Extrinsic Value Calculator

Use this tool to help calculate the extrinsic value on an option you're holding. The extrinsic value is the portion of the option that is subject to theta decay. Input the dates of the trade to let us help you to decide whether or not to hold or close out an option you've sold. Note: Decision to hold/close is based upon whether or not the annualized return of the extrinsic value exceeds 10% (high end of average yearly market return)

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Note: Use the CURRENT Stock and Option Price went inputting the values into the calculator below.