  We introduce a new tool for predicting the evolution of an option for the
cases where at some specific time, there is a high-degree of uncertainty for
identifying its price. We work over the special case where we can predict the
evolution of the system by joining a single price for the Option, defined at
some specific time with a pair of prices defined at another instant. This is
achieved by describing the evolution of the system through a financial
Hamiltonian. The extension to the case of multiple prices at a given instant is
straightforward. We also explain how to apply these results in real situations.
