Option Wedge

The volume defined by the payout of a call option (on the y axis, depth) and the lognormal distribution (z axis, height) of the price of the underlying stock (on the x axis, width). Roughly equivalent to what the Black-Scholes-Merton formula calculates and discounts to the present. Two stocks are displayed, one with small standard deviation (thin tails) and one with large (fat tails). I am offering this with no markup.