Ladder Option

  

Categories: Metrics, Derivatives

The elevator to your 11th floor apartment is broken. You asked the super how you're supposed to get to your place. He suggests what he calls "the ladder option." (You immediately start googling rental options in your neighborhood.)

Actually, this term has to do with the options market. A normal option grants its holder the right, but not the obligation, to buy or sell some underlying asset (like a stock or a commodity) at a set price during a pre-set time period. The pre-set price is known as the strike price. Traditional, vanilla options have a single strike price.

So you might hold an option to buy 100 barrels of oil at $75 a barrel, with the option expiring in May. The $75 represents the one and only stock price for that option.

In contrast, a ladder option has a series of strike prices. Like a ladder, it has numerous rungs, leading up or down (depending on whether you have a call or a put, betting either that the price of the underlying asset would go up or down).

If you buy a ladder option, you get some profit if the first strike price level is meant, and then additional profit with each additional level reached.

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Finance: What is Intrinsic Value (of An ...6 Views

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Finance allah shmoop what is the intrinsic value of an

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option All right this is brandi She owns a twelve

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dollars strike price call option toe buy a share of

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my fifteen minutes are up dot com a retirement home

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Well the stock is trading for fifteen bucks a share

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intrinsic value of that option is fifteen minutes twelve or

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three bucks that is it is three dollars in the

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money and if brandy converted it into a share this

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moment and then immediately sold the stock for fifteen dollars

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in cash well she'd make three bucks But there's a

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catch per call option doesn't expire for five weeks so

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that three dollars in the money is actually worth more

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than three dollars because she has data or time yet

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to exercise and convert or just sell the option itself

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So it's worth mohr because well a stock might go

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up from fifteen dollars in overtime Stocks go up so

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in the next five weeks well couldn't go up a

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dime twenty cents twenty five cents and make that three

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Dollars worth three ten three twenty three Twenty five Sure

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sure it could happen So yeah that's The difference between

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actual value and intrinsic value You get seita kickers in

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there making the option's worth more than just converting them

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into stock and selling them right there And yeah it

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