Parameters | Values |

Stock Price, | 100 |

Strike Price/Exercise Price, K | 80, 90, 100, 110, 120 |

Risk free interest rate, r | 5% |

Volatility, | 50% |

Dividend yield, q | 5% |

Time to expiry, T | 0.0822 |

Size of integration grid, N | 2 |

Integrability, a | 2 |

Fineness, | 5% |

Constant, c | 1 |