Below is some actual data for call options on Amazon (AMZN) from June 14, 2019. The options expire on July 19, 2019. AMZNs most recent closing price was $1869.67, and the 1 month treasury rate (risk free rate) is 2.23% (annualized). There are 24 trading days between June 14 and expiration (assume 252 trading days in the year).

Fill in the Implied Volatility column below (you can use the spreadsheet I posted on Blackboard, but Id encourage you to build your own Black-Scholes-Merton spreadsheet and then use it, its a good exercise!)

Below is some actual data for call options on Amazon (AMZN) from June 14, 2019. The options expire on July 19, 2019. AMZN's most recent closing price was $1869.67, and the 1 month treasury rate (risk free rate) is 2.23 % ( annualized). There are 24 trading days between June 14 and expiration (assume 252 trading days in the year). Fill in the Implied Volatility column below (you can use the spreadsheet I posted on Blackboard, but I'd encourage you to build your own Black-Scholes-Merton spreadsheet and then use it, it's a good exercise!) Strike Price Option Price Implied Volatility $1000.00 $874.40 $1500.00 $380.5 $1750.00 $143.90 $1800.00 $104.25 $1850.00 $70.50 $1950.00 $25.40 $2100.00 $3.45 $2300.00 $0.48 $2600.00 $0.06 Below is some actual data for call options on Amazon (AMZN) from June 14, 2019. The options expire on July 19, 2019. AMZN's most recent closing price was $1869.67, and the 1 month treasury rate (risk free rate) is 2.23 % ( annualized). There are 24 trading days between June 14 and expiration (assume 252 trading days in the year). Fill in the Implied Volatility column below (you can use the spreadsheet I posted on Blackboard, but I'd encourage you to build your own Black-Scholes-Merton spreadsheet and then use it, it's a good exercise!) Strike Price Option Price Implied Volatility $1000.00 $874.40 $1500.00 $380.5 $1750.00 $143.90 $1800.00 $104.25 $1850.00 $70.50 $1950.00 $25.40 $2100.00 $3.45 $2300.00 $0.48 $2600.00 $0.06