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The Quant / Financial Engineering Podcast · Nov 10, 2025 · 23 min

Gamma Capture Intraday Volatility

Louis Pellathy is a commodity broker with a background in mathematics and data analytics. He has developed trading and price curve models for several leading Inter Dealer Brokers. He currently trades his own personal account which focuses on S&P 500 0-DTE options. Gamma Capture Intraday Volatility https://gammacapture.com/ Avaliable on Platforms NinjaTrader: https://ninjatrader.com TradingView: https://www.tradingview.com Bloomberg Terminal: https://www.bloomberg.com

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Louis Pellathy is a commodity broker with a background in mathematics and data analytics. He has developed trading and price curve models for several leading Inter Dealer Brokers. He currently trades his own personal account which focuses on S&P 500 0-DTE options.

Gamma Capture Intraday Volatility
https://gammacapture.com/

Avaliable on Platforms
NinjaTrader: https://ninjatrader.com
TradingView: https://www.tradingview.com
Bloomberg Terminal: https://www.bloomberg.com

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