market neutral strategies but also including some treatment of them try these: http://www.amazon.com/Options-Strat...=sr_1_1?s=books&ie=UTF8&qid=1303066664&sr=1-1 http://www.amazon.com/Option-Volatility-Pricing-Strategies-Techniques/dp/155738486X/ref=pd_sim_b_13