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Options: a right without an obligation

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Automated material · TradeAlmanac editorial deskPrepared by a language model from our stored data and checked by an editor.

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Options: a right without an obligation — Derivatives
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An option gives its buyer the right, but not the duty, to buy or sell an asset at a predetermined price before a set date.

Two sides, two different constructions

The option buyer risks only the premium paid. The maximum loss is known in advance and bounded.

The option seller receives the premium immediately and takes on the obligation to perform if the buyer demands it. Their profit is capped at the premium; their loss is not capped at all.

Two types

A call gives the right to buy, a put the right to sell. Combinations of them build almost any payout profile, and it is that flexibility that makes options complex.

What the premium depends on

The distance between the current price and the strike, the time to expiration, and expected volatility. The last is the main source of surprise: an option can get cheaper while the price moves your way, if volatility fell further.

Time decay

An option loses value as expiration approaches. For a buyer that is a constant headwind: being right has to materialise before expiry.

Who needs this

For hedging an existing position, the instrument is being used as intended. For speculation it demands an understanding that reading one article does not confer.

A beginning investor does not need options. Related: Futures: an obligation, not an option and Hedging: insurance paid for with return.

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Следующий шаг курса «Derivatives without illusions» · термин из словаряStrike priceThe price at which the option holder may buy or sell the underlying asset.Читать дальше Предыдущий шаг: Initial margin: why a position can be closed without you
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