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training_data/curated/text/8e01c0a16de1c97ea16d0e32c0732f2bd97b558bd8217116ec68ec6d8e4101e6.txt

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+The immediate delta of this trade is flat, but as the stock moves up or
+down, that will change, presenting gamma-scalping opportunities. Gamma
+scalping is the objective here. The position greeks in Exhibit 13.1 show the
+relationship of the two forces involved in this trade: gamma and theta.
+EXHIBIT 13.1 Greeks for 20-lot delta-neutral long call.
+The relationship of gamma to theta in this sort of trade is paramount to its
+success. Gamma-scalping plays are not buy-and-hold strategies. This is
+active trading. These spreads need to be monitored intraday to take
+advantage of small moves in the underlying security. Harry will sell stock
+when the underlying rises and buy it when the underlying falls, taking a
+profit with each stock trade. The goal for each day that passes is to profit
+enough from positive gamma to cover the day’s theta. But that’s not always
+as easy as it sounds. Let’s study what happens the first seven days after this
+hypothetical trade is executed. For the purposes of this example, we assume
+that gamma remains constant and that the trader is content trading odd lots
+of stock.