Lets assume you buy a call (right to buy) 100 shares of Xyz company at an agreed price (strike price) on an agreed date (expiration date) at say $40 per share and you pay $5 for the option.
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The random walk theory dictates that a security prices changes randomly, with no predictable patterns.
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They both will have their reason for believing a particular currency will perform better or worse as the case may be and will buy or sell accordingly.
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If on or before the expiration date Xyz is trading at less than $40 per share then you would not exercise your option and you would have lost the price you paid on the option $5.
Now that’s quite a statement but there are number of very respected statisticians who have a very convincing argument to prove it.