Stock Price 100

Exercise Price 95 Option Price

volatility 0.2 Binomial European Call $ 8.46
TTM (days) 120 Dec 20,18(Thu) Binomial European Put $ 1.91
r(cc) 0.05 B-S Call(dividends) 8.445718
q(cc) 0

*NOTE: If both discrete and continuous dividends are entered, ONLY DISCRETE dividends are used

Days to
Dividends ex-dividend Present Value
0 33 0 (PV = D * e^rt)
0 124 0
0 215 0
0
0
0
0
0
stock price 100
strike price 95 112.0219
volatility 0.2 110.2198 18.56488
delta t 0.006575 108.4467 16.89635 108.4467
r(cc) 0.05 106.7021 15.29261 106.7021 15.19797
q(cc) 0 104.9856 13.76022 104.9856 13.65955 104.9856
103.2967 12.30558 103.2967 12.19924 103.2967 12.09234
101.635 10.93461 101.635 10.82331 101.635 10.71108 101.635
100 9.652369 100 9.537145 100 9.420683 100 9.302938
u 1.01635 8.462802 98.39131 8.344972 98.39131 8.225653 98.39131 8.104771 98.39131
d 0.983913 7.249569 96.8085 7.128989 96.8085 7.006663 96.8085 6.882487
e^r-q delta t 1.000329 6.13201 95.25115 6.01006 95.25115 5.886173 95.25115
p 0.506083 5.114557 93.71886 4.992909 93.71886 4.869237
4.200401 92.21121 4.080967 92.21121
3.391169 90.72782 3.275998
2.686638 89.26829
2.084548
 131.7454
129.626 37.77073
127.5407 35.68267 127.5407
125.489 33.62926 125.489 33.56694
123.4703 31.6105 123.4703 31.54766 123.4703
121.484 29.62678 121.484 29.56307 121.484 29.49965
119.5297 27.67901 119.5297 27.61392 119.5297 27.54927 119.5297
117.6068 25.76877 117.6068 25.70168 117.6068 25.63515 117.6068 25.56918
115.7149 23.89847 115.7149 23.82864 115.7149 23.75946 115.7149 23.69095 115.7149
113.8534 22.07142 113.8534 21.99802 113.8534 21.92532 113.8534 21.85338 113.8534 21.78224
20.29185 112.0219 20.21406 112.0219 20.13695 112.0219 20.0606 112.0219 19.98508 112.0219
110.2198 18.48196 110.2198 18.39962 110.2198 18.31794 110.2198 18.23703 110.2198 18.15697
16.80773 108.4467 16.7195 108.4467 16.63174 108.4467 16.54456 108.4467 16.45805 108.4467
106.7021 15.10345 106.7021 15.00912 106.7021 14.91507 106.7021 14.82141 106.7021 14.72825
13.55868 104.9856 13.45765 104.9856 13.35653 104.9856 13.25539 104.9856 13.15432 104.9856
103.2967 11.98489 103.2967 11.87692 103.2967 11.76848 103.2967 11.65961 103.2967 11.55039
10.59793 101.635 10.48383 101.635 10.36878 101.635 10.25278 101.635 10.13585 101.635
100 9.18386 100 9.0634 100 8.941507 100 8.818129 100 8.693216
7.982244 98.39131 7.857986 98.39131 7.7319 98.39131 7.603883 98.39131 7.473821 98.39131
96.8085 6.756345 96.8085 6.628112 96.8085 6.497646 96.8085 6.36479 96.8085 6.229367
5.760223 95.25115 5.632067 95.25115 5.501549 95.25115 5.368487 95.25115 5.232679 95.25115
93.71886 4.743399 93.71886 4.615239 93.71886 4.484578 93.71886 4.351217 93.71886 4.214924
3.959546 92.21121 3.835999 92.21121 3.71017 92.21121 3.581884 92.21121 3.450941 92.21121
90.72782 3.159022 90.72782 3.040119 90.72782 2.919157 90.72782 2.795986 90.72782 2.670436
2.577795 89.26829 2.467473 89.26829 2.355588 89.26829 2.242049 89.26829 2.12676 89.26829
87.83224 1.983968 87.83224 1.882364 87.83224 1.779705 87.83224 1.675962 87.83224 1.571107
1.58054 86.41929 1.489875 86.41929 1.398738 86.41929 1.307157 86.41929 1.215175 86.41929
1.168226 85.02907 1.088711 85.02907 1.009318 85.02907 0.930139 85.02907 0.851285
0.839433 83.66122 0.771772 83.66122 0.704814 83.66122 0.638701 83.66122
0.584574 82.31537 0.528889 82.31537 0.474408 82.31537 0.421305
0.393154 80.99117 0.348982 80.99117 0.306385 80.99117
0.254338 79.68827 0.220698 79.68827 0.188838
0.157531 78.40634 0.133049 78.40634
0.092913 77.14502 0.075974
0.051851 75.904
0.027168
 154.9416
152.449 60.65721
149.9966 58.19567 149.9966
147.5836 55.77422 147.5836 55.71224
145.2095 53.39221 145.2095 53.33026 145.2095
142.8735 51.04901 142.8735 50.98708 142.8735 50.9251
140.5751 48.74399 140.5751 48.68208 140.5751 48.62013 140.5751
138.3137 46.47654 138.3137 46.41465 138.3137 46.35272 138.3137 46.29074
136.0886 44.24606 136.0886 44.18419 136.0886 44.12227 136.0886 44.06032 136.0886
133.8994 42.05196 133.8994 41.9901 133.8994 41.9282 133.8994 41.86626 133.8994 41.80429
39.89369 131.7454 39.83181 131.7454 39.76992 131.7454 39.70799 131.7454 39.64604 131.7454
129.626 37.70881 129.626 37.64689 129.626 37.58496 129.626 37.523 129.626 37.46102
35.62062 127.5407 35.55861 127.5407 35.49663 127.5407 35.43464 127.5407 35.37266 127.5407
125.489 33.50471 125.489 33.44257 125.489 33.38049 125.489 33.31844 125.489 33.2564
31.48501 123.4703 31.42253 123.4703 31.36019 123.4703 31.29796 123.4703 31.23581 123.4703
121.484 29.43653 121.484 29.37365 121.484 29.31101 121.484 29.24855 121.484 29.18623
27.48503 119.5297 27.4212 119.5297 27.35774 119.5297 27.29463 119.5297 27.23181 119.5297
117.6068 25.50377 117.6068 25.43891 117.6068 25.37458 117.6068 25.31075 117.6068 25.24738
23.62316 115.7149 23.55609 115.7149 23.48974 115.7149 23.42413 115.7149 23.35922 115.7149
113.8534 21.71196 113.8534 21.64257 113.8534 21.57412 113.8534 21.50663 113.8534 21.44011
