# Multi Options Calculator - 2024

![Image](https://upload.cafenono.com/image/slashpagePost/20241118/032859_NRSDl00liOv0H68wbr?q=80&s=1280x180&t=outside&f=webp)

**Download:**

Options_Picking.xlsx

## Description

I calculated the estimated variation and expected return for each options (Calls and Puts, all expirations) based on historical variation of stock data, considering a window of 1, 3, 5, 10 and 15 years, which were aggraged by mean in unique column as you can see in dataframe.

In order to avoid collateralized operations (sell options), only buy options were considered in this model. 

## Technical Variables

🆔 **Tickers:** 

- **ETFs:** Top 30 Popular

- **Stocks:** Top 50 US

🗓️ **Calendar:** 2024

📝 **Right:** Call and Puts

⏱️ **Expirations:** All

💧 **Liquidity:** Vol>10 and OI>10

2️⃣ **Premium:** Bid (Limit Order Purchase)

🧮 **Indicators:** 

- Avg: Average

- Dev: Std Deviat

- Max: Maximum

- High: 3/4 Quartile

- Med: Medium

- Low: 1/4 Quartile

- Min: Minimum

📐 **Windows:** 1Y, 3Y, 5Y, 10Y, 15Y

⛔ **Filters:** Avg>0 and Med>0

🚦  **Sort:** CAGR Min  (Worst-case scenario)

🥇 **Limit:** 3 by Ticker, 20 in total

💿 **Source: **MarketWatch, YFinance

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