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Extrinsic value (time value)

The part of an option's price above its intrinsic value, reflecting time remaining and expected volatility.

How an option's time value decaysA curve sliding gently downward at first and then dropping steeply into expiry, where it reaches zero.Extrinsic (time) value6420906030Value bleeds away slowly at firstDecay speeds up hereWorth nothing at expiryexpiryDays to expiry
Time decay of an option's value. The part of an option's price that is only time — its extrinsic value — drains away every day and must reach zero at expiry. The slide is gentle months out and steepest in the final weeks, which is what traders call theta.

Extrinsic value is what you pay for possibility. It is highest for at-the-money options with lots of time and high implied-volatility, and it decays to zero at expiration through theta.

Option sellers are in the business of collecting extrinsic value; option buyers are paying it and need the stock to move enough to overcome it.

Example: a stock is $100. A $100 call with 45 days left trades at $4.50. Its intrinsic value is $0, so all $4.50 is extrinsic. If the stock is still $100 at expiration, that $4.50 goes to zero.

Related: intrinsic-value, theta, implied-volatility, iv-crush

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