I have over 1000 simulated stock prices for an option that is expiring in 3 months. I have calculated the EU call option payoff of 1000 simulated prices and now I have 1000 simulated payoffs of call. I am looking to calculated the VaR of Long and short call but without the delta approach. I know how to estimate VAR of stocks (Standard devaition * Z-score). How do I estimate 95% VAR for call options?