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248 Part Ill: Put Option Strategies
TABLE 15-1.
Call and put options compared.
XYZ XYZ Coll Coll XYZ Put Put
Stock July 50 Intrinsic Time Value July 50 Intrinsic Time Value
Price Coll Price Value Premium Put Price Value Premium
40 1/2 0 1/2 93/4 10 -1/4*
43 1 0 1 7 7 0
45 2 0 2 6 5
47 3 0 3 5 3 2
50 5 0 5 4 0 4
53 7 3 4 3 0 3
55 8 5 3 2 0 2
57 9 7 2 0
60 101/2 10 1/2 1/2 0 l/2
70 193/4 20 -1/4 * 1/4 0 1/4
* A deeply in-the-money option may actually trade at a discount from intrinsic value in advance of
expiration.
of its options, both puts and calls. Moreover, the marketplace may at any time value
options at a higher or lower volatility than the underlying stock actually exhibits.
This is called implied volatility, as distinguished from actual volatility. Also, the put
option is usually worth at least its intrinsic value at any time, and should be worth
exactly its intrinsic value on the day that it expires. Figure 15-1 shows where one
might expect the XYZ July 50 put to sell, for any stock price, if there are 6 months
remaining until expiration. Compare this with the similar pricing curve for the call
option (Figure 15-2). Note that the intrinsic value line for the put option faces in
the opposite direction from the intrinsic value line for call options; that is, it gains
value as the stock falls below the striking price. This put option pricing curve
demonstrates the effect mentioned earlier, that a put option loses time value pre­
mium more quickly when it is in-the-money, and also shows that an out-of-the­
money put holds a great deal of time value premium.
THE EFFECT OF DIVIDENDS ON PUT OPTION PREMIUMS
The dividend of the underlying stock is a negative factor on the price of its call
options. The opposite is true for puts. The larger the dividend, the nwre valuable the
puts will be. This is true because, as the stock goes ex-dividend, it will be reduced in