Futures create too many hard deltas. When you trade options for a living, you need to make a decision day one. Do you want to trade hard deltas, or soft deltas? These two beasts are not the same. Hard deltas are real, soft deltas are not. Hard deltas are ATM or ITM options. Soft deltas are always OTM and have nothing but time premium. When you are trading hard deltas, it is said that you have a real position. You are trading the underlying. If it moves against you, you need it to move back. This is not true with soft deltas. Some guys like to trade hard deltas. Some guys prefer to always trade softs. Some do both but try their best to roll their positions anytime their short options get ATM. You should never leave .05 and .10 options on your sheets. Buy them back and sell if you can re-sell them for 1.00 to 2.00. Buying back your short options is not gamma scalping. You usually have a flat delta position when you are buying back your short calls. The reason you are buying them back is because they are worthless, not because you are trading your deltas.
Anytime you are short options you should always scalp them. If you have a spread on and you are short a put for 3.00 and can buy it back for .40, why wouldn't you? You can resell that put for 2.00 and possibly leg into back spread for a credit and possibly scalp the short put again. As your short options approach zero, the risk/reward inverts. Meaning you are risking more and more to make less and less. But by scalping it, you are actually reversing that and increasing your reward and reducing your risk. Close to money back spreads are easy to scalp because they have enough deltas and gamma. Back spreads are the most versatile option strategy. Because you can trade direction, trade delta neutral, sell juice, play for a big move, gamma scalp, all while having very limited risk. A good trader will be able to leg into his back spreads for credits and trade direction for free while having unlimited upside and zero risk of taking large hits. The goal is to make 5% to 10% a month.