19.91047 112.0219 19.83686 112.0219 19.76431 112.0219 19.69291 112.0219 19.62273 112.0219
110.2198 18.07787 110.2198 17.99987 110.2198 17.92307 110.2198 17.84762 110.2198 17.77364
16.37235 108.4467 16.2876 108.4467 16.20395 108.4467 16.12158 108.4467 16.04068 108.4467
106.7021 14.63573 106.7021 14.544 106.7021 14.45327 106.7021 14.36375 106.7021 14.27571
13.05345 104.9856 12.9529 104.9856 12.85285 104.9856 12.75349 104.9856 12.65509 104.9856
103.2967 11.44089 103.2967 11.33124 103.2967 11.22156 103.2967 11.11206 103.2967 11.00298
10.01799 101.635 9.899255 101.635 9.779686 101.635 9.659371 101.635 9.538431 101.635
100 8.566719 100 8.438593 100 8.308803 100 8.177327 100 8.044163
7.341593 98.39131 7.207063 98.39131 7.070085 98.39131 6.930501 98.39131 6.788141 98.39131
96.8085 6.091178 96.8085 5.949996 96.8085 5.805562 96.8085 5.657578 96.8085 5.505701
5.093893 95.25115 4.951862 95.25115 4.806278 95.25115 4.656778 95.25115 4.502935 95.25115
93.71886 4.075434 93.71886 3.93244 93.71886 3.785581 93.71886 3.634427 93.71886 3.478467
3.317111 92.21121 3.180132 92.21121 3.039696 92.21121 2.895444 92.21121 2.746947 92.21121
90.72782 2.542317 90.72782 2.41141 90.72782 2.277464 90.72782 2.140186 90.72782 1.999237
2.009611 89.26829 1.890485 89.26829 1.769254 89.26829 1.645778 89.26829 1.519905 89.26829
87.83224 1.465121 87.83224 1.357987 87.83224 1.249705 87.83224 1.140287 87.83224 1.029778
1.122849 86.41929 1.030254 86.41929 0.937494 86.41929 0.844707 86.41929 0.752079 86.41929
85.02907 0.772894 85.02907 0.695135 85.02907 0.618218 85.02907 0.542409 85.02907 0.46804
0.573599 83.66122 0.509709 83.66122 0.447268 83.66122 0.386562 83.66122 0.327935 83.66122
82.31537 0.369778 82.31537 0.320056 82.31537 0.272405 82.31537 0.227134 82.31537 0.184598
0.26554 80.99117 0.226646 80.99117 0.189923 80.99117 0.155618 80.99117 0.124001 80.99117
79.68827 0.158911 79.68827 0.131085 79.68827 0.105536 79.68827 0.082444 79.68827 0.061994
0.110372 78.40634 0.089614 78.40634 0.070885 78.40634 0.05429 78.40634 0.039919 78.40634
77.14502 0.060711 77.14502 0.047181 77.14502 0.035429 77.14502 0.025478 77.14502 0.017327
0.040779 75.904 0.031136 75.904 0.022925 75.904 0.016127 75.904 0.010697 75.904
74.68294 0.020382 74.68294 0.014717 74.68294 0.010129 74.68294 0.006556 74.68294 0.003912
0.013241 73.48152 0.009377 73.48152 0.006316 73.48152 0.003991 73.48152 0.002317 73.48152
0.005933 72.29943 0.003912 72.29943 0.002413 72.29943 0.001364 72.29943 0.000684
0.002407 71.13636 0.001451 71.13636 0.000799 71.13636 0.000389 71.13636
0.000867 69.99199 0.000466 69.99199 0.00022 69.99199 8.693E-05
0.00027 68.86604 0.000124 68.86604 4.75E-05 68.86604
6.98E-05 67.7582 2.588E-05 67.7582 7.124E-06
1.406E-05 66.66818 3.744E-06 66.66818
1.965E-06 65.59569 2.826E-07
1.43E-07 64.54046
0
 182.2219
179.2905 87.62703
176.4063 84.72673 176.4063
173.5684 81.87359 173.5684 81.81141
170.7762 79.06684 170.7762 79.00468 170.7762
168.029 76.30572 168.029 76.24358 168.029 76.18141
165.3259 73.58952 165.3259 73.5274 165.3259 73.46524 165.3259
162.6663 70.91749 162.6663 70.8554 162.6663 70.79326 162.6663 70.73108
160.0495 68.28895 160.0495 68.22687 160.0495 68.16475 160.0495 68.10259 160.0495
157.4748 65.70317 157.4748 65.64112 157.4748 65.57902 157.4748 65.51688 157.4748 65.4547
63.15949 154.9416 63.09745 154.9416 63.03537 154.9416 62.97325 154.9416 62.9111 154.9416
152.449 60.59519 152.449 60.53313 152.449 60.47104 152.449 60.4089 152.449 60.34672
58.13367 149.9966 58.07164 149.9966 58.00956 149.9966 57.94744 149.9966 57.88529 149.9966
147.5836 55.65023 147.5836 55.58817 147.5836 55.52608 147.5836 55.46394 147.5836 55.40176
53.26826 145.2095 53.20623 145.2095 53.14415 145.2095 53.08203 145.2095 53.01987 145.2095
142.8735 50.86309 142.8735 50.80103 142.8735 50.73893 142.8735 50.6768 142.8735 50.61462
48.55813 140.5751 48.49609 140.5751 48.43402 140.5751 48.3719 140.5751 48.30974 140.5751
138.3137 46.22873 138.3137 46.16667 138.3137 46.10457 138.3137 46.04243 138.3137 45.98026
43.99832 136.0886 43.93629 136.0886 43.87421 136.0886 43.81209 136.0886 43.74993 136.0886
133.8994 41.74227 133.8994 41.68021 133.8994 41.61812 133.8994 41.55598 133.8994 41.4938
39.58404 131.7454 39.522 131.7454 39.45993 131.7454 39.39781 131.7454 39.33565 131.7454
129.626 37.399 129.626 37.33694 129.626 37.27485 129.626 37.21271 129.626 37.15053
35.31064 127.5407 35.2486 127.5407 35.18653 127.5407 35.12441 127.5407 35.06225 127.5407
125.489 33.19436 125.489 33.13229 125.489 33.07019 125.489 33.00805 125.489 32.94588
31.1737 123.4703 31.11161 123.4703 31.04952 123.4703 30.98739 123.4703 30.92524 123.4703
121.484 29.12402 121.484 29.06187 121.484 28.99974 121.484 28.93759 121.484 28.87541
27.16924 119.5297 27.10687 119.5297 27.04461 119.5297 26.98243 119.5297 26.92025 119.5297
117.6068 25.18441 117.6068 25.12175 117.6068 25.05934 117.6068 24.99707 117.6068 24.93486
