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Exercise by exception

The clearing house rule that automatically exercises options finishing in the money by a threshold amount, unless the holder instructs otherwise.

Rather than requiring every holder to file an exercise notice, the occ exercises in-the-money contracts automatically. A holder who does not want that must submit contrary instructions before the broker's deadline, which is usually well before the official cut-off.

This is how small accounts end up owning stock they cannot pay for. A one-cent-in-the-money long call with no cash behind it still gets exercised and still creates a $5,000 debit.

Example: XYZ closes at $50.02 and you hold one long $50 call bought for $0.40. It is $0.02 in the money — worth $2 — so it is exercised automatically. Monday you own 100 shares for $5,000. If your account holds $1,200, you get a margin call and a forced liquidation.

Related: auto-exercise-threshold, occ, assignment, pin-risk

See it drawn

Original diagrams for the ideas on this page. Illustrative, not real market data.

Payoff of a long call at expiryA flat loss equal to the premium below the strike, turning upward at 45 degrees above it.Profit / loss per share08595115125Strike 105Max loss 3 — the premium paidBreakeven 108Profit keeps growingUnderlying price at expiry
Buying a call: payoff at expiry. A 105-strike call bought for 3 loses that whole 3 if the price finishes at or below 105, breaks even at 108, then gains a dollar for every dollar higher. The loss is capped at the premium; the upside is not capped.
Margin and leverageA small deposit controlling a much larger position, and the point at which losses trigger a margin call.Position you controlnotional value $100,000your margin deposit: $5,000$100,000 / $5,000 = 20:1 leverageYour deposit absorbs every dollar of loss$5,000$2,500$0Equity leftMARGIN CALLequity has fallen to $2,5000%1%2%2.5%3%4%5%How far the price moves against you
Margin and leverage. A $5,000 deposit can control a $100,000 position, which is 20:1 leverage. Because the loss is measured on the full $100,000, a 2.5% move against you halves the deposit and brings a margin call, and a 5% move uses all of it.

Educational only, not advice. Spotted an error? Post in Site Feedback.