Gamma Optimizer

Hosted by Leo Valencia

Leo Valencia

Options trade setups & education plus proprietary options-selection tool.

What Members Receive:

  • Trade Setups and Alerts in the S&P 500 (SPX) Options using a neutral-network based trading system.
  • Graphic Display/Analysis of the Statistical Properties of the SPX underlying these options trade setups.
  • Proprietary (Gamma Optimizer) Tool for selecting the optimal strike price and expiration date in an options chain.  
  • Weekly Live Video reviewing options trading positions and market outlook, answering member questions, and assisting with better understanding strategy and terminology.
  • Educational Webinars and Articles posted periodically on options trading strategies.

About The Strategy:

The Gamma Optimizer service uses an intraday trading system, NAS12, that bets on the SPX index closing above or below the value it traded at 12 pm noon every day. The signal to go long or short comes from our proprietary NAS12 neural network that is trained with historical SPX data. The trade is executed with SPX options that expire the same day and takes the shape of a bullish or bearish vertical spread (depending on the signal) that is always priced at $2.5 ($250 nominal cost per contract).  If the signal is right, the payment is $5, so this is an even money trade.

This algorithm is among the tools Leo provides in guiding members of Gamma Optimizer with options trading strategies and setups for minimizing risk and maximizing returns.

See video for more detail.

Options Courses:

Leo has developed an options education video series in his Gamma Optimizer service. The 6-part series, ranging from an introduction to options to advanced options trading strategies, is currently only available to GO members, and archived in the service's video section. The series covers:

1) Introduction to Options: Basic concepts and tips.

2) Options Pricing: Pricing options in a risk-neutral world, plus Binomial model introduction.

3) Talking Greek: Advanced options pricing, Black Scholes Merton Model, volatility and greeks.

4) The Power of Gamma: Time decay, Gamma and Vega in detail.

5) Put-Call Parity and Synthetics: Trading implications and applications related to synthetic positions.

6) Coming soon.

Leo has also developed a premium set of online courses for all levels of options trading. Whether you're just getting started in the options world or wish to master sophisticated strategies, these courses will make a savvy and skilled options trader. Learn more and get discount code to save more than 50%.