Intrinsic & Time Value
intrinsic-time-valueSplit an option premium into intrinsic value (in-the-money amount) and time value.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| spot | Yes | Underlying price. | |
| type | No | Option type (default call). | |
| strike | Yes | Strike price. | |
| premium | Yes | Option premium. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| intrinsic | No | Intrinsic value. | |
| timeValue | No | Time value. |