Which of the following can be estimated for an American option by constructing a single binomial tree delta, games, vega, theta, tho? 17.2 Calculate the price of a 3-month American put option on a non-dividend-paying stock when the stock price is 360, the strike price is $60, the risk-free interest rate is 10% per annum, and the volatility is 45% per annum. Use a binomial tree with a time interval of I month.