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Saturday, July 23, 2011

Physical Versus Cash Delivery

If you exercise an equity option, you will either buy or sell the actual (physical)

shares of the underlying stock. This is called
physical delivery or physical settlement.

On the other hand, most index options, such as SPX (S&P 500), are
cash

settlement
rather than physical delivery. In other words, if the long position

exercises an index option, he receives the cash value of the option rather than

taking actual delivery of all the stocks in that index. Just realize that not all options

settle in physical delivery. As you continue to learn more about options you will
hear the terms “physical settlement” and “cash settlement,” and it’s important you

understand what these terms mean.
Exercise Versus Assign

We said earlier that it is the long positions who get to exercise their options.

What do short positions get to do? Nothing. Remember, short positions have no

rights. The short position may get a phone call from his broker stating that he has

just purchased or sold shares of stock due to a call option he sold. If you are required

to buy or sell shares of stock due to a short option, it is called an
assignment.

If you get assigned on an option, your broker will notify you the next business

day to inform you of the assignment. He may say something like, “I’m calling to

inform you that you’ve been assigned on your short call options and have sold 100

shares for the strike price of $50.”

The words exercise and assign should only be associated with long and short

positions respectively. However, in the real world, if you are assigned on a short

option, brokers may say things like “you got exercised” on an option even though

it is technically incorrect. Long positions exercise. Short positions get assigned. In

truth, it doesn’t really matter in practice if an incorrect phrase is used such as “you

got exercised” rather than “you got assigned” as long as you understand the message.

However, if these terms are used, you do need to understand the difference. Most

books and literature on options carefully choose between the words “exercise” and

“assign” and you need to understand the actions they are referring to.

Let’s work through some examples to be sure you understand. If you are long a

call option, you have the right to exercise it and buy shares of stock. If you are short

the call, you might get assigned and be required to sell shares. If you are long a put

option, you have the right to exercise it and sell shares. If you are short the put

option, you could get assigned and be required to buy shares. To continue further,

if a long call holder uses his call to buy shares of stock he would say, “I exercised my

call.” The short call holder would say, “I got assigned on my call.”

It is important to understand that once you submit exercise instructions to your

broker and the shares and cash have exchanged hands it is an
irrevocable transaction.

Make sure you want to exercise before submitting instructions. Also, many firms

have cutoff times after which exercise instructions cannot be changed (even though
the shares or cash may not have yet been exchanged). Check with your broker as to

what these cutoff times are before you submit exercise instructions.

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