23.29498 115.7149 23.23136 115.7149 23.16825 115.7149 23.10556 115.7149 23.04316 115.7149
113.8534 21.37453 113.8534 21.30986 113.8534 21.24601 113.8534 21.18285 113.8534 21.1202
 19.55381 112.0219 19.4862 112.0219 19.41989 112.0219 19.3548 112.0219 19.29083 112.0219
110.2198 17.70126 110.2198 17.63059 110.2198 17.56171 110.2198 17.49461 110.2198 17.42924
15.96146 108.4467 15.88415 108.4467 15.80897 108.4467 15.73613 108.4467 15.6658 108.4467
106.7021 14.18943 106.7021 14.10526 106.7021 14.02358 106.7021 13.94481 106.7021 13.86936
12.55793 104.9856 12.46241 104.9856 12.36897 104.9856 12.27818 104.9856 12.19071 104.9856
103.2967 10.89461 103.2967 10.78739 103.2967 10.68184 103.2967 10.57868 103.2967 10.47883
9.417042 101.635 9.295456 101.635 9.174034 101.635 9.05329 101.635 8.933975 101.635
100 7.909345 100 7.772963 100 7.635194 100 7.496359 100 7.357015
6.642823 98.39131 6.494357 98.39131 6.342557 98.39131 6.187251 98.39131 6.028323 98.39131
96.8085 5.349526 96.8085 5.188581 96.8085 5.022302 96.8085 4.850017 96.8085 4.670918
4.344236 95.25115 4.180058 95.25115 4.009635 95.25115 3.832002 95.25115 3.645916 95.25115
93.71886 3.317075 93.71886 3.149477 93.71886 2.974695 93.71886 2.791463 93.71886 2.598094
2.59369 92.21121 2.435044 92.21121 2.270228 92.21121 2.098251 92.21121 1.917822 92.21121
90.72782 1.854213 90.72782 1.704635 90.72782 1.549921 90.72782 1.389361 90.72782 1.22207
1.391472 89.26829 1.26031 89.26829 1.126245 89.26829 0.989117 89.26829 0.848808 89.26829
87.83224 0.91826 87.83224 0.80588 87.83224 0.692882 87.83224 0.579673 87.83224 0.466918
0.659861 86.41929 0.568397 86.41929 0.47816 86.41929 0.389812 86.41929 0.304295 86.41929
85.02907 0.395536 85.02907 0.325442 85.02907 0.258466 85.02907 0.195534 85.02907 0.137869
0.271805 83.66122 0.218681 83.66122 0.16918 83.66122 0.124058 83.66122 0.084225 83.66122
82.31537 0.145208 82.31537 0.109435 82.31537 0.077807 82.31537 0.050903 82.31537 0.029315
0.095366 80.99117 0.070023 80.99117 0.048291 80.99117 0.030469 80.99117 0.016794 80.99117
79.68827 0.044359 79.68827 0.029687 79.68827 0.01808 79.68827 0.009552 79.68827 0.003975
0.027842 78.40634 0.018092 78.40634 0.010645 78.40634 0.005398 78.40634 0.002138 78.40634
77.14502 0.010937 77.14502 0.006223 77.14502 0.003033 77.14502 0.001146 77.14502 0.000257
0.006564 75.904 0.003614 75.904 0.001696 75.904 0.000612 75.904 0.00013 75.904
74.68294 0.002086 74.68294 0.000943 74.68294 0.000326 74.68294 6.584E-05 74.68294 0
0.001198 73.48152 0.000523 73.48152 0.000173 73.48152 3.331E-05 73.48152 0 73.48152
72.29943 0.000288 72.29943 9.191E-05 72.29943 1.685E-05 72.29943 0 72.29943 0
0.000159 71.13636 4.863E-05 71.13636 8.526E-06 71.13636 0 71.13636 0 71.13636
69.99199 2.568E-05 69.99199 4.313E-06 69.99199 0 69.99199 0 69.99199 0
1.354E-05 68.86604 2.182E-06 68.86604 0 68.86604 0 68.86604 0 68.86604
67.7582 1.104E-06 67.7582 0 67.7582 0 67.7582 0 67.7582 0
5.585E-07 66.66818 0 66.66818 0 66.66818 0 66.66818 0 66.66818
65.59569 0 65.59569 0 65.59569 0 65.59569 0 65.59569 0
0 64.54046 0 64.54046 0 64.54046 0 64.54046 0 64.54046
63.50221 0 63.50221 0 63.50221 0 63.50221 0 63.50221 0
0 62.48065 0 62.48065 0 62.48065 0 62.48065 0 62.48065
0 61.47553 0 61.47553 0 61.47553 0 61.47553 0
0 60.48658 0 60.48658 0 60.48658 0 60.48658
0 59.51354 0 59.51354 0 59.51354 0
0 58.55615 0 58.55615 0 58.55615
0 57.61417 0 57.61417 0
0 56.68733 0 56.68733
0 55.77541 0
0 54.87816
0
 214.3054
210.8579 119.399
207.4658 115.9827 207.4658
204.1283 112.6218 204.1283 112.5595
200.8445 109.3155 200.8445 109.2532 200.8445
197.6136 106.0629 197.6136 106.0006 197.6136 105.9382
194.4346 102.8631 194.4346 102.8008 194.4346 102.7384 194.4346
191.3067 99.71526 191.3067 99.65296 191.3067 99.59062 191.3067 99.52823
188.2292 96.61855 188.2292 96.55627 188.2292 96.49395 188.2292 96.43158 188.2292
185.2012 93.57214 185.2012 93.50988 185.2012 93.44758 185.2012 93.38524 185.2012 93.32285
90.57523 182.2219 90.51299 182.2219 90.45071 182.2219 90.38839 182.2219 90.32603 182.2219
179.2905 87.56481 179.2905 87.50254 179.2905 87.44024 179.2905 87.3779 179.2905 87.31552
84.66454 176.4063 84.6023 176.4063 84.54001 176.4063 84.47769 176.4063 84.41533 176.4063
173.5684 81.74919 173.5684 81.68693 173.5684 81.62463 173.5684 81.56229 173.5684 81.4999
78.94248 170.7762 78.88024 170.7762 78.81796 170.7762 78.75563 170.7762 78.69327 170.7762
168.029 76.11919 168.029 76.05693 168.029 75.99462 168.029 75.93228 168.029 75.8699
73.40304 165.3259 73.3408 165.3259 73.27852 165.3259 73.2162 165.3259 73.15383 165.3259
162.6663 70.66886 162.6663 70.6066 162.6663 70.5443 162.6663 70.48196 162.6663 70.41957
68.04039 160.0495 67.97815 160.0495 67.91587 160.0495 67.85355 160.0495 67.79119 160.0495
157.4748 65.39248 157.4748 65.33022 157.4748 65.26792 157.4748 65.20558 157.4748 65.14319
