Formula to calculate cost of closing a call?

Discussion in 'Options' started by wxytrader, Aug 29, 2024.

  1. BKR88

    BKR88


    Example #1: Buy MARA @ 17 and sell 16 Call for 1.20
    Stock drops to 16.70. Call drops to 1.06
    You close early: Stock loss =.30 Call profit =.14 Total loss = .16
    You let it go to expiration.
    As long as stock stays above 16 the Total profit =.20

    Example #2: Buy MARA @ 16.50 and sell 16 Call for .90

    Stock rises to 16.70. Call rises to 1.06.
    You close early: Stock profit =.20 Call loss =.16 Total profit =.04
    You let it go to expiration.
    As long as stock stays above 16 the Total profit =.40

    You will always make LESS if you close early and the stock stays above the short call unless there's ZERO extrinsic value in the short call in which case you'll make the same as waiting until expiration.
    The amount of extrinsic value in the short call at exit is the amount of profit you're giving up if you close early.

    mara.2.jpg
     
    Last edited: Aug 30, 2024
    #21     Aug 30, 2024
    wxytrader likes this.
  2. Yes! I must have been looking at the bid not the ask, because closing the position resulted in a higher PnL than intrinsic value @ expiry...when it should be less because I am paying for the remaining extrinsic value.
     
    #22     Aug 30, 2024
    BKR88 likes this.
  3. mervyn

    mervyn

    delta and time value, everything is priced in.
     
    #23     Aug 30, 2024