### Comment:
Gamma scalping is something I haven't been able to grasp, so I probably won't attempt to apply it. How do you go about balancing out your deltas to stay neutral? I try to move calls/puts around but the deltas change a lot with movement, and it could cause me to overtrade.

### REPLY:
Read Option Pricing and Vol. Natenburg calls it 'Dynamic Hedging'. Better yet watch the talk natenburg did for tasty trade this year on how market makers operate, gives more insight into how they think about having no directional opinion ever

### END.