begin{tikzpicture}
  begin{axis}[
    xlabel=Strike Price (K),
    ylabel={Put Value (p)}
  ]
   addplot [only marks=*,blue] plot coordinates {
   (40,10)
   (50,20)
   (70,30)
   };
    addplot [smooth=*,red] plot coordinates {
   (40,10)
   (70,30)
   };
  end{axis}
end{tikzpicture}

documentclass{article}
usepackage{pgfplots}
pgfplotsset{compat=1.12}
usepgfplotslibrary{fillbetween}
begin{document}
   begin{tikzpicture}
  begin{axis}[
    xlabel=Strike Price (K),
    ylabel={Put Value (p)}
  ]
   addplot [mark=*,blue,smooth,name path=A] plot coordinates {
   (40,10)
   (50,20)
   (70,30)
   };
    addplot [mark=o,red,name path=B] plot coordinates {
   (40,10)
   (70,30)
   };
   addplot[olive!40] fill between[of=A and B];
  end{axis}
end{tikzpicture}
end{document}

documentclass{article}
usepackage{pgfplots}
pgfplotsset{compat=1.12}
usepgfplotslibrary{fillbetween}
begin{document}
   begin{tikzpicture}
  begin{axis}[
    xlabel=Strike Price (K),
    ylabel={Put Value (p)}
  ]
   %% the upper curve
   addplot [mark=*,blue,smooth,name path=A] plot coordinates {
   (40,10)
   (50,20)
   (70,30)
   };
   %% The lower curve
   addplot [no marks,green,smooth,name path=B] plot coordinates {
   (40,10)
   (60,15)
   (70,30)
   };
   %% the straight line
    addplot [mark=o,red,name path=C] plot coordinates {
   (40,10)
   (70,30)
   };
   %% filling
   addplot[olive!40] fill between[of=B and C];
  end{axis}
end{tikzpicture}
end{document}