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Alphabets earnings announcement for the first quarter of 2021 is schedule for tomorrow. The consensus among analysts is that there is 60% chance that Alphabet

Alphabets earnings announcement for the first quarter of 2021 is schedule for tomorrow. The consensus among analysts is that there is 60% chance that Alphabet will announce earnings that exceed expectation. If this happens, the stock price will rise to $2,650. There is 20% chance that the earnings will be disappointing which causes the stock price to drop to $2,170. Also, theres a 20% chance that the earnings will be exactly as much as analysts expected. In this case, the stock price will not change. Alphabets current stock price is $2,300. As a speculating investor, I have decided to buy 200 call options on Alphabets stock with the strike price of $2,250 that expires on the day of the announcement. Ignoring time value of money, what is the value of the options I have right now?

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