Need to figure out how to use Black-Scholes formula to complete this problem?

Using the data in Table 21.1, , compare the price on July 24, 2009, of the following options on JetBlue stock to the price predicted by the Black-Scholes formula. Assume that the standard deviation of JetBlue stock is 64% per year and that the short-term risk-free rate of interest is 1.1% per year. a. December 2009 call option with a $5.00 strike price. b. December 2009 put option with a $6.00 strike price. c. March 2010 put option with a $7.00 strike price. Note: Table 21.1 a. December 2009 call option with a $5.00 strike price. The December contract expires on the Saturday (December 19) following the third Friday of December; there are 148 days left until expiration. The price of the call according to the Black-Scholes formula is $ (Round to the nearest cent.)ABLE 21.1 JetBlue Option Quotes JBLU 5.03 +0.11 Jul 24 2009 @ 17:17 ET Bid 5.03 Ask 5.04 Size 168 x 96 Vol 7335887 Calls Open Bid Ask Vol Puts Open Bid Ask Vol Int Int 09 Dec 5.00 (JGQ LA) 0.80 0.90 47 5865 09 Dec 5.00 (JGQ XA) 0.80 0.90 6 1000 09 Dec 6.00 (JGQ LF) 0.45 0.55 2 259 09 Dec 6.00 (JGQ XF) 1.40 1.50 0 84 10 Jan 5.00 (JGQ AA) 0.85 1.00 125 6433 10 Jan 5.00 (JGQ MA) 0.85 0.95 10 14737 10 Jan 6.00 (JGQ AF) 0.50 0.60 28 0 10 Jan 6.00 (JGQ MF) 1.45 1.55 0 22 10 Jan 9.00 (JGQ AD) 0.05 0.15 0 818 10 Jan 9.00 (JGQ MI) 4.00 4.10 0 0 10 Mar 5.00 (JGQ CA) 1.05 1.15 O 50 10 Mar 5.00 (JGQ OA) 1.00 1.10 0 40 10 Mar 6.00 (JGQ CF) 0.65 0.75 0 146 10 Mar 6.00 (JGQ OF) 1.60 1.70 10 41 10 Mar 7.00 (JGQ CG) 0.40 0.50 5 3 10 Mar 7.00 (JGQ OG) 2.30 2.45 10 0 Source: Chicago Board Options Exchange at www.cboe.com