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Dr. Jim Schultz Is Back and Breaking Down Option Pricing

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Breakdown

0:07lesson

Welcome to know your options

  • Jim Schulz returns to Tasty Network
  • Weekly show for beginner traders
  • Focus on option pricing basics
1:45lesson

Introduction to option pricing

  • Options pricing has two components: intrinsic and extrinsic value
  • Intrinsic value measures the worth of the option
  • Extrinsic value includes volatility, time, and dividends
3:27lesson

Understanding intrinsic value

  • Intrinsic value is the worth of the option to the long holder
  • Call options give the right to buy at strike price
  • Put options give the right to sell at strike price
5:23lesson

Long side of options

  • Focus on learning options from the long side
  • Intrinsic value is measured from the long holder's perspective
  • Extrinsic value is more complex and will be explored later
7:13lesson

Intrinsic value calculation

  • Intrinsic value is the difference between stock price and strike price
  • Call options have intrinsic value if stock price > strike price
  • Put options have intrinsic value if strike price > stock price
9:05lesson

Option pricing equation

  • Option price = intrinsic value + extrinsic value
  • Three components: price, intrinsic value, extrinsic value
  • Understanding these components is key to option pricing
10:48lesson

Options chain structure

  • Calls are on the left, puts are on the right
  • In the money options are above the at the money strike
  • Out of the money options are below the at the money strike
12:37lesson

In the money and out of the money

  • In the money options have intrinsic value
  • Out of the money options have no intrinsic value
  • Focus on intrinsic value for beginners
14:28lesson

Intrinsic value examples

  • 750 call has $8 of intrinsic value
  • 763 put has $5 of intrinsic value
  • Extrinsic value is the difference between option price and intrinsic value
16:22lesson

Put options and intrinsic value

  • Put options give the right to sell at strike price
  • Intrinsic value is strike price - stock price
  • Extrinsic value is the remaining part of the option price
18:03lesson

Extrinsic value and option price

  • Extrinsic value is the difference between option price and intrinsic value
  • Extrinsic value includes volatility, time, and dividends
  • Tasty platform provides extrinsic value directly
20:03lesson

Options with no intrinsic value

  • Out of the money options have no intrinsic value
  • Intrinsic value is zero for these options
  • Extrinsic value is the only component of the option price
21:56lesson

Understanding no intrinsic value

  • 763 call has no intrinsic value
  • Intrinsic value is zero if strike price > stock price
  • Extrinsic value is the only component of the option price
23:43lesson

Out of the money put options

  • 750 put has no intrinsic value
  • Intrinsic value is zero if strike price < stock price
  • Extrinsic value is the only component of the option price
25:32lesson

Summary of option pricing

  • Option price = intrinsic value + extrinsic value
  • Intrinsic value is the worth of the option to the long holder
  • Extrinsic value includes volatility, time, and dividends

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