Gamma Scalping Introduction

Gamma scalping = delta-hedging a long-gamma position to profit from realized vol. It needs low execution cost, fast hedging, and capital -- retail usually lacks all three. The risk lesson: near expiry, ATM gamma explodes; a small move flips Delta fast, blowing accounts. AI models use gamma as a filter (avoid naked buys when gamma high + theta high). Understand scalping to respect why you should not fight it naked. Most retail 'options trading' is unknowingly short-gamma -- the losing side.