In The Moneyderivatives

In The Money (ITM) describes an option that has intrinsic value, meaning it would have positive value if exercised today. For call options, ITM occurs when the underlying price is above the strike price; for put options, when the underlying price is below the strike price.

Meaning and use

In the context of derivatives, a position or contract that is In The Money has positive intrinsic value at the current price. An option can be ITM only if exercising it would yield intrinsic value, not merely time value. A call option is ITM when the underlying asset's price is higher than the strike price; a put option is ITM when the price is lower than the strike. European-style options also follow this rule at expiration; American-style options can be exercised earlier and may retain time value in addition to intrinsic value. The ITM status is a snapshot used in evaluating the worth of an option relative to its strike. Traders look at ITM versus Out of the Money (OTM) and at the option's premium, intrinsic value, and remaining time value to assess the contract's characteristics.

How it is used

ITM helps distinguish options with immediate exercise value from those that would require the underlying price to move further. Traders may monitor ITM status as part of decision-making around hedging, risk management, or strategies that depend on the likelihood of exercise at or before expiration. The distinction is also important when calculating real or theoretical value, including in models that separate intrinsic value from time value.

Example Usage

If a call option has a strike price of $50 and the underlying stock trades at $60, the option is In The Money and has positive intrinsic value.

Related Terms

Intrinsic value · Out of the Money (OTM) · Option · Strike price · Time value · Option premium