If the stock index is at 702 and its estimated volatility is alpha =0.4, the index futures contract will expire in three months and settle at maturity at the futures price in dollars. The price of the futures contract is $715. If the strike price is $740 and the short-term interest rate is 7%, what should be the theoretical price of the option? (Refer to: N(-0.071922)=0.4721,N(0.071922)=0.5279,N(-0.271922)=0.3936，N(0.271922)=0.6064)