Please reach us at sales@gammacapture.com if you cannot find an answer to your question.
Intraday realized volatility measure. ATM Straddle theoretical price.
Evaluation tools for 0-DTE options traders. Decide on the best price to execute options trades and strategies.
An At-The-Money Straddle is a combination of an ATM put plus ATM call.
Pros trade options based on volatility. Amateurs look only at premium.
Volatility and price are directly correlated. Higher volatility results in a higher premium paid. On the other hand, lower volatility means cheaper option prices.
Black-Scholes is an equation that's used for pricing options contracts. A key input factor in the formula is the value for volatility.
Inputs to the model:
Purchase through our NinjaTrader vendor site.
Contact us using sales@gammacapture.com.
Futures, foreign currency and options trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing ones financial security or lifestyle. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results.
Copyright © 2025 Gamma Capture - All Rights Reserved.
Contact: sales@gammacapture.com
We use cookies to analyze website traffic and optimize your website experience. By accepting our use of cookies, your data will be aggregated with all other user data.