Question: Cloudflare, Inc. common stock currently sells for $71.88 per share, and the standard deviation of returns is 52.58%. A put option with a strike price

Cloudflare, Inc. common stock currently sells for $71.88 per share, and

Cloudflare, Inc. common stock currently sells for $71.88 per share, and the standard deviation of returns is 52.58%. A put option with a strike price of $80 is currently trading on the market. The option expires in three months, and the risk-free rate of return is 3.5%. Cloudflare does not pay a dividend. What is the theta (O) for this put option? -15.4926 16.5658 -12.7170 -13.7902

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