Via putcall parity: 
where 
,
,
, 
where 
SA = Arithmetic average of the know asset price fixings. S = Asset price. X = Strike price of the option. r = Riskfree interest rate. b = Cost of carry rate. T_{2} = Remaining time to maturity. T = Original time to maturity. = Volatility of the natural logarithms of return of the underlying asset. 

See Also 
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