Problem 38.2 :A stock has a current price of $30 per share, and the annual standard deviation of its price is 0.3. A certain put option on this stock has a delta of 0.5882, a gamma of 0.0866, and an annual theta of 1.8880. The annual continuously compounded risk-free interest rate is 0.08. What is the price of this put option, as found using the Black-Scholes equation?[aanswer:$2.59525]

This is what I have been using for reference: http://faculty.atu.edu/mfinan/actuarieshall/DFEM.pdf