62.8489 154.9416 62.78666 154.9416 62.72438 154.9416 62.66205 154.9416 62.59969 154.9416
152.449 60.2845 152.449 60.22224 152.449 60.15994 152.449 60.0976 152.449 60.03521
57.82309 149.9966 57.76085 149.9966 57.69856 149.9966 57.63624 149.9966 57.57388 149.9966
147.5836 55.33954 147.5836 55.27728 147.5836 55.21498 147.5836 55.15263 147.5836 55.09025
52.95767 145.2095 52.89543 145.2095 52.83315 145.2095 52.77083 145.2095 52.70847 145.2095
142.8735 50.5524 142.8735 50.49014 142.8735 50.42783 142.8735 50.36549 142.8735 50.30311
48.24754 140.5751 48.1853 140.5751 48.12302 140.5751 48.0607 140.5751 47.99833 140.5751
138.3137 45.91804 138.3137 45.85577 138.3137 45.79347 138.3137 45.73113 138.3137 45.66875
43.68773 136.0886 43.62549 136.0886 43.56321 136.0886 43.50089 136.0886 43.43853 136.0886
133.8994 41.43158 133.8994 41.36932 133.8994 41.30702 133.8994 41.24468 133.8994 41.18229
39.27345 131.7454 39.21121 131.7454 39.14893 131.7454 39.08661 131.7454 39.02424 131.7454
129.626 37.08831 129.626 37.02605 129.626 36.96375 129.626 36.90141 129.626 36.83902
35.00005 127.5407 34.93781 127.5407 34.87553 127.5407 34.81321 127.5407 34.75084 127.5407
125.489 32.88366 125.489 32.82139 125.489 32.75909 125.489 32.69675 125.489 32.63437
30.86304 123.4703 30.8008 123.4703 30.73851 123.4703 30.67619 123.4703 30.61383 123.4703
121.484 28.81319 121.484 28.75093 121.484 28.68863 121.484 28.62629 121.484 28.5639
26.85805 119.5297 26.79581 119.5297 26.73353 119.5297 26.67121 119.5297 26.60885 119.5297
117.6068 24.87264 117.6068 24.81038 117.6068 24.74808 117.6068 24.68573 117.6068 24.62335
22.98089 115.7149 22.91865 115.7149 22.85637 115.7149 22.79405 115.7149 22.73168 115.7149
113.8534 21.05785 113.8534 20.99559 113.8534 20.93328 113.8534 20.87094 113.8534 20.80856
19.22774 112.0219 19.16523 112.0219 19.10295 112.0219 19.04062 112.0219 18.97826 112.0219
110.2198 17.36535 110.2198 17.30254 110.2198 17.24024 110.2198 17.1779 110.2198 17.11552
15.59804 108.4467 15.5327 108.4467 15.46931 108.4467 15.40699 108.4467 15.34463 108.4467
106.7021 13.79758 106.7021 13.7296 106.7021 13.66506 106.7021 13.60272 106.7021 13.54034
12.10734 104.9856 12.02891 104.9856 11.95617 104.9856 11.88933 104.9856 11.82696 104.9856
103.2967 10.38353 103.2967 10.29435 103.2967 10.21315 103.2967 10.14164 103.2967 10.07926
8.817181 101.635 8.70453 101.635 8.59844 101.635 8.502492 101.635 8.421565 101.635
100 7.218121 100 7.081348 100 6.949678 100 6.828625 100 6.728644
5.86578 98.39131 5.699905 98.39131 5.531603 98.39131 5.363242 98.39131 5.200995 98.39131
96.8085 4.484035 96.8085 4.288231 96.8085 4.082282 96.8085 3.865336 96.8085 3.63918
3.449733 95.25115 3.2412 95.25115 3.017087 95.25115 2.772487 95.25115 2.499351 95.25115
93.71886 2.392252 93.71886 2.170538 93.71886 1.927663 93.71886 1.654565 93.71886 1.333111
1.727208 92.21121 1.523986 92.21121 1.304582 92.21121 1.063315 92.21121 0.790072 92.21121
90.72782 1.046932 90.72782 0.862523 90.72782 0.667021 90.72782 0.458209 90.72782 0.234183
0.705303 89.26829 0.558825 89.26829 0.41015 89.26829 0.261411 89.26829 0.118477 89.26829
87.83224 0.355729 87.83224 0.248019 87.83224 0.147225 87.83224 0.059939 87.83224 0
0.222972 86.41929 0.147867 86.41929 0.082059 86.41929 0.030324 86.41929 0 86.41929
85.02907 0.087093 85.02907 0.045347 85.02907 0.015342 85.02907 0 85.02907 0
0.050761 83.66122 0.024881 83.66122 0.007762 83.66122 0 83.66122 0 83.66122
82.31537 0.013568 82.31537 0.003927 82.31537 0 82.31537 0 82.31537 0
0.007361 80.99117 0.001987 80.99117 0 80.99117 0 80.99117 0 80.99117
79.68827 0.001005 79.68827 0 79.68827 0 79.68827 0 79.68827 0
0.000508 78.40634 0 78.40634 0 78.40634 0 78.40634 0 78.40634
77.14502 0 77.14502 0 77.14502 0 77.14502 0 77.14502 0
0 75.904 0 75.904 0 75.904 0 75.904 0 75.904
74.68294 0 74.68294 0 74.68294 0 74.68294 0 74.68294 0
0 73.48152 0 73.48152 0 73.48152 0 73.48152 0 73.48152
72.29943 0 72.29943 0 72.29943 0 72.29943 0 72.29943 0
0 71.13636 0 71.13636 0 71.13636 0 71.13636 0 71.13636
69.99199 0 69.99199 0 69.99199 0 69.99199 0 69.99199 0
0 68.86604 0 68.86604 0 68.86604 0 68.86604 0 68.86604
67.7582 0 67.7582 0 67.7582 0 67.7582 0 67.7582 0
0 66.66818 0 66.66818 0 66.66818 0 66.66818 0 66.66818
65.59569 0 65.59569 0 65.59569 0 65.59569 0 65.59569 0
0 64.54046 0 64.54046 0 64.54046 0 64.54046 0 64.54046
63.50221 0 63.50221 0 63.50221 0 63.50221 0 63.50221 0
0 62.48065 0 62.48065 0 62.48065 0 62.48065 0 62.48065
61.47553 0 61.47553 0 61.47553 0 61.47553 0 61.47553 0
0 60.48658 0 60.48658 0 60.48658 0 60.48658 0 60.48658
59.51354 0 59.51354 0 59.51354 0 59.51354 0 59.51354 0
0 58.55615 0 58.55615 0 58.55615 0 58.55615 0 58.55615
57.61417 0 57.61417 0 57.61417 0 57.61417 0 57.61417 0
0 56.68733 0 56.68733 0 56.68733 0 56.68733 0 56.68733
55.77541 0 55.77541 0 55.77541 0 55.77541 0 55.77541 0
0 54.87816 0 54.87816 0 54.87816 0 54.87816 0 54.87816
53.99534 0 53.99534 0 53.99534 0 53.99534 0 53.99534 0
