Before revision: The mathematical theory of neural networks is ``meant to tell us what is possible and, sometimes equally importantly, what is not." This paper contributes a case that fits into this principle. We propose that "option price or time value " is a natural hyperparameter in the design of neural network option models. Hutchinson, Lo and Poggio asked the question that if learning networks can learn the Black-Scholes formula, and they studied the network (S_t/K, \tau) C_t/K where S_t, K, \tau, C_t are the underlying price, strike, time to maturity and option price.
After revision:  C_t/K where S_t, K, \tau, C_t are the underlying price, strike, time to maturity and option price.