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Option time value

The premium above intrinsic value, paid for the movement that is still possible before expiry.

How to read the number

It buys possibility rather than fact, and shrinks as expiry approaches, fastest of all for options near the strike.

When the metric lies

This is the part that disappears when the move is right but slow: the direction was correct, the time ran out, and nothing of the option is left.

Also known as: extrinsic value

Related terms