Optionist.net
Dashboard Basics Strategies Tools About Links Legal Notice
DE | ENG

Tools

Option pricing calculator

This calculator splits an option premium into intrinsic value and time value. All you need is the option type, strike, current spot price, and traded premium.

Calculator

Calculate the time value of an option

The logic is straightforward: first determine intrinsic value. Then subtract intrinsic value from the option premium. The remainder is the option's time value.

For calls: intrinsic value = max(Spot - Strike, 0). For puts: intrinsic value = max(Strike - Spot, 0). After that: time value = option price - intrinsic value.

Result

Intrinsic value and time value

Moneyness ITM
Intrinsic value per share 3.00
Time value per share 0.20
Premium per contract 320.00
Time value per contract 20.00

Intrinsic value formula

Call: max(51.00 - 48.00, 0) = 3.00

Time value formula

Time value = 3.20 - 3.00 = 0.20

Time value is the part of the premium that is not explained by intrinsic value.
  • Call Intrinsic value exists only when spot is above strike.
  • Put Intrinsic value exists only when spot is below strike.
  • OTM If there is no intrinsic value, the premium is entirely time value.
  • Plausibility If premium is below intrinsic value, the input or market price is likely off.

Back

Back to the tools overview.

Tools