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Market Structure

Option Premium

The price paid for an option contract, quoted per share. Multiply by 100 for the total cost per contract. For buyers, it is the maximum possible loss.

What is an option premium?

The premium is the price you pay (as a buyer) or collect (as a seller) for an option contract. It is quoted per share of the underlying stock, but each contract covers 100 shares, so the dollar cost is the quoted price times 100.

If a call is quoted at $2.50, one contract costs $250. If a put is quoted at $0.45, one contract costs $45.

What makes up the premium

Every premium is the sum of two things:

  • Intrinsic value: how far the option is already in the money. An out-of-the-money option has zero intrinsic value.
  • Extrinsic value (time value): everything else. Driven by time to expiration and implied volatility.

Premium as max loss

For a long call or long put, the premium is also your maximum possible loss on the trade. If the option expires worthless, you lose the full premium. If it finishes in the money, you recover part or all of it, and possibly much more. This defined-risk property is one reason retail traders favor long options over short-selling the stock directly.

Related Terms

Implied Volatility (IV)

A measure of how much the market expects a stock to move, derived from options prices. High IV means the market expects a big move. IV crushes after the event.

Intrinsic Value (Options)

The portion of an option's price that comes from the stock already being past the strike. Zero for out-of-the-money options.

Options

Contracts that give the buyer the right, but not the obligation, to buy or sell a stock at a specific price before a specific date.

Options Break-Even

The stock price at which an option trade starts being profitable. Call break-even is strike plus premium. Put break-even is strike minus premium.