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SIE: Options
SIE practice questionmediumOption premiums

Which two factors primarily impact the premium of an option?

  1. AIntrinsic value and time to expiration✓ Correct answer
  2. BUnderlying stock’s dividend and interest rates
  3. CBid-ask spread and time of day
  4. DIssuer’s credit rating and strike price
Explanation

Why AIntrinsic value and time to expiration

Premiums are affected by intrinsic value and time to expiration. Dividends and rates can have minor effects, but A lists the main components. C and D are largely irrelevant.

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