Table 2: The effects of volatility of volatility, exercise price , maturity time , and correlation on option values.

Strike price

months
9011.5004 11.5122 11.4827 11.4829 11.4647 11.4527
95 7.5901 7.6000 7.5745 7.5741 7.5585 7.5472
100 4.4325 4.4323 4.4315 4.4307 4.4303 4.4287
105 2.5442 2.5347 2.5573 2.5567 2.5567 2.5780
110 1.1258 1.1109 1.1476 1.1476 1.1690 1.1830
115 0.5169 0.5043 0.5361 0.5364 0.5532 0.5681
years
9022.5229 22.5682 22.4438 22.4398 22.3592 22.2959
9519.4525 19.4825 19.3935 19.3872 19.3293 19.2776
10016.6650 16.6750 16.6337 16.6255 16.5979 16.5633
10514.3313 14.3225 14.3271 14.3179 14.3189 14.3018
11011.9850 11.9507 12.0183 12.0083 12.0476 12.0549
11510.1354 10.0809 10.1994 10.1896 10.2594 10.2871