Variables are: K (strike price) T (exercise date in days from present) ImpVol (implied volatility) 35 149 .0320 40 149 .0275 42.5 23 .0235 45 2.4 .0290 45 23 .0228 50 3 .0258 50 23 .0209 50 149 .0232 55 23 .0223 55 86 .0204