What is the intrinsic value of a 35-strike put option on a non-dividend-paying stock currently priced at $32.27 if the r

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answerhappygod
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What is the intrinsic value of a 35-strike put option on a non-dividend-paying stock currently priced at $32.27 if the r

Post by answerhappygod »

What is the intrinsic value of a 35-strike put option on a
non-dividend-paying stock currently priced at $32.27 if the
risk-free rate is 3.25%, the stock's historic volatility is 30%,
the option delta is -.45, and expires in 86 days?
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