Carmax, Inc. common stock currently sells for $99.58 per share, and the standard deviation of returns is 48.37%. A call option with a strike price of $95.00 is currently trading on the market. The option expires in three months, and the risk-free rate of return is 1.0%. Carmax does not pay a dividend. Carmax's gamma (T) is: 0.01571 0.00453 0.01529 0.01651