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intrinsic

Function intrinsic 

Source
pub fn intrinsic(
    spot: f64,
    strike: f64,
    option_type: OptionType,
) -> FinanceResult<f64>
Expand description

Intrinsic value (European exercise value at this spot).

Trading: the “dead” part of the premium if exercised now (European still cannot early-exercise, but intrinsic is the mental floor).
Engineering: useful for UI columns and for rejecting IV solves below floor at T=0.