I am trying to price an option with Monte-Carlo simulation, where the payoff depends on some constants and a time-series (trading volume) which I model to follow a GBM. Now if I understood it correctly, since my goal is to price an option, I have to work with risk-neutral valuation. However it is not clear to me how I can get the risk-neutral drift based on the historical time series of the trading volume which I can use for the simulation? Since the time series is not a stock, I can't just use the risk-free rate $r$.
Would I be operating in the real-world measure, I would probably just calculate the mean of the daily returns and use that as drift, which would probably not be a good estimate.