The intrinsic value of an in-the-money put option is: A)X−S_T B)S_T −X C)X−S_T+P D)0

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The intrinsic value for a put option is calculated as the strike price minus the underlying asset's market price. Therefore, the formula for the intrinsic value of an in-the-money put option is X - S, where X is the strike price and S is the underlying asset's market price. The other terms in the options pricing model (such as the present value of dividends, interest rates, and time to expiration) are already factored into the option's premium or price.

The Intrinsic Value of an In-The-Money Put Option Is