Russian Option

  

Categories: Derivatives

Russians are used to cold, frigid temps. The cold doesn’t phase them one bit. Neither does a Russian option: a type of perpetual put option that has no expiration date.

That’s right: a put option seller can give you the cold shoulder forever if they so desire.

Let’s break this down (like an ice block). If you need a refresher, put options are contracts where the contract holder has the right, but not the obligation, to sell their put (some stuff, like a certain commodity) at the best price the market’s ever seen.

Regular put options have expiration dates, and that’s when the holder has to decide to sell their commodity at a given price, or not. Then the contract is over. Current market prices of the commodity determine whether exercising that right to sell at the previously determined price is a good idea or not. If the commodity is more expensive on the market than in the contract, the put option holder should pass; they could sell their goods for more in the market. If the commodity price went down in the market, it means they locked in a higher selling price for their goods when they exercise the option. Cha-ching.

Russian put options can go on forever, since there’s no expiry. Time to pop open that handle of vodka, comrade. It might be awhile.

Since there’s no expiration date, Russian options are considered “exotic,” and you won’t see them very often. Not many want to be on either end of a “maybe-one-day” arrangement...like how it’s a bad idea to be on-again/off-again with a girlfriend or boyfriend indefinitely.

Since Russian options are a rare breed, you’ll only find them on over-the-counter markets. And they’re pricey; there are big potential payoffs for the option holder, since they can exercise the option whenever they want (or never).

Is it cold in here, or is it just us?

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