The article shows how to estimate prices for Asian options and volatility swaps in the stock market, even when the market is unpredictable. By studying the relationship between stock price variance and average price variance, the researchers found a way to set upper limits on option prices. They also developed a method to estimate option prices accurately under different market conditions. Additionally, they created a way to predict volatility changes over time, aligning with real market data. This research provides valuable tools for investors to make informed decisions in a volatile market.