Commodity | Strike price (K) | Volatility (σ) | Price of 1-year maturity | Price of 3-year maturity |
Silver | 158.16 | 26.04% | 13.66 | 14.58 |
Oil | 111.07 | 28.95% | 14.80 | 10.40 |
Gold | 137.56 | 13.78% | 11.28 | 9.65 |