Donsker Delta Approach

Black-Scholes Formulae

i

Initial Price $X_i\left(0\right)$

V₀

Call

Put

0

3568.3

325.3121

8.3744

225.9578

1

3569.3

325.5422

8.4817

225.0651

2

3570.3

325.7711

8.5896

224.1784

3

3571.4

326.0221

8.7090

223.2079

4

3572.3

326.2317

8.8098

222.3987

5

3573.3

326.4621

8.9216

221.5105

6

3574.3

326.6938

9.0352

220.6185

7

3575.0

326.8516

9.1132

220.0120

8

3576.3

327.1560

9.2651

218.8440

9

3577.3

327.3856

9.3810

217.9644