Strike |
| P = 2 | P = 4 | P = 12 | P = 252 |
8 | IBM | 3.0005 | 3.0011 | 3.0015 | 3.0017 |
BSM | 2.5180 | 2.5356 | 2.5516 | 2.5725 | |
9 | IBM | 2.0463 | 2.0469 | 2.0473 | 2.0475 |
BSM | 1.6904 | 1.7541 | 1.7828 | 1.7962 | |
10 | IBM | 1.1929 | 1.1934 | 1.1938 | 1.1940 |
BSM | 1.0868 | 1.1127 | 1.1757 | 1.1805 | |
11 | IBM | 0.7265 | 0.7269 | 0.7273 | 0.7275 |
BSM | 0.6379 | 0.6636 | 0.6708 | 0.6740 | |
12 | IBM | 0.4043 | 0.4047 | 0.4051 | 0.4053 |
BSM | 0.3583 | 0.3738 | 0.3845 | 0.3897 |