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Note: Intrinsic value arises when an option gets in the money. This should make the above concepts more tangible. Through this presentation, we are making the assumption for simplification that implied volatility levels remain unchanged and the underlying asset is stationary. This helps us to isolate the behavior of time value.

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Article Reviewed on July 31, Michael J Boyle Updated July 31, An option contract's value fluctuates based on the price of the asset underlying it, such as a stock, exchange-traded fund, or futures contract. Each one of these situations affects the intrinsic value of the option.

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If the result is less than zero, the option doesn't have intrinsic value, which means the premium of the option is all time value. Conversely, intrinsic value of a put option is calculated by [strike price - current stock price]. Time value is a price of an expectation that an underlying stock price might move favorably and bring a value to the option in the future.

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In options trading, time value refers to the portion of an option's premium that is attributable to the amount of time remaining until the expiration of the option contract. The premium of any option consists of two components: its intrinsic value and its time value. The total premium of an option is equal to the intrinsic value plus the option's time value. Time value is also known as extrinsic value.