According to the investor’s purchase of a listed company’s stock and the investment in this company while enjoying the company’s right for dividends, based on this actual situation, this paper considers the pricing of the dividends on the sale of the most valued options. First, it is assumed that the price of the stock obeys the stochastic differential equation driven by fractional Brownian motion. The RadonNikodim derivative theorem and the multidimensional Girsanov’s theorem are used to define the risk neutral probability measure. At the same time, the stochastic differential equation for each stock price of the multidimensional fractional Brown motion under the risk neutral probability measure is established. Based on the Wick product principle, the price formula of each stock price is obtained. Finally, the riskneutral pricing method is used to obtain call and put option pricing formulas and parity formulas with maximum and minimum dividends under fractional Brownian motion. The obtained results can provide a theoretical reference for studying the issue of valuation of options under consideration of the actual situation of stock dividends payment.