[whoisburbansky]

I have no idea how far fetched this is, but there are clearly ways to price options given current share price, the stock price, expiry, etc. Black-Scholes comes to mind, but I am not an expert at this and don't know how reasonable of a valuation you could get this way. Just pointing out that there exists a mathematical framework for option valuation, which is presumably what Wall Street uses as the basis for pricing call/puts on the open market.