In this paper, we have discussed the implementation of executive compensation defects which was generated by BS model on the reloading time and expiration date, and the idea that the geometric mean of stock price in period of validity as a stock option’s settlement price was proposed to solve the executive compensation defects, and the geometric Asianreload stock option pricing model was settled. An actuarial method is proposed in view of evaluating actual losses and corresponding probability distribution to quantitatively cheek the price composition of the geometric Asianreload stock option, thus developing an option pricing model to deduce further the formula under the hypothesis of underlying asset price driven by fractional Brownian motion. This article also compares reload stock option with geometric Asianreload stock option in the manager's role by numerical simulation.