I understand that when buying an option through an exchange, you get matched with someone selling the same option in the order book, and the trade occurs. 

Now, let's suppose that through my broker I get access to options which currently have no open interest, volume, or orders on the order book:

[![Option without open interest][1]][1]

If I were to buy this option, what price would I be paying? Who would issue / sell me the option? 

Would it simply add a buy order to the order book? If this is the case, who would be able to sell me the option if you can't buy them in the first place? I.E, who creates the option?


  [1]: https://i.sstatic.net/NJmXH.png