Question: Solve asap Suppose there is one year until expiration date, for a fixed S = $90, and the strike price varies from $50 to $100,
Solve asap

Suppose there is one year until expiration date, for a fixed S = $90, and the strike price varies from $50 to $100, then what is the value of oc if the volatility is huge ? (Hint: enter the exact number)
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