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training_data/curated/text/12e794daf0d65b4e9c3fbc73cfb84885054bd3ea98efffb8d01c3413aad0b947.txt

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+Day One
+The first day proves to be fairly volatile. The stock rallies from $40 to $42
+early in the day. This creates a positive position delta of 5.60, or the
+equivalent of being long about 560 shares. At $42, Harry covers the
+position delta by selling 560 shares of the underlying stock to become delta
+neutral again.
+Later in the day, the market reverses, and the stock drops back down to
+$40 a share. At this point, the position is short 5.60 deltas. Harry again
+adjusts the position, buying 560 shares to get flat. The stock then closes
+right at $40.
+The net result of these two stock transactions is a gain of $1,070. How?
+The gamma scalp minus the theta, as shown below.
+The volatility of day one led to it being a profitable day. Harry scalped 560
+shares for a $2 profit, resulting from volatility in the stock. If the stock
+hadn’t moved as much, the delta would have been smaller, and the dollar
+amount scalped would have been smaller, leading to an exponentially
+smaller profit. If there had been more volatility, profits would have been
+exponentially larger. It would have led to a bigger bite being taken out of
+the market.