Consider a stock selling for $ 1 0 0 , with volatility ( standard deviation ) of
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Question:
Consider a stock selling for $ with volatility standard deviation of per year. The stock pays no dividends. The riskfree continuously compounded interest rate is The call option on this stock has a strike price and month maturity. If the call option sells for $ what is its BlackScholes implied volatility? Your answer should be reported as a decimal. For example if the volatility is you should enter your answer as
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