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In the Money vs Out of the Money: Understanding Option Moneyness

Learn the difference between ITM, ATM, and OTM options. Understand intrinsic value, time value, and how to choose the right strike price for your strategy.

January 24, 20267 min readOptionsCalc

What Is Option Moneyness?

Moneyness describes the relationship between an option's strike price and the current stock price.

There are three categories:

TermAbbreviationMeaning
In the MoneyITMOption has intrinsic value
At the MoneyATMStrike equals (or very close to) stock price
Out of the MoneyOTMOption has no intrinsic value

Moneyness for Calls vs. Puts

This is where it gets important—calls and puts have opposite definitions:

Call Options

Stock Price vs StrikeMoneyness
Stock above strikeIn the Money (ITM)
Stock equals strikeAt the Money (ATM)
Stock below strikeOut of the Money (OTM)

Example: Stock at $105, Strike at $100

  • This call is ITM by $5

Put Options

Stock Price vs StrikeMoneyness
Stock below strikeIn the Money (ITM)
Stock equals strikeAt the Money (ATM)
Stock above strikeOut of the Money (OTM)

Example: Stock at $95, Strike at $100

  • This put is ITM by $5

Memory trick: ITM means the option would have value if exercised right now.


Intrinsic Value vs. Time Value

Every option's price has two components:

Option Price = Intrinsic Value + Time Value

Intrinsic Value

The "real" value—what you'd get if you exercised immediately.

Option TypeIntrinsic Value Formula
CallMax(Stock Price − Strike, 0)
PutMax(Strike − Stock Price, 0)

Example: Stock at $105

OptionStrikeIntrinsic Value
Call$100$5 (ITM)
Call$110$0 (OTM)
Put$100$0 (OTM)
Put$110$5 (ITM)

Time Value

The extra premium beyond intrinsic value, representing the chance of further favorable movement.

Time Value = Option Price − Intrinsic Value

MoneynessIntrinsic ValueTime Value
ITMYesSome
ATMNoMaximum
OTMNoAll of the premium

ATM options have the most time value. This is where uncertainty is highest.


How Moneyness Affects Option Price

Example: Stock trading at $100

StrikeCall PriceIntrinsicTime ValueMoneyness
$90$12.00$10.00$2.00Deep ITM
$95$7.50$5.00$2.50ITM
$100$4.00$0.00$4.00ATM
$105$2.00$0.00$2.00OTM
$110$0.75$0.00$0.75Deep OTM

Moneyness and Delta

Delta correlates directly with moneyness:

MoneynessCall DeltaPut Delta
Deep ITM~0.90 to 1.00~−0.90 to −1.00
ITM~0.60 to 0.90~−0.60 to −0.90
ATM~0.50~−0.50
OTM~0.10 to 0.40~−0.10 to −0.40
Deep OTM~0.00 to 0.10~−0.00 to −0.10

Delta measures price sensitivity. Its magnitude is sometimes used as a rough shortcut for the chance of expiring ITM, but it is not probability of profit. A $100 call bought for $4 is ITM at $102 and still loses $2 per share at expiration. Profit requires a price above $104 before fees.


Which Moneyness Should You Choose?

ITM Options

ProsCons
More intrinsic value and stock-like exposureMore expensive
Higher delta (more stock-like)Less leverage
More intrinsic value protectedStill has time decay

Best for: Conservative directional bets, stock replacement strategies

ATM Options

ProsCons
Large time-value exposureATM is not a 50% probability-of-profit guarantee
Good balance of cost and deltaHighest theta decay
Most liquidSensitive to IV changes

Best for: Balanced risk/reward, directional bets with moderate confidence

OTM Options

ProsCons
Lower premium than an otherwise comparable ITM optionNeeds a move beyond the strike and premium to profit at expiration
Biggest % gains if rightLikely to expire worthless
Defined, small lossNeed large move to profit

Best for: High-conviction directional bets, lottery tickets, hedging


Moneyness by Strategy

StrategyTypical MoneynessWhy
Buying calls/putsATM or slightly OTMBalance of cost and probability
Selling covered callsOTMKeep stock, collect premium
Vertical spreadsMix of ATM and OTMDefine risk/reward
Iron condorsOTM on both sidesHigh probability of staying OTM
LEAPS (long-term)ITM or ATMMore stock-like behavior

What Happens at Expiration

Moneyness at ExpirationOutcome
ITMAuto-exercised (unless you close first)
ATMUsually expires worthless
OTMExpires worthless (100% loss)

Most brokers auto-exercise ITM options by $0.01 or more at expiration.


Key Takeaways

  • ITM = has intrinsic value (call: stock > strike, put: stock < strike)
  • ATM = strike equals stock price (maximum time value)
  • OTM = no intrinsic value (all time value, higher risk)
  • Compare intrinsic value, premium, and expiration breakeven when choosing a strike
  • Delta approximates probability of expiring ITM

Frequently Asked Questions

What does in the money mean for options?

An option is "in the money" (ITM) when it has intrinsic value. For calls, this means the stock price is above the strike price. For puts, it means the stock price is below the strike price. ITM options have real value if exercised immediately.

Should I buy in the money or out of the money options?

It depends on your goal. OTM options are cheaper and offer more leverage but have higher risk of expiring worthless. ITM options generally have greater intrinsic value and behave more like the underlying stock. Moneyness alone does not establish probability of profit: the premium, expiration, and future price distribution also matter.

What happens to out of the money options at expiration?

Out of the money options expire worthless. If you bought an OTM option, you lose 100% of the premium paid. OTM options have no intrinsic value and will not be exercised.

Why do out of the money options have value before expiration?

OTM options have time value because there's still a chance the stock could move enough to make them profitable before expiration. This time value decays as expiration approaches, reaching zero at expiration.


Visualize Moneyness in Action

Build a strategy and see how different strike prices affect your risk/reward profile. OptionsCalc shows ITM, ATM, and OTM options at a glance.

Explore Strike Prices →


Options trading involves significant risk and is not appropriate for all investors. Out of the money options frequently expire worthless. Consider your investment objectives and risk tolerance before trading options.

Sources and calculation assumptions

OIC: delta provides background on the mechanics discussed here. Numerical examples on this page are hypothetical, generally use standard 100-share contracts, and exclude fees unless stated. Before-expiration values and probabilities depend on a model; they are not guaranteed returns.

in the moneyout of the moneyITMOTMATMstrike priceoptions basics

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