Receive our GammaOptimizer tool for selecting the most optimal strike price and expiration date when trading an option.
Plus, access our live Trading Room for trade alerts and educational Q&A's and interaction with Leov & our member community.START YOUR TRIAL
GammaOptimizer is a Website dedicated to helping options traders improve their trades.
The Gamma Optimizer Tool: The site features our proprietary Gamma Optimizer Tool,
developed by a Stanford PhD graduate, which helps traders pick the option strike and expiration
that are most efficient for a particular move in the underlying.
Taking information input by the user (underlying symbol, expected move, stop/risk, and timeframe),
the Optimizer provides a listing of the best strike and expected returns.
Live Trading Room: The site also features a live Trading Room, in which members can ask questions of the creator of the Optimizer, Leonardo Valencia, as well as interact with a dynamic community of options traders. Leov also posts options trade ideas in the room with detailed explanation and education, as well as analysis of options and implied volatility related to the S&P 500, Metals, and individual stocks.
About Leo Valencia: "Leov," as he is known in the Trading Room, is an electrical engineer with more than 20 years of experience in research and development projects. With a PhD in physics from Stanford University, he was a member of the technical staff at Bell Labs Lucent Technologies in the RF and Analog Simulation department, and also a senior member of Consulting Staff at Cadence Design systems for more than 15 years working on analog and digital simulation software projects.
Leov's expertise is in the area of software development for highly specialized and mathematical problems - in particular, root cause analysis algorithms and optimization solutions for a diverse set of problems, for which he has been awarded a couple patents by the USPTO. He has been researching and data mining price variance patterns in index options for the past 24 years. He has developed a comprehensive modeling and simulation framework for volatility/variance as well as several proprietary option pricing models with stochastic volatility that are used as part of a fully fledged statistical arbitrage package.
GammaOptimizer.com was launched in November 2016 in partnership with financial Website developer, AdviceTrade, Inc.