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SIE: Options
SIE practice questionmediumTime value

If an option is out of the money, what does its premium consist of?

  1. AStrike price
  2. BIntrinsic value only
  3. CTime value only✓ Correct answer
  4. DSettlement value
Explanation

Why CTime value only

Out-of-the-money options have no intrinsic value; their premium is all time value. The other options misidentify the components of premium.

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