Strike | IBM-PDE | IBM-CLOSED | BSM (20%) | BSM (30%) | BSM (40%) | BSM (50%) |
8 | 3.0003 | 3.0002 | 2.4589 | 2.6462 | 2.8976 | 3.1793 |
9 | 2.0462 | 2.0454 | 1.6699 | 1.9697 | 2.2985 | 2.6373 |
10 | 1.1928 | 1.1919 | 1.0451 | 1.4231 | 1.8023 | 2.1793 |
11 | 0.7264 | 0.7270 | 0.6040 | 1.0020 | 1.4004 | 1.7962 |
12 | 0.4042 | 0.4039 | 0.3247 | 0.6904 | 1.0806 | 1.4783 |