For example, for the Siti Group P =$49.60, X = $30, and call option price is $2110, expiration date is DEC 2013 3 months, t = 3/12 = 0.25 Standard Deviation=1 To obtain standard deviation, you need to calculate the standard deviation of the underlying stock return. Download the historical stock price of the stock you are interested for the most recent 12 months. Calculate the return and standard deviation U? The wp-factor can be approximated UFO D--1/ Where U21 and OSD SI Rfar The most recent T-bill rate can be obtained from yahoo finance and be used as the risk-free rate For example, for the Siti Group P =$49.60, X = $30, and call option price is $2110, expiration date is DEC 2013 3 months, t = 3/12 = 0.25 Standard Deviation=1 To obtain standard deviation, you need to calculate the standard deviation of the underlying stock return. Download the historical stock price of the stock you are interested for the most recent 12 months. Calculate the return and standard deviation U? The wp-factor can be approximated UFO D--1/ Where U21 and OSD SI Rfar The most recent T-bill rate can be obtained from yahoo finance and be used as the risk-free rate