Question

The scenario: Assume that today is May 3, 2017. You are asked to price hypothetical August 2017 options on Facebook (FB) stock. (Presently, only May, June, July, and September options exist.) The risk-free rate is 1.0% per year. Daily prices in Table 2 below are from Yahoo! Finance. (There are n days of prices, generating n-1 returns.)
Create an input range containing the following components:

Current stock price

Exercise price

Annualized stock volatility

Time to expiration

Risk-free rate

Create an interactive spreadsheet to price a call option using the Black-Scholes option-pricing model (BSOPM). Calculate the price of a FB August 150 call, and place your answer in cell G4. Make sure it’s interactive. Will rate if answer is correct.

Date	FB Closing Price
5/2/2017	152.78
5/1/2017	152.46
4/28/2017	150.25
4/27/2017	147.70
4/26/2017	146.56
4/25/2017	146.49
4/24/2017	145.47
4/21/2017	143.68
4/20/2017	143.80
4/19/2017	142.27
4/18/2017	140.96
4/17/2017	141.42
4/13/2017	139.39
4/12/2017	139.58
4/11/2017	139.92
4/10/2017	141.04
4/7/2017	140.78
4/6/2017	141.17
4/5/2017	141.85
4/4/2017	141.73
4/3/2017	142.28
3/31/2017	142.05
3/30/2017	142.41
3/29/2017	142.65
3/28/2017	141.76
3/27/2017	140.32
3/24/2017	140.34
3/23/2017	139.53
3/22/2017	139.59
3/21/2017	138.51
3/20/2017	139.94
3/17/2017	139.84
3/16/2017	139.99
3/15/2017	139.72
3/14/2017	139.32
3/13/2017	139.60
3/10/2017	138.79
3/9/2017	138.24
3/8/2017	137.72
3/7/2017	137.30
3/6/2017	137.42
3/3/2017	137.17
3/2/2017	136.76
3/1/2017	137.42
2/28/2017	135.54
2/27/2017	136.41
2/24/2017	135.44
2/23/2017	135.36
2/22/2017	136.12
2/21/2017	133.72
2/17/2017	133.53
2/16/2017	133.84
2/15/2017	133.44
2/14/2017	133.85
2/13/2017	134.05
2/10/2017	134.19
2/9/2017	134.14
2/8/2017	134.20
2/7/2017	131.84
2/6/2017	132.06
2/3/2017	130.98
2/2/2017	130.84
2/1/2017	133.23
1/31/2017	130.32
1/30/2017	130.98
1/27/2017	132.18
1/26/2017	132.78
1/25/2017	131.48
1/24/2017	129.37
1/23/2017	128.93
1/20/2017	127.04
1/19/2017	127.55
1/18/2017	127.92
1/17/2017	127.87
1/13/2017	128.34
1/12/2017	126.62
1/11/2017	126.09
1/10/2017	124.35
1/9/2017	124.90
1/6/2017	123.41
1/5/2017	120.67
1/4/2017	118.69
1/3/2017	116.86
12/30/2016	115.05
12/29/2016	116.35
12/28/2016	116.92
12/27/2016	118.01
12/23/2016	117.27
12/22/2016	117.40
12/21/2016	119.04
12/20/2016	119.09
12/19/2016	119.24
12/16/2016	119.87
12/15/2016	120.57
12/14/2016	120.21
12/13/2016	120.31
12/12/2016	117.77
12/9/2016	119.68
12/8/2016	118.91
12/7/2016	117.95
12/6/2016	117.31
12/5/2016	117.43
12/2/2016	115.40
12/1/2016	115.10
11/30/2016	118.42
11/29/2016	120.87
11/28/2016	120.41
11/25/2016	120.38
11/23/2016	120.84
11/22/2016	121.47
11/21/2016	121.77
11/18/2016	117.02
11/17/2016	117.79
11/16/2016	116.34
11/15/2016	117.20
11/14/2016	115.08
11/11/2016	119.02
11/10/2016	120.80
11/9/2016	123.18
11/8/2016	124.22
11/7/2016	122.15
11/4/2016	120.75
11/3/2016	120.00
11/2/2016	127.17

Primary Prospectus Benchmark Name	Total Ret Annlzd 5 Yr (%)
Russell 2000 Growth TR USD	12.40
Russell 2000 TR USD	12.62
Russell 2000 Value TR USD	12.78
S&P 500 Growth TR USD	13.94
S&P 500 TR USD	13.60
S&P 500 Value TR USD	13.11