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Intrinsic value

The portion of an option's price you would capture by exercising it immediately; zero for out-of-the-money options.

For a call, intrinsic value is stock price minus strike-price, if positive. For a put, it is strike minus stock price. Everything above intrinsic value is extrinsic-value.

An option can never trade below intrinsic value for long, because arbitrageurs would buy it and exercise.

Example: stock at $73, a $70 call has $3 of intrinsic value. A $75 call has none: all of its price is extrinsic.

Related: extrinsic-value, in-the-money, premium, exercise

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.

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