Option Valuation

An option broker has a client that wants a 1485 strike FEB-2020 option. No options have traded recently, what do you think the value should be for this option given the trading information below. Trade Date is 12/6/19.

Contract Month	Product Code	First Trade Last Trade	Settlement
Jan 2020	OGF20	26 Apr 2018 26 Dec 2019	26 Dec 2019
Feb 2020	OGG20	25 May 2018 28 Jan 2020	28 Jan 2020

Underlying Future	Charts	Last	Change	Prior Settle	High	Low	Volume
Feb- 2020	Show Price Chart (Links to an external site.)	1464.5	-18.6	1483.1	1485.3	1463.3	305085
Calls					Puts
Volume	Prior Settle	Change	Last	Strike Price	Last	Change	Prior Settle	Volume	Volatility
0	44.6	-	-	1445	11.4	4.8	6.6	565
12	41	-12.2	28.8	1450	13	5.1	7.9	1859
13	37.5	-12.4	25.1	1455	15.9	6.4	9.5	127
565	34.3	-11.8	22.5	1460	17.9	6.7	11.2	611
46	31.3	-11.3	20	1465	20.5	7.3	13.2	1278
410	28.5	-10.5	18	1470	23.1	7.6	15.5	194
24	26	-9.8	16.2	1475	21.6	3.7	17.9	10
97	23.7	-8.4	15.3	1480	29.7	9.1	20.6	47	6.07%
28	21.5	-	-	1485	33.2	9.8	23.4	27	?????
145	19.6	-7.8	11.8	1490	30.2	3.7	26.5	57	6.61%

Black-Scholes by Espen Gaarder Haug
S	?
X	?
T	?
r	2.00%
v	?
d1	#VALUE!
d2	#VALUE!
call value	#VALUE!
put value	#VALUE!