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 a proprietary trading system, called VRP350, which looks for vertical spreads in the SPX that expire 3 sessions ahead and are priced at 50% of the width.  For example, if the available spreads are spaced at 5 points, then the system look for spreads priced at $2.50. The key is that the system is looking for a trade that has a 1:1 risk reward (risking $1 to make $1 in profit).

The neural-network based system is trained with historical SPX data that seeks to predict a probabilistic distribution 3 sessions out and contrast it with the implied distribution from SPX options prices. If a replicated 50% binary put in SPX is cheap, then it’s bought; if it is expensive, then it’s sold. 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%.

Testimonials:

Leo - Your current VRP350 system is the only one I trade consistently on all of EWT. Nice work👍
UncleK - Trading Room • May 16th, 2022
Thanks Leo for your hard work and your dedication to the GO room.
oginito - Trading Room • Jun 8th, 2022
Leo is brilliant and incredibly willing to educate - very valuable mentor!
Red Hedge - Trading Room • Apr 6th, 2021
I especially enjoy your weekly webinar, very different perspective on the market.
MACD12 - Trading Room • May 7th, 2022