0 53.12672 0 53.12672 0 53.12672 0 53.12672 0 53.12672
0 52.27208 0 52.27208 0 52.27208 0 52.27208 0
0 51.43118 0 51.43118 0 51.43118 0 51.43118
0 50.60381 0 50.60381 0 50.60381 0
0 49.78975 0 49.78975 0 49.78975
0 48.98879 0 48.98879 0
0 48.20071 0 48.20071
0 47.42531 0
0 46.66239
0
 224.9898
221.3704 129.9898
217.8092 126.4016 217.8092
122.8717 214.3054 122.8092
210.8579 119.3366 210.8579
115.9203 207.4658 115.8579
204.1283 112.497 204.1283
109.1908 200.8445 109.1283
197.6136 105.8758 197.6136
102.676 194.4346 102.6136
191.3067 99.46581 191.3067
96.36918 188.2292 96.30673
185.2012 93.26043 185.2012
90.26362 182.2219 90.20118
179.2905 87.25309 179.2905
84.35292 176.4063 84.29048
173.5684 81.43748 173.5684
78.63087 170.7762 78.56842
168.029 75.80747 168.029
73.09143 165.3259 73.02898
162.6663 70.35715 162.6663
67.72878 160.0495 67.66634
157.4748 65.08077 157.4748
62.53729 154.9416 62.47484
152.449 59.97279 152.449
57.51148 149.9966 57.44903
147.5836 55.02783 147.5836
52.64606 145.2095 52.58362
142.8735 50.24068 142.8735
47.93593 140.5751 47.87349
138.3137 45.60632 138.3137
43.37612 136.0886 43.31368
133.8994 41.11987 133.8994
38.96184 131.7454 38.89939
129.626 36.7766 129.626
34.68844 127.5407 34.62599
125.489 32.57194 125.489
30.55143 123.4703 30.48898
121.484 28.50148 121.484
26.54644 119.5297 26.484
117.6068 24.56093 117.6068
22.66928 115.7149 22.60684
113.8534 20.74613 113.8534
18.91586 112.0219 18.85341
110.2198 17.05309 110.2198
15.28222 108.4467 15.21978
106.7021 13.47791 106.7021
11.76456 104.9856 11.70211
103.2967 10.01684 103.2967
8.359161 101.635 8.296716
100 6.66622 100
5.062445 98.39131 5
96.8085 3.422538 96.8085
2.183279 95.25115 1.808499
93.71886 0.91495 93.71886
0.462888 92.21121 0
90.72782 0 90.72782
0 89.26829 0
87.83224 0 87.83224
0 86.41929 0
85.02907 0 85.02907
0 83.66122 0
82.31537 0 82.31537
0 80.99117 0
79.68827 0 79.68827
0 78.40634 0
77.14502 0 77.14502
0 75.904 0
74.68294 0 74.68294
0 73.48152 0
72.29943 0 72.29943
0 71.13636 0
69.99199 0 69.99199
0 68.86604 0
67.7582 0 67.7582
0 66.66818 0
65.59569 0 65.59569
0 64.54046 0
63.50221 0 63.50221
0 62.48065 0
61.47553 0 61.47553
0 60.48658 0
59.51354 0 59.51354
0 58.55615 0
57.61417 0 57.61417
0 56.68733 0
55.77541 0 55.77541
0 54.87816 0
53.99534 0 53.99534
0 53.12672 0
52.27208 0 52.27208
0 51.43118 0
50.60381 0 50.60381
0 49.78975 0
48.98879 0 48.98879
0 48.20071 0
47.42531 0 47.42531
0 46.66239 0
45.91173 0 45.91173
0 45.17316 0
0 44.44646
0
stock price 100
strike price 95 112.0219
volatility 0.2 110.2198 0.20945
delta t 0.006575 108.4467 0.312215 108.4467
r(cc) 0.05 106.7021 0.450793 106.7021 0.417719
q(cc) 0 104.9856 0.632202 104.9856 0.593084 104.9856
103.2967 0.863311 103.2967 0.8185 103.2967 0.773164
101.635 1.150481 101.635 1.100687 101.635 1.050013 101.635
100 1.499227 100 1.445491 100 1.390558 100 1.334381
u 1.01635 1.913923 98.39131 1.857561 98.39131 1.79975 98.39131 1.740416 98.39131
d 0.983913 2.340109 96.8085 2.281017 96.8085 2.220219 96.8085 2.157611
e^r-q delta t 1.000329 2.8361 95.25115 2.775657 95.25115 2.713319 95.25115
p 0.506083 3.406744 93.71886 3.346625 93.71886 3.284521
4.055643 92.21121 3.997758 92.21121
4.784826 90.72782 4.731224
5.594466 89.26829
6.482695
 131.7454
129.626 0.000244
127.5407 0.000671 127.5407
125.489 0.001662 125.489 0.001109
123.4703 0.003769 123.4703 0.002679 123.4703
121.484 0.007915 121.484 0.005929 121.484 0.004289
119.5297 0.015543 119.5297 0.012168 119.5297 0.009264 119.5297
117.6068 0.028767 117.6068 0.02337 117.6068 0.018568 117.6068 0.014368
115.7149 0.050502 115.7149 0.042336 115.7149 0.034864 115.7149 0.028114 115.7149
113.8534 0.084559 113.8534 0.072806 113.8534 0.061797 113.8534 0.051584 113.8534 0.042218
0.135674 112.0219 0.119512 112.0219 0.104075 112.0219 0.089434 112.0219 0.075666 112.0219
110.2198 0.188138 110.2198 0.167448 110.2198 0.147463 110.2198 0.128276 110.2198 0.109988
0.285182 108.4467 0.25858 108.4467 0.232494 108.4467 0.20702 108.4467 0.182268 108.4467
106.7021 0.384807 106.7021 0.352129 106.7021 0.319773 106.7021 0.28784 106.7021 0.256449
0.553799 104.9856 0.514399 104.9856 0.474946 104.9856 0.435517 104.9856 0.396205 104.9856
103.2967 0.727323 103.2967 0.681008 103.2967 0.634256 103.2967 0.587121 103.2967 0.539667
0.998446 101.635 0.945977 101.635 0.892599 101.635 0.838313 101.635 0.783129 101.635
100 1.276912 100 1.218102 100 1.157899 100 1.096252 100 1.03311
1.679479 98.39131 1.616849 98.39131 1.552433 98.39131 1.486127 98.39131 1.417817 98.39131
96.8085 2.093079 96.8085 2.026495 96.8085 1.95772 96.8085 1.886594 96.8085 1.812943
2.648958 95.25115 2.582432 95.25115 2.513583 95.25115 2.442232 95.25115 2.368175 95.25115
93.71886 3.220292 93.71886 3.153782 93.71886 3.084812 93.71886 3.013181 93.71886 2.938659
3.937925 92.21121 3.876007 92.21121 3.811849 92.21121 3.745273 92.21121 3.676081 92.21121
