Let's say I sell an American-style option. Either put or a call, it doesn't matter. I plan to keep the short option to expiration. I'm right about both direction and timing, and the option will actually expire worthless. Provided it is allowed to expire. However, the market moves against me in between the time I sell the option, and its expiration date. How can I figure out the odds of an early assignment ? What data should I be looking at to calculate those odds ? How far the underlying has moved from the strike ? The volatility ? How much time is left ? All of the above ? How often does this happen to you ? The particular cases I am worried about are for weekly options on SPY. Specifically selling cash-covered puts, or selling covered calls, on monday morning, with a friday expiration, all of which would be out of the money at the time of writing. Also, if you get assigned early, do all your contracts tend to get assigned at once, or partially ?