The increase multiple of options relative to futures depends on the specific situation and is influenced by many factors, including the exercise price of options, the remaining term of option contracts, the volatility of underlying asset prices, etc. Therefore, it is impossible to give a fixed multiple to measure the relationship between option increase and futures.

The change of option value depends on the change of the underlying asset price. If the underlying asset price fluctuates greatly, the increase of options can reach hundreds of times. In contrast, the value change of futures is directly proportional to the change of the underlying asset price, and there is no leverage effect. Therefore, when the underlying asset price rises or falls, the increase of options may exceed the increase of futures in the same direction.