90.72782 4.675856 90.72782 4.618603 90.72782 4.559331 90.72782 4.497891 90.72782 4.434113
5.547212 89.26829 5.498519 89.26829 5.448304 89.26829 5.396477 89.26829 5.342938 89.26829
87.83224 6.443724 87.83224 6.40377 87.83224 6.362801 87.83224 6.320788 87.83224 6.277706
7.445536 86.41929 7.416501 86.41929 7.387033 86.41929 7.357163 86.41929 7.326933 86.41929
8.476981 85.02907 8.459114 85.02907 8.441412 85.02907 8.423964 85.02907 8.406882
9.569225 83.66122 9.563234 83.66122 9.557987 83.66122 9.553625 83.66122
10.71305 82.31537 10.71905 82.31537 10.72631 82.31537 10.73497
11.89832 80.99117 11.91586 80.99117 11.93501 80.99117
13.11455 79.68827 13.14264 79.68827 13.17255
14.3515 78.40634 14.38877 78.40634
15.59969 77.14502 15.64452
16.85083 75.904
18.09806
 154.9416
152.449 0
149.9966 0 149.9966
147.5836 0 147.5836 0
145.2095 0 145.2095 0 145.2095
142.8735 6.798E-09 142.8735 0 142.8735 0
140.5751 1.075E-07 140.5751 1.377E-08 140.5751 0 140.5751
138.3137 8.8E-07 138.3137 2.107E-07 138.3137 2.789E-08 138.3137 0
136.0886 4.967E-06 136.0886 1.672E-06 136.0886 4.127E-07 136.0886 5.648E-08 136.0886
133.8994 2.174E-05 133.8994 9.159E-06 133.8994 3.17E-06 133.8994 8.073E-07 133.8994 1.144E-07
7.857E-05 131.7454 3.893E-05 131.7454 1.684E-05 131.7454 6E-06 131.7454 1.577E-06 131.7454
129.626 0.000137 129.626 6.947E-05 129.626 3.085E-05 129.626 1.132E-05 129.626 3.077E-06
0.000414 127.5407 0.000237 127.5407 0.000123 127.5407 5.633E-05 127.5407 2.131E-05 127.5407
125.489 0.000699 125.489 0.000409 125.489 0.000218 125.489 0.000102 125.489 4E-05
0.001821 123.4703 0.001172 123.4703 0.000703 123.4703 0.000385 123.4703 0.000186 123.4703
121.484 0.002973 121.484 0.001953 121.484 0.001199 121.484 0.000674 121.484 0.000335
0.006821 119.5297 0.00482 119.5297 0.003236 119.5297 0.002035 119.5297 0.001174 119.5297
117.6068 0.010768 117.6068 0.00776 117.6068 0.005325 117.6068 0.003432 117.6068 0.002035
0.022111 115.7149 0.01687 115.7149 0.012401 115.7149 0.008699 115.7149 0.005747 115.7149
113.8534 0.033747 113.8534 0.026216 113.8534 0.019659 113.8534 0.014103 113.8534 0.009553
0.062849 112.0219 0.051063 112.0219 0.040388 112.0219 0.030903 112.0219 0.022674 112.0219
110.2198 0.092709 110.2198 0.076556 110.2198 0.061655 110.2198 0.048137 110.2198 0.036133
0.158362 108.4467 0.135442 108.4467 0.113665 108.4467 0.093206 108.4467 0.074259 108.4467
106.7021 0.225738 106.7021 0.195869 106.7021 0.167031 106.7021 0.139447 106.7021 0.113373
0.357123 104.9856 0.318409 104.9856 0.280228 104.9856 0.242786 104.9856 0.206333 104.9856
103.2967 0.491982 103.2967 0.444179 103.2967 0.3964 103.2967 0.348833 103.2967 0.30172
0.727066 101.635 0.670159 101.635 0.612463 101.635 0.554061 101.635 0.495076 101.635
100 0.968425 100 0.902152 100 0.834256 100 0.764713 100 0.693524
1.34738 98.39131 1.274682 98.39131 1.199577 98.39131 1.121907 98.39131 1.041501 98.39131
96.8085 1.736566 96.8085 1.657236 96.8085 1.574696 96.8085 1.488646 96.8085 1.398744
2.291181 95.25115 2.210983 95.25115 2.127271 95.25115 2.039685 95.25115 1.947796 95.25115
93.71886 2.860982 93.71886 2.77984 93.71886 2.694874 93.71886 2.605655 93.71886 2.51167
3.604043 92.21121 3.528896 92.21121 3.450334 92.21121 3.367995 92.21121 3.281452 92.21121
90.72782 4.367806 90.72782 4.298752 90.72782 4.226698 90.72782 4.151355 90.72782 4.07238
5.287581 89.26829 5.230287 89.26829 5.170929 89.26829 5.109367 89.26829 5.045448 89.26829
87.83224 6.233531 87.83224 6.18825 87.83224 6.141861 87.83224 6.094378 87.83224 6.045843
7.296398 86.41929 7.265636 86.41929 7.234749 86.41929 7.203875 86.41929 7.173201 86.41929
85.02907 8.390302 85.02907 8.374396 85.02907 8.359373 85.02907 8.345497 85.02907 8.333103
9.550315 83.66122 9.548257 83.66122 9.547689 83.66122 9.548897 83.66122 9.552224 83.66122
82.31537 10.74526 82.31537 10.75739 82.31537 10.77163 82.31537 10.78829 82.31537 10.80773
11.95596 80.99117 11.9789 80.99117 12.00405 80.99117 12.03166 80.99117 12.06199 80.99117
79.68827 13.20444 79.68827 13.23847 79.68827 13.27481 79.68827 13.31365 79.68827 13.35518
14.42789 78.40634 14.46896 78.40634 14.51211 78.40634 14.55742 78.40634 14.60501 78.40634
77.14502 15.69107 77.14502 15.7394 77.14502 15.78954 77.14502 15.84152 77.14502 15.89534
16.90155 75.904 16.95374 75.904 17.0074 75.904 17.06251 75.904 17.11904 75.904
74.68294 18.15308 74.68294 18.20927 74.68294 18.26658 74.68294 18.32494 74.68294 18.38427
19.33609 73.48152 19.39406 73.48152 19.45287 73.48152 19.51246 73.48152 19.57274 73.48152
20.56111 72.29943 20.62094 72.29943 20.68134 72.29943 20.74222 72.29943 20.80352
21.7706 71.13636 21.83151 71.13636 21.89278 71.13636 21.95432 71.13636
22.96306 69.99199 23.02455 69.99199 23.08624 69.99199 23.14808
24.13777 68.86604 24.19954 68.86604 24.26141 68.86604
25.29447 67.7582 25.35637 67.7582 25.41832
26.43322 66.66818 26.49517 66.66818
27.5542 65.59569 27.61617
28.65767 64.54046
29.74389
