4525.00
4725.00
4925.00
5125.00
5325.00
5425.00
5525.00
5625.00
5725.00
5825.00
5925.00
6025.00
6125.00
6225.00
6325.00
6425.00
6525.00
6625.00
6725.00
6925.00


Asset = December FTSE 100 Futures Options strike prices 
Price of the Underlying = 5357.5 (Settlement)
Days to Expiry = 288 
Date = 07/03/02
Source: LIFFE
Risk free rate = 0.04
Number of Prices = 20

