Call options with a strike price of \\( \\$ 85.00 \\) and an expiration of two months were written when the underlying stock was trading at \\( \\$ 86.25 \\). Over the following month, the underlying stock volatility was \48.22 even though the implied volatility remained constant at \33.47. The continuously compounded risk free rate is \2.50. The options currently have one month until expiration and the underyling stock is now trading at \\( \\$ \\) 91.72. What is the option's current market price? Report your answer without a dollar sign to four decimal places. Call options with a strike price of \\( \\$ 85.00 \\) and an expiration of two months were written when the underlying stock was trading at \\( \\$ 86.25 \\). Over the following month, the underlying stock volatility was \48.22 even though the implied volatility remained constant at \33.47. The continuously compounded risk free rate is \2.50. The options currently have one month until expiration and the underyling stock is now trading at \\( \\$ \\) 91.72. What is the option's current market price? Report your answer without a dollar sign to four decimal places 
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