 182.2219
179.2905 0
176.4063 0 176.4063
173.5684 0 173.5684 0
170.7762 0 170.7762 0 170.7762
168.029 0 168.029 0 168.029 0
165.3259 0 165.3259 0 165.3259 0 165.3259
162.6663 0 162.6663 0 162.6663 0 162.6663 0
160.0495 0 160.0495 0 160.0495 0 160.0495 0 160.0495
157.4748 0 157.4748 0 157.4748 0 157.4748 0 157.4748 0
0 154.9416 0 154.9416 0 154.9416 0 154.9416 0 154.9416
152.449 0 152.449 0 152.449 0 152.449 0 152.449 0
0 149.9966 0 149.9966 0 149.9966 0 149.9966 0 149.9966
147.5836 0 147.5836 0 147.5836 0 147.5836 0 147.5836 0
0 145.2095 0 145.2095 0 145.2095 0 145.2095 0 145.2095
142.8735 0 142.8735 0 142.8735 0 142.8735 0 142.8735 0
0 140.5751 0 140.5751 0 140.5751 0 140.5751 0 140.5751
138.3137 0 138.3137 0 138.3137 0 138.3137 0 138.3137 0
0 136.0886 0 136.0886 0 136.0886 0 136.0886 0 136.0886
133.8994 0 133.8994 0 133.8994 0 133.8994 0 133.8994 0
2.317E-07 131.7454 0 131.7454 0 131.7454 0 131.7454 0 131.7454
129.626 4.692E-07 129.626 0 129.626 0 129.626 0 129.626 0
5.994E-06 127.5407 9.502E-07 127.5407 0 127.5407 0 127.5407 0 127.5407
125.489 1.166E-05 125.489 1.924E-06 125.489 0 125.489 0 125.489 0
7.489E-05 123.4703 2.264E-05 123.4703 3.898E-06 123.4703 0 123.4703 0 123.4703
121.484 0.00014 121.484 4.388E-05 121.484 7.894E-06 121.484 0 121.484 0
0.000602 119.5297 0.00026 119.5297 8.488E-05 119.5297 1.599E-05 119.5297 0 119.5297
117.6068 0.001076 117.6068 0.000481 117.6068 0.000164 117.6068 3.238E-05 117.6068 0
0.003505 115.7149 0.001914 115.7149 0.000888 115.7149 0.000315 115.7149 6.558E-05 115.7149
113.8534 0.005995 113.8534 0.003383 113.8534 0.00163 113.8534 0.000606 113.8534 0.000133
0.015757 112.0219 0.010182 112.0219 0.005942 112.0219 0.002978 112.0219 0.001159 112.0219
110.2198 0.02577 110.2198 0.017155 110.2198 0.010364 110.2198 0.00541 110.2198 0.002212
0.057035 108.4467 0.041759 108.4467 0.028656 108.4467 0.017938 108.4467 0.009769 108.4467
106.7021 0.089109 106.7021 0.066996 106.7021 0.047418 106.7021 0.030787 106.7021 0.017519
0.171174 104.9856 0.137685 104.9856 0.106325 104.9856 0.077655 104.9856 0.052344 104.9856
103.2967 0.255374 103.2967 0.210207 103.2967 0.166755 103.2967 0.125728 103.2967 0.088061
0.435682 101.635 0.376133 101.635 0.316786 101.635 0.258161 101.635 0.201004 101.635
100 0.620722 100 0.546396 100 0.470724 100 0.394027 100 0.316862
0.958178 98.39131 0.871749 98.39131 0.782025 98.39131 0.688837 98.39131 0.592068 98.39131
96.8085 1.304585 96.8085 1.205696 96.8085 1.101514 96.8085 0.991367 96.8085 0.874446
1.851092 95.25115 1.748951 95.25115 1.640605 95.25115 1.525089 95.25115 1.401161 95.25115
93.71886 2.412293 93.71886 2.306751 93.71886 2.194066 93.71886 2.072972 93.71886 1.941783
3.19019 92.21121 3.093581 92.21121 2.990841 92.21121 2.880982 92.21121 2.762711 92.21121
90.72782 3.989372 90.72782 3.90185 90.72782 3.809234 90.72782 3.710812 90.72782 3.605699
4.979011 89.26829 4.909884 89.26829 4.837896 89.26829 4.762886 89.26829 4.684736 89.26829
87.83224 5.996341 87.83224 5.946017 87.83224 5.895117 87.83224 5.844046 87.83224 5.793469
7.142978 86.41929 7.11355 86.41929 7.08539 86.41929 7.05916 86.41929 7.035801 86.41929
85.02907 8.322615 85.02907 8.314578 85.02907 8.309699 85.02907 8.308905 85.02907 8.313418
9.55809 83.66122 9.567001 83.66122 9.579577 83.66122 9.596572 83.66122 9.618898 83.66122
82.31537 10.83036 82.31537 10.85664 82.31537 10.88711 82.31537 10.92235 82.31537 10.96294
12.09535 80.99117 12.13205 80.99117 12.17239 80.99117 12.21669 80.99117 12.26517 80.99117
79.68827 13.39956 79.68827 13.44694 79.68827 13.49743 79.68827 13.55104 79.68827 13.60765
14.65493 78.40634 14.70721 78.40634 14.76184 78.40634 14.81871 78.40634 14.87761 78.40634
77.14502 15.95097 77.14502 16.00831 77.14502 16.06722 77.14502 16.12747 77.14502 16.18876
17.1769 75.904 17.23599 75.904 17.29614 75.904 17.35718 75.904 17.41885 75.904
74.68294 18.44446 74.68294 18.50537 74.68294 18.56685 74.68294 18.62873 74.68294 18.69084
19.63362 73.48152 19.69498 73.48152 19.75671 73.48152 19.81868 73.48152 19.88081 73.48152
72.29943 20.86514 72.29943 20.927 72.29943 20.98902 72.29943 21.05114 72.29943 21.11332
22.01608 71.13636 22.07801 71.13636 22.14005 71.13636 22.20216 71.13636 22.26431 71.13636
69.99199 23.21004 69.99199 23.27207 69.99199 23.33417 69.99199 23.3963 69.99199 23.45848
24.32338 68.86604 24.3854 68.86604 24.44748 68.86604 24.50959 68.86604 24.57175 68.86604
67.7582 25.48033 67.7582 25.54239 67.7582 25.60448 67.7582 25.66662 67.7582 25.7288
26.55716 66.66818 26.61919 66.66818 26.68127 66.66818 26.74339 66.66818 26.80555 66.66818
65.59569 27.67819 65.59569 27.74025 65.59569 27.80234 65.59569 27.86448 65.59569 27.92666
28.71966 64.54046 28.7817 64.54046 28.84377 64.54046 28.90589 64.54046 28.96805 64.54046
63.50221 29.80591 63.50221 29.86796 63.50221 29.93006 63.50221 29.9922 63.50221 30.05438
30.81315 62.48065 30.87518 62.48065 30.93726 62.48065 30.99938 62.48065 31.06154 62.48065
