I can scalp the stable markets ... catch the odd swing here and there ... even scalp 'outside the money' as long as the movement in odds is slow enough to keep up with. I'm often green when attempting these types of markets. What I generally have most trouble with is scalping outside the money when the odds are moving very quickly and jumping about all over the place.
Assuming the odds are drifting, I have my order in place at the front of the queue on the back side and the odds move up to meet it, but because the odds are moving so fast I find it difficult to time the entry effectively. So I lay either too late (by which time my back order has already been snapped up and the odds have moved up and beyond it) or too early (and lo and behold, this is where the movement stops and reverses in the other direction, leaving my back order untouched).
How does everyone cope with this type of market? I don't mind cutting out for a loss of one or two ticks, but by the time I can react I've already lost 5-10 ticks. This can amount to enormous losses and ruin all my prior good work for the session.
Trading 'out of the money' for high volatility
You need to pick and choose the market. If it's very volatile then it doesn't make sense to do this. No harm it putting orders in and waiting to match, but cancel them if you feel the market is charging around all over the place. If a market is very volatile then it doesn't make sense to go for a one tick gain IMHO.