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We firstly propose a procedure to fit, from real data, the fuzzy parameters to implement FBS in stock options: price of the subjacent asset, free discount rate and stock volatility. Subsequently we evaluate the capability of FBS to include actual traded prices and whether this capability depends on option moneyness and expiration date. We find that FBS fits quite well actual traded prices. However, generally most representative market prices (closing and medium) are not better fitted than those more extreme (minimum and maximum). We have also check that the goodness of the FBS predictions often depends on the moneyness grade and the expiration date of options.<\/jats:p>","DOI":"10.3233\/jifs-17719","type":"journal-article","created":{"date-parts":[[2017,9,22]],"date-time":"2017-09-22T11:03:10Z","timestamp":1506078190000},"page":"2509-2521","update-policy":"https:\/\/doi.org\/10.1177\/sage-journals-update-policy","source":"Crossref","is-referenced-by-count":9,"title":["An empirical assestment of fuzzy Black and Scholes pricing option model in Spanish stock option market"],"prefix":"10.1177","volume":"33","author":[{"given":"Jorge","family":"de Andr\u00e9s-S\u00e1nchez","sequence":"first","affiliation":[{"name":"Department of Business Management, Social and Business Research Laboratory, Rovira i Virgili University, Avinguda Universitat, Reus, 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