@Long_gamma
I went through the article posted in the link you showed. A little gem :thumb: Love it. Still: My question how to do gamma scalping with options on options in Nifty and Banknifty is not answered. As I only asked for a strategy, but not mentioned those thoughts, you could not know that I meant it those way. The article gives information about a long straddle and then a future play to neutralize the delta, but no information is given about any way of trading which only includes only pure option gamma scalping without the future. Could you kindly make a post about that specific kind of trading in India?