Commodity | Stock price | Strike price (K) | Volatility (σ) | Price of 1-year maturity | Price of 3-year maturity |
Silver | 158.16 | 138.16 | 26.04% | 7.86 | 8.30 |
Oil | 111.07 | 91.07 | 28.95% | 11.94 | 8.51 |
Gold | 137.56 | 117.56 | 13.78% | 9.60 | 8.01 |