What is extrinsic value?
Extrinsic value, also called time value, is the portion of an option's premium that is not intrinsic value. It is what the market is paying for the chance the option ends up worth more by expiration.
Premium = intrinsic value + extrinsic value. An OTM option's price is 100 percent extrinsic. An ATM option is mostly extrinsic. A deep-ITM option has very little extrinsic value left.
What drives extrinsic value
- Time to expiration: more time means more chance for the stock to move, so more extrinsic value. As days pass, extrinsic value decays toward zero. See theta.
- Implied volatility (IV): higher IV means the market expects bigger moves, so extrinsic value is higher. When IV drops, extrinsic value drops with it (see IV crush).
The bleed
At expiration, extrinsic value is zero. Every penny of it that existed when you bought the option has decayed away. That is why buying far-OTM options close to expiration is usually a losing proposition: you are paying pure extrinsic value that will vanish in days.