I recently started following this. From my IB market scanner I pull around 9:15 AM all stocks that are Gap Up and Gapping Down. Experimented today with: AA +202 Enter 9:31 out 9:33 APPB +20 9:32 out 9:35 Short HANS - 20.99 9:35 out 9:58 I don't have a strategy yet as for today it might just be a luck since entire market was up. If Gap Traders want to share that would be great. I am trying to see how to work with premarket voiletility, volume, etc. Thanks for sharing.