My primary trade is in gamma and exotics, but since that thread is closed I was toying with the idea of starting a vega-trading journal. Let me know here or via PM if anyone is interested.
Yeah, looking into trading FLYs as well as Vega plays so let's open a new thread. I really do not want to do naked combos into FLYS since it takes too much work
That's would be great ! Riskarb , can also explain a bit about gamma scalping when vols skew on diferent strakes is exists ?
Sure IV, I will cover that. OTM skewed strikes require a smaller gamma hedge than under a flat smile.