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What is the extrinsic value

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Reference no: EM133111972

What is the extrinsic value of a 55-stirke put option currently trading at $10.64 on a non-dividend-paying stock currently priced at $62.79 if the gamma is .06 the stock's historic volatility is 30% the option delta is .65, and expires in 86 days?

Reference no: EM133111972

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