Options are trading at a significant discount to market value...

Options are trading at a significant discount to market value implied by a black-scholes options calculator.

Assuming current share price of $0.36, options excercise price of $0.20 with 2.5 years until maturity and a 70% volatility. This gives an implied options price of $0.22. The options are currently trading at $0.17, a 30% difference to this theoretical option value.

I have picked some up at about $0.16 and looking for the price appreciation due to the option price closing the gap with the theoretical price.

https://www.mystockoptions.com/blac....36&x=.2&t=2.5&r=3%&v=70%&calculate=Calculate