$1.$ Pick an option on a stock that does not pay a dividend $($other those we discussed in class$).$

$($a$)$ Using May or June $2024$ options, calculate the implied volatility of the stock using Rf $=\mathrm{.}05,$ t$=$approximate monthly time remaining, and a strike price close to the stock price.

$($b$)$ Calculate the theta each day for the next $30$ days assuming all other inputs stay the same $($note: this is the change in the option price due to the change in time$)$

$($c$)$ Using each day$$s closing price over the last $11$ trading days, calculate

$($i$)$ the option price each day $($using that day$$s stock price and implied volatility from $($a$))$

$($ii$)$ the delta for each of the last $11$ days

$($iii$)$ the gamma for the last $10$ days $($note: this is the change in the delta so you will only have this for ten days$)$