The Black-Scholes model can be used to get a view of how options will re-rate compared to heads.
Do the calculations on $1000 invested in options versus $1000 invested in heads at current levels.
More explanation in my post here, particularly on risks:
https://hotcopper.com.au/threads/an...4276167/page-28?post_id=34159950#.W0_5AhZ_WaM
NVAO options, $0.0325 strike, 31 August 2020 expiry, page-5
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