1. From Yahoo Finance or other website, find one stock and its options.

Pick one call option with expiration date at least 4 months or later

Take an image shot of your chosen call option, and paste the information below

2. Find historical stock price data ( 2 years of daily stocks), then compute daily stock standard deviation, then convert it to annual standard deviation

3. Use Black Schole model, compute your call option value. Assume risk free rate is 2%.

4. Pick one factor that affects call value: strike price, stock price on expiration, risk free rate,standard deviation,maturity;

conduct a sensitivity analysis of call value against this variable;

I attached the example in the pic: