Computing...

Input interpretation:

strangle option


Input values:

option name | European\ncall strike price | $55  (US dollars)\nput strike price | $45  (US dollars)\ntime to expiration | 3 months\nunderlying price | $50  (US dollars)\nvolatility | 20%\ndividend yield | 1%\nrisk-free interest rate | 2.06%

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