In Financial Economics, many researchers have studied option prices, because these derivatives contain unique information that is not available from the prices of other financial instruments. A call option gives the buyer the right to purchase in the future a certain asset at a price fixed today. The value of such an option is determined by the distance between the current stock price and the exercise price. When market participants price option contracts in the course of trading, they use forecasts of the probability of different asset prices for the period until the derivative expires. The perception of market participants about the movement of the asset.
