American Option

IntermediateOptions & Derivatives1 min read

Quick Definition

An option contract that can be exercised at any time before or on the expiration date, providing maximum flexibility to the holder.

What Is American Option?

An American option gives the holder the right to exercise the contract at any point during its life, up to and including the expiration date. This contrasts with European options, which can only be exercised at expiration. Most equity options traded on U.S. exchanges are American-style. The added flexibility of early exercise means American options are generally worth at least as much as otherwise identical European options. Early exercise is most commonly advantageous for deep in-the-money call options on stocks about to pay dividends, or for deep in-the-money put options where the time value is minimal compared to the interest that could be earned on the proceeds.

American Option Example

  • 1You hold an American call option on XYZ stock with a $50 strike. The stock jumps to $80 before a large dividend — you can exercise early to capture the dividend
  • 2An American put option on a stock trading at $5 with a $50 strike can be exercised immediately to lock in $45 of intrinsic value rather than waiting