Question: Use the CBOE Options Valuation Tool (Links to an external site.) to determine the value of an option with: Underlying priced at $48 and pays

Use the CBOE Options Valuation Tool (Links to an external site.) to determine the value of an option with:

  • Underlying priced at $48 and pays no dividends
  • 68 days until the option expires
  • You estimate the volatility of the stock's price to be 23% standard deviation.
  • The risk free rate today is 1%
  • This is an American style CALL option
  • Strike price is $50

Enter the value of the option, per share, without any "$" punctuation.

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