Question: 1 . Using ticker SNOW 2 . Find a call and a put that expires around the end of December AND that have exercise prices
Using ticker SNOW
Find a call and a put that expires around the end of December AND that have exercise prices close to the current stock price. Higher or lower doesnt matter, just close.
Calculate the value of the call and put using the BlackScholes method and assuming the annual volatility is
Now use the market price of the call and put to estimate the implied volatility you need to use Goal Seek for this of each option.
Report the results from # & # What trades are suggested by your results eg should you buywrite either option?
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