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and, from among those, the cheapest in terms of implied interest rate, deep in the money

Some would use implied volatility to find relative cheapness. In what way do you find your conclusion differs using your implied interest rate method? Don’t get me wrong, I actually find your math very satisfying, but just wondering since implied volatility was published on many sites last I checked.

Along the same lines, since you are doing your own math, do you have an API hook to bring live option prices into Excel or a Google sheet to do this math, or are you just doing a simple download?

Somebody asked about a backtest. I did a quick test from Jan 2000 to present, fairly conservative.

That was me; thank you for that detail. Very interesting to see that I guess you are juicing your returns maybe 1.23-1.44x for your effort of adding leverage.

Same method but using 2:1 leverage when appropriate moved the improvement up to 3.94%/year for an end return of 13.27%.

When is 2:1 leverage appropriate?
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