Out Of The Money - OTM

  

Categories: Derivatives

Out-of-the-money. No money. No wins for you. Bad. Sad. Frowny face. That's what happens when you're out-of-the-money and you own an option.

The basics:

A stock option carries a strike price. If you own a call option, then that call isn't worth anything intrinsically until the underlying security is worth more than the strike price of the option.

Example:

A call option has a strike price of $20 and the underlying stock is trading at $22.30...it's $2.30 in-the-money. If the stock was trading at $17.40, then that call option (the right to pay $20 to buy a share of that stock) is $2.60 out-of-the-money.

The curveball here is time, or Theta. Your option doesn't expire for 20 weeks. It would probably still carry a lot of value. That is, the holder might ask what the odds were that, in the next 50 or so trading days, the stock could spike and trade to, say, $21.30, and then carry intrinsic value of $1.30? If it's a volatile stock, odds are probably good, i.e. that call option with a strike price at $20, expiring in 4-5 months, is probably still worth a fair pot of money, even if the stock today is trading below the strike price, like at $18.32 or whatever.

See: VIX. See: Black-Scholes. See: Theta Decay.

Related or Semi-related Video

Finance: What Is a Call Option?25 Views

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finance a la shmoop. what is a call option? option? option, where are you? okay

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yeah yeah. not phone options, call options. and a close but no cigar. a call option [man smokes in a tub of cash]

00:14

is the right to call or buy a security. the concept is easy the math is hard.

00:24

you think Coca Cola's poised for a breakout as they go into the new low

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calorie beverage business. their stock is at 50 bucks a share and you can buy a [man stands on a stage as crowd cheers]

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call option for $1. well that call option buys you the right

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to then buy coke stock at 55 bucks a share anytime you want in the next

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hundred and 20 days. so let's say Coke announces its new sugarless drink flavor

00:48

zero it's two weeks later and the stock skyrockets to fifty eight dollars a

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share. you've already paid the dollar for the option now you have to exercise it. [man lifts weights]

00:59

so you buy the stock and you're all in now for fifty five dollars plus one or

01:04

fifty six bucks a share and your total value is now fifty eight bucks. well you

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could turn around today and sell the bundle that moment, and you'll have

01:13

turned your dollar into two dollars of profit really fast. and obviously had the [equation on screen]

01:18

stock not skyrocketed so quickly well you would have lost everything. still you

01:23

lucked out and now you're sitting on some serious cash, courtesy of your call [two men in a tub of cash]

01:27

options. as for Coke flavor zero turned out to be nothing more than canned water.

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