Optimizing for maximum ROI when choosing options strikes

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·@jehovahwitness·
0.000 HBD
Optimizing for maximum ROI when choosing options strikes
Q: How are y'all choosing your strikes when buying/selling options? Do you try to find the returns-maximizing trade?

\- about 70% of people I've asked have said smth along the lines of "I look for an expiry date i like with low enough IV across the board, then kinda just wing it on determining strike based on the break-even" (for buying options) or "I look across multiple expiry dates for really high IV to sell those options"

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\- about 15% said they use spreadsheets, build sensitivity tables, and/or monte carlo simulation scripts to find an optimal trade

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\- about 15% said "literally just YOLO"

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I'm building a tool that will automatically figure out the optimal strikes and maturities to buy/sell at, after you input your price target.

e.g. This is not my view but let's say hypothetically you think TSLA is worth $520,  with +/-$200 at 95% confidence interval .... what puts at what strike(s) should you consider buying to maximize ROI?"

https://preview.redd.it/kj7yp227e3q61.png?width=785&format=png&auto=webp&s=22754e4e6116d9a2ca1c1da823ad427cbb588dec

This is what the math says:

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https://preview.redd.it/5eqz6z3n34q61.png?width=513&format=png&auto=webp&s=b26aa8d65092949a21275340b5fb4c9a93728555
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