Calculo Black & Scholes

Preço(S) 32
Strike(k) 34
Volatilidade(V) 30%
Taxa de Juros® 8.75%
Tempo(t) 0.119047619048 (dias vencimento/365)

d1 -0.4333000122
d2 -0.5368098461

Call 0.69

Put 2.33
 preço fechamento dia
data fechamento variação logaritimo desvio padrao raiz 252
8/17/2020 1.1014 1.0009997273 0.00043395919 0.001603052 3%
8/16/2020 1.1003 0.9924235591 -0.0033029346
8/15/2020 1.1087 1.0020788142 0.00090188043
8/14/2020 1.1064 1.0048133684 0.00208540446
8/13/2020 1.1011 0.9971022367 -0.0012603095
8/12/2020 1.1043 0.9998189226 -7.8648041E-05
8/11/2020 1.1045 1.0019049347 0.00082651564
8/10/2020 1.1024 0.9990031717 -0.0004331329 log IClose[i]/ IClose[i+0]
8/9/2020 1.1035 0.9998187913 -7.8705053E-05
8/8/2020 1.1037 1.005740842 0.00248608669
8/7/2020 1.0974 1.0003646308 0.00015832829 (stdDev(MathLog(IClose[i
8/6/2020 1.097 0.9981801638 -0.0007910648
8/5/2020 1.099 0.9938506059 -0.0026788932
8/4/2020 1.1058 0.99819462 -0.0007847752
8/3/2020 1.1078 0.9989179441 -0.0004701853
8/2/2020 1.109 0.9990090983 -0.0004305565
8/1/2020 1.1101 0.9958733291 -0.0017958985
7/31/2020 1.1147 1.0061377381 0.00265743876
7/30/2020 1.1079 0 0
lose[i]/ IClose[i+0]

stdDev(MathLog(IClose[i]/ IClose[i+0])))*MathSqrt(252)