I thought for halloween to teach kids about options and investing that instead of giving out candies I would hand out Candy LEAP call options instead. (Physical certificate) (naked short snickers call options) They will be Jan,15 2011 Options with a strike price of DOW 11000 If the dow reaches 11,000 its ATM and they get 1 small snickers bar But the deeper in the money they get more snickers. Dow 15K means I would give them 5 full size snickers bars since it has intrinsic value. I could imagine a secondary market might form and the kids would trade them amongst each other for some cash value. That way if the economy sucks, I end up winning since I do not have to spend money on candies. Although I end up with unlimited risk if there is a big rally and I end up having to buy a shit load of snickers to cover my obligation to the kids holding these long snickers call options.
You would also carry the risk of not being able to deliver if they discontinue snickers production. To hedge that I would specify that any candy bar can be delivered or if you wanna be specific then list the candy bars that are acceptable. Sort of like cheapest to deliver candy.