Abstract: A method for computing a value factor of at-least-one option contract having a market, an expiration date, a price of an underlying contract on a current date, and a strike price. The method includes calculating a theoretical return based upon the expiration date, the strike price, the price of the underlying contract on the current date, and a risk-free interest rate on the current date. Targeting a yield (z) is based upon the price of the underlying contract and a designated multiple of the theoretical return of the at-least-one option contract. Calculating the value factor is based upon the yield (z), an underlying contract price, and the expiration date.