31.86571 61.47553 31.92777 61.47553 31.98987 61.47553 32.05201 61.47553 32.11419
32.90186 60.48658 32.96393 60.48658 33.02605 60.48658 33.08821 60.48658
33.92184 59.51354 33.98394 59.51354 34.04608 59.51354 34.10826
34.92593 58.55615 34.98804 58.55615 35.0502 58.55615
35.91437 57.61417 35.97651 57.61417 36.03869
36.88742 56.68733 36.94958 56.68733
37.84533 55.77541 37.90751
38.78833 54.87816
39.71668
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207.4658 0 207.4658
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1.267178 95.25115 1.120885 95.25115 0.959053 95.25115 0.776775 95.25115 0.566002 95.25115
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2.634296 92.21121 2.493315 92.21121 2.336192 92.21121 2.157247 92.21121 1.946367 92.21121
90.72782 3.492782 90.72782 3.370633 90.72782 3.237433 90.72782 3.090963 90.72782 2.929321
4.60343 89.26829 4.519192 89.26829 4.432798 89.26829 4.346381 89.26829 4.265811 89.26829
87.83224 5.7445 87.83224 5.69905 87.83224 5.660558 87.83224 5.635615 87.83224 5.63806
7.016678 86.41929 7.003813 86.41929 7.000286 86.41929 7.010874 86.41929 7.042913 86.41929
85.02907 8.324862 85.02907 8.345377 85.02907 8.377673 85.02907 8.424674 85.02907 8.487058
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12.31794 80.99117 12.3748 80.99117 12.4351 80.99117 12.49742 80.99117 12.55978 80.99117
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77.14502 16.25072 77.14502 16.31298 77.14502 16.37529 77.14502 16.43763 77.14502 16.50001
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74.68294 18.75306 74.68294 18.81532 74.68294 18.87762 74.68294 18.93997 74.68294 19.00235
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26.86775 66.66818 26.92999 66.66818 26.99227 66.66818 27.05459 66.66818 27.11695 66.66818
65.59569 27.98888 65.59569 28.05114 65.59569 28.11344 65.59569 28.17579 65.59569 28.23817
29.03025 64.54046 29.09249 64.54046 29.15477 64.54046 29.21709 64.54046 29.27946 64.54046
63.50221 30.1166 63.50221 30.17886 63.50221 30.24116 63.50221 30.3035 63.50221 30.36588
31.12374 62.48065 31.18598 62.48065 31.24826 62.48065 31.31058 62.48065 31.37294 62.48065
61.47553 32.1764 61.47553 32.23867 61.47553 32.30097 61.47553 32.36331 61.47553 32.42569
33.15041 60.48658 33.21265 60.48658 33.27493 60.48658 33.33725 60.48658 33.39962 60.48658
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35.1124 58.55615 35.17464 58.55615 35.23692 58.55615 35.29925 58.55615 35.36161 58.55615
57.61417 36.10091 57.61417 36.16317 57.61417 36.22547 57.61417 36.28781 57.61417 36.35019
37.01178 56.68733 37.07402 56.68733 37.1363 56.68733 37.19862 56.68733 37.26098 56.68733
55.77541 37.96973 55.77541 38.03199 55.77541 38.09429 55.77541 38.15663 55.77541 38.21901
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40.63061 53.12672 40.69285 53.12672 40.75513 53.12672 40.81745 53.12672 40.87981 53.12672
41.53034 52.27208 41.5926 52.27208 41.6549 52.27208 41.71724 52.27208 41.77963
42.41611 51.43118 42.47839 51.43118 42.54071 51.43118 42.60307 51.43118
43.28814 50.60381 43.35044 50.60381 43.41278 50.60381 43.47517
44.14665 49.78975 44.20898 49.78975 44.27134 49.78975
44.99187 48.98879 45.05421 48.98879 45.11659
45.824 48.20071 45.88636 48.20071
46.64325 47.42531 46.70563
47.44984 46.66239
48.24396
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217.8092 0 217.8092
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93.71886 0.632571 93.71886
1.681588 92.21121 1.281145
90.72782 2.757563 90.72782
4.209738 89.26829 4.272183
87.83224 5.700484 87.83224
7.105317 86.41929 7.167762
85.02907 8.549482 85.02907
9.908483 83.66122 9.970929
82.31537 11.30755 82.31537
12.62219 80.99117 12.68463
79.68827 13.9776 79.68827
15.24928 78.40634 15.31173
77.14502 16.56244 77.14502
17.79253 75.904 17.85498
74.68294 19.06478 74.68294
20.25462 73.48152 20.31706
72.29943 21.48725 72.29943
22.63812 71.13636 22.70057
69.99199 23.83242 69.99199
24.94556 68.86604 25.00801
67.7582 26.10273 67.7582
27.17936 66.66818 27.2418
65.59569 28.30059 65.59569
29.34186 64.54046 29.40431
63.50221 30.42831 63.50221
31.43535 62.48065 31.49779
61.47553 32.48812 61.47553
33.46202 60.48658 33.52447
59.51354 34.48219 59.51354
35.42401 58.55615 35.48646
57.61417 36.41262 57.61417
37.32339 56.68733 37.38583
55.77541 38.28144 55.77541
39.16214 54.87816 39.22459
53.99534 40.09062 53.99534
40.94222 53.12672 41.00466
52.27208 41.84205 52.27208
42.66548 51.43118 42.72792
50.60381 43.53759 50.60381
44.33374 49.78975 44.39619
48.98879 45.17902 48.98879
45.94876 48.20071 46.01121
47.42531 46.76806 47.42531
47.51224 46.66239 47.57469
45.91173 48.30639 45.91173
49.02582 45.17316 49.08827
49.79562 44.44646
50.55354
stock price 100
strike price 95 Call Price 8.445718
volatility 0.2
TTM 0.328767
r(cc) 0.05
q(cc) 0

d1 0.647971
N(d1) 0.741498

d2 0.533294
N(d2) 0.703085

Adj. price. 100