Figure Call price as a function of the stock price
Figure Hedge ratio of Black-Scholes call as the price of the stock changes
Figure Performance of the delta hedge
Figure Stock price paths. of a stock price that is lognormally distributed
Figure Vega as a function of the stock price for a call option with exercise price of 50 and a volatility of 20%
Figure Price of put as a function of the stock price
Figure Hedge ratio of put
Figure Put price as a function of time to maturity and stock price
Figure Typical smile before the crash of 1987
Figure Typical smile after the crash of 1987