The price of an option should reflect the average value that a buyer receives for it, and also a risk premium. This report describes an empirical study for analysing these factors as a graphical and quantitative manner. The analysis focuses on the average difference between the price option and its present average value at maturity (the bias), and tries to detect some temporal regularities in the pattern of this bias. We found some very surprising almost-periodic patterns for the bias, in particular for the long-time maturities (not so clearly for the puts), as studied by spectral analysis.