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Derivatives, Futures & Options

Strike Price

The fixed price at which an option's holder may buy or sell the underlying if the option is exercised.

Formula Test: the strike is set by the exchange in standard intervals and does not change over the contract's life
Unit

In depth

Strikes are listed by the exchange in fixed intervals around the current level — 50 points apart for the Nifty in the near strikes — and they never move, which is what makes an option's payoff computable. The distance between the strike and the current price determines almost everything about the contract: its premium, its delta, its probability of finishing in the money, and how fast its time value decays. Far out-of-the-money strikes are cheap precisely because they are unlikely to pay anything, a relationship beginners consistently misread as good value. Choosing a strike is the central decision in any option position and is usually more consequential than choosing the direction.

Worked example

With the index at 24,000, a 24,000 call might cost 300 while a 24,600 call costs 70. The cheaper option needs a 2.8% move to reach its strike at all, and 3.1% to break even.

Illustrative figures, chosen so the arithmetic is easy to follow. Not a live price and not a valuation of any company.

Educational reference only

This entry explains what “Strike Price” means. It is not investment advice and not a recommendation to buy or sell any security. Any numbers above are illustrative, not live prices, and nothing here predicts price direction or rates a stock. Consider your own circumstances and consult a SEBI-registered investment adviser before acting.