In the Money (ITM)

An option is in-the-money when exercising it would produce a positive payoff: a call with the strike below spot, or a put with the strike above spot.

ITM options carry intrinsic value and have a delta further from zero (a deep-ITM call approaches a delta of 1.00). They cost more but track the underlying more closely.

The OCC automatically exercises options that are at least $0.01 in-the-money at expiration unless the holder instructs otherwise.

Example. With the stock at $105, a 100-strike call is $5 in-the-money and a 110-strike put is $5 in-the-money.

FAQ

What does in-the-money mean for a put?

A put is in-the-money when the stock is below the strike, giving it intrinsic value equal to strike minus spot.

Are in-the-money options automatically exercised?

Yes — the OCC exercises options $0.01 or more in-the-money at expiration by default.